Coherent banking capital and optimal credit portfolio structure

Breuer, Wolfgang; Gürtler, Marc

[working paper]

dc.contributor.author	Breuer, Wolfgang	de
dc.contributor.author	Gürtler, Marc	de
dc.date.accessioned	2012-05-29T14:02:00Z	de
dc.date.accessioned	2015-02-17T13:55:12Z
dc.date.available	2015-02-17T13:55:12Z
dc.date.issued	2006	de
dc.identifier.uri	http://www.ssoar.info/ssoar/handle/document/41876
dc.description.abstract	"'Coherent' measures of a bank's whole risk capital imply a structure of a bank's optimal credit portfolio that is independent of its deposits and the expected deposit rate, of expected bankruptcy costs and of expected costs of regulatory capital." (author's abstract)	en
dc.language	en	de
dc.subject.ddc	Wirtschaft	de
dc.subject.ddc	Economics	en
dc.subject.other	Kreditsicherheit	de
dc.title	Coherent banking capital and optimal credit portfolio structure	de
dc.description.review	begutachtet	de
dc.description.review	reviewed	en
dc.source.volume	FW21V2	de
dc.publisher.country	DEU
dc.publisher.city	Braunschweig	de
dc.source.series	IF Working Paper Series
dc.subject.classoz	Wirtschaftssektoren	de
dc.subject.classoz	Economic Sectors	en
dc.subject.thesoz	Kredit	de
dc.subject.thesoz	credit	en
dc.subject.thesoz	Risiko	de
dc.subject.thesoz	risk	en
dc.subject.thesoz	Kreditinstitut	de
dc.subject.thesoz	credit institution	en
dc.subject.thesoz	Kapital	de
dc.subject.thesoz	capital	en
dc.subject.thesoz	Kapitalmarkt	de
dc.subject.thesoz	capital market	en
dc.date.modified	2012-05-29T14:02:00Z	de
dc.rights.licence	Deposit Licence - Keine Weiterverbreitung, keine Bearbeitung	de
dc.rights.licence	Deposit Licence - No Redistribution, No Modifications	en
ssoar.contributor.institution	USB Köln	de
internal.status	formal und inhaltlich fertig erschlossen	de
internal.identifier.thesoz	10040501
internal.identifier.thesoz	10045555
internal.identifier.thesoz	10037628
internal.identifier.thesoz	10041542
internal.identifier.thesoz	10044824
dc.type.stock	monograph	de
dc.type.document	Arbeitspapier	de
dc.type.document	working paper	en
dc.rights.copyright	f	de
dc.source.pageinfo	12	de
internal.identifier.classoz	1090304
internal.identifier.document	3
dc.contributor.corporateeditor	Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
internal.identifier.corporateeditor	434
internal.identifier.ddc	330
dc.description.pubstatus	Veröffentlichungsversion	de
dc.description.pubstatus	Published Version	en
internal.identifier.licence	3
internal.identifier.pubstatus	1
internal.identifier.review	2
internal.identifier.series	675
dc.identifier.handle	https://hdl.handle.net/10419/55257
internal.check.abstractlanguageharmonizer	CERTAIN

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