Coherent banking capital and optimal credit portfolio structure

Breuer, Wolfgang; Gürtler, Marc

Bibtex export

@book{ Breuer2006,
 title = {Coherent banking capital and optimal credit portfolio structure},
 author = {Breuer, Wolfgang and Gürtler, Marc},
 year = {2006},
 series = {IF Working Paper Series},
 pages = {12},
 volume = {FW21V2},
 address = {Braunschweig},
 publisher = {Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft},
 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)},
 keywords = {Kredit; credit; Risiko; risk; Kreditinstitut; credit institution; Kapital; capital; Kapitalmarkt; capital market}}