Coherent Banking Capital and Optimal Credit Portfolio Structure

quot;Coherentquot; 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

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Year of publication:	[2006]
Authors:	Breuer, Wolfgang
Other Persons:	Gürtler, Marc (contributor)
Publisher:	[2006]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2006 erstellt
Other identifiers:	10.2139/ssrn.942742 [DOI]
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012732656