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?:about
?: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) (xsd:string)
?:contributor
?:dateModified
  • 2006 (xsd:gyear)
?:datePublished
  • 2006 (xsd:gyear)
?:duplicate
?:hasFulltext
  • true (xsd:boolean)
is ?:hasPart of
?:inLanguage
  • en (xsd:string)
?:location
is ?:mainEntity of
?:name
  • Coherent banking capital and optimal credit portfolio structure (xsd:string)
?:provider
?:publicationType
  • Arbeitspapier (xsd:string)
?:sourceInfo
  • GESIS-SSOAR (xsd:string)
rdf:type
?:url
?:volumeNumber
  • FW21V2 (xsd:string)