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Einführung in das Kapitalstrukturmanagement

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  • Böger, Andreas
  • Heidorn, Thomas
  • Rupprecht, Stephan

Abstract

This paper gives an overview of the capital requirements for banks. Regulatory capital is analyzed, followed by the discussion of economic capital. These ideas are used to explain risk adjusted performance measures.

Suggested Citation

  • Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
    • Handle: RePEc:zbw:fsfmwp:121
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    References listed on IDEAS

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    Cited by:

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    3. Beyna, Ingo & Wystup, Uwe, 2010. "On the calibration of the Cheyette interest rate model," CPQF Working Paper Series 25, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
    4. C. Herrmann-Pillath, 2011. "A Neurolinguistic Approach to Performativity in Economics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 2.

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    Keywords

    Regulatorisches Kapital; ökonomisches Kapital; RAROC; RORAC;
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