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Aufsätze - Sicherheitenoptimierung -- adäquate Anrechnung von Bürgschaften

Gürtler, Marc; Heithecker, Dirk - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 58 (2005) 17, pp. 926-931

Persistent link: https://www.econbiz.de/10006014681

Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Kredit und Kapital 41 (2008) 1, pp. 79-124

Persistent link: https://www.econbiz.de/10008065700

Multi-Period Defaults and Maturity Effects on Economic Capital in a Ratings-Based Default-Mode Model

Gürtler, Marc; Heithecker, Dirk - In: Die Betriebswirtschaft : DBW 68 (2008) 5, pp. 501-524

Persistent link: https://www.econbiz.de/10008113081

Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Credit and Capital Markets 41 (2008) 1, pp. 79-124

The ongoing debate concerning credit concentration risk is mainly driven by the requirements on credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that are not fully captured by Pillar 1 should be adequately considered in the banks’ risk management. This...

Persistent link: https://www.econbiz.de/10010764527