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DateTitle Authors
2007 Measuring concentration risk for regulatory purposesGürtler, Marc / Hibbeln, Martin / Vöhringer, Clemens
2005 Multi-period defaults and maturity effects on economic capital in a ratings-based default-mode modelGürtler, Marc / Heithecker, Dirk
2011 Pitfalls in modeling loss given default of bank loansHibbeln, Martin / Gürtler, Marc
2004 Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel IIGürtler, Marc / Heithecker, Dirk
2006 Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?Gürtler, Marc / Heithecker, Dirk / Hibbeln, Martin
2005 Der Haftungsbeitrag des Eigenkapitals bei Kreditgeschäften im Rahmen der MarktzinsmethodeGürtler, Marc / Heithecker, Dirk
2005 Systematic credit cycle risk of financial collaterals: Modelling and evidenceGürtler, Marc / Heithecker, Dirk
2013 Robustness and informativeness of systemic risk measuresLöffler, Gunter / Raupach, Peter
2012 Determinants of the interest rate pass-through of banks: Evidence from German loan productsSchlüter, Tobias / Busch, Ramona / Hartmann-Wendels, Thomas / Sievers, Sönke
2012 Regulation, credit risk transfer with CDS, and bank lendingPausch, Thilo / Welzel, Peter

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