Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - Institut für Wirtschaftswissenschaften <Braunschweig> …
The ongoing debate concerning credit concentration risk is mainly driven by the requirementson credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that arenot fully captured by Pillar 1 should be adequately considered in the banks’ risk management....