{"id":94163,"date":"2021-02-15T12:00:00","date_gmt":"2021-02-15T11:00:00","guid":{"rendered":"https:\/\/industry-science.com\/?post_type=article&#038;p=94163"},"modified":"2024-08-07T14:35:59","modified_gmt":"2024-08-07T12:35:59","slug":"quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers","status":"publish","type":"article","link":"https:\/\/industry-science.com\/en\/articles\/quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers\/","title":{"rendered":"Quantification of the Counterparty Risk in the Crisis"},"content":{"rendered":"<hr>\n<div class=\"gito-pub-content-bibliography\">\n<h2>Bibliography <\/h2>\n[1] Bemmann, M.: Entwicklung und Validierung eines stochastischen Simulationsmodells f\u00fcr die Prognose von Unternehmensinsolvenzen, Dissertation, Technische Universit\u00e4t Dresden 2007.<br \/>\n[2] Glei\u00dfner, W.; Bemmann, M.: Die Rating-Qualit\u00e4t verbessern. In: die bank 9 (2008), S. 51-55.<br \/>\n[3] Glei\u00dfner, W.; Romeike, F.: Kreditrisikomanagement im Kontext einer wert- und risikoorientierten Unternehmensf\u00fchrung. In: Risiko Manager Sonderheft Credit Management, Special II (2008), S. 4-12.<br \/>\n[4] Glei\u00dfner, W.; Grundmann, T.: Risiko-Benchmark-Werte f\u00fcr das Risikocontrolling deutscher Unternehmen. In: ZfCM Zeitschrift f\u00fcr Controlling &amp; Management, 5\/2008, S. 314-319<br \/>\n[5] Hock, T.; Glei\u00dfner, W.; Kamar\u00e1s, E.: Wertorientiertes Credit Management: Zusammenfassung von Rating, Marge und Umsatzentwicklung.In: Bundesverband Credit Management e.V. (BvCM) (Hrsg): Das Credit Management als Erfolgsfaktor in der Unternehmenspraxis (Tagungsband zum Bundeskongress BvCM 2012).<br \/>\n[6] Glei\u00dfner, W.; Wingenroth, T.: Rating und Kreditrisiko (1). In: Kredit &amp; Rating Praxis 5 (2015a), S. 14-18.<br \/>\n[7] Glei\u00dfner, W.; Wingenroth, T.: Rating und Kreditrisiko (2). In: Kredit &amp; Rating Praxis 6 (2015b), S. 19-22.<br \/>\n[8] Glei\u00dfner, W.; F\u00fcser, K.: Praxishandbuch Rating und Finanzierung unter Basel III, 3. Auflage, Verlag Franz Vahlen, M\u00fcnchen 2014.<br \/>\n[9] Glei\u00dfner, W.: Grundlagen des Risikomanagements, 3. Auflage, Verlag Franz Vahlen, M\u00fcnchen 2017.<br \/>\n[10] Gerdes, K.: Rating mittelst\u00e4ndischer Unternehmen \u2013 Charakteristika mittelst\u00e4ndischer Unternehmen und Besonderheiten bei der Bewertung des Kreditrisikos. In: Controller Magazin 6 (2018), S. 57-61.<br \/>\n[11] Glei\u00dfner, W.: Risikomanagement 20 Jahre nach KonTraG: Auf dem Weg zum entscheidungsorientierten Risikomanagement. In: Der Betrieb 46 (2018), S. 2769-2774.<br \/>\n[12] Glei\u00dfner, W.; Wolfrum, M.: Risikoaggregation und Monte-Carlo-Simulation \u2013 Schl\u00fcsseltechnologie f\u00fcr Risikomanagement und Controlling, springer essentials, Springer Fachmedien Verlag, Wiesbaden 2019.<br \/>\n[13] Glei\u00dfner, W.: Die Corona-Krise: Fakten, Prognosen und Risiken. In: Corporate Finance 5-6 (2020), S. 121-130.<br \/>\n[14] Glei\u00dfner, W.; Kamar\u00e1s, E.: Volkswirtschaftliche Risiken und deren betriebswirtschaftliche Konsequenzen (1). In: Der Betrieb 33 (2020), S. 1689-1695.<br \/>\n[15] Glei\u00dfner, W.; Kamar\u00e1s, E.: Volkswirtschaftliche Risiken und deren betriebswirtschaftliche Konsequenzen (2). In: Der Betrieb 34 (2020), S. 1745-1753.<\/div>\n<div id=\"download-section\" class=\"gito-pub-download-section\" style=\"text-align:center;margin:20px;\">\n<h2>Your downloads<\/h2>\n<p><button style=\"font-size:14px;margin-right:15px;\" class=\"button gito-pub-cpt-download-button\" data-postid=\"94163\" data-userid =\"0\" data-filename=\"gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1.pdf\"><span style=\"margin-top:5px !important;\" class=\"dashicons dashicons-download\"><\/span>&nbsp;&nbsp;PDF<\/button><\/div>\n<br>Solutions: <span class=\"gito-pub-tag-element\"><a href=\"\/en\/functions\/risk-management\/\">Risk Management<\/a><\/span> <div class=\"gito-pub-tags-social-share\" style=\"display:flex;justify-content:space-between;\"><div>Tags: <span class=\"gito-pub-tag-element\"><a href=\"\/tag\/insolvency-risk\/\">insolvency risk<\/a><\/span> <span class=\"gito-pub-tag-element\"><a href=\"\/tag\/probability-of-default\/\">probability of default<\/a><\/span> <span class=\"gito-pub-tag-element\"><a href=\"\/tag\/rating-prediction\/\">rating prediction<\/a><\/span> <span class=\"gito-pub-tag-element\"><a href=\"\/tag\/risk-management\/\">risk management<\/a><\/span> <span class=\"gito-pub-tag-element\"><a href=\"\/tag\/stress-test\/\">stress test<\/a><\/span> <\/div><div><div class=\"social-icons share-icons share-row relative\" ><a href=\"whatsapp:\/\/send?text=Quantification%20of%20the%20Counterparty%20Risk%20in%20the%20Crisis - https:\/\/industry-science.com\/en\/articles\/quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers\/\" data-action=\"share\/whatsapp\/share\" class=\"icon button circle is-outline tooltip whatsapp show-for-medium\" title=\"Share on WhatsApp\" aria-label=\"Share on WhatsApp\"><i class=\"icon-whatsapp\" aria-hidden=\"true\"><\/i><\/a><a href=\"https:\/\/www.facebook.com\/sharer.php?u=https:\/\/industry-science.com\/en\/articles\/quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers\/\" data-label=\"Facebook\" onclick=\"window.open(this.href,this.title,'width=500,height=500,top=300px,left=300px'); return false;\" target=\"_blank\" class=\"icon button circle is-outline tooltip facebook\" title=\"Share on Facebook\" aria-label=\"Share on Facebook\" rel=\"noopener nofollow\"><i class=\"icon-facebook\" aria-hidden=\"true\"><\/i><\/a><a href=\"https:\/\/x.com\/share?url=https:\/\/industry-science.com\/en\/articles\/quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers\/\" onclick=\"window.open(this.href,this.title,'width=500,height=500,top=300px,left=300px'); return false;\" target=\"_blank\" class=\"icon button circle is-outline tooltip x\" title=\"Share on X\" aria-label=\"Share on X\" rel=\"noopener nofollow\"><i class=\"icon-x\" aria-hidden=\"true\"><\/i><\/a><a href=\"mailto:?subject=Quantification%20of%20the%20Counterparty%20Risk%20in%20the%20Crisis&body=Check%20this%20out%3A%20https%3A%2F%2Findustry-science.com%2Fen%2Farticles%2Fquantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers%2F\" class=\"icon button circle is-outline tooltip email\" title=\"Email to a Friend\" aria-label=\"Email to a Friend\" rel=\"nofollow\"><i class=\"icon-envelop\" aria-hidden=\"true\"><\/i><\/a><a href=\"https:\/\/www.linkedin.com\/shareArticle?mini=true&url=https:\/\/industry-science.com\/en\/articles\/quantification-of-the-counterparty-risk-in-the-crisis-risks-from-the-insolvency-of-suppliers-and-customers\/&title=Quantification%20of%20the%20Counterparty%20Risk%20in%20the%20Crisis\" onclick=\"window.open(this.href,this.title,'width=500,height=500,top=300px,left=300px'); return false;\" target=\"_blank\" class=\"icon button circle is-outline tooltip linkedin\" title=\"Share on LinkedIn\" aria-label=\"Share on LinkedIn\" rel=\"noopener nofollow\"><i class=\"icon-linkedin\" aria-hidden=\"true\"><\/i><\/a><\/div><\/div><\/div><hr style=\"margin-top:0px;\">\n","protected":false},"excerpt":{"rendered":"<p>Severe economic crises lead to a significant increase in the frequency of company insolvencies. The insolvency of one company in turn has a significant negative impact on other companies, which consequently lose key customers or suppliers. For risk management, the quantification of risks and the initiation of coping measures, it is particularly important in a crisis to properly assess the insolvency risks of business partners (counterparty risks). It is essential here that the insolvency risks of companies cannot be viewed independently, but that there is a considerable systematic component.<\/p>\n","protected":false},"featured_media":96007,"menu_order":0,"template":"","categories":[79167,79168,79298],"tags":[77869,77870,77871,68988,77872],"product_cat":[],"topic":[],"technology":[],"knowhow":[],"industry":[],"writer":[83301,83302,83300],"content-type":[],"potential":[],"solution":[67824],"glossary":[],"class_list":{"0":"post-94163","1":"article","2":"type-article","3":"status-publish","4":"has-post-thumbnail","6":"category-design-en","7":"category-translate-en","8":"category-typeset","9":"tag-insolvency-risk","10":"tag-probability-of-default","11":"tag-rating-prediction","12":"tag-risk-management","13":"tag-stress-test","14":"writer-endre-kamaras-en","15":"writer-marco-wolfrum-en","16":"writer-werner-gleissner-en","17":"solution-risk-management","18":"product","19":"first","20":"instock","21":"downloadable","22":"virtual","23":"sold-individually","24":"taxable","25":"purchasable","26":"product-type-article"},"uagb_featured_image_src":{"full":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788.jpg",1400,788,false],"thumbnail":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-150x150.jpg",150,150,true],"medium":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-666x375.jpg",666,375,true],"medium_large":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-768x432.jpg",768,432,true],"large":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-1024x576.jpg",1020,574,true],"front-page-entry":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-1032x320.jpg",1032,320,true],"post-entry":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-764x376.jpg",764,376,true],"post-teaser":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-392x320.jpg",392,320,true],"post-teaser-mobile":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-608x496.jpg",608,496,true],"post-custom-size":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-640x325.jpg",640,325,true],"whitepaper-teaser":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-274x376.jpg",274,376,true],"card-big":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-514x292.jpg",514,292,true],"card-portrait":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-320x440.jpg",320,440,true],"card-big-company":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-514x289.jpg",514,289,true],"gp-listing":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-196x180.jpg",196,180,true],"1536x1536":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788.jpg",1400,788,false],"2048x2048":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788.jpg",1400,788,false],"woocommerce_thumbnail":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-510x510.jpg",510,510,true],"woocommerce_single":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-510x287.jpg",510,287,true],"woocommerce_gallery_thumbnail":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-100x100.jpg",100,100,true],"dgwt-wcas-product-suggestion":["https:\/\/industry-science.com\/wp-content\/uploads\/2024\/03\/gleissner_Quantifizierung-des-Adressausfallrisikos-in-der-Krise_IM2021_1-1400x788-64x36.jpg",64,36,true]},"uagb_author_info":{"display_name":"Christoph Brocks","author_link":"https:\/\/industry-science.com\/en\/author\/"},"uagb_comment_info":0,"uagb_excerpt":"Severe economic crises lead to a significant increase in the frequency of company insolvencies. The insolvency of one company in turn has a significant negative impact on other companies, which consequently lose key customers or suppliers. For risk management, the quantification of risks and the initiation of coping measures, it is particularly important in a&hellip;","_links":{"self":[{"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/article\/94163","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/article"}],"about":[{"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/types\/article"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/media\/96007"}],"wp:attachment":[{"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/media?parent=94163"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/categories?post=94163"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/tags?post=94163"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/product_cat?post=94163"},{"taxonomy":"topic","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/topic?post=94163"},{"taxonomy":"technology","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/technology?post=94163"},{"taxonomy":"knowhow","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/knowhow?post=94163"},{"taxonomy":"industry","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/industry?post=94163"},{"taxonomy":"writer","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/writer?post=94163"},{"taxonomy":"content-type","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/content-type?post=94163"},{"taxonomy":"potential","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/potential?post=94163"},{"taxonomy":"solution","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/solution?post=94163"},{"taxonomy":"glossary","embeddable":true,"href":"https:\/\/industry-science.com\/en\/wp-json\/wp\/v2\/glossary?post=94163"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}