Albertz was a central figure at Ibrox during the lavish spending of the Dick Advocaat era a decade ago as a host of big name, big money signings flocked to Glasgow.
The use of EBTs by former chairman Sir David Murray has landed the champions in hot water with Her Majesty's Revenue and Customs, with the findings of a tribunal likely to be announced next month.
Albertz was joined in the Ibrox dressing room by a host of world-class talents, but the German said: "I wasn't aware of what was happening at the club at that time.
"If someone comes into the club, it is between him, his agent and David Murray.
"I don't have any offshore accounts or anything like that so they can't come after me!"
The First Tier tribunal has yet to make its judgment public on Rangers' use of EBTs and the club were last week placed in administration over a separate tax bill.
It has left the Gers at perhaps their lowest ever ebb and Albertz can't believe the Light Blues have found themselves in this position.
He said: "I still love Rangers, I am a fan now and it is very hard to see a great club like that going down the road that it is now.
"Like any other Rangers supporter, I hope they can overcome the difficulties that they are in just now and emerge stronger in the future."