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1. Evading Stepping-Stone Detection with Enough Chaff

Author

Clausen, Henry, Gibson, Michael S., Aspinall, David, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Kutyłowski, Mirosław, editor, Zhang, Jun, editor, and Chen, Chao, editor

Published
2020
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2. Detecting Node Behaviour Changes in Subgraphs

Author

Gibson, Michael S., Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Bramer, Max, editor, and Ellis, Richard, editor

Published
2020
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13. Contributors

Author

Abascal, Faustino, primary, Adams, Judith E., additional, Ahn, Joong Mo, additional, Albareda, Jorge, additional, Allen, Gina M., additional, Anavim, Arash, additional, Anderson, Mark W., additional, Anderson, Suzanne E., additional, Aparisi, Francisco, additional, Aparisi, Pilar, additional, Armfield, Derek R., additional, Atkins, Bridget, additional, Ballehr, Lisa O., additional, Baltazar, Romulo, additional, Bancroft, Laura W., additional, Barr, Michelle S., additional, Barron, D., additional, Baur-Melnyk, Andrea, additional, Beaman, Francesca, additional, Beltran, Javier, additional, Beltran, Luis S., additional, Bencardino, Jenny T., additional, Berquist, Thomas H., additional, Biervliet, M., additional, Blankenbaker, Donna G., additional, Bloem, Hans L., additional, Bolster, Marcy B., additional, Borghei, Peyman, additional, Boutin, Robert Downey, additional, Brouwer, Patrick A., additional, Bueno, Ángel, additional, Calleja, Michele, additional, Canga, Ana, additional, Cassar-Pullicino, Victor N., additional, Cavalcanti, Conrado F.A., additional, Cerezal, Luis, additional, Chastanet, Patrick, additional, Chen, Qi, additional, Cheung, Yvonne Y., additional, Cho, Aaron, additional, Chung, Christine B., additional, Coggins, Claire, additional, Cotten, Anne, additional, Courtens, Winnie, additional, Czerny, Christian, additional, Daffner, Richard H., additional, Davies, A. Mark, additional, Davis, Kirkland W., additional, del Cura, José Luis, additional, Delman, Bradley N., additional, De Maeseneer, Michel O., additional, De Schepper, Arthur M., additional, Dheer, Sachin, additional, Dominguez, Rodrigo, additional, Donati, Davide, additional, Elaini, A. Bassem, additional, El-Khoury, Georges Y., additional, Fang, Chris, additional, Farrant, J., additional, Fayad, Laura M., additional, Ferrer, Pilar, additional, Finden, Steven, additional, Flemming, Donald J., additional, Freyschmidt, Jürgen, additional, Gibson, Michael S., additional, Gilula, Louis A., additional, Gopez, Angela Gessner, additional, Gupta, Punita, additional, Haims, Andrew, additional, Harris, John H., additional, Hayes, Curtis W., additional, Haygood, Tamara Miner, additional, Higueras, Victoria, additional, Hofmann, Siegfried, additional, Hrehorovich, Peter A., additional, Hualde, Ana M., additional, Huysse, Wouter C.J., additional, Ilaslan, Hakan, additional, Jablonka, Karsten, additional, Jennings, Bryan T., additional, Johnson, Ann M., additional, Johnson, Karl, additional, Karantanas, Apostolos, additional, Karasick, David, additional, Katsivas, Theodoros, additional, Kavanagh, Eoin C., additional, Keats, Theodore E., additional, Khan, Shah H.M., additional, Kool, Digna R., additional, Koulouris, George, additional, Kramer, Josef, additional, Kroon, Herman M., additional, van Kuijk, Cornelis, additional, Lardenoye-Bröker, Susanne W.Y., additional, Ledermann, Hans Peter, additional, Lingg, Gerwin M., additional, Liu, Brandon Y., additional, Liu, Patrick T., additional, Llopis, Eva, additional, Ma, Calvin T., additional, Marcus, Matthew A., additional, Martel, José, additional, Marten, Paul, additional, Mathew, Manesh, additional, McCall, Iain W., additional, McNally, Eugene G., additional, Mellado, José M., additional, Miller, Theodore T., additional, Mintz, Douglas N., additional, Monu, Johnny U.V., additional, Moore, Sandra L., additional, Morrison, William B., additional, Mosher, Timothy J., additional, Mulligan, Michael E., additional, Murphey, Mark D., additional, Murphy, William A., additional, Nissman, Daniel B., additional, Nomikos, George C., additional, Obermann, Willem R., additional, O'Connor, Philip J., additional, Offiah, Amaka, additional, Oh, Richard J., additional, Omar, Imran M., additional, Opsha, Oleg, additional, Ostlere, Simon, additional, Owen, Joshua M., additional, Palmer, William E., additional, Padron, Mario, additional, Paruchuri, Narayan Babu, additional, Pathria, Mini N., additional, Paylor, Rogerich T., additional, Pfirrmann, Christian W., additional, Pharoah, Michael, additional, Philippon, Marc J., additional, Pope, Thomas Lee, additional, Probyn, Linda J., additional, Rafii, Mahvash, additional, Rankine, James J., additional, Rao, Nisha, additional, Rao, Vijay M., additional, Rider, Lisa Georgianne, additional, Roberts, Catherine C., additional, Rogers, Lee F., additional, Rolón, Alejandro U., additional, Rosenberg, Zehava Sadka, additional, Rosenbloom, Lorne, additional, Rosenthal, Daniel, additional, Rubin, David A., additional, Salgado, Rodrigo A., additional, Schenk, Barry, additional, Scheurecker, Anna, additional, Schils, Jean, additional, Schorn, Corinna, additional, Schweitzer, Mark E., additional, Sekiya, Jon K., additional, Shahabpour, Maryam, additional, Shankman, Steven, additional, Smith, Roger, additional, Snoeckx, Annemie, additional, Snyder, Travis G., additional, Som, Peter M., additional, Souillard, Raphaëlle, additional, Sprigg, Alan, additional, Spouge, Alison R.I., additional, Steinbach, Lynne S., additional, Sundaram, Murali, additional, Taljanovic, Mihra S., additional, Teh, James, additional, Tehranzadeh, Jamshid, additional, Tins, Bernhard Johannes, additional, Tshering, Dechen W., additional, Tuite, Michael J., additional, Umans, Hilary, additional, Vande Berg, Bruno C., additional, Vanhoenacker, Filip M., additional, van Rijswijk, Catharina S.P., additional, Verstraete, Koenraad L., additional, Watt, Iain, additional, White, Lawrence M., additional, Williams, Helen J., additional, Willits, Kevin R., additional, Wilson, David John, additional, Yacoub, Emad, additional, Yao, Lawrence, additional, Yu, Joseph S., additional, Zelenko, Natalie, additional, Zlatkin, Michael B., additional, and Zoga, Adam C., additional

Published
2008
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14. Amyloidosis

Author

Jennings, Bryan T., primary, Gibson, Michael S., additional, Murphey, Mark D., additional, and Paylor, Rogerich T., additional

Published
2008
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15. Bank Supervision: More Timely Escalation of Supervisory Action Needed.

Author

Gibson, Michael S.

Subjects
BANK management, DEPOSIT insurance, BANK directors, INTERNAL auditing, DODD-Frank Wall Street Reform & Consumer Protection Act
Abstract

This document from the U.S. Government Accountability Office (GAO) discusses the need for more timely escalation of supervisory action in bank supervision. It highlights recent failures of Silicon Valley Bank and Signature Bank and the cost to the Deposit Insurance Fund. The report assesses the communication and escalation of supervisory concerns by the Federal Reserve and FDIC, and recommends clearer and more specific procedures for escalation. It also suggests the adoption of noncapital triggers for early and forceful regulatory actions. The failures of the banks were attributed to risky business strategies, rapid growth, and inadequate risk management. The document provides information on how regulators supervise banks and their policies for communicating concerns. The Federal Reserve and FDIC have procedures in place to determine whether to escalate supervisory concerns to formal or informal enforcement actions. The FDIC uses composite CAMELS ratings and the length of time a concern has been open to make escalation decisions. The Federal Reserve's escalation procedures are less clear and specific, which may have contributed to delays in taking action against banks. The Dodd Frank Act requires the Federal Reserve to establish early remediation standards, but these standards have not been finalized. Adopting noncapital triggers would help regulators take more timely and forceful actions to address unsafe banking practices. The prompt corrective action framework, which relies on capital measures, has limitations in preventing bank failures. Section 39 of the Federal Deposit Insurance Act contains noncapital standards that could be useful for developing noncapital triggers, but it has weaknesses as an escalation tool. [Extracted from the article]

Published
2024

16. Credit derivatives and risk management

Author

Gibson, Michael S.

Subjects
Risk management -- Reports, Banking, finance and accounting industries, Business, Economics, Business, regional, Company business management, Risk management, Management, Reports
Abstract

The striking growth of credit derivatives suggests that market participants find them to be useful tools for risk management. This paper illustrates credit derivatives' value with three examples: a commercial bank using credit derivatives to manage loan portfolio risk; an investment bank using them to manage the risks of underwriting securities; and an investor, such as an insurance company, asset manager, or hedge fund, using them to align credit risk exposure with a desired credit risk profile. But credit derivatives pose risk-management challenges of their own; the author discusses five of these challenges. Credit derivatives can transform credit risk in intricate ways that may not be easy to understand. They can create counterparty credit risk that itself must be managed. Complex credit derivatives rely on complex models, leading to model risk. Credit rating agencies interpret this complexity for investors, but their ratings can be misunderstood, creating rating agency risk. And the settlement of a credit derivative contract following a default can have its own complications, creating settlement risk. For the credit derivatives market to continue its rapid growth, market participants must find ways to meet these risk-management challenges., The growth of credit derivatives suggests that market participants find them useful for risk management. Figure 1 shows the growth trajectory for credit derivatives from two surveys of derivatives dealers: [...]

Published
2007

21. Chondroblastoma with Secondary Aneurysmal Bone Cyst

Author

UNIFORMED SERVICES UNIV OF THE HEALTH SCIENCES BETHESDA MD DEPT OF RADIOLOGY, Warnock, Alicia, Gibson, Michael S., Folio, Les R., UNIFORMED SERVICES UNIV OF THE HEALTH SCIENCES BETHESDA MD DEPT OF RADIOLOGY, Warnock, Alicia, Gibson, Michael S., and Folio, Les R.

Abstract

We present the case of a chondroblastoma with secondary aneurysmal bone cyst arising in a posterior rib. The tumor was initially detected on a chest radiograph obtained for evaluation of chest wall pain. This case illustrates the importance of a systematic search pattern in evaluation of chest radiographs. The following report reviews the clinical, radiologic, and pathologic characteristics of primary bone tumors and presents a differential diagnosis for posterior mediastinal mass, then paraspinal osseous mass., Pub. in Military Medicine Radiology Corner, v173, Feb 2008.

Published
2008

33. Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios.

Author

Gibson, Michael S. and Pritsker, Matthew

Subjects
PORTFOLIO management (Investments), VALUE engineering, RISK management in business
Abstract

This paper shows that the discrete grid method suggested by Jamshidian and Zhu (1997) has two serious inadequacies that indicate it cannot precisely estimate value at Risk (VaR) for some fixed-income portfolios. The authors present two refinements to their method to correct these shortcomings. They suggest choosing risk factors according to their ability to describe the portfolio's value. They also compute VaR with a Grid Monte Carlo method that uses continuous risk factor distributions while preserving the simplicity of a grid method for pricing. Several example portfolios where the Jamshidian-Zhu method fails to accurately estimate VaR are presented. This working paper is available at the US Federal Reserve Board. You can access this site by going to www.federalreserve.gov/pubs/workingpapers.htm.

Published
2000
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36. Homogeneous Hydrogenation of Fatty Acid Methyl Estersand Natural Oils under Neat Conditions.

Author

Fairweather, Neil T., Gibson, Michael S., and Guan, Hairong

Subjects
*HYDROGENATION, *RUTHENIUM catalysts, *IRON catalysts, *FATTY acid methyl esters, *ESSENTIAL oils, *HOMOGENEOUS catalysis
Abstract

A series of ruthenium- and iron-basedpincer catalysts have beentested for the homogeneous hydrogenation of fatty acid methyl estersto fatty alcohols with turnover numbers (TONs) of up to 1860. Thesecatalysts operate under neat conditions (no solvent) from the gramto the kilogram scale. The required temperature (135 °C) andH2pressure (300–1000 psig) are much lower thanthose needed for current industrial processes, which rely on heterogeneouscopper chromite catalysts. The fatty alcohol products can be purifiedthrough distillation, resulting in low levels of Ru (1 ppm) and P(<25 ppm). The five-coordinate Milstein catalyst and Takasago’sborane-stabilized catalyst are also effective for the direct hydrogenationof coconut oil to fatty alcohols. These results hold the promise ofusing homogeneous catalysts for ester hydrogenation in an industrialsetting. [ABSTRACT FROM AUTHOR]

Published
2015
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48. THE IMPLICATIONS OF RISK MANAGEMENT INFORMATION SYSTEMS FOR THE ORGANIZATION OF FINANCIAL FIRMS

Author

Gibson, Michael S.

Subjects
INFORMATION resources management, RISK management in business, TECHNOLOGICAL innovations, ECONOMETRICS, MANAGEMENT science, FINANCIAL institutions, ORGANIZATIONAL structure
Abstract

Financial dealer firms have invested heavily in recent years to develop information systems for measurement and risk management. Previous literature discusses how risk management information systems make it possible for financial firms to improve their risk measurement by looking at new measurement methodologies. The authors take for granted that technological progress in computer technology and telecommunications is likely to continue at a rapid pace, making it less expensive to assemble risk information. The first part of the paper looks at the role that information plays in economic models of a firm's capital budgeting, risk management decisions, incentive compensation, and capital structure. The second part of the paper looks at the role that information plays in determining a firm's organizational structure. This working paper can be found at the US Federal Reserve Board's International Finance Discussion Papers. You can access this by going to

Published
1998

49. "BIG BANG" DEREGULATION AND JAPANESE CORPORATE GOVERNANCE: A SURVEY OF THE ISSUES

Author

Gibson, Michael S.

Subjects
ECONOMIC conditions in Japan, STOCKHOLDERS, CORPORATE governance
Abstract

Financial modernization is of secondary importance for improving the performance of the Japanese economy. In this paper the author identifies three characteristics of the Japanese corporate governance system that lead Japanese managers to produce low returns for shareholders. First, insider stakeholders dominate corporate governance; second, institutional investors are weak; and third, there is no market for corporate control. The paper concludes that the progress of the "Big Bang" reforms to corporate governance has been limited. This working paper can be found at the US Federal Reserve Board's International Finance Discussion Papers. You can access this by going to

Published
1998

50. EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING.

Author

Gibson, Michael S. and Boyer, Brian H.

Subjects
STATISTICAL correlation, STOCKS (Finance), ANALYSIS of variance, ASSETS (Accounting)
Abstract

A forecast of the variance-covariance matrix of joint asset returns is used to generate a trading strategy for a package of simulated options. Accurate forecasts will produce profitable trading strategy. In an empirical application, we focus on the ability to forecast the correlation between two stock market indices. We find that the more sophisticated models produce better correlation forecasts than the simple moving averages. This working paper can be found at the US Federal Reserve Board's International Finance Discussion Papers. You can access this by going to

Published
1997

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