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Photo of Michael S. Gibson

Michael S. Gibson

Director Program Direction Section Supervision and Regulation
202-452-2495
[email protected]

Education

  • Ph.D., Economics, Massachusetts Institute of Technology, 1993
  • A.B., Economics, with honors in Humanities, Stanford University, 1988
  • Economist

    Board of Governors of the Federal Reserve System

    1992 - present
  • Visiting Assistant Professor of Business Economics

    Booth School of Business, University of Chicago

    1993 - 1995
  • Visiting Lecturer

    Princeton University Bendheim Center for Finance

    2010
  • Fixing what is Broken in Market Risk Capital Models
    Michael S. Gibson
    Managing and Measuring Capital (2012)
  • Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
    Tim Bollerslev, Michael Gibson, and Hao Zhou
    Journal of Econometrics (2011)
    https://doi.org/10.1016/j.jeconom.2010.03.033
    See also » FRB Working Paper (2004)
  • Credit Derivatives and Risk Management
    Michael S. Gibson
    Economic Review (Federal Reserve Bank of Atlanta) (2007)
    See also » FRB Working Paper (2007)
  • Measuring Counterparty Credit Exposure to a Margined Counterparty
    Michael Gibson
    Counterparty Credit Risk Modelling (2005)
    See also » FRB Working Paper (2005)
  • Is Corporate Governance Ineffective in Emerging Markets?
    Michael S. Gibson
    Journal of Financial and Quantitative Analysis (2003)
    https://doi.org/10.2307/4126771
    See also » FRB Working Paper (2002)
  • Incorporating Event Risk into Value-at-Risk
    Michael S. Gibson
    Finance and Economics Discussion Series (2001)
    https://doi.org/10.17016/FEDS.2001.17
  • Stress Testing in Practice: A Survey of 43 Major Financial Institutions
    Ingo Fender and Michael S. Gibson
    BIS Quarterly Review (2001)
  • Improving Grid-Based Methods for Estimating Value-at-Risk of Fixed-Income Portfolios
    Michael S. Gibson and Matthew Pritsker
    Journal of Risk (2000)
    See also » FRB Working Paper (2000)
  • Big Bang Deregulation and Japanese Corporate Governance: A Survey of the Issues
    Michael S. Gibson
    Crisis and Change in the Japanese Financial System (2000)
    https://doi.org/10.1007/978-1-4615-4395-4
    See also » FRB Working Paper (1998)
  • Pitfalls in Tests for Changes in Correlations
    Brian H. Boyer, Michael S. Gibson, and Mico Loretan
    International Finance Discussion Papers (1999)
    https://doi.org/10.17016/IFDP.1997.597
  • The Implications of Risk Management Information Systems for the Organization of Financial Firms
    Michael S. Gibson
    International Finance Discussion Papers (1998)
    https://doi.org/10.17016/IFDP.1998.632
  • Evaluating Forecasts of Correlation Using Option Pricing
    Michael S. Gibson and Brian H. Boyer
    Journal of Derivatives (1998)
    https://doi.org/10.3905/jod.6.2.18
    See also » FRB Working Paper (1997)
  • Information Systems for Risk Management
    Michael S. Gibson
    International Finance Discussion Papers (1997)
    https://doi.org/10.17016/IFDP.1997.585
  • The Bank Lending Channel of Monetary Policy Transmission: Evidence from a Model of Bank Behavior That Incorporates Long-Term Customer Relationships
    Michael S. Gibson
    International Finance Discussion Papers (1997)
    https://doi.org/10.17016/IFDP.1997.584
  • More Evidence on the Link between Bank Health and Investment in Japan
    Michael S. Gibson
    Journal of the Japanese and International Economies (1997)
    https://doi.org/10.1006/jjie.1997.0379
    See also » FRB Working Paper (1996)
  • Regulation and the Cost of Capital in Japan: A Case Study
    John Ammer and Michael S. Gibson
    International Finance Discussion Papers (1996)
    https://doi.org/10.17016/IFDP.1996.556
  • Can Bank Health Affect Investment? Evidence from Japan
    Michael S. Gibson
    Journal of Business (1995)
  • Long-Term Banking Relationships in General Equilibrium
    Michael S. Gibson
    International Finance Discussion Papers (1993)
    https://doi.org/10.17016/IFDP.1993.452
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Last Update: August 2, 2024