This paper makes use of a panel of United States (US) bank hold-ing company (BHC) and commercial bank balance sheet data in order to examine the relationship between capital bu¤er and portfolio risk adjustments since the introduction of Basel I. Esti-mating a set of limited informationas well

The combination of the buer size of routers deployed in the Internet and the Internet traÆc itself leads routinely to routers dropping packets. Motivated by this, we initiate the rigorous study of dynamic store-and-forward routing on arbitrary networks in a model in which dropped packets must explicitly be taken into account. To avoid the uncertainties of traÆc modeling, we consider arbitrary traÆc on the network. We analyze and compare the eectiveness of several greedy, on-line, local-control protocols using a competitive analysis of the throughput. One goal of our approach is for the competitive results to continue to hold as a network grows without requiring the memory in the nodes to increase with the size of the network. Thus, in our model, we have link buers of xed size, B, which is independent of the size of the network, and B becomes a parameter of the model. Our results are in contrast to another adversarial traÆc model known as Adversarial Queuing Theory (AQT), which studies the stability and growth rate of queues as a function of the network and traÆc parameters. For example, in AQT the Furthest-To-Go (FTG) protocol is stable for all networks whereas Nearest-To-Go (NTG) can be unstable for some networks. Unlike AQT, in our setting NTG is preferable to FTG: we show that the NTG protocol is throughput-competitive on all networks whereas the FTG protocol has unbounded competitiveness whenever a network contains even small cycles. 1

Bu®er over°ow vulnerabilities are among the most widespread of security problems. Numerous incidents of bu®er over°ow attacks have been reported and many solutions have been proposed, but a solution that is both complete and highly practical is yet to be found. Another kind of vulnerability called

guarantees to the corresponding class of traffic. However, problems arise in modelling self similar traffic through non-FIFO schedulers where to obtain crucial performance results such as the rare event probabilities (i.e. packet loss, buffer overflow and packet delay) consumes extremely long simulation

. Several performance measures like the throughput of the system, fraction of arrivals that actually enter into the system, utilizations of the work stations, etc., are obtained. Further, design of such fork–join systems in terms of bu'er size con3gurations for maximizing the throughput of the system

, referred to as the memory con ict bu er, which facilitates static code scheduling in the presence of memory store/load dependences. Correct program execution is ensured by the memory con ict bu er and repair code provided by the compiler. With this addition, signi cant speedup over

Intertemporal preferences are di ¢ cult to measure. We estimate time preferences using a structural bu¤er stock consumption model and the Method of Simulated Moments. The model includes stochastic labor income, liquidity constraints, child and adult dependents, liquid and illiquid assets, revolving

with s ith con rea. les wit ce of bu trictions (OFR-SPC) are experimentally evaluated. The liquid-side mass trans-pecific interfacial area, a, are studied individually. The specific interfacial area columns are the most commonly used devices for enhancing gas–liquid mass transfer [2

(while transmission ordering is allowed to be arbitrary). In all models the goal of the bu#er policy is to maximize the total value of the accepted packets.

An electronic version of the paper may be downloaded • from the SSRN website: www.SSRN.com • from the RePEc website: www.RePEc.org • from the CESifo website: Twww.CESifo-group.org/wp T