ESG: The 5th Element of Corporate Risk Assessment
While #financialrisks, #politicalrisks, #compliancerisks, and #cyberrisks are more easily quantifiable, #esgrisk presents a challenge for...
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7 févr. 2023
Reinventing Operational Risk Regulation for a World of Climate Change, Cyberattacks...
Proposes a new framework for regulating operational threats such as damage to physical assets, business disruption, and system failures....
10 nov. 2022
Building Resilience in Cybersecurity -- An Artificial Lab Approach
"Using the lab, in numerical case studies, we identify two classes of measures to control systemic cyber risks: security- and...
21 sept. 2022
The Tensions of Cyber-Resilience: From Sensemaking to Practice
"We apply Weick’s (1995) sensemaking framework to examine four foundational tensions of cyber-resilience: a definitional tension, an...
16 sept. 2022
Modeling and Pricing Cyber Insurance -- A Survey
"We distinguish three main types of cyber risks: idiosyncratic, systematic, and systemic cyber risks. While for idiosyncratic and...
4 juil. 2022
When It Rains, It Pours: Cyber Risk and Financial Conditions
"We observe that cyber vulnerability and other financial shocks cannot be treated as uncorrelated risks and policy solutions for cyber...
24 févr. 2022
Vine Copula Modelling Dependence Among Cyber Risks: A Dangerous Regulatory Paradox
" In quantifying the solvency capital requirement gradient for cyber risk measurement according to Solvency II, a dangerous paradox...
22 févr. 2022
The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
"... we do not find a distinct pattern between the frequency of events, the loss severity, and the number of affected records as often...
9 févr. 2022
Crisis Preparedness in the Digital World
"The paper will focus on the important role that financial supervisors and regulators can play in promoting effective risk management,...
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