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2 résultats pour « systemic risk »

Cyber Risk and Bank Fragility

28 déc. 2023 Autre, cybersecurity, cyberattacks, cyber risk, financial stability, systemic risk, distance-to-default, bank fragility, bank default probability, Résilience numérique

"Using a novel firm-level measure of cybersecurity, we find that cybersecurity risk increases the probability of bank default. The effect is larger for banks with deposit withdrawal, but less pronounced for banks with liquidity buffer. Our results are robust to using an instrumental variable approach and to using alternative measures. "

Improving Data for Managing Cyber Risk and Building Resilience

27 oct. 2023 Autre, operational risk, Cyber risk, systemic risk, cyber risk management, cyber losses, enterprise risk management, Résilience numérique

“Gaps in the data available for assessing cyber risk have limited the development of metrics that would help the public and private sectors prevent and recover from cyberattacks and reduce systemic risk. Cyber incident disclosure rules, introduced to close the data gaps, help but fall short in supporting the effective management of cyber risk. This article examines current and proposed reporting requirements, especially in the financial sector, where they are the most advanced.”

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