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Cyber risk surveillance : a case study of Singapore

Goh, Joseph; Kang, Heedon; Koh, Zhi Xing; Lim, Jin Way; … - 2020

Cyber risk is an emerging source of systemic risk in the financial sector, and possibly a macro-critical risk too. It … approaches to assess and monitor cyber risk to the financial sector, including various approaches to stress testing. The paper …

Persistent link: https://www.econbiz.de/10012170162

What the Hack : Systematic Risk Contagion from Cyber Events

Corbet, Shaen - 2017

This paper examines the impact of cybercrime and hacking events on equity market volatility across publicly traded corporations. The volatility influence of these cybercrime events is shown to be dependent on the number of clients exposed across all sectors and the type of the cyber security...

Persistent link: https://www.econbiz.de/10012948213

Disentangling crashes from tail events

Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219

Persistent link: https://www.econbiz.de/10011348417

Systemic risk ranking of US financial institutions

Derbali, Abdelkader - In: International journal of management and network … 4 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10012252011

Should SIFIs protect themselves from systemic risk?

Galizia, Federico - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 27-33

Persistent link: https://www.econbiz.de/10010526461

Short-selling, leverage and systemic risk

Pais, Amelia; Stork, Philip - 2013

rationale behind the bans was that "bear raids", driven by short-sellers, would increase the individual and systemic risk of … specifically target institutions with lower capital levels. Furthermore, institutions' risk-levels and changes in short …

Persistent link: https://www.econbiz.de/10010226885