This work explores the common attributes of different types of cyber risk with a view to better understanding the key attributes that contribute to each type of cyber risk category. In doing so we explore event studies on a range of different market sectors, different countries, different...

Artificial intelligence and machine learning have increasing influence on the financial sector, but also on economy as a whole. The impact of artificial intelligence and machine learning on banking risk management has become particularly interesting after the global financial crisis. The...

The aim of this paper is to deepen the application of value at risk in the cyber domain, with particular attention to its potential role in security investment valuation. Cyber risk is a fundamental component of the overall risk faced by any organization. In order to plan the size of security...