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 …

This study empirically examines the influence of information system on Risk analysis in Strategic Investment Decisions … Risk Analysis in Strategic Investment Decisions using Partial Least Square - Path Model (PLS-PM) method. Data were … system, the more extensive is the usage of Risk Analysis in Strategic Investment Decisions …

Recent literature has proposed new methods for measuring the systemic risk of financial institutions based on observed … stock returns. In this paper we examine the reliability and robustness of such risk measures, focusing on CoVaR, marginal … expected shortfall, and option-based tail risk estimates. We show that CoVaR exhibits undesired characteristics in the way it …

Please note that this paper has been replaced by "Pitfalls in the Use of Systemic Risk Measures," available via 'http …://ssrn.com/abstract=2593257' http://ssrn.com/abstract=2593257.Recent literature has proposed new methods for measuring the systemic risk of … financial institutions based on observed stock returns. In this paper we examine the reliability and robustness of such risk …

Recent literature has proposed new methods for measuring the systemic risk of financial institutions based on observed … stock returns. In this paper we examine the reliability and robustness of such risk measures, focusing on CoVaR, marginal … expected shortfall, and option-based tail risk estimates. We show that CoVaR exhibits undesired characteristics in the way it …

sophisticated. Risk awareness has been increasing, firms actively manage cyber risk and invest in cybersecurity, and to some extent … transfer and pool their risks through cyber liability insurance policies. This paper considers the properties of cyber risk … risk interacts with other financial stability risks. Furthermore, this study examines the current regulatory frameworks and …

sophisticated. Risk awareness has been increasing, firms activelymanage cyber risk and invest in cybersecurity, and to some extent … risk interacts with other financial stabilityrisks. Furthermore, this study examines the current regulatory frameworks and … cyber risk. The paper concludes discussing policymeasures that can increase the resilience of the financial system to …

sophisticated. Risk awareness has been increasing, firms actively manage cyber risk and invest in cybersecurity, and to some extent … transfer and pool their risks through cyber liability insurance policies. This paper considers the properties of cyber risk … risk interacts with other financial stability risks. Furthermore, this study examines the current regulatory frameworks and …