5 juil. 2023Time Dynamics of Cyber RiskThis paper analyzes the characteristics of #cyber #loss #events and how they evolve over time. The authors use three large databases to...
13 juil. 2022The Road Less Travelled: Keynes and Knight on Probability and Uncertainty"The possibilities of a Keynesian-Knightian synthesis as a way forward are considered by comparing these signposts. It is argued that,...
8 juil. 2022Correlations in Operational Risk Stress Testing: Use and Abuse"Evidence that the COVID-19 pandemic had minimal effect on operational risk losses in 2020 is presented and the effect of model risk is...
22 févr. 2022The 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...