IDEAS home Printed from https://ideas.repec.org/r/imf/imfwpa/2018-143.html
   My bibliography  Save this item

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2023. "Operational and Cyber Risks in the Financial Sector," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 340-402, December.
  2. Rustam Jamilov & Hélène Rey & Ahmed Tahoun, 2021. "The Anatomy of Cyber Risk," NBER Working Papers 28906, National Bureau of Economic Research, Inc.
  3. Aldasoro, Iñaki & Gambacorta, Leonardo & Giudici, Paolo & Leach, Thomas, 2022. "The drivers of cyber risk," Journal of Financial Stability, Elsevier, vol. 60(C).
  4. Marqués, José Manuel & Ávila, Fernando & Rodríguez-Martínez, Anahí & Morales-Reséndiz, Raúl & Marcos, Antonio & Godoy, Tamara & Villalobos, Pablo & Ocontrillo, Andrea & Lankester, Valerie Ann & Blanco, 2021. "Policy report on FinTech data gaps," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
  5. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020. "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, vol. 32(C).
  6. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series 8124, CESifo.
  7. José Ramón Martínez Resano, 2022. "Digital resilience and financial stability. The quest for policy tools in the financial sector," Financial Stability Review, Banco de España, issue Autumn.
  8. Malavasi, Matteo & Peters, Gareth W. & Shevchenko, Pavel V. & Trück, Stefan & Jang, Jiwook & Sofronov, Georgy, 2022. "Cyber risk frequency, severity and insurance viability," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 90-114.
  9. Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber, 2023. "Cybersecurity Risk," The Review of Financial Studies, Society for Financial Studies, vol. 36(1), pages 351-407.
  10. Daniel Celeny & Loic Mar'echal & Evgueni Rousselot & Alain Mermoud & Mathias Humbert, 2024. "Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs," Papers 2402.04773, arXiv.org.
  11. Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov, 2021. "Cyber Risk Frequency, Severity and Insurance Viability," Papers 2111.03366, arXiv.org, revised Mar 2022.
  12. José Ramón Martínez Resano, 2022. "Digital resilience and financial stability. The quest for policy tools in the financial sector," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
  13. Heijmans, Ronald & Wendt, Froukelien, 2023. "Measuring the impact of a failing participant in payment systems," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(4).
  14. Anneke Kosse & Zhentong Lu, 2022. "Transmission of Cyber Risk Through the Canadian Wholesale Payment System," Staff Working Papers 22-23, Bank of Canada.
  15. Yin-Yee Leong & Yen-Chih Chen, 0. "Cyber risk cost and management in IoT devices-linked health insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 0, pages 1-23.
  16. Abthal Abdajabar & Nur Arzilawati Md Yunus, 2023. "A Review On The Impact Of Cybersecurity Crimes In Financial Institutions During The Time Of Covid-19," Acta Informatica Malaysia (AIM), Zibeline International Publishing, vol. 7(1), pages 19-23, February.
  17. Morshadul Hasan & Ariful Hoque & Thi Le, 2023. "Big Data-Driven Banking Operations: Opportunities, Challenges, and Data Security Perspectives," FinTech, MDPI, vol. 2(3), pages 1-26, July.
  18. Yin-Yee Leong & Yen-Chih Chen, 2020. "Cyber risk cost and management in IoT devices-linked health insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(4), pages 737-759, October.
  19. Amstad, Marlene, 2019. "Regulating Fintech: Objectives, Principles, and Practices," ADBI Working Papers 1016, Asian Development Bank Institute.
  20. Md. Hamid Uddin & Md. Hakim Ali & Mohammad Kabir Hassan, 2020. "Cybersecurity hazards and financial system vulnerability: a synthesis of literature," Risk Management, Palgrave Macmillan, vol. 22(4), pages 239-309, December.
  21. Boris Giannetto & Pasquale Digregorio, 2019. "Development of a cyber threat intelligence apparatus in a central bank," Questioni di Economia e Finanza (Occasional Papers) 517, Bank of Italy, Economic Research and International Relations Area.
  22. Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
  23. Boungou, Whelsy, 2023. "Cyber-attacks and banking intermediation," Economics Letters, Elsevier, vol. 233(C).
  24. Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti, 2020. "Cyber risk measurement with ordinal data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(1), pages 173-185, March.
  25. Daniel Celeny & Loic Mar'echal, 2024. "Cyber risk and the cross-section of stock returns," Papers 2402.04775, arXiv.org, revised Mar 2024.
  26. Davor Maček & Ivan Magdalenić & Nina Begičević Ređep, 2021. "A Model for the Evaluation of Critical IT Systems Using Multicriteria Decision-Making with Elements for Risk Assessment," Mathematics, MDPI, vol. 9(9), pages 1-24, May.
  27. Zanin, Luca, 2020. "Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  28. José Ramón Martínez Resano, 2022. "Digital resilience and financial stability. The quest for policy tools in the financial sector," Financial Stability Review, Banco de España, issue Autumn.
  29. Daniel Zängerle & Dirk Schiereck, 2023. "Modelling and predicting enterprise-level cyber risks in the context of sparse data availability," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(2), pages 434-462, April.
  30. Claudiu Ioan Negrea, 2022. "Can Cyber Risk Affect Financial Stability?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 368-376, September.
  31. Anand, Kartik & Duley, Chanelle & Gai, Prasanna, 2022. "Cybersecurity and financial stability," Discussion Papers 08/2022, Deutsche Bundesbank.
  32. Dacorogna, Michel & Debbabi, Nehla & Kratz, Marie, 2023. "Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data," European Journal of Operational Research, Elsevier, vol. 311(2), pages 708-729.
  33. International Monetary Fund, 2019. "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports 2019/228, International Monetary Fund.
  34. Zängerle, Daniel & Schiereck, Dirk, 2022. "Modelling and predicting enterprise‑level cyber risks in the context of sparse data availability," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 136276, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  35. Chang, Victor & Hahm, Nattareya & Xu, Qianwen Ariel & Vijayakumar, P. & Liu, Ling, 2024. "Towards data and analytics driven B2B-banking for green finance: A cross-selling use case study," Technological Forecasting and Social Change, Elsevier, vol. 206(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.