Showing posts with label Contagion. Show all posts
Showing posts with label Contagion. Show all posts
Saturday, September 28, 2019

28/9/19: Evidence of Systemic Risk from Major Cybersecurity Breaches

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In our post for Columbia Law School's CLS Blue Sky Blog, myself and Shaen Corbet explain in non-technical terms our ground-breaking fi...
Saturday, September 21, 2019

20/9/19: New paper: Systematic risk contagion from cyber events

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Our new paper, "What the hack: Systematic risk contagion from cyber events" is now available at International Review of Financia...
Thursday, September 7, 2017

7/9/17: What the Hack: Systematic Risk Contagion from Cyber Events

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We just posted three new research papers on SSRN covering a range of research topics. The second paper is " What the Hack: Systematic...

7/9/17: Long-Term Stock Market Volatility & the Influence of Terrorist Attacks

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We just posted three new research papers on SSRN covering a range of research topics. The first paper is "Long-Term Stock Market Vo...
Tuesday, January 24, 2017

23/1/17: Regulating for Cybersecurity: A Hacking-Based Mechanism

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Our second paper on systemic nature (and regulatory response to) cyber security risks is now available in a working paper format here: Cor...
Tuesday, January 3, 2017

2/1/16: Financial digital disruptors and cyber-security risks

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My and Shaen Corbet's new paper titled Financial digital disruptors and cyber-security risks: paired and systemic (January 2, 2017), ...
Saturday, June 11, 2016

11/6/16: Sovereign to Corporate Risk Spillovers

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As noted recently in my posts on the new iteration in the Greek Crisis, we are now into the sixth year (officially) of the Euro area sover...
Friday, December 19, 2014

19/12/2014: Russian Banks: Contagion exposures for Europe

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From a different Deutsche Bank note, a handy chart plotting exposures of various Western banking systems to Russia. Do keep in mind, ...
Wednesday, December 17, 2014

17/12/2014: Some Ruble-Heavy Reading: Contagion, Reserves & Fundamentals

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Some interesting set of articles on the topic I mentioned earlier on Irish radio and in the post here: http://trueeconomics.blogspot.ie/20...