Related papers: A Framework for Digital Asset Risks with Insurance…
In this paper, we provide (i) a rigorous general theory to elicit conditions on (tail-dependent) heavy-tailed cyber-risk distributions under which a risk management firm might find it (non)sustainable to provide aggregate cyber-risk…
Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…
The year 2024 witnessed a major development in the cryptocurrency industry with the long-awaited approval of spot Bitcoin exchange-traded funds (ETFs). This innovation provides investors with a new, regulated path to gain exposure to…
We discuss and extend a powerful, geometric framework to represent the set of portfolios, which identifies the space of asset allocations with the points lying in a convex polytope. Based on this viewpoint, we survey certain…
The aviation industry faces significant vulnerabilities from both physical and cybersecurity threats, highlighting the urgent need for enhanced cybersecurity measures amid increasingly sophisticated attacks. This paper systematically…
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…
This paper analyzes realized return behavior across a broad set of crypto assets by estimating heterogeneous exposures to idiosyncratic and systematic risk. A key challenge arises from the latent nature of broader economy-wide risk sources:…
This paper examines how Canadian firms balance the benefits of technology adoption against the rising risk of cyber security breaches. We merge data from the 2021 Canadian Survey of Digital Technology and Internet Use and the 2021 Canadian…
Security is becoming a pivotal point in cloud platforms. Several divisions, such as business organisations, health care, government, etc., have experienced cyber-attacks on their infrastructures. This research focuses on security issues…
This article addresses the lack of comprehensive studies on Web3 technologies, primarily due to lawyers' reluctance to explore technical intricacies. Understanding the underlying technological foundations is crucial to enhance the…
Efficient risk transfer is an important condition for ensuring the sustainability of a market according to the established economics literature. In an inefficient market, significant financial imbalances may develop and potentially…
Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…
Cryptocurrency is a novel exploration of a form of currency that proposes a decentralized electronic payment scheme based on blockchain technology and cryptographic theory. While cryptocurrency has the security characteristics of being…
In the current fast-paced digital environment, enterprises are striving to offer a seamless and integrated customer experience across multiple touchpoints. This improved experience often leads to higher conversion rates and increased…
Internet of Thing (IoT) is looking over to overhaul the business processes of many industries including insurance domain. The current line of business such as Property and Casualty, Health, and Life Insurance can avail tremendous benefits…
This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…
The broad topic of this thesis is the design and analysis of Bitcoin custody systems. Both the technology and threat landscape are evolving constantly. Therefore, custody systems, defence strategies, and risk models should be adaptive too.…
Digital technologies have changed the way supply chain operations are structured. In this article, we conduct systematic syntheses of literature on the impact of new technologies on supply chains and the related cyber risks. A…