We are living in interesting times characterized by increasing digitalization of business enterprises in a global interconnected knowledge economy. With waning euphoria about the first wave of digital e-business enterprises and a sobering dot-com stock market, business model innovation is being...

Trust and trust management represent the very foundations of Computer and Network Security Protocols enabling all cyber activities. The recent spate of national and global high-impact cyber security compromises threats, vulnerabilities and exposures leads to fundamental questioning of trust as...

This is the first research report with specific technical focus on cryptographic ‘proof of work' in the context of virtual crypto-currencies such as Bitcoin. Situated somewhere along the trajectory between real money and quantum money, virtual crypto-currencies based upon ‘cryptographic...

By adopting and integrating the 3 levels of specific frameworks discussed herein, a financial institution can develop, maintain, improve, and sustain its enterprise risk management and compliance frameworks. The proposed risk management framework identifies 3 levels for bridging the gaps in...

This presentation advances upon recent world leading Cybersecurity-CyberFinance Computational Risk Analytics Research selected for 30 SSRN Top-10 Research Ranking Awards and invited for presentation at the 2015 Princeton Quantitative Trading Conference. The primary focus of the presentation is...

To avert the impending global Cyber-Finance Insurance Crisis based upon large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this post-doctoral thesis makes the following key contributions: Develops the first known...

Applied Cybersecurity practices in the US private and public industry are transitioning to an overall focus on Cyber Risk Management. It is hence necessary to align IT-Cybersecurity professional association application standards and related educational curricula with emerging applications in...

[Update: Within four weeks of the original publication of this research report, Risk Magazine reported in its 28th February 2012 issue story titled 'Goodbye VaR? Basel to Consider Other Risk Metrics': "A review of trading book capital rules, due to be launched in March by the Basel Committee on...