We introduce a novel class of risk measures for the management of systemic risk in networks. In contrast to most existing approaches, our measures target the topological structure of the network in order to control the risk of a pandemic spread of some contagious peril throughout the network. While the main discussion of the paper is tailored to the management of systemic cyber risk in digital networks, we also draw parallels to similar risk management frameworks for other types of complex systems.
翻译:本文提出一类用于管理网络系统性风险的新型风险测度。与现有大多数方法不同,我们的测度聚焦网络拓扑结构,以控制某种传染性风险在网络中大规模蔓延的风险。尽管本文主要讨论针对数字网络系统性网络风险管理的问题,我们也将其与其它类型复杂系统的类似风险管理框架进行了类比。