By means of carrying out the analysis of current state of cyber-risks in the financial environment (in Russia and abroad) let us note the insufficient number of statistical information, separation of approaches to assessment and forecasting of cyber-risks that formed the basis of a practical part of this research.
Simulation of econometric models showed that there is a possibility of forecasting of cyber-attacks, at the same time it is necessary to understand that in temporary prospect these models have to work more effectively as accretion of statistical data gives an opportunity to make forecasts more exact and probabilistic. Thus, this work allows to increase the level of efficiency of a banking system applicable the Russian experience, and foreign. The prospects of further implementation and improvement in connection with relevance of a question and its sedate development are obvious.
Cyber-risks Modelling in a Bank
