Cyber risk and the US financial system: A pre-mortem analysis

The work

AuthorsThomas M. Eisenbach; Anna Kovner; Michael Junho Lee
Editors
Typearticle
Year2022
Citekeyeisenbach2022cyber

Where it appeared

Published inJournal of Financial Economics
Volume145
Issue3
Pages802--826

Abstract

We model how a cyber attack may be amplified through the U.S. financial system, focusing on the wholesale payments network. We estimate that spillovers of an attack on one of the five most active banks would impair 31% of the network, on average, with some days significantly worse. When other banks respond by liquidity hoarding, forgone payment activity can reach more than 2.5 times daily GDP. A reverse stress test shows attacks on groups of small banks can also impair a significant amount of the network. Interconnectedness through third-party providers and financial market utilities poses additional risks.

A copy is held

pdf, 2.6 MB. Not published — it may be under copyright. The facts and links here are.

How it got here

How it got hereimport via bibtex
Added2026-08-04 00:00 UTC
Approved bya person 2026-08-16 15:48 UTC

Cite it as

@article{eisenbach2022cyber,
  title        = {Cyber risk and the US financial system: A pre-mortem analysis},
  author       = {Thomas M. Eisenbach and Anna Kovner and Michael Junho Lee},
  year         = {2022},
  journal      = {Journal of Financial Economics},
  volume       = {145},
  number       = {3},
  pages        = {802--826},
  doi          = {10.1016/j.jfineco.2021.10.007},
}

This record lives at https://refs.drheap.org/eisenbach2022cyber/ and will keep doing so.