Beyond VaR: A New Approach to Banking Risk

The analysis exposes the extreme tail risk within the banking sector, quantifying potential losses at the $99.9\%$ confidence level using both Value at Risk (VaR) and Expected Shortfall (ES) metrics, thereby illuminating the magnitude of credit risk exposure.

Traditional risk measures often fall short in capturing the full spectrum of potential losses, and this research proposes a refined framework based on magnitude and propensity to provide a more nuanced assessment.

Bitcoin Bandit in Chrome! 🛡️ Your Crypto Wallet at Risk

A meticulous review of the code by Sir Socket’s finest minds revealed that Crypto Copilot cunningly shepherds swaps through Raydium, a rather popular Solana digital emporium. However, before users clasp their preciously agreed transfer, the extension sneakily introduces a bonus instruction, stealing a smidgen-an appreciative minimum of 0.0013 SOL or a singular 0.05% of the trade value-away to the digital miscreant.