Lloyds MS11.17 Cyber Risk Quantification and Capital Linkage - cyber risk quantification methodology aligned with PRA Solvency II + Operational Risk Internal Model (where applicable) + standard formula + cyber-specific stressors + scenario analysis (Lloyds Realistic Disaster Scenarios for cyber + cloud outage + ransomware + supply chain) + FAIR (Factor Analysis of Information Risk) methodology + Monte Carlo simulation + insurance industry loss data including Verisk + Aon + AdvisenLoss + IBM Cost of a Data Breach Report + capital adequacy assessment including Operational Risk Capital + Lloyds-required Member Capital requirements + reinsurance protection + cyber catastrophe reinsurance + parametric cyber consideration + Cyber Risk Aggregation (CRA) market-wide modeling + Lloyds Realistic Disaster Scenarios cyber (extreme scenarios with industry losses USD 100B+ + Lloyds market exposure quantification) + Investor and Member disclosure. MS11.18 Regulatory and Lloyds Reporting Obligations - quarterly Lloyds Cyber Risk and Resilience Returns + annual Lloyds Cyber Security Attestation + Annual Solvency and Financial Condition Report (SFCR) cyber-risk disclosure + PRA Form CY01 cyber + FCA Form RMA-R Regulatory Returns + Operational Resilience Annual Self-Assessment to PRA + Bank of England + FCA + UK NCSC voluntary reporting + ICO notifications + NIS Regulations 2018 (NIS1) compliance + NIS2 Directive (where applicable to UK or EU establishments) + Lloyds Cyber Resilience reporting + Insurance Distribution Directive (IDD) conduct risk reporting + Senior Managers Annual Cyber Resilience Statement + Lloyds Insurance Company SA (LIC) Brussels EU reporting via NBB (National Bank of Belgium) + EU DORA Digital Operational Resilience Act for EU establishment.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.