In a default event, several obligors simultaneously experience financial difficulty in servicing their debt to the point where entire market can sudden yet significant jump credit default. To help protect lenders against jump-to-default regulators require banks hold capital equivalent risk charge as buffer losses they may incur. The Basel regulatory committee has articulated and set modelling g...

We report on ongoing work towards a posteriori detection of illegal information flows for business processes, focusing on the challenges involved in doing so. Resembling a forensic investigation, our approach aims at analyzing the audit trails resultant from the execution of the business processes, locating informations flows that violate the (non-functional) requirements stipulated by security...

Use case modeling is commonly applied to document requirements. Use case specifications (UCSs) are usually structured, unrestricted textual documents complying with a certain template. However, because they remain essentially textual, ambiguities are inevitable. In our previous work, we proposed a new use case modeling approach, named as Restricted Use Case Modeling (RUCM), which is composed of...

Abstract • The number of smart home devices is increasing. They are used by vulnerable people regardless whether they designed specifically for them or the general population (eg, door locks, alarms, voice assistants). This article focuses on children and inherently adults, analyses how to comply with General Data Protection Regulation (GDPR) when latter use products, a particular focus UK thro...