1. User Guide
  2. Understanding the OFSCA Metrics
  3. Channel Vulnerability

8.6 Channel Vulnerability

The channel vulnerability metric captures which channels are most liable to being abused by an intelligent agent to move money through your financial system. A high value for this metric indicates that this channel was the agent’s preferred instrument for transferring money through your institution.

OFSCA calculates the vulnerability of the channel by the following:
  1. Sampling episodes from the trained agent’s policy.
  2. Estimating the funds that were transacted using each channel. For example, if A transferred $100 to B using wires and B transferred $50 to C using MI. Funds attributed to wire = 100 and funds attributed to MI = $50.
  3. Normalize this across all channel types.

A channel with a high value for this metric is preferred by the agent over a channel with a lower value for this metric. Enhancing controls that monitor a vulnerable channel can improve the performance of the TMS for the segment in question.

Limitations
  1. Currently, any funds that are transferred using a channel are attributed to that channel for computing the vulnerability metric, even if those funds did not reach the destination account. This could lead to the vulnerability of a channel type being inflated in a given episode. However, since the metric is computed by averaging across multiple episodes, this should not have a bearing on the final metric.
  2. If two are more channels (e.g., Wire and MI) are highly vulnerable, then the agent will break ties randomly and will assign a high vulnerability score to one of these channels while assigning a lower vulnerability score to others. If the overall segment score does not improve significantly even after remediating the channel with the highest vulnerability score (e.g., Wire), this could be because other channels continue to be vulnerable. Once an experiment to address the most vulnerable channel has been run and accepted, the segment dashboard will update to now indicate that the second channel (MI) is most vulnerable. You might have to run an experiment to address monitoring gaps for this second channel (MI) before overall segment score improves.