Vol. 7, Issue 2, Part G (2025)

The study adopts a quantitative model for measuring the effects of Sebersecness that affect the investment portfolios and the performance of the financial market. Using a set of data from the monthly observations that include 20 banks in the GCC countries for the period (2019-2024), which includes 1440 notes, the research paper builds the complex cybersecurity risk index and implement time data analysis (plate data analysis). The results indicate that increasing 10 points in the risk of cybersecurity leads to an increase in the rates of backwardness by 0.156% (p<0.001) and an increase in the fluctuation of the investment portfolio by 23.7%. The form records a predictive accuracy of 91.3% (R² =0.782). The results also showed that the increase in cybersecurity risks increases credit costs by 35.8%, and thus leads to annual losses. This study contributes to providing a framework that allows the inclusion of cybersecurity considerations in evaluating risk, pricing assets and forming an investment portfolio.