This isn't surprising but it's bound to inflame some people: an analysis of malware infections by Microsoft suggests that regions with a pronounced level of software piracy are also more likely to suffer from higher levels of computer security problems.
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The report tracked infections between January and June last year that were detected by Microsoft's Malicious Software Removal Tool. The measurement metric used is the impressive-sounding if unpleasantly imperial "computers cleaned per mile", or CCM. CCM ratings turned out to be much lower in countries which also had higher levels of software piracy. As the report explains:
The implications of this observation are complex. Countries that do a better job managing cybersecurity may also do a better job mitigating piracy, or countries with higher piracy rates may have a more difficult time containing malware and other cyber threats. This is a topic for further research, but we found the relationship between piracy rates and CCM scores compelling enough to highlight here.
One possible obvious reason for the correlation in that some computer users will try and download cracked commercial software rather than paying for it. That tendency can easily be exploited by malware authors, who can set up fake free copies of Photoshop/Office/Skyrim that people will download. That also tends to circumvent any existing systems (such as Windows User Access Control or security software) which track executable downloads, since the user will willingly click through any warning dialogues.
If individuals want to be stupid and greedy, they'll pay the price. In a work environment, blocking the ability to run any installers will eliminate this particular possibility. Basic, but effective.
Understanding the impact of piracy on cybersecurity [Malware Protection Center]