From a source called AlphaGalileo:

Using functional imaging in a simple gambling task in which risk
was constantly changed, the researchers discovered that an early
activation of the anterior insula of the brain was associated with
mistakes in predicting risk. The time course of the activation also
indicated a role in rapid updating, suggesting that this area is
involved in how we learn to modify our risk predictions. The finding
was particularly interesting, notes lead author and EPFL professor
Peter Bossaerts, because the anterior insula is the locus of where we
integrate and process emotions.

Of course, I suspected this* primarily because of this article:

In the study, the researchers discovered that the nucleus accumbens
kicked into action two seconds before subjects made a "risk-seeking"
choice that was a mistake—when they decided to invest in a stock even
if it had a bad history. In contrast, the anterior insula was activated
just before the volunteers made a less than optimal "risk-averse"
choice that prompted them to invest in a safe but low-return bond
instead of the good stock. Overall, the study found that volunteers
made the rational, optimal choice 75 percent of the time.

[* I never could have suspected any of this. I've never met an anterior insula in my life.]