Alert emails are specific to any admin and only apply to the wallets they have access to. They can be set by the admin themselves or by a master or manager admin on behalf of standard admins.
The email alerts that get sent out and can be turned on and off are shown below. These settings can be found in the settings menu in the email alerts tab.
First, select the particular regional admin and then you will see the wallets they have access to. For each wallet, you can set the alert emails for the selected admin.