ERM Library

The ERM Library is a collection of articles, papers and books related to Enterprise Risk Management. Some papers require members to log-in due to licensing restrictions.

Users can search the library by general category, specific risk category or by using the keyword search feature. Alternatively you can select all documents to browse the entire library. The library can also be filtered and sorted by using any of the headings shown below.

The ERM library has not been updated since early 2019 so

  • Papers published after 2018 will not be included
  • Some of the documents listed may now be out of date or superseded.
Title Published Author Publication Type Resource Type
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Paper Academic
Unit-linked Governance - regulatory expectations Mike Claffey, Patrick Meghen Article Commercial
ORSA Milliman
Eamonn Phelan
Padraic O'Malley 		Paper Commercial
Quantifying and managing extreme mortality risk of life insurers Milliman Article Commercial
Operational risk under Solvency II: A brief overview of current approaches Milliman: Dominic Clark, Henny Verheugen, Jeremy Kent, Neil Cantle Paper Commercial
The student loan debt crisis in perspective Milliman: Jonathan B. Glowacki, Leighton A. Hunley Article Commercial
Operational risk modelling framework Milliman: Joshua Corrigan, Paola Luraschi Article Commercial
Stepping Stones to ORSA: Looking beyond the preparatory phase to Solvency II Milliman: Sinead Clarke, Eamonn Phelan Paper Commercial
Capital management in a Solvency II world Milliman: Sinead Clarke, Scott Mitchell, Eamonn Phelan Paper Commercial
Application of Structural Equation Modelling to the Linkage of Risk Management, Capital Management and Financial Management for the Insurance Industry Min-Ming Wen Hong-Jen Lin Patricia Born Paper Academic
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Mindaugas Juodis, Vytautas Valvonis, Raimondas Berninas, Marijus Beivydas Paper Commercial
The Impact of Enterprise Risk Management on Capital Allocation in Insurance Companies Mirna Jabbour Paper Academic
Risk Identification Mitre Article Commercial
Company characteristics and enterprise risk management disclosure: Empirical study on Indonesia listed companies Mohammad Adam, Mukhtaruddin, Hasni Yusrianti and Sulistiani Paper Academic
Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Mohammad Miftaur Rahman Khan Khadem, Sujan Piya, Ahm Shamsuzzoha
Measuring Systemic Risk in the Finance and Insurance Sectors Monica Billio, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon Paper Academic
A Conceptual Framework for Enterprise Risk Management performance measure through Economic Value Added Muhammad Kashif Shad, Fong-Woon Lai Paper Academic
Financial Stability Board - Liquidity Review Multiple Article Academic
Enterprise Risk Management Analysis- Case Study Of A Petrochemical Company In Qatar Murtaja, Omar and Al Wattar, Abdul Aziz Paper Academic
Professional Indemnity Insurance N. D. Hooker, L. M. Pryor Article Academic
North America Risk Governance and Culture NA CRO Council Paper Academic
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach Nabil Iqbal, Group Risk with Qatar National Bank (QNB)Syed Afraz Ali, Risk Management Department with Soneri Bank Limited as Project Coordinator Paper Academic
Determinants and Value of Enterprise Risk Management: Empirical Evidence From the Literature Nadine Gatzert andMichael Martin Article Academic
Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance Nadine Gatzert, Hannah Wesker Paper Academic
Supporting strategic success through enterprise-wide reputation risk management Nadine Gatzert, Joan Schmit Paper Academic
Assessing the Risks of Insuring Reputation Risk Nadine Gatzert, Joan Schmit, Andreas Kolb Paper Academic
A Comparative Assessment of Basel II/III and Solvency II Nadine Gatzerta and Hannah Weske Paper Academic
NAIC Own Risk and Solvency Assessment (ORSA) Guidance Manual NAIC Paper Commercial
Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading Nan Zhao Paper Commercial
Supervisory Letter - Concentration Risk National Credit Union Association Article Commercial
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