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  • Some of the documents listed may now be out of date or superseded.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
Governance, Risk Management, and Risk-Taking in Banks René M. Stulz Paper Academic
A Critical Analysis of the Solvency II Proposals René Doff Paper Academic
Reserve Risk Dependencies under Solvency II and IFRS 4 perspective Ren Dahms Paper Academic
ERM and the Insurance Industry: Investigating the Source of Value RD Phillips, MF Grace, P Shimpi Paper Commercial
Risk-Based Capital (RBC) Reserve Risk Charges RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
CAS Research Working Party on Risk-Based Capital Dependencies and Calibration Report 1: Overview of Dependencies and Calibration in the RBC Formula RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
A Review of Historical Insurance Company Impairments RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties 		RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
What Does it Mean to Effectively Communicate Risk? Ray Williams; Jeevan Perera Article Commercial
Financing Natural Catastrophe Exposure:
Issues and Options for Improving Risk Transfer Markets 		Rawle O. King Paper Academic
The Volatility of Low Rates Raphael Douady Paper Commercial
Annuity Decisions with Systematic Longevity Risk Ralph Stevens Paper Academic
Modelling extreme market events Ralph Frankland; Andrew D Smith; Timothy Wilkins; Elliot Varnell; Andy Holtham; Enrico Biffis; Seth Eshun; David Dullaway Paper Academic
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk Ralf Kellner, Daniel Rösch Paper Academic
Optimal hedging of demographic risk in life
insurance 		Ragnar Norberg Paper Academic
Single-name concentration risk in credit portfolios: a comparison of concentration indices Raffaella CalabreseUniversity College DublinFrancesco PorroUniversit`a degli Studi di Milano-Bicocca Paper Academic
Risk Assessment of Extreme Events Rae ZimmermanVicki M. Bier Paper Academic
Approaching Internal Audits from an Enterprise Risk Management Perspective Rachel V. Rose Article Academic
Getting to ERM - A road map for banks and other financial institutions R. McNish, A. Schlosser, F. Selandari, U. Stegemann, J. Vorholt Article Commercial
Toward a Strategy for Enterprise Risk Management: Building a Foundation to Mitigate Fraud in a Cross-Channel Environment Quattro Procesing Services Paper Commercial
Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims Qingwu Gao Article Academic
Climate Change and Effective Catastrophe Risk Management Mechanisms: A Law and Economics Analysis of Insurance and Alternative Approaches Qihao He Paper Academic
Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model Qicai Li and Mengdi Gu Paper Academic
CTC guide to Enterprise Risk Management Beyond Theory: Practitioner Perspectives on ERM PWC-Nilly Essaides Article Commercial
The evolution of model risk management PWC Article Commercial
New Supervisory Guidance on Model Risk Management PWC Article Commercial
A practical guide to risk assessment PWC Paper Commercial
Money is no object: Understanding the evolving cryptocurrency market PwC Article Commercial
Enterprise Risk ManagementBeyond Theory: Practitioner Perspectives on ERM PWC Article Commercial
Model risk mitigation and cost reduction through effective design PWC Article Commercial
Displaying 211 - 240 of 951