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  • Some of the documents listed may now be out of date or superseded.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
Enterprise risk management and firm performance: A contingency perspective Lawrence A. Gordona, Martin P. Loeba, Chih-Yang Tsengb Paper Academic
Pension Risk: Risk Management for Pension Schemes Pension Risk Working Party: Peter Byrne; Ross Mitchell; David O'Sullivan; Ian Sykes Paper Academic
Longevity Risk and Annuity Pricing with the Lee-Carter Model S. J. Richards, I. D. Currie Paper Academic
Securitization of longevity risk using percentile tranche methods Yangho Choi and Changki Kim Paper Academic
Longevity: Trends, uncertainty and the implications for pension systems Dr Frank Eich, Dr Amarendra Swarup Paper Academic
Catastrophic Risk and Credit Markets Mark J. Garmaiseand Tobias J. Moskowitz Paper Academic
Note on Enterprise Risk Management for Capital and Solvency Purposes in the Insurance Industry International Actuarial Association / Association Actuarielle Internationale Paper Academic
ERM and the Insurance Industry: Investigating the Source of Value RD Phillips, MF Grace, P Shimpi Paper Commercial
Corporate Reputational Risk and Enterprise Risk Management: An Analysis from the Perspectives of Various Stakeholders Donald Pagach, Richard Warr Paper Academic
Operational Risk Management CRO Forum Paper Commercial
Liquidity Risk Management Richard Barfield, Shyam Venkat Article Commercial
Creating Value through Integrated ERM for Healthcare Insurers in Europe George C. Orros, Jane Howell Paper Academic
Communicating Risk: Presentation Matters David Cummings Article Academic
ERM a guide to implementation Institution of Civil Engineers and the Faculty and Institute of Actuaries Paper Academic
A Global Review of Insurance Industry Responses to Climate Change Evan Mills Paper Academic
Report of the Society of Actuaries Alternative Tools for Mortality Risk Management Survey Subcommittee SOA Paper Academic
Embedding Risk Management at a time of need Proceedings of IRM Charities Special Interest Group Paper Commercial
Aggregation of risks and allocation of capital Joshua Corrigan, Jethro De Decker, Takanori Hoshino, Lotte van Delft, Henny Verheugen Paper Commercial
The Financial Crisis and Lessons for Insurers Dr. Robert W. Klein, Dr. Gang Ma, Dr. Eric R. Ulm, Dr. Shaun Wang Xiangjing Wei, Dr. George Zanjani Paper Academic
A Comparative Analysis of U.S., Canadian and Solvency II Capital Adequacy Requirements in Life Insurance Ishmael Sharara, Mary Hardy, and David Saunders of the University of Waterloo Paper Academic
ERM-Qualitative Implementation Guide for Insurers George C. Orros, Jane Howell Paper Academic
Management of economic and demographic risk in life insurance and pensions Tobias Janstad Paper Academic
Modelling and Managing Basis Risk Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management Paper Academic
Considerations for the Development of a Pandemic Scenario Daniel Doyle, Richard Houde, Brian Phelps, Denis Ricard and Jason Wiebe Paper Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Paper Academic
Annuity Decisions with Systematic Longevity Risk Ralph Stevens Paper Academic
Replicating Portfolios
An Introduction: Analysis and Illustrations
Peter Boekel
Lotte van Delft
Takanori Hoshino
Rikiya Ino
Craig W. Reynolds
Henny Verheugen 		Paper Commercial
Risk management--Principles and guidelines Standards New Zealand Paerewa Aotearoa Paper Academic
Economic Scenario Generators and Solvency II Elliot Varnell Paper Academic
A review of corporate governance in UK banks and other financial industry entities (The Walker Review) David Walker Paper Academic
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