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  • Some of the documents listed may now be out of date or superseded.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
Bank CEO Materialism, Corporate Culture and Risk Robert M. Bushman, Robert H. Davidson, Aiyesha Dey, Abbie J. Smith Paper Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Academic
Fit for Purpose and Fit for the Future? An Evaluation of the UK's New Flood Reinsurance Pool Swenja Surminski Research paper Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Working Paper Academic
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Academic
Understanding & Monitoring Reinsurance Counterparty Risk Mathieu Gatumel, Sabine Lemoyne de Forges Academic
Climate Risk: A Practical Guide for Actuaries working in Defined Contribution Pensions Sandy Trust, Claire Jones, Simon Jones, Nico Aspinall
Risk Appetite, Tolerance, Capacity and Limits Max J. Rudolph, FSA CFA CERA Article Commercial
Enterprise risk management: Application and case studies Kristina Narvaez Slides Academic
Let's Talk About the Weather: The Impact of Climate Change on Central Banks  Sandra Batten, Rhiannon Sowerbutts and Misa Tanaka
Risk appetite frameworks: How to spot the genuine article Deloitte Paper Commercial
Reducing the risk from rapid demographic change Mathew J. Burrows
Credit risk transfer and contagion Franklin Allen, Elena Carletti Article Academic
Demographic Risk And Social Sustainability Of The Pension System Alexander Nepp, James Okrah
Model risk of risk models Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd Paper Academic
Credit Risk in the Euro Area Simon Gilchrist and Benoit Mojon
Systemic risk and macroprudential policy in insurance EIOPA Academic
A framework for the analysis of firm risk communication Sergio Beretta, Saverio Bozzolan Paper Academic
The Equity Risk Premium: Empirical Evidence from Emerging Markets Michael Donadelli, Lorenzo Prosperi Academic
Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data Irina Gemmo and Martin Götz
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes 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
An integrated management approach of the project and project risks E. Rodney, Y. Ducq, D. Breysse, Y. Ledoux
Effective ERM Stakeholder Engagement Kailan Shang Paper Academic
Insurance and Climate Change Risk Management: Rescaling to Look Beyond the Horizon Jason Thistlethwaite, Michael O Wood
Exploring Risk Appetite and Risk Tolerance RIMS Article Academic
The impact of climate change on the UK insurance sector - A Climate Change Adaptation Report by the Prudential Regulation Authority Prudential Regulation Authority
Rising interest rates, lapse risk, and the stability of life insurers Elia Berdin, Helmut Grundl, Christian Kubitza Slides Academic
Assessing the appropriateness of the Solvency 2 standard formula Sinead Clarke, Andrew Kay Article Commercial
Retirement planning in the light of changing demographics Hong Wang and Bonsoo Koo and Colin O'Hare
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