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  • Some of the documents listed may now be out of date or superseded.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
Contagion Risk in Banking Dirk Schoenmaker Paper Academic
Pricing rate of return guarantees in a heath Jarrow Morton framework KRISTIAN R. MILTERSEN AND SVEIN-ARNE PERSSON Paper Academic
Guaranteed Optimization in Insurance of Catastrophic Risks Boris V. Digas, Yuri M. Ermoliev, Arkadii V. Kryazhimskii Paper Academic
Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods J. David CumminsMary A. Weiss Paper Academic
Hampel Report The Committee on CorporateGovernance & Gee Paper Academic
Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry J. David Cummins, Hongmin Zi Paper Academic
Project Management Planning Not specified Paper Academic
Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects Journal of Risk and Insurance Paper Academic
Strategic Management of Insurance Company Risk CRAIG R. RAYMOND, Panelists: HELEN GALT, MARY GOTTSCHALK C. NELSON STROM Article Academic
An empirical analysis of the relation between the board of director composition and financial statement fraud. Mark S. Beasley Paper Academic
A classified bibliography of recent research relating to project risk management Terry Williams Article Academic
The Greenbury Report Study Group Chaired by Sir Richard Greenbury Paper Academic
Interest rate risk factors in the Australian bond market Michael Sherris Paper Academic
The Financial Aspects Of Corporate Governance (The Cadbury Report) Committee on the Financial Aspects of CorporateGovernance Paper Academic
Professional Indemnity Insurance N. D. Hooker, L. M. Pryor Article Academic
Forward and spot exchange rates Eugene F. Fama Paper 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
Modeling Policyholder Behavior for Life Assurance and Annuity Products Jason Campbell, Michael Chan, Kate Li, Anand Rao Louis Lombardi, Lucian Lombardi, Marianne Purushotham, Academic
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Krista Schwarz
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
The Myth of the Credit Spread Puzzle Peter Feldhütter and Stephen M Schaefer
Systemic Risk from Insurance Product Features International Association of Insurance Supervisors Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Academic
Project managers’ overconfidence: how is risk reflected in anticipated project success? Golo Fabricius, Marion Büttgen
A Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Dinah Heidinger, Nadine Gatzert Academic
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