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  • Some of the documents listed may now be out of date or superseded.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
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Model risk - illuminating the black box IoFA Model Risk Working Party 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
Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs Jing Ai, Hua Chen, Zhao Yang Paper Academic
The use of Economic Capital in ORSA Bogie Ozdemir Article Commercial
Journal of Risk and Insurance Paper Academic
Do banks manage Reputational Risk? A case study of European Investment Bank Niketa Mukherjee, Stefano Zambon, Hakan Lucius Paper Academic
Value-based Enterprise Risk Management Sim Segal Article Commercial
Measuring and Managing Catastrophe Risk Ronald T. Kozlowski
Stuart B. Mathewson 		Paper Commercial
Risk Management Framework: All Steps IRR (Institute for Risk Research) Article Academic
Risk Identification National Treasury: Republic of South Africa Paper Academic
Risk-Based Capital (RBC) Reserve Risk Charges RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Integrated Risk Management for the Firm: A Senior Manager Lisa K. Meulbroek Paper Academic
A Review of Historical Insurance Company Impairments RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Currency risk and international property investments Elaine Worzala Paper Academic
Risk Return Optimization with Different Risk Aggregation Strategies
Ursula Theiler, Gaia Serraino, Stanislav Uryasev Paper Academic
ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Paul Klumpes Paper Academic
Actuaries Institute Australia website Actuaries Institute Australia Article Academic
How to Develop a Risk Register Vancouver Island University Paper Academic
Risk Categories National Treasury: Republic of South Africa Article Academic
Flooding: How the risk can be managed Institute of Risk Management Article Academic
Practical Guidance: Seven Steps For Effective Enterprise Risk Management THOMSON REUTERS Article Commercial
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
The reporting of risk in real estate appraisal property risk scoring
ERM Implementation Q&A RIMS (the Risk Management Society) Article Commercial
Systemic Risk, Financial Reform, and
Moving Forward from the Financial Crisis 		Various Paper Academic
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