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  • Some of the documents listed may now be out of date or superseded.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
Systemic Risk from Insurance Product Features International Association of Insurance Supervisors Academic
The reporting of risk in real estate appraisal property risk scoring
The Myth of the Credit Spread Puzzle Peter Feldhütter and Stephen M Schaefer
Conduct risk: Regulatory developments and best practices for UK life insurers Emma Hutchinson, Jennifer van der Ree
Risk estimation and appraisal-smoothing in UK property returns
Enterprise Risk Management : From Incentives to Controls Lam, James Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Academic
A level playing field: Conduct risk in Europe Michael Culligan, Oliver Gillespie, Neil Cantle
Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data Irina Gemmo and Martin Götz
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Massimo Morini Academic
Simple Tools and Techniques for Enterprise Risk Management Chapman, Robert J. Academic
The Equity Risk Premium: Empirical Evidence from Emerging Markets Michael Donadelli, Lorenzo Prosperi Academic
Conduct risk: towards a model for assessment and remediation Mary Daly, Tom Butler
Risk analysis in construction project - chosen methods. Agnieszka Dziadosz, Mariusz Rejment
Quantitative Risk Management: Concepts, Techniques and Tools Mc Neil, Frey & Embrechts Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Conduct Risk – Lessons from UK Don Johnstone
Notes on Using Property Catastrophe Model Results David Homer and Ming Li Academic
Managing Conduct in Wealth Management and Insurance Anthony Bice
Risk Identification: A Critical First Step in Enterprise Risk Management Sim Segal
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes Academic
Analysing and Measuring Risk Culture and Conduct Risk Neil Allan
Risk Classification Efficiency and the Insurance Market Regulation Donatella Porrini
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Academic
Conduct Risk framework: Industry trends and challenges Alberto Rilo, Juan G. Cascales, Raúl García de Blas, Rafael Poza
The Market Impact of Dynamic Hedging on Hedging Program Peformance Oksana Cherniavsky, Aymeric Kalife
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Academic
Conduct Risk Management: The Journey Ahead Anindita De
Credit Risk Concentrations under Stress Gabriel Bonti, Michael Kalkbrener, Christopher Lotz, Gerhard Stahl
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
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