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  • Some of the documents listed may now be out of date or superseded.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
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes Paper Academic
Risk Management for an era of greater uncertainty Accenture (foreword by Steve Culp, Global Managing Director Accenture Risk Management) Paper Commercial
Operational risk under Solvency II: A brief overview of current approaches Milliman: Dominic Clark, Henny Verheugen, Jeremy Kent, Neil Cantle Paper Commercial
Replicating Portfolios
An Introduction: Analysis and Illustrations
Peter Boekel
Lotte van Delft
Takanori Hoshino
Rikiya Ino
Craig W. Reynolds
Henny Verheugen 		Paper Commercial
Enterprise Risk Management — Integrated Framework (2004) PricewaterhouseCoopers Paper Commercial
Longevity Insurance: A Missing Market Adam Creighton, Henry Jin, John Piggott, and Emiliano A. Valdez Paper Academic
Model Risk and Its Control Toshiyasu Kato and Toshinao Yoshiba Paper Academic
Insuring Climate Catastrophes in Florida: An Analysis of Insurance Pricing and Capacity under Various Scenarios of Climate Change and Adaptation Measures Howard Kunreuther
Erwann Michel-Kerjan
Nicola Ranger 		Paper Academic
Enterprise Risk Management (ERM) Implementation: Some Empirical Evidence from Large Australian Companies Saudah Ahmad, Chew Ng, Lisa Ann McManus Paper Academic
Business, Governments and Political Risk in South Asia and Latin America since 1970 Geoffrey Jones & Rachael Comunale Paper Academic
Enterprise Risk Management for Cloud Computing Crowe Horwath LLP, Warren Chan, Eugene Leung, Heidi Pili Paper Academic
Evolutionary Estimation of a Coupled Markov Chian Credit Risk Model Ronald Hochreiter, David Wozabal Paper Academic
Another bite at the apple: Risk appetite revisited Towers Watson Paper Commercial
An integrated Cost of Risk model and its application to company valuation Alexander Baier Paper Academic
The UK Stewardship Code Financial Reporting Council Paper Academic
Measuring Reputational Risk: The Market Reaction to
Operational Loss Announcements 		Jason Perry, Patrick de Fontnouvelle Paper Academic
Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Report of the Joint Working Group on Non-Life and Health NSLT Calibration Paper Academic
Management Strategies in Multi-year Enterprise Risk Management Dorothea Diers Paper Academic
Application of Internal Audit in Enterprise Risk Management Romas Stačiokas, Rolandas Rupšys Paper Academic
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Paper Academic
Estimating interspecific economic risk of bird strikes with aircraft Travis L. DeVault, Bradley F. Blackwell, Thomas W. Seamans, Michael J. Begier, Jason D. Kougher, Jenny E. Washburn, Phyllis R. Miller, Richard A. Dolbeer Paper Academic
Policyholder Behaviour in the tail: UL with secondary guarantee survey - 2013 Results Society of Actuaries Paper Academic
A New Approach for Managing Operational Risk: Addressing the Issues Underlying the 2008 Global Financial Crisis Ali Samad Paper Academic
Aggregation of risks and allocation of capital Joshua Corrigan, Jethro De Decker, Takanori Hoshino, Lotte van Delft, Henny Verheugen Paper Commercial
Insurance criteria: evaluating the enterprise risk management practices of insurance companies David Ingram; Laura Santori; Mark Puccia Paper Commercial
Longevity and disability risk analysis in enhanced life annuities Susanna Levantesi and Massimiliano Menzietti Paper Academic
Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication 		Antoon Pelseer Paper Academic
Study on Assess of Enterprise Risk Management in China Based on Entropy Weight/TOPSIS Method Li Nan Paper Academic
Review of enterprise risk management (ERM) literature Salinah Haji Togok, Suria Zainuddin Paper Academic
Political risk insurance and its effectiveness in supporting private sector investment in fragile states Hannah Mayer Paper Academic
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