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  • Some of the documents listed may now be out of date or superseded.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
Turning risk into results: How leading companies use risk management to fuel better performance Ernst & Young Paper Commercial
The fundamental principles of financial regulation Markus Brunnermeier, Princeton University, Andrew Crocket, JPMorgan Chase, Charles Goodhart, London School of Economics, Martin Hellwig, Max Planck Institute, Avinash D. Persaud, Chairman. Intelligence Capital Limited, Hyun Shin, Princeton University Paper Academic
Risk Management Terminology Shinichi Kamiya
Peng Shi
Joan Schmit
Marjorie Rosenberg 		Paper Academic
COSOs 2010 Report on ERM: Current State of Enterprise Risk Oversight and Market Perceptions of COSOs ERM Framework Mark S. Beasley, Bruce C. Branson, Bonnie V. Hancock Paper Academic
To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies Helmut Grndl, Thomas Post andRoman N. Schulze Paper Academic
Using Life Settlements to Hedge the Mortality Risk of Life Jennifer L. Wang, Ming-Hua Hsieh, Chenghsien Tsai Paper Academic
Information Conveyed in Hiring Announcements of Senior Executives Overseeing Enterprise-Wide Risk Management Processes Mark Beasley, Don Pagach, Richard Warr Paper Commercial
The Effect of the 2007/2008 Financial Crisis on Enterprise Risk Management Disclosure of Top US Banks Daniel Zeghal, Meriem El Aoun Paper Academic
A Cost of Capital Approach to Credit and Liquidity Spreads B. John Manistre Paper Academic
Derivatives, AIG and the Future of Enterprise Risk Management Michael G. Wacek Paper Academic
Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance Przemyslaw Jeziorski, Elena Krasnokutskaya & Olivia Ceccarini Paper Academic
Enterprise Risk Management and the Cost of Capital Thomas R. Berry-Stölzlea, Jianren Xub Paper Academic
Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Lei Hua, Michelle Xia Paper Academic
The Valuation implications of Emterprise Risk Management Maturity Mark Farrell and Ronan Gallagher Paper Academic
Financing Natural Catastrophe Exposure:
Issues and Options for Improving Risk Transfer Markets 		Rawle O. King Paper Academic
Financial contagion and intra-group spillover effects Bernhard Mayr Paper Academic
What is the Path towards Effective Risk Data Aggregation and Risk Reporting Protiviti Paper Commercial
An ERM Maturity Model Barbara Monda and Marco Giorgino Paper Academic
The effects of corporate governance on firms’ credit ratings Hollis Ashbaugh-Skaife, Daniel W. Collins, Ryan LaFond Paper Academic
The impact of risk culture on underwriting risk of life insurance companies in Ghana Agnes Asare Paper Academic
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
Capital management in a Solvency II world Milliman: Sinead Clarke, Scott Mitchell, Eamonn Phelan Paper Commercial
A Critical Analysis of the Solvency II Proposals René Doff Paper Academic
Risk Based Capital Covariance ProjectBibliography Donald F BehanSamuel H Cox Paper Academic
Current State of Enterprise Risk Oversight: Progress is Occurring but Opportunities for Improvement Remain Mark Beasley, Bruce Branson, Bonnie Hancock Paper Academic
Optimal hedging of demographic risk in life
insurance 		Ragnar Norberg Paper Academic
Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases Dr. Arindam Bandyopadhyay, Associate Professor (Finance),National Institute of Bank Management (NIBM) Paper Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Enterprise-Wide Risk Management (EWRM) Practices: Between Corporate Governance Compliance and Value Creation. Norlida Abdul Manab, Isahak Kassim and Mohd Rasid Hussin Paper Academic
Economic Capital: An Alternate Copula-Free Approach Jawwad Ahmed Farid Paper Academic
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