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  • Some of the documents listed may now be out of date or superseded.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
Trifurcation: An Approach to Analysing the Impact of Risk Treatment Alternatives Daniel Bar Yaacov, PhD
David Ingram, CERA, FRM, PRM 		Paper Academic
Stochastic Optimization of Risk Functions via Parametric Smoothing Prof. Dr. Kurt Marti, Prof. Dr. Yuri Ermoliev, Prof. Dr. Georg Pflug, Paper Academic
Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II Tom OSullivan Paper Academic
U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks Shaun S. Wang, John A. Major, Charles H. Pan, Jessica W.K. Leong Paper Commercial
Extreme Risks - 2013 Towers Watson Paper Commercial
Global Risk Management Survey 2015 AON Paper
Enterprise risk management: A systems-thinking framework for the event identification phase Ed O'Donnell Paper Academic
Enhancing Board Oversight: Avoiding and Challenging Traps and Biases in Professional Judgment KPMG LLP: Steven M. Glover & Douglas F. Prawitt Paper Academic
Risk-minimising investment strategies Ursula Theiler Paper Academic
Vision on Own Risk and Solvency Assessment (ORSA) Good Practice ORSA Working Group of the Dutch Association of Insurers ( Paper Academic
Economic Capital and the Aggregation of Risks using Copulas Andrew Tang, Emiliano A. Valdez Paper Academic
Guidance on Risk Management, Internal Control and Related Financial and Business Reporting Financial Reporting Council Paper Academic
Reputational effects of Operational Risk Events for Financial Institutions Marco Micocci, Giovanni Masala, Giuseppina Cannas, Giovanna Flore Paper Academic
Methods for Estimating Premium Risk for Solvency Purposes Daniel Rufelt Paper Academic
Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates Maria Giuseppina Brunoa, Emanuela Camerinia & Alvaro Tomassetti Paper Academic
A Conceptual Framework for Enterprise Risk Management performance measure through Economic Value Added Muhammad Kashif Shad, Fong-Woon Lai Paper Academic
Realizing ERM’s Potential: Driving Strategic Execution and Stock Value Growth Damon D Levine Paper Academic
Supporting strategic success through enterprise-wide reputation risk management Nadine Gatzert, Joan Schmit Paper Academic
Enterprise Risk Management: Its Origins and Conceptual Foundation Gerry Dickinson Paper Academic
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach Nabil Iqbal, Group Risk with Qatar National Bank (QNB)Syed Afraz Ali, Risk Management Department with Soneri Bank Limited as Project Coordinator Paper Academic
The Effect of Corporate Governance on the Use of Enterprise Risk Management: Evidence From Canada Anne E. Kleffner, Ryan B. Lee and Bill McGannon Paper Academic
Longevity risk management in Singapore's national pension system Joelle H.Y. Fong, Olivia S. Mitchell, and Benedict S. K. Koh Paper Academic
Conduct Risk When Compliance Becomes A Game Dr. Roger Miles Paper Academic
Warming of the Oceans and Implications for the (Re)insurance Industry Falk Niehrster, Markus Aichinger, Richard Murnane, Nicola Ranger, Svenja Surminski Paper Commercial
Consumer Protection Outlook Report 2015 Central Bank of Ireland Paper
Successful Implementation of Enterprise Risk Management in State Transportation Agencies Dr. David Rose, Dr. Keith R. Molenaar, Dr. Amy Javernick-Will, Dr. Matthew Hallowell, Christopher Senesi , Tim McGuire Paper Commercial
Relationship between earnings management and corporate strategies: social responsibility and enterprise risk management Parrondo Tort, Luz Paper Academic
Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Christian Eckert, Nadine Gatzert Paper Academic
Intelligent Risk - knowledge for the PRMIA community Helen Carmody, Mark Trembacki, Matthew Dive, Jonathan Allenby, Colm Fitzgerald, Monika Smatralova, Adam Litke Paper Commercial
Corporate Governance, Idiosyncratic Risk, and Information Flow MIGUEL A. FERREIRA, PAUL A. LAUX Paper Academic
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