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  • Some of the documents listed may now be out of date or superseded.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
Possible Unintended Consequences of Basel III and Solvency II Ahmed Al-Darwish, Michael Hafeman, Gregorio Impavido, Malcolm Kemp, and Padraic O' Malley Paper Academic
Forgetting the Flood? An Analysis of the Flood Risk Discount over Time Ajita Atreya,Susana Ferreira, andWarren Kriesel Paper Academic
Adaptive Risk Management: Powered by Network Science Alan Laubsch Paper Academic
Conduct Risk framework: Industry trends and challenges Alberto Rilo, Juan G. Cascales, Raúl García de Blas, Rafael Poza
Unlocking the True Potential of Enterprise Risk Management Alex Wittenberg, Mark Pellerin, Damian West Article Commercial
An integrated Cost of Risk model and its application to company valuation Alexander Baier Paper Academic
Quantitative Risk Management: Concepts, Techniques and Tools, Revised Edition Alexander J. McNeil, Rüdiger Frey & Paul Embrechts Book Commercial
Demographic Risk And Social Sustainability Of The Pension System Alexander Nepp, James Okrah
Model Risk Alexander Sakuth; Fengchong Wang Paper Academic
One-year reserve risk including a tail factor:closed formula and bootstrap approaches Alexandre Boumezoued
Yoboua Angoua
Laurent Devineau
Jean-Philippe Boisseau 		Paper Commercial
Measuring systemic risk: A risk management approach Alfred Lehar Paper Academic
A New Approach for Managing Operational Risk: Addressing the Issues Underlying the 2008 Global Financial Crisis Ali Samad Paper Academic
The Fabric of ERM Alice Underwood and David Ingram Paper Academic
How to Direct a Risk Team Alix Stuart Article Commercial
Risk Accounting: The Risk Data Aggregation and Risk Reporting (BCBS 239) Foundation of Enterprise Risk Management (ERM) and Risk Governance Allan D. Grody, Peter J. Hughes Paper Academic
A Guide to Cyber Risk Allianz Article Commercial
Integration and Use of Enterprise Risk Management Information Amelia Ho Paper Academic
Weaknesses in Regulatory Capital models and Their Implications Amelia Ho, Steering Committee member of Professional Risk Managers International Association (PRMIA) Paper Academic
A Board Perspective on Enterprise Risk Management André Brodeur, Kevin Buehler, Michael Patsalos-Fox, Martin Pergler Paper Commercial
The determinants of enterprise risk management: Evidence from the appointment of chief risk officers. André P. Liebenberg and Robert E. Hoyt Paper Academic
Evidence of the value of Enterprise Risk Management Andre P. Liebernberg (University of Mississippi), Robert E. Hoyt (University of Georgia) Article Academic
Managing Specific risk in property portfolios Andrew Baum, Peter Struempell Paper Academic
Total Exposure Management: Enterprise Risk Management, Organizational Resilience and Change Management Andrew D. Banasiewicz Paper Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Modelling and Management of Mortality Risk: A Review Andrew J.G. Cairns, David Blake, Kevin Dowd Paper Academic
Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates Andrew Kuritzkes, Til Schuermann, Scott M. Weiner Article Commercial
Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Andrew Marshall, Pauline Weetman Paper Academic
Economic Capital and the Aggregation of Risks using Copulas Andrew Tang, Emiliano A. Valdez Paper Academic
Risk Management at Crunch Time: Are Chief Risk Officers Compliance Champions or Business Partners? Anette Mikes, Harvard Business School Paper Academic
Towards a Contingency Theory of Enterprise Risk Management Anette MikesRobert S. Kaplan Paper Academic
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