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  • Some of the documents listed may now be out of date or superseded.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 Sort descending Author Publication Type Resource Type
Integrated Risk Management for the Firm: A Senior Manager Lisa K. Meulbroek Paper Academic
A Review of Historical Insurance Company Impairments RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Currency risk and international property investments Elaine Worzala Paper Academic
Actuaries Institute Australia website Actuaries Institute Australia Article Academic
Risk Return Optimization with Different Risk Aggregation Strategies
Ursula Theiler, Gaia Serraino, Stanislav Uryasev Paper Academic
ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Paul Klumpes Paper Academic
How to Develop a Risk Register Vancouver Island University Paper Academic
Risk Categories National Treasury: Republic of South Africa Article Academic
Flooding: How the risk can be managed Institute of Risk Management Article Academic
Practical Guidance: Seven Steps For Effective Enterprise Risk Management THOMSON REUTERS Article Commercial
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties
RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
The reporting of risk in real estate appraisal property risk scoring
The use of Economic Capital in ORSA Bogie Ozdemir Article Commercial
Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs Jing Ai, Hua Chen, Zhao Yang Paper Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Academic
Project managers’ overconfidence: how is risk reflected in anticipated project success? Golo Fabricius, Marion Büttgen
A Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Dinah Heidinger, Nadine Gatzert Academic
Application of Internal Audit in Enterprise Risk Management Romas Stačiokas, Rolandas Rupšys Paper Academic
The obsession with peer risk
The Risk Management of Everything: Rethinking the politics of uncertainty Michael Power Academic
Hedging Climate Risk Mats Andersson, Patrick Bolton, and Frédéric Samama
Risk appetite in the financial services industry Deloitte Article Commercial
Impacts of a Changing Climate on Economic Damages and Insurance Christian L. E. Franzke
Lapse risk in life insurance: Correlation and contagion effects among policyholders' behaviors Flavia Barsottia, Xavier Milhaud, Yahia Salhib Article Academic
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris
Cross-Border Bank Contagion Risk in Europe European Central Bank Article Academic
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Model risk - illuminating the black box IoFA Model Risk Working Party Paper Academic