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  • Some of the documents listed may now be out of date or superseded.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 Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
CBI Insurance Quarterly June 2018 Jenny Minogue Article Academic
Recent Research Developments affecting Non-Life Insurance - the CAS Risk Premium Project 2012 update Christian Biener, Martin Eling Paper Academic
Risk based capital modelling for P&C insurers and financial sensitivity Laura Ballotta; Nino Savell Paper Academic
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
Strategic Management of Insurance Company Risk CRAIG R. RAYMOND, Panelists: HELEN GALT, MARY GOTTSCHALK C. NELSON STROM Article Academic
Enterprise risk management: A systems-thinking framework for the event identification phase Ed O'Donnell Paper Academic
Guiding criteria for operational risk reporting in a corporate environment Jacobus Young Article Academic
Enterprise Risk Management: A Common Framework for the Entire Organization Philip Green Book Academic
2018 SOA Asia-Pacific Symposium - Session 6b, Dynamic Lapse Modelling Using Korean Insurance Industry Data Daegyu Kim Slides Academic
Corporate Governance, Idiosyncratic Risk, and Information Flow MIGUEL A. FERREIRA, PAUL A. LAUX Paper Academic
CVAR proxies for minimizing scenario-based value-at-risk Helmut Mausser and Oleksandr Romanko Paper Academic
A Comparative Analysis of U.S., Canadian and Solvency II Capital Adequacy Requirements in Life Insurance Ishmael Sharara, Mary Hardy, and David Saunders of the University of Waterloo Paper Academic
Hampel Report The Committee on CorporateGovernance & Gee Paper Academic
Determinants of Insurers' Reputational Risk Shinichi Kamiya, Joan T. Schmit, Marjorie A. Rosenberg Paper Academic
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models Dorothea Diers, Martin Eling, Marc Linde Paper Academic
Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks Jing Ai, Patrick L. Brockett, Tianyang Wang Paper Academic
The Risk Management of Nothing Michael Power Article Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Paper Academic
Operational Risk in Life Insurers Nick Dexter, KPMG Patrick Kelliher, Scottish Widows Life Operational Risk Working Party Article 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
From strategic risk to risk strategy: Insurance scenarios for risk identification and business model innovation Dr. Jrgen Dmont, Dr. Thomas Schaffrath-Chanson Article Academic
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
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