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  • Some of the documents listed may now be out of date or superseded.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
Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Christian Eckert, Nadine Gatzert Paper Academic
Modelling operational risk in the insurance industry Julie Gamonet, SCOR Paper Academic
Modelling of Policyholder Behaviour for Life Assurance and Annuity Products Society of Actuaries Paper Academic
Modelling firm resources –enterprise risk management relationships: An empirical finding using PLS-SEM Noraznira Abd Razak, Zuriah Ab Rahman, Halimahton Borhan Paper Commercial
Modelling extreme market events Ralph Frankland; Andrew D Smith; Timothy Wilkins; Elliot Varnell; Andy Holtham; Enrico Biffis; Seth Eshun; David Dullaway Paper Academic
Modelling and optimization of risk Pavlo Krokhmal, Michael Zabarankin, Stan Uryasev Paper Academic
Modelling and Managing Basis Risk Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management Paper Academic
Modelling and Management of Mortality Risk: A Review Andrew J.G. Cairns, David Blake, Kevin Dowd Paper Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Modeling the Unemployment Risk in Insurance Products Terence Narine Paper Academic
Modeling Political Risk Insurance: Utility Maximization Perspective Chao-Chun Leng & Min-Ming Wen Paper Academic
Modeling Policyholder Behavior for Life Assurance and Annuity Products Jason Campbell, Michael Chan, Kate Li, Anand Rao Louis Lombardi, Lucian Lombardi, Marianne Purushotham, Academic
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models Dorothea Diers, Martin Eling, Marc Linde Paper Academic
Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading Nan Zhao Paper Commercial
Model validation for insurance enterprise risk and capital models Markus Stricker Shaun Wang Stephen J. Strommen(For Casualty Actuarial Society) Paper Academic
Model uncertainty in risk capital measurement Valeria Bignozzi, Andreas Tsanakas Paper Academic
Model Risk of Risk Models Jon Danielsson, Kevin James, Marcela Valenzuela, Ilknur Zer Paper Academic
Model risk of risk models Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd Paper Academic
Model risk mitigation and cost reduction through effective documentation PWC Article Commercial
Model risk mitigation and cost reduction through effective design PWC Article Commercial
Model Risk Management: Quantitative and Qualitative Aspects Management Solutions Paper Commercial
Model Risk and Its Control Toshiyasu Kato and Toshinao Yoshiba Paper Academic
Model risk - illuminating the black box IoFA Model Risk Working Party Paper Academic
Model Risk Alexander Sakuth; Fengchong Wang Paper Academic
Model Behavior: Adopting an Enterprise Approach to Model Risk Management Oracle Article Commercial
Mitigating Extreme Risks through Securitization Jose H. Blanchet, Henry Lam, Qihe Tang, Zhongyi Yuan Paper Academic
Mitigating agency risk between investors and ventures’ managers Cristiano Bellavitis, Dzidziso Samuel Kamuriwo, Ulrich Hommel
Minimization of the Total Required Capital by Reinsurance Yingjie Zhang, CNA Insurance Companies Paper Academic
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Krista Schwarz
Methods for Estimating Premium Risk for Solvency Purposes Daniel Rufelt Paper Academic
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