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  • Some of the documents listed may now be out of date or superseded.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
Emerging Risk: An Integrated Framework for Managing Extreme Events Kathleen Locklear Paper Commercial
Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications Samuel Wills and Michael Sherris Paper Academic
Stepping Stones to ORSA: Looking beyond the preparatory phase to Solvency II Milliman: Sinead Clarke, Eamonn Phelan Paper Commercial
Identifying risks in the realm of enterprise risk management Roberta Carroll Paper Academic
Critical review of literature on enterprise risk management and the cost of capital: The value creation perspective Lai, Fong-Woon; Azizan, Noor Azlinna Paper Academic
Virtue and risk culture in finance Anthony Asher, Tracy Wilcox Paper Academic
Enterprise Risk Management and Capital Budgeting under Dependent Risks: An Integrated Framework Jing Ai, Department of Financial Economics and Institutions, The University of Hawaii at Manoa & Tianyang Wang, Finance and Real Estate Department, Colorado State University Paper Academic
CRO Forum Paper on the Own Risk and Solvency Assessment (ORSA): Leveraging regulatory requirements to generate value CRO Forum Paper Commercial
The Greenbury Report Study Group Chaired by Sir Richard Greenbury Paper Academic
Using Housing Wealth To Fund Long Term Care Doug Andrews Paper Academic
Single-name concentration risk in credit portfolios: a comparison of concentration indices Raffaella CalabreseUniversity College DublinFrancesco PorroUniversit`a degli Studi di Milano-Bicocca Paper Academic
A global framework for insurer solvency assessment IAA Paper Academic
Integration of Risk Management into Strategic Planning: A New Comprehensive Approach Isabela Ribeiro Damaso Maia, George Montgomery Machado Chaves Paper Academic
Adaptive Risk Management: Powered by Network Science Alan Laubsch Paper Academic
Pension Risk: Risk Management for Pension Schemes Pension Risk Working Party: Peter Byrne; Ross Mitchell; David O'Sullivan; Ian Sykes Paper Academic
Enterprise Risk Management 'ERM' Practice as Applied to Health Insurers, Self-Insured Plans, and Health Finance Professionals Max J. Rudolph, FSA CERA CFA RHU MAAA Paper Commercial
Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry J. David Cummins, Hongmin Zi Paper Academic
Integrating risk indicators into corporate performance management tool Jelena Raid, Swedbank Estonia / Tallinn Technical University Paper Commercial
A Comparative Assessment of Basel II/III and Solvency II Nadine Gatzerta and Hannah Weske Paper Academic
Systemic Risk in Financial Services D. Besar, P. Booth, K. K. Chan, A.K.L. Milne and J. Pickles Paper Academic
Strategic risk management: Facilitating riskbased insurance decisions Joseph Calandro, Jr. Paper Commercial
Extreme Events for Insurers: Correlation, Models and Mitigations Tom Edwalds Paper Academic
Investigating the development of enterprise risk management in the insurance industry: An empirical study of four major European insurers. Madhusudan Acharyya Johnnie Johnson2 Paper Academic
Weaknesses in Regulatory Capital models and Their Implications Amelia Ho, Steering Committee member of Professional Risk Managers International Association (PRMIA) Paper Academic
Living with Solvency II: An economic capital perspective from recent history Matthew Cocke, Russell Osman, Russell Ward Paper Commercial
Guidance On Board Effectiveness Baroness Hogg
Chairman, Financial Reporting Council 		Paper Academic
Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders Dr. Greg Young Paper Academic
Model Risk Alexander Sakuth; Fengchong Wang Paper Academic
Analyzing Concentration Risk Diane Reynolds 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
Displaying 451 - 480 of 951