ERM Library

The ERM Library is a collection of articles, papers and books related to Enterprise Risk Management. If you would like to have a resource added to the library or have any feedback in relation to the ERM Library please let us know by using the “Contact us” button below. 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.

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Title Published Author Publication Type Resource Type
Interest Rate Risk Management in Uncertain Times Lorenzo Bretscher, Lukas Schmid, Andrea Vedolin Paper Academic
The Equity Risk Premium: Empirical Evidence from Emerging Markets Michael Donadelli, Lorenzo Prosperi Research Paper Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Working Paper Academic
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes Research Paper Academic
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Research Paper Academic
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Research Paper Academic
Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Mohammad Miftaur Rahman Khan Khadem, Sujan Piya, Ahm Shamsuzzoha Journal Case Study
Project managers’ overconfidence: how is risk reflected in anticipated project success? Golo Fabricius, Marion Büttgen Research Academic
Effects of Risk Management Practice on the Success of IT Project Daranee Pimchangthonga, Veera Boonjingb Journal Academic
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Dinah Heidinger, Nadine Gatzert research paper Academic
An integrated management approach of the project and project risks E. Rodney, Y. Ducq, D. Breysse, Y. Ledoux Journal Academic
Understanding & Monitoring Reinsurance Counterparty Risk Mathieu Gatumel, Sabine Lemoyne de Forges research paper Academic
Modelling Premium Risk for Solvency II: from Empirical Data to Risk Capital Evaluation Gian Paolo Clemente, Nino Savelli and Diego Zappa Slides Academic
SolvencyII standard formula: Volume measure for premium risk Lamia Amouch, Jeff Courchene and Vincent Robert Article Commercial
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Research Paper Academic
The Myth of the Credit Spread Puzzle Peter Feldhütter and Stephen M Schaefer Research paper Academic
Credit Risk in the Euro Area Simon Gilchrist and Benoit Mojon Research paper Academic
Insurance and Climate Change Risk Management: Rescaling to Look Beyond the Horizon Jason Thistlethwaite, Michael O Wood Research paper Academic
Climate Risk: A Practical Guide for Actuaries working in Defined Contribution Pensions Sandy Trust, Claire Jones, Simon Jones, Nico Aspinall Research report Academic
The obsession with peer risk Article Academic
The Trust Deficiency in Banking and How to Fix It David Murray Paper Commercial
Assessing, Quantifying and Managing Agency Risk Jonathan Allenby, Colm Fitzgerald Slides Academic
Let's Talk About the Weather: The Impact of Climate Change on Central Banks  Sandra Batten, Rhiannon Sowerbutts and Misa Tanaka Research paper Commerical
The impact of climate change on the UK insurance sector - A Climate Change Adaptation Report by the Prudential Regulation Authority Prudential Regulation Authority Research report Commerical
Impacts of a Changing Climate on Economic Damages and Insurance Christian L. E. Franzke Research paper Academic
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys Research paper Academic
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Krista Schwarz Research paper Academic
Demographic Risk And Social Sustainability Of The Pension System Alexander Nepp, James Okrah Research paper Academic
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris Research paper Academic