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  • Some of the documents listed may now be out of date or superseded.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 Sort descending Resource Type
Enterprise Risk Management : From Incentives to Controls Lam, James Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Academic
Conduct risk: Regulatory developments and best practices for UK life insurers Emma Hutchinson, Jennifer van der Ree
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Massimo Morini Academic
Simple Tools and Techniques for Enterprise Risk Management Chapman, Robert J. Academic
The Equity Risk Premium: Empirical Evidence from Emerging Markets Michael Donadelli, Lorenzo Prosperi Academic
A level playing field: Conduct risk in Europe Michael Culligan, Oliver Gillespie, Neil Cantle
Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data Irina Gemmo and Martin Götz
Conduct risk: towards a model for assessment and remediation Mary Daly, Tom Butler
Risk analysis in construction project - chosen methods. Agnieszka Dziadosz, Mariusz Rejment
Quantitative Risk Management: Concepts, Techniques and Tools Mc Neil, Frey & Embrechts Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Conduct Risk – Lessons from UK Don Johnstone
Notes on Using Property Catastrophe Model Results David Homer and Ming Li Academic
Implementing Effective Enterprise Risk Management and Compliance The Economist Intelligence Unit: Rob Mitchell, Mike Kenny Article Academic
Optimising Life Reinsurance strategy under risk-based capital measures Tatyana Egoshina, Sandra Haas, Chris Lewis, Scott Mitchell, Jillian Wood Article Commercial
The Use of an Economic Capital Model within and Enterprise Risk Management framework S&P; David Ingram Article Commercial
Mastering Model Risk:
Assessment, Regulation
and Best Practices
Satyam Kancharla Article Commercial
Correspondent Concentration Risks Federal Reserve Article Commercial
The growing movement for enterprise risk management in government: the United States begins to catch up Thomas H. Stanton Article Academic
Reinsurance and Emerging Risks Larry Schiffer Article Academic
'Brexit' leaps to top of enterprise risk management concerns Sarah Veysey Article Commercial
Speech by SEC Staff: The Role of Compliance and Ethics in Risk Management Carlo V. di Florio Director, Office of Compliance Inspections and Examinations Article Commercial
Longevity Bulletin. Issue 03 Institute and Faculty of Actuaries Article Academic
What Makes a Good Economic Capital Model? Barry Zurbuchen, Rachel Radoff, Stuart White Article Commercial
EDHEC European Real Estate Investment and Risk Management Survey Frdric Ducoulombier Article Academic
When Culture goes wrong When Culture goes wrong Article Academic
Longevity Risk Quantification and Management: A Review of Relevant Literature Thomas Crawford, Richard de Haan, Chad Runchey Article Commercial
Maintain the best features of Biggert-Waters Howard Kunreuther and Erwann Michel-Kerjan Article Academic
Unit-linked Governance - regulatory expectations Mike Claffey, Patrick Meghen Article Commercial