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  • Some of the documents listed may now be out of date or superseded.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
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis Guy Kaplanski, Haim Levy Article Academic
Understanding Contingent Capital Kailan Shang FSA, CFA, PRM, SCJP Paper Academic
Application of Actuarial Science to Systemic Risks Shaun Wang
Professor, Georgia State University
Chairman, Risk Lighthouse LLC 		Paper Academic
Risk Management and Risk Management Failure: Lessons for Business Enterprises Olajide Solomon Fadun 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
Operational risk modelling framework Milliman: Joshua Corrigan, Paola Luraschi Article Commercial
Quantifying flood risk of extreme events using density forecasts based on a new digital archive and weather ensemble
predictions 		Patrick E. McSharry, Max A. Little, Harvey J. E. Roddac and John Roddac Paper Academic
Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets Josep J. Masdemont and Luis Ortiz-Gracia Paper Academic
NAIC Own Risk and Solvency Assessment (ORSA) Guidance Manual NAIC Paper Commercial
Living with Solvency II: An economic capital perspective from recent history Matthew Cocke, Russell Osman, Russell Ward Paper Commercial
Comparative Failure Experience in the U.S. and Canadian Life Insurance and Banking Industries from 1980 to 2010 Stephen A. Robb, Paul F. Della Penna, Alicia M. Robb Paper Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Using Collaboration Risk Management to Recognize Emerging Risks PriceWaterHouseCoopers Article Commercial
Corporate Fraud and Managers’ Behavior Jeffrey R. Cohen, Yuan Ding, Cédric Lesage, Hervé Stolowy Paper Academic
Getting to ERM - A road map for banks and other financial institutions R. McNish, A. Schlosser, F. Selandari, U. Stegemann, J. Vorholt Article Commercial
Insurance Enterprise Risk Management Practices ERM Committee of the American Academy of Actuaries Paper Academic
Systemic Risk and Regulation of the U.S. Insurance Industry J. David Cummins and Mary A. Weiss Paper Academic
130 Project Risks (List) Anna Mar Article Academic
Improving Insurance Decisions in the Most Misunderstood Industry Howard Kunreuther Paper Academic
Crowdsourcing, A Tool to Tackle Emerging Strategic Risks Harvard Business Review Article Academic
The Volatility of Low Rates Raphael Douady Paper Commercial
Keep your eye on the prize: An ERM update on the global insurance industry. 2012 Global Insurance ERM Survey Report Towers Watson Article Commercial
2013 Risk and finance manager survey: Full report Towers Watson Article Commercial
Governance, Risk Management and Internal Control Systems in Swiss Insurance FINMA Paper Commercial
A partial internal model for longevity risk Sren Fiig Jarner and Thomas Mller Paper Academic
Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model Qicai Li and Mengdi Gu Paper Academic
ERM : Consultancy Viewpoint - Observations on Current Practice Elliot Varnell Paper Academic
Insurers contributions to disaster reduction - a series of case studies Meghan Orie and Walter R. Stahel Paper Commercial
Quantifying and managing extreme mortality risk of life insurers Milliman Article Commercial
Effective model validation – embedding trust Towers Watson, Mike Wilkinson, Patricia Mackenzie Article Commercial
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