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  • Some of the documents listed may now be out of date or superseded.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
Economic Capital: An Alternate Copula-Free Approach Jawwad Ahmed Farid Paper Academic
The Democratization of Risk Management Michael C. Schmitz, Susan J. Forray Paper Academic
Asymmetric Information in Life Insurance: Differenence Between Whole Life And Term Life. Shinichi Yamamoto, Takau Yoneyama & W. Jean Kwon Paper Academic
Enterprise Risk Management and the Cost of Capital Thomas R. Berry-Stölzlea, Jianren Xub Paper Academic
Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Lei Hua, Michelle Xia Paper Academic
The Valuation implications of Emterprise Risk Management Maturity Mark Farrell and Ronan Gallagher Paper Academic
Financing Natural Catastrophe Exposure:
Issues and Options for Improving Risk Transfer Markets 		Rawle O. King Paper Academic
Financial contagion and intra-group spillover effects Bernhard Mayr Paper Academic
What is the Path towards Effective Risk Data Aggregation and Risk Reporting Protiviti Paper Commercial
An ERM Maturity Model Barbara Monda and Marco Giorgino Paper Academic
The effects of corporate governance on firms’ credit ratings Hollis Ashbaugh-Skaife, Daniel W. Collins, Ryan LaFond Paper Academic
The impact of risk culture on underwriting risk of life insurance companies in Ghana Agnes Asare Paper Academic
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
Capital management in a Solvency II world Milliman: Sinead Clarke, Scott Mitchell, Eamonn Phelan Paper Commercial
A Critical Analysis of the Solvency II Proposals René Doff Paper Academic
Risk Based Capital Covariance ProjectBibliography Donald F BehanSamuel H Cox Paper Academic
Possible Unintended Consequences of Basel III and Solvency II Ahmed Al-Darwish, Michael Hafeman, Gregorio Impavido, Malcolm Kemp, and Padraic O' Malley Paper Academic
CAS Research Working Party on Risk-Based Capital Dependencies and Calibration Report 1: Overview of Dependencies and Calibration in the RBC Formula RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Why the current practice of operational risk management in insurance is fundamentally flawed - evidence from the field Dr Madhu Acharyya Paper Academic
Guidance Paper On Enterprise Risk Management For Capital Adequacy And Solvency Purposes INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS Paper Academic
Managing Specific risk in property portfolios Andrew Baum, Peter Struempell Paper Academic
SAI Wider Fields Group - Reading List: Climate Change and Resource Availability
 		SAI Wider Fields Group Paper Academic
Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets Josep J. Masdemont and Luis Ortiz-Gracia Paper Academic
Mortality Risk Modeling:Applications to Insurance Securitization Samuel H. Cox, Yijia Lin and Hal Pedersen Paper Academic
Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies Jing Ai, Vickie L. Bajtelsmit, Tianyang Wang Paper Academic
Enterprise risk management in the Middle East oil industry: An empirical investigation across GCC countries K. Muralidhar Paper Academic
A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital Nicholas Jacobi Paper Academic
Reaffirming Your Company’s Commitment to ERM in Light of the Financial Crisis Prakash Shimpi Paper Academic
Corporate Culture and Financial Reporting Risk: Looking Through the Glassdoor Yuan Ji , Oded Rozenbaum, Kyle Welch Paper Academic
Does the existence of an Enterprise Risk Management (ERM) program influence the existence of material weaknesses in internal control over financial reporting Ge Song, Sean T. Kemp Paper Academic
Displaying 631 - 660 of 951