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- Some of the documents listed may now be out of date or superseded.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 Sort ascending |
---|---|---|---|---|
Linkage of Risk Management, Capital Management and Financial Management | Aaron M. Halpert, ACAS, MAAA KPMG LLP Leslie R. Marlo, FCAS, MAAA KPMG LLP | Paper | Academic | |
Enterprise Risk Management from the General Insurance Actuarial Perspective | M. H. Tripp, C. Chan, S. Haria, N. Hilary, K. Morgan, G. C. Orros, G. R. Perry and K. Tahir-Thomson |
Paper | Academic | |
Property Risk Management | Etti Baranoff, Patrick L. Brockett, Yehuda Kahane | Academic | ||
Contagion Risk in the International Banking System and Implications for London as a Global Financial Center | Jorge A. Chan-Lau, Srobona Mitra, and Li Lian Ong | Paper | Academic | |
Mortality and Longevity: a Risk Management Perspective | Ermanno Pitacco | Paper | Academic | |
An analysis of the maturity and strategic impact of investments in ERM | Mark Beasley, Bruce Branson, Don Pagach | Paper | Academic | |
Using Life Settlements to Hedge the Mortality Risk of Life | Jennifer L. Wang, Ming-Hua Hsieh, Chenghsien Tsai | Paper | Academic | |
The Effect of the 2007/2008 Financial Crisis on Enterprise Risk Management Disclosure of Top US Banks | Daniel Zeghal, Meriem El Aoun | Paper | Academic | |
A Cost of Capital Approach to Credit and Liquidity Spreads | B. John Manistre | Paper | Academic | |
Derivatives, AIG and the Future of Enterprise Risk Management | Michael G. Wacek | Paper | Academic | |
Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance | Przemyslaw Jeziorski, Elena Krasnokutskaya & Olivia Ceccarini | Paper | Academic | |
The Financial Crisis and Lessons for Insurers | Dr. Robert W. Klein, Dr. Gang Ma, Dr. Eric R. Ulm, Dr. Shaun Wang Xiangjing Wei, Dr. George Zanjani | Paper | Academic | |
Heavy Models, Light models and Proxy Models | Institute and Faculty of ActuariesThe Proxy Model Working Party: Christopher Hursey*, Matthew Cocke, Cassandra Hannibal, Parit Jakhria, Iain MacIntyre and Matthew Modisett | Paper | Academic | |
Does Enterprise Risk Management Increase Firm Value? | Michael K. McShane, Anil Nair, Elzotbek Rustambekov | Paper | Academic | |
The Future of Preferred Underwriting - Fraud Detection Topic | Doug Neill, Jena L. Kennedy, John W Detwiler | Article | Academic | |
Extended risk-analysis model for activities of the project | Janez Kuar, Lidija Rihar, Urban argi and Marko Starbek | Article | Academic | |
Managing the Risk of Natural Catastrophes - The Role and Functioning of State Insurance Programs | Carolyn Kousky | Paper | Academic | |
Systemic Risk in Insurance | Geneva Association | Paper | Academic | |
ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment | Damon Levine | Paper | Academic | |
The End of Enterprise Risk Management | David Martin and Michael Power | Paper | Academic | |
Capital allocation and risk appetite under Solvency II framework | Ivan Granito, Paolo De Angelis | Paper | Academic | |
Managing Risks: A New Framework | Robert S. Kaplan, Anette Mikes | Article | Academic | |
Model risk of risk models | Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd | Paper | Academic | |
The fundamental principles of financial regulation | Markus Brunnermeier, Princeton University, Andrew Crocket, JPMorgan Chase, Charles Goodhart, London School of Economics, Martin Hellwig, Max Planck Institute, Avinash D. Persaud, Chairman. Intelligence Capital Limited, Hyun Shin, Princeton University | Paper | Academic | |
Risk Management Terminology | Shinichi Kamiya Peng Shi Joan Schmit Marjorie Rosenberg |
Paper | Academic | |
COSOs 2010 Report on ERM: Current State of Enterprise Risk Oversight and Market Perceptions of COSOs ERM Framework | Mark S. Beasley, Bruce C. Branson, Bonnie V. Hancock | Paper | Academic | |
Property Derivatives for Managing European Real-Estate Risk | Frank J. Fibozzi, Robert J. Shiller, Radu S. Tunaru | Academic | ||
To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies | Helmut Grndl, Thomas Post andRoman N. Schulze | Paper | Academic | |
Optimal hedging of demographic risk in life insurance |
Ragnar Norberg | Paper | Academic | |
Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases | Dr. Arindam Bandyopadhyay, Associate Professor (Finance),National Institute of Bank Management (NIBM) | Paper | Academic |