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  • Some of the documents listed may now be out of date or superseded.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 Sort descending Publication Type Resource Type
An ERM Maturity Model Barbara Monda and Marco Giorgino Paper Academic
Guidance On Board Effectiveness Baroness Hogg
Chairman, Financial Reporting Council
Paper Academic
What Makes a Good Economic Capital Model? Barry Zurbuchen, Rachel Radoff, Stuart White Article Commercial
10 Golden Rules of Project Risk Management Bart Jutte Article Commercial
Risk Optimisation: Finding the Signal in the Noise Benedict Burnett, Simon O’Callaghan and Tom Hulme Paper Academic
Financial contagion and intra-group spillover effects Bernhard Mayr Paper Academic
Conduct Risk- An ever growing area of focus for the FSA Better Regulation Article Commercial
Using Credit Risk Models for Regulatory Capital: Issues and Options Beverly J. Hirtle, Mark Levonian, Marc Saidenberg, Stefan Walter, David Wright Article Academic
Managing the Invisible: Measuring Risk, Managing Capital, Maximizing Value Bill Panning Paper Commercial
Bits guide to concentration risk in outsourcing relationships BITS Paper Commercial
The ethics and conduct risk challenge for US banks Bjørn Pettersen, Rafael Gomes, Anne Godbold
Effective Documentation in Model Risk Management Bob Crompton Article Commercial
The use of Economic Capital in ORSA Bogie Ozdemir Article Commercial
A simpler way to assess risks? Bonnie Hancock Article Academic
Guaranteed Optimization in Insurance of Catastrophic Risks Boris V. Digas, Yuri M. Ermoliev, Arkadii V. Kryazhimskii Paper Academic
Governance, Risk and Compliance: 4 Key Drivers Brenda Boultwood Article Commercial
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Paper Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Working Paper Academic
A Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
Parameter Uncertainty Brian Hartman, Robert Richardson, Rylan Bateman Paper Academic
Enterprise Risk Management Quantification – An Opportunity Brian Kemp, Christopher Bohn Paper Commercial
On the effectiveness of hedging strategies for variable annuities Brian Woods Paper Academic
The attractions of risk based regulation accounting for the emergence of risk ideas in regulation Bridget M Hutter Paper Academic
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
ERM Standards of Practice and Shared Risk Principles Carol Fox Paper Commercial
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
The Role of U.S. Corporate Boards in Enterprise Risk Management Carolyn Brancato, Matteo Tonello, Ellen Hexter, Katharine Rose Newman Paper Academic
Managing the Risk of Natural Catastrophes - The Role and Functioning of State Insurance Programs Carolyn Kousky Paper Academic
Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method CAS Risk-Based Capital (RBC) Research Working Parties Paper Academic
2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party CAS Underwriting Risk Working Party Paper Academic