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  • Some of the documents listed may now be out of date or superseded.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
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris
Cross-Border Bank Contagion Risk in Europe European Central Bank Article Academic
Bank CEO Materialism, Corporate Culture and Risk Robert M. Bushman, Robert H. Davidson, Aiyesha Dey, Abbie J. Smith Paper Academic
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Model risk - illuminating the black box IoFA Model Risk Working Party Paper Academic
Forward and spot exchange rates Eugene F. Fama Paper Academic
Professional Indemnity Insurance N. D. Hooker, L. M. Pryor Article Academic
The Financial Aspects Of Corporate Governance (The Cadbury Report) Committee on the Financial Aspects of CorporateGovernance Paper Academic
Interest rate risk factors in the Australian bond market Michael Sherris Paper Academic
The Greenbury Report Study Group Chaired by Sir Richard Greenbury Paper Academic
A classified bibliography of recent research relating to project risk management Terry Williams Article Academic
An empirical analysis of the relation between the board of director composition and financial statement fraud. Mark S. Beasley Paper Academic
Strategic Management of Insurance Company Risk CRAIG R. RAYMOND, Panelists: HELEN GALT, MARY GOTTSCHALK C. NELSON STROM Article Academic
Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects Journal of Risk and Insurance Paper Academic
Project Management Planning Not specified Paper Academic
Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry J. David Cummins, Hongmin Zi Paper Academic
Hampel Report The Committee on CorporateGovernance & Gee Paper Academic
Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods J. David CumminsMary A. Weiss Paper Academic
Guaranteed Optimization in Insurance of Catastrophic Risks Boris V. Digas, Yuri M. Ermoliev, Arkadii V. Kryazhimskii Paper Academic
Pricing rate of return guarantees in a heath Jarrow Morton framework KRISTIAN R. MILTERSEN AND SVEIN-ARNE PERSSON Paper Academic
Contagion Risk in Banking Dirk Schoenmaker Paper Academic
Contagion Effects in the Insurance Industry John Polonchek and Ronald K. Miller Paper Academic
Framework for linking culture and improvement initiatives in organisations JAMES R. DETERT, ROGER G. SCHROEDER, JOHN J. MAURIEL Paper Academic
Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks Y.M. Ermoliev, T.Y. Ermolieva, G.J. MacDonald ,V.I. Norkin Paper Academic
Model Risk and Its Control Toshiyasu Kato and Toshinao Yoshiba Paper Academic
Using Credit Risk Models for Regulatory Capital: Issues and Options Beverly J. Hirtle, Mark Levonian, Marc Saidenberg, Stefan Walter, David Wright Article Academic
Enterprise Risk Management Stephen P. D'Arcy, John C. Brogan Paper Academic
Enterprise Risk Management: Its Origins and Conceptual Foundation Gerry Dickinson Paper Academic
Efficient methods for valuing interest rate derivatives Antoon Pelseer Academic
Survivor Bonds: Helping to Hedge Mortality Risk David Blake and William Burrows Paper Academic
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