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  • Some of the documents listed may now be out of date or superseded.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
Modern risk management through the lens of the ethical organizational culture Douglas Jondle T. Dean Maines Michelle Rovang Burke Peter C. Young Paper Academic
A Review of Historical Insurance Company Impairments RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB Jun Zhuo; Seong Weon Park Paper Academic
ERM Standards of Practice and Shared Risk Principles Carol Fox Paper Commercial
Irelands Investment Crisis: Diagnosis and Prescription Victor Duggan Paper Academic
Internal model in life insurance : application of least squares monte carlo in risk assessment Oberlain Nteukam Teuguia, Jiaen Ren, Frdric Planchet Paper Academic
Natural Hedging of Life and Annuity Mortality Risks SAMUEL H. COX AND YIJIA LIN Paper Academic
Enterprise risk management: A process for enhanced management and improved performance Stephen Gates, Jean-Louis Nicolas 1 , Paul L. Walker Paper Academic
The Influence of Board of Directors’ Risk Oversight on Risk Management Maturity and Firm Risk-Taking Christopher D. Ittner, Thomas Keusch Paper Academic
Corporate Governance of Insurance Firms after Solvency II Michele SIRI Paper Academic
The Impact of Enterprise Risk Management on the Marginal Cost of Reducing Risk: Evidence from the Insurance Industry David L. Eckles, Robert E. Hoyt, Steve M. Miller Paper Academic
Value Investing and Enterprise Risk Management: Two Sides of the Same Coin Max J. Rudolph Rudolph Financial Consulting, LLC Paper Academic
Finding financial fraudsters: Quantitative and behavioural finance approaches Ezra Zask Paper Academic
Catastrophic Risk and Credit Markets Mark J. Garmaiseand Tobias J. Moskowitz Paper Academic
Systemic Risk and the U.S. Insurance Sector Mary A. Weiss Paper Academic
A Board Perspective on Enterprise Risk Management André Brodeur, Kevin Buehler, Michael Patsalos-Fox, Martin Pergler Paper Commercial
Taking notice of risk culture – the regulator’s approach Patrick John Ring, Cormac Bryce, Ricky McKinney, Rob Webb Paper Academic
Enterprise Risk Management for Non-Financial Companies – From Risk Control and Compliance to Creating Shareholder Value Vladimir Antikarov, Consultant to Overseas Shipholding Group Paper Commercial
Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach KRVAVYCH, Yuriy Paper Academic
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties 		RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
An application of Monte Carlo proxy techniques to variable annuity business: A case study Eamonn Phelan, Karl Murray, Mario Hrig, Michael Leitschkis Paper Commercial
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Mindaugas Juodis, Vytautas Valvonis, Raimondas Berninas, Marijus Beivydas Paper Commercial
Securitization of Mortality Risks in Life Annuities SAMUEL H. COX AND YIJIA LIN Paper Academic
Enterprise risk management and firm performance: A contingency perspective Lawrence A. Gordona, Martin P. Loeba, Chih-Yang Tsengb Paper Academic
The ethics of enterprise risk management as a key component of corporate governance Elena Demidenko and Patrick McNutt Paper Academic
Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered' Yogesh Malhotra Paper Academic
Economic Scenario Generators and Solvency II Elliot Varnell Paper Academic
Behavioral Risk Management in the Financial Services Industry The Role of Culture, Governance, and Financial Reporting Kenneth D. Garbade Paper Academic
The Effects of Enterprise Risk Management on Firm Performance Don Pagach and Richard Warr Paper Academic
Enterprise Risk Management Standard & Poor's S&P Paper Commercial
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