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  • Some of the documents listed may now be out of date or superseded.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
Strengthening Enterprise Risk Management for Strategic Advantage COSO Paper Commercial
Strategic Risk, Risk Perception and Risk Behaviour: Meta-Analysis Cooper, Tom; Faseruk, Alex Paper Academic
Strategic risk management: Facilitating riskbased insurance decisions Joseph Calandro, Jr. Paper Commercial
Strategic Management of Insurance Company Risk CRAIG R. RAYMOND, Panelists: HELEN GALT, MARY GOTTSCHALK C. NELSON STROM Article Academic
Stochastic Optimization of Risk Functions via Parametric Smoothing Prof. Dr. Kurt Marti, Prof. Dr. Yuri Ermoliev, Prof. Dr. Georg Pflug, 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
Stochastic modelling of catastrophe risks in DFA models Dorothea Diers Paper Academic
Stepping Stones to ORSA: Looking beyond the preparatory phase to Solvency II Milliman: Sinead Clarke, Eamonn Phelan Paper Commercial
Start-up managers need to consider vendor management Daniel Page Article Commercial
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
Sound ERM captures stakeholder biases: Why behavioural risk matters Towers Watson Article Commercial
SolvencyII standard formula: Volume measure for premium risk Lamia Amouch, Jeff Courchene and Vincent Robert
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
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall Tim J. Boonen Paper Academic
Single-name concentration risk in credit portfolios: a comparison of concentration indices Raffaella CalabreseUniversity College DublinFrancesco PorroUniversit`a degli Studi di Milano-Bicocca Paper Academic
Simplified stage-based modelling of multi-stage stochastic programming problems Ronald Hochreiter Article Academic
Simple Tools and Techniques for Enterprise Risk Management Chapman, Robert J. Academic
Should the insurance industry be banking on risk escalation for solvency II? Cormac Bryce, Rob Webb, Carly Cheevers, P. Ring, G Clark Paper Academic
Securitization of Mortality Risks in Life Annuities SAMUEL H. COX AND YIJIA LIN Paper Academic
Securitization of longevity risk using percentile tranche methods Yangho Choi and Changki Kim Paper Academic
Securitization of Catastrophe Mortality Risks Yijia Lin, Samuel H. Cox Paper Academic
Scenario Optimization for Multi-Stage Stochastic Programming Problems Ronald Hochreiter Article Academic
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach Kabir K. Dutta, David F. Babbel Article Academic
SAI Wider Fields Group - Reading List: Climate Change and Resource Availability
 		SAI Wider Fields Group Paper Academic
Safeguarding the Internet of Things: Being secure, vigilant, and resilient in the connected age Irfan Saif, Sean Peasley, Arun Perinkolam Article Commercial
S&P’s ERM Framework Sridhar Manyem Slides Commercial
Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes Claudia Klppelberg, Andreas E. Kyprianou and Ross A. Maller Paper Academic
Robust risk measurement and model risk Paul Glasserman, Xingbo Xu Paper Academic
Risk-minimising investment strategies Ursula Theiler Paper Academic
Risk-Based Capital (RBC) Reserve Risk Charges RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Displaying 151 - 180 of 951