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  • Some of the documents listed may now be out of date or superseded.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
Risk metrics for decision-making and ORSA Joint Risk Management Section of the Society of Actuaries, Casualty Actuarial Society and Canadian Institute of Actuaries Paper Academic
Excess based allocation of risk capital van Gulick, Gerwald; de Waegenaere, Anja; Norde, Henk Paper Academic
The Tyson Report Professor Laura Dandre Tyson, Paper Academic
Do banks manage Reputational Risk? A case study of European Investment Bank Niketa Mukherjee, Stefano Zambon, Hakan Lucius Paper Academic
One-year reserve risk including a tail factor:closed formula and bootstrap approaches Alexandre Boumezoued
Yoboua Angoua
Laurent Devineau
Jean-Philippe Boisseau 		Paper Commercial
Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions Shaun Yow and Michael Sherris Paper Academic
Integration of incremental filter-wrapper selection strategy with artificial intelligence for enterprise risk management Te-Min Chang, Ming-Fu Hsu Paper Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Paper Academic
Risk Management for an era of greater uncertainty Accenture (foreword by Steve Culp, Global Managing Director Accenture Risk Management) Paper Commercial
Operational risk under Solvency II: A brief overview of current approaches Milliman: Dominic Clark, Henny Verheugen, Jeremy Kent, Neil Cantle Paper Commercial
Replicating Portfolios
An Introduction: Analysis and Illustrations
Peter Boekel
Lotte van Delft
Takanori Hoshino
Rikiya Ino
Craig W. Reynolds
Henny Verheugen 		Paper Commercial
Enterprise Risk Management — Integrated Framework (2004) PricewaterhouseCoopers Paper Commercial
Longevity Insurance: A Missing Market Adam Creighton, Henry Jin, John Piggott, and Emiliano A. Valdez Paper Academic
Model Risk and Its Control Toshiyasu Kato and Toshinao Yoshiba Paper Academic
Insuring Climate Catastrophes in Florida: An Analysis of Insurance Pricing and Capacity under Various Scenarios of Climate Change and Adaptation Measures Howard Kunreuther
Erwann Michel-Kerjan
Nicola Ranger 		Paper Academic
Enterprise Risk Management (ERM) Implementation: Some Empirical Evidence from Large Australian Companies Saudah Ahmad, Chew Ng, Lisa Ann McManus Paper Academic
Business, Governments and Political Risk in South Asia and Latin America since 1970 Geoffrey Jones & Rachael Comunale Paper Academic
Evolutionary Optimization for Decision Making under Uncertainty Ronald Hochreiter Paper Academic
Achieving near-real-time risk monitoring. Risk appetite revisited Towers Watson Paper Commercial
Insurance risk capital for the Sparre Andersen model with geometric L Werner Huerlimann Paper Academic
The UK Corporate Governance Code Financial Reporting Council Paper Academic
A Risk Intelligent view of reputation: An outside-in perspective Deloitte Paper Commercial
Evolution of Loss Reserve Risk Thomas Conway, ACAS, MAAA
Mark McCluskey 		Paper Commercial
How to Develop a Risk Register Vancouver Island University Paper Academic
Enterprise Risk Management Strategic Antecedents, Risk Integration, and Performance Yijia Lin , Min-Ming Wen & Jifeng Yu Paper Academic
The Effects of Organizational Culture and Enterprise Risk Management on Organizational Performance: A Conceptual Framework Wanlapa Thomya, Krittapha Saenchaiyathon Paper Academic
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes Paper Academic
Policyholder Behaviour in the tail: UL with secondary guarantee survey - 2013 Results Society of Actuaries Paper Academic
A New Approach for Managing Operational Risk: Addressing the Issues Underlying the 2008 Global Financial Crisis Ali Samad Paper Academic
Aggregation of risks and allocation of capital Joshua Corrigan, Jethro De Decker, Takanori Hoshino, Lotte van Delft, Henny Verheugen Paper Commercial
Displaying 211 - 240 of 951