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  • Some of the documents listed may now be out of date or superseded.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
Reserve Risk Modelling:
Theoretical and Practical
Aspects 		Peter England PhD Paper Commercial
Managing Political Risk - Controlling Loss, Finding Opportunity Peter Beardshaw, Ben Cattaneo & Rafael Gomes Article Commercial
Pension Risk: Risk Management for Pension Schemes Pension Risk Working Party: Peter Byrne; Ross Mitchell; David O'Sullivan; Ian Sykes Paper Academic
Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities Peng Chen, Moshe A. Milevsky Paper Academic
Modelling and optimization of risk Pavlo Krokhmal, Michael Zabarankin, Stan Uryasev Paper Academic
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Pauline Barrieu, Henri Louberge Paper Academic
Understanding, modeling and managing longevity risk: key issues and main challenges Pauline Barrieu, Harry Bensusan, Nicole El Karoui, Caroline Hillairet, Stephane Loisel, Claudia Ravanelli, Yahia Salhi Paper Academic
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
A risk challenge culture Paul L. Walker, William G. Shenkir, Thomas L. Barton Article Academic
Establish a risk challenge culture: all organizations must thoroughly examine their current operating environment and question how and how well they are prepared to face any kind of potential threat or disaster Paul L. Walker, William G. Shenkir, Thomas L. Barton Article Academic
Bubbles, Cycles and Insurers’ ERM – What Just Happened? Paul Kneuer Paper Academic
ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Paul Klumpes Paper Academic
Robust risk measurement and model risk Paul Glasserman, Xingbo Xu Paper Academic
Enterprise Risk Management in the Financial Services Industry Paul Duffy Slides Commercial
Enterprise Risk Analysis for Property & Liability Insurance Companies Paul Brehm, Spencer Gluck, Rodney Kreps, John Major, Donald Mango, Richard Shaw, Gary Venter, Steven White, Susan Witcraft Book Academic
Taking notice of risk culture – the regulator’s approach Patrick John Ring, Cormac Bryce, Ricky McKinney, Rob Webb Paper Academic
Quantifying flood risk of extreme events using density forecasts based on a new digital archive and weather ensemble
predictions 		Patrick E. McSharry, Max A. Little, Harvey J. E. Roddac and John Roddac Paper Academic
An Introduction to Catastrophe Models and Insurance Patricia GrossiHoward KunreutherDon Windeler Paper Commercial
The Next Frontier for Boards: Oversight of Risk Culture Parveen P. Gupta, Tim Leach Article Academic
Relationship between earnings management and corporate strategies: social responsibility and enterprise risk management Parrondo Tort, Luz Paper Academic
Longevity Risk and Private Pensions Pablo Antolin Paper Academic
Liquidity Management in UK Life Insurance: A Discussion Paper P.O.J.Kelliher, D.L.Bartlett, M.Chaplin, K.Dowd & C.O'Brien Paper Academic
A common risk classification system for the Actuarial Profession - A Discussion Paper P.O.J. Kelliher, D. Wilmot, J.Vij, P.J.M. Klumpes Paper Academic
Emerging Risks: Methodology, Classification and Policy Implications Ortwin Rean Paper Academic
Vision on Own Risk and Solvency Assessment (ORSA) Good Practice ORSA Working Group of the Dutch Association of Insurers ( Paper Academic
Model Behavior: Adopting an Enterprise Approach to Model Risk Management Oracle Article Commercial
Process - identification, assessment, control and mitigation Olly Reeves Article Commercial
Risk Management and Risk Management Failure: Lessons for Business Enterprises Olajide Solomon Fadun Paper Academic
The Market Impact of Dynamic Hedging on Hedging Program Peformance Oksana Cherniavsky, Aymeric Kalife
The one-year non-life insurance risk Ohlsson, Esbjorn & Lauzeningks Paper Academic
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