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  • Some of the documents listed may now be out of date or superseded.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
A Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
A Guide to Cyber Risk Allianz Article Commercial
How to Measure Risk Culture Effectiveness: A Practical Guide Ryan Rodriguez-Wiggins Article Commercial
The Road to Improving Risk Culture Peter Hughes, Allan Grody Article Commercial
Do banks manage Reputational Risk? A case study of European Investment Bank Niketa Mukherjee, Stefano Zambon, Hakan Lucius Paper Academic
The Financial Aspects Of Corporate Governance (The Cadbury Report) Committee on the Financial Aspects of CorporateGovernance Paper Academic
The Effects of Enterprise Risk Management on Firm Performance Don Pagach and Richard Warr Paper Academic
V67 – Policyholder Behavior Experience for Life and Annuities SOA - Reinsurance Section Article Commercial
Modelling of Policyholder Behaviour for Life Assurance and Annuity Products Society of Actuaries Paper Academic
Trends in Annuity Policyholder Behaviour Peter Gourley Article Commercial
2018 SOA Asia-Pacific Symposium - Session 6b, Dynamic Lapse Modelling Using Korean Insurance Industry Data Daegyu Kim Slides Academic
The Market Impact of Dynamic Hedging on Hedging Program Peformance Oksana Cherniavsky, Aymeric Kalife
Credit Risk Concentrations under Stress Gabriel Bonti, Michael Kalkbrener, Christopher Lotz, Gerhard Stahl
Risk Classification Efficiency and the Insurance Market Regulation Donatella Porrini
Risk Identification: A Critical First Step in Enterprise Risk Management Sim Segal
Notes on Using Property Catastrophe Model Results David Homer and Ming Li Academic
Risk analysis in construction project - chosen methods. Agnieszka Dziadosz, Mariusz Rejment
Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data Irina Gemmo and Martin Götz
Fit for Purpose and Fit for the Future? An Evaluation of the UK's New Flood Reinsurance Pool Swenja Surminski Research paper Academic
Systemic Risk from Insurance Product Features International Association of Insurance Supervisors Academic
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
Model risk - illuminating the black box IoFA Model Risk Working Party Paper Academic
Systemic risk and macroprudential policy in insurance EIOPA Academic
Model risk of risk models Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd Paper Academic
Credit risk transfer and contagion Franklin Allen, Elena Carletti Article Academic
Modeling Policyholder Behavior for Life Assurance and Annuity Products Jason Campbell, Michael Chan, Kate Li, Anand Rao Louis Lombardi, Lucian Lombardi, Marianne Purushotham, Academic
Cross-Border Bank Contagion Risk in Europe European Central Bank Article Academic
Risk appetite in the financial services industry Deloitte Article Commercial
Risk appetite frameworks: How to spot the genuine article Deloitte Paper Commercial
Lapse risk in life insurance: Correlation and contagion effects among policyholders' behaviors Flavia Barsottia, Xavier Milhaud, Yahia Salhib Article Academic
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