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  • Some of the documents listed may now be out of date or superseded.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 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
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
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins B. John Manistre Article 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
130 Project Risks (List) Anna Mar Article 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
Taking notice of risk culture – the regulator’s approach Patrick John Ring, Cormac Bryce, Ricky McKinney, Rob Webb Paper Academic
Systemic Risk from Insurance Product Features International Association of Insurance Supervisors Academic
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
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
Emerging Risk Assessment: Latest Practice and Innovations Neil Allan and Joshua Corrigan Paper Academic
Population ageing and fiscal sustainability of Finland: a stochastic analysis Jukka Lassila, Tarmo Valkonen Paper Academic
A classified bibliography of recent research relating to project risk management Terry Williams Article Academic
Insurance and Financial Stability IAIS Paper Academic
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