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  • Some of the documents listed may now be out of date or superseded.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
Copula Phase Transitions Report Michael A. Ekhaus
Gibraltar Analytical, LLC 		Paper Academic
Professional Indemnity Insurance N. D. Hooker, L. M. Pryor Article Academic
Measuring systemic risk: A risk management approach Alfred Lehar Paper Academic
An Application of Extreme Value Theory for Measuring Financial Risk Manfred Gilli, Evis Kellezi Paper Academic
Survivor Bonds: Helping to Hedge Mortality Risk David Blake and William Burrows Paper Academic
Enterprise Risk Management: A Consultative Perspective Edgar W. Davenport, L. Michelle Bradley Paper Academic
The Role of U.S. Corporate Boards in Enterprise Risk Management Carolyn Brancato, Matteo Tonello, Ellen Hexter, Katharine Rose Newman Paper Academic
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk Ralf Kellner, Daniel Rösch Paper Academic
Extreme Downside Liquidity Risk Stefan Ruenzi, Michael Ungeheuer & Florian Weigerta Paper Academic
The Value of Investing in Enterprise Risk Management Martin F Grace, J Tyler Leverty, Richard D Phillips, Prakash Shimpi Paper Academic
The Study of Compensation Risk Management in Modern Enterprise Fu Duanxiang ; Inst. of Econ. & Manage., Henan Polytech. Univ., Jiaozuo, China Paper Academic
The Audit Risk Model Lanfei Gao, Michael Andrews, and Shanaka DeSilva Article Academic
Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Andrew Marshall, Pauline Weetman Paper Academic
A Primer on Managing Operational Risk for Insurance Companies Kay K Rahardjo Paper 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
Governing autonomous vehicles: emerging responses for safety, liability, privacy, cybersecurity, and industry risks Araz Taeihagh and Hazel Si Min Lim Paper Academic
Behavioural Economics and Its Implications for Enterprise Risk Management Rick Gorvett, FCAS, ASA, CERA, MAAA, ARM, FRM, PhD Paper Academic
Incorporating Strategic Risk into Enterprise Risk Management Stephen GATES, Professeur Audencia Nantes Ecole de Management Paper Academic
2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party CAS Underwriting Risk Working Party Paper Academic
Risk Based Capital Covariance Project. A Procedure for Simulation with Constructed Copulas Donald F BehanSamuel H Cox Paper Academic
Legal and compliance risk management: Towards principles of best practice Herbert Smith Article Academic
Good and bad credit contagion: Evidence from credit default swaps Philippe Joriona, Gaiyan Zhang Paper Academic
A Framework for Risk Management of Extreme Events: Evidence from Firms Howard Kunreuther Paper Academic
Report of the Society of Actuaries Alternative Tools for Mortality Risk Management Survey Subcommittee SOA Paper Academic
The Relationship between Enterprise Risk Management (ERM) and Firm Value: Evidence from Malaysian Izah Mohd Tahir, Ahmad Rizal Razali Paper Academic
Risk management, corporate governance, and bank performance in the financial crisis Vincent Aebi, Gabriele Sabato, Markus Schmid Paper Academic
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall Tim J. Boonen 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
ERM for insurance companies – Adding the Investor's Point of View A. N. Hitchcox, P. J. M. Klumpes, K. W. McGaughey, A. D. Smith and N. H. Taverner Paper Academic
A structured approach to Enterprise Risk Management (ERM) and the requirements of ISO 31000 Institute of Risk Management Article Academic
Displaying 241 - 270 of 951