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  • Some of the documents listed may now be out of date or superseded.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
Stochastic modelling of catastrophe risks in DFA models Dorothea Diers Paper Academic
Catastrophe risk management - Preparing for potential storms ahead Economist Intelligence Unit Paper Commercial
Catastrophe Modelling and Climate Change Trevor Maynard, Nick Beecroft, Sandra Gonzalez, Lauren Restell Paper Commercial
Measuring and Managing Catastrophe Risk Ronald T. Kozlowski
Stuart B. Mathewson 		Paper Commercial
Risk Management Frameworks Articles Article Academic
Swiss Re SONAR
New emerging risk insights 		SwissRe Article Commercial
Value Killers in the Current Risk Environment Deloitte Article Commercial
Crowdsourcing, A Tool to Tackle Emerging Strategic Risks Harvard Business Review Article Academic
Using Collaboration Risk Management to Recognize Emerging Risks PriceWaterHouseCoopers Article Commercial
Emerging Risk Suvey Max J. Rudolph, FSA CERA CFA MAAA Article Academic
How Global Changes Can Effect the Business Environment PriceWaterHouseCoopers Article Commercial
Model Risk Alexander Sakuth; Fengchong Wang Paper Academic
How Model Risk devestated an organization Sim Segal Article Commercial
Theory and Practice of Model Risk Management Riccardo Rebonato Paper Academic
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Massimo Morini Academic
Model Risk Management: Quantitative and Qualitative Aspects Management Solutions Paper Commercial
Robust risk measurement and model risk Paul Glasserman, Xingbo Xu Paper Academic
Mastering Model Risk:
Assessment, Regulation
and Best Practices 		Satyam Kancharla Article Commercial
Research Paper on Operational Risk KPMG Paper Academic
An application of Monte Carlo proxy techniques to variable annuity business: A case study Eamonn Phelan, Karl Murray, Mario Hrig, Michael Leitschkis Paper Commercial
Internal model in life insurance : application of least squares monte carlo in risk assessment Oberlain Nteukam Teuguia, Jiaen Ren, Frdric Planchet Paper Academic
SAI Wider Fields Group - Reading List: Climate Change and Resource Availability
 		SAI Wider Fields Group Paper Academic
Credit Risk Transfer and Contagion Franklin Allen, Elena Carletti Paper Academic
Contagion Risk in the International Banking System and Implications for London as a Global Financial Center Jorge A. Chan-Lau, Srobona Mitra, and Li Lian Ong Paper Academic
To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies Helmut Grndl, Thomas Post andRoman N. Schulze Paper Academic
Optimal hedging of demographic risk in life
insurance 		Ragnar Norberg Paper Academic
Discussion: Assessing Systematic Risk in the Insurance Sector Ivan Alves, Steven Simon Article Academic
Contagion Effects in the Insurance Industry John Polonchek and Ronald K. Miller Paper Academic
Good and bad credit contagion: Evidence from credit default swaps Philippe Joriona, Gaiyan Zhang Paper Academic
Measuring systemic risk: A risk management approach Alfred Lehar Paper Academic
Displaying 541 - 570 of 951