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  • Some of the documents listed may now be out of date or superseded.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
The impact of climate change on the UK insurance sector - A Climate Change Adaptation Report by the Prudential Regulation Authority Prudential Regulation Authority
Rising interest rates, lapse risk, and the stability of life insurers Elia Berdin, Helmut Grundl, Christian Kubitza Slides Academic
Retirement planning in the light of changing demographics Hong Wang and Bonsoo Koo and Colin O'Hare
Modeling Policyholder Behavior for Life Assurance and Annuity Products Jason Campbell, Michael Chan, Kate Li, Anand Rao Louis Lombardi, Lucian Lombardi, Marianne Purushotham, Academic
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Krista Schwarz
A New Approach to Assessing Model Risk in High Dimensions Carole Bernard, Steven Vanduffel Paper Academic
The Myth of the Credit Spread Puzzle Peter Feldhütter and Stephen M Schaefer
Systemic Risk from Insurance Product Features International Association of Insurance Supervisors Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Academic
A Building-Block Approach for Implementing COSO’s Enterprise Risk Management—Integrated Framework Brian Ballou, Dan L. Heitger Article Academic
Project managers’ overconfidence: how is risk reflected in anticipated project success? Golo Fabricius, Marion Büttgen
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Dinah Heidinger, Nadine Gatzert Academic
Application of Internal Audit in Enterprise Risk Management Romas Stačiokas, Rolandas Rupšys Paper Academic
The obsession with peer risk
The Risk Management of Everything: Rethinking the politics of uncertainty Michael Power Academic
Hedging Climate Risk Mats Andersson, Patrick Bolton, and Frédéric Samama
Risk appetite in the financial services industry Deloitte Article Commercial
Impacts of a Changing Climate on Economic Damages and Insurance Christian L. E. Franzke
Lapse risk in life insurance: Correlation and contagion effects among policyholders' behaviors Flavia Barsottia, Xavier Milhaud, Yahia Salhib Article Academic
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris
Cross-Border Bank Contagion Risk in Europe European Central Bank Article Academic
Bank CEO Materialism, Corporate Culture and Risk Robert M. Bushman, Robert H. Davidson, Aiyesha Dey, Abbie J. Smith Paper Academic
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Model risk - illuminating the black box IoFA Model Risk Working Party Paper Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Academic
Fit for Purpose and Fit for the Future? An Evaluation of the UK's New Flood Reinsurance Pool Swenja Surminski Research paper Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Working Paper Academic
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Academic
Understanding & Monitoring Reinsurance Counterparty Risk Mathieu Gatumel, Sabine Lemoyne de Forges Academic
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