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  • Some of the documents listed may now be out of date or superseded.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
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Mindaugas Juodis, Vytautas Valvonis, Raimondas Berninas, Marijus Beivydas Paper Commercial
Cultivating a Risk Intelligent Culture Deloitte Article Commercial
Effective model validation – embedding trust Towers Watson, Mike Wilkinson, Patricia Mackenzie Article Commercial
A Board Perspective on Enterprise Risk Management André Brodeur, Kevin Buehler, Michael Patsalos-Fox, Martin Pergler Paper Commercial
ORSA 101 for Health Actuaries Daniel Perlman, Douglas Norris Article Commercial
Defining your taste for Risk Rob Quail Article Commercial
Placing a Value on Enterprise Risk Management KPMG Article Commercial
Enterprise Risk Management for Non-Financial Companies – From Risk Control and Compliance to Creating Shareholder Value Vladimir Antikarov, Consultant to Overseas Shipholding Group Paper Commercial
ORSA Milliman
Eamonn Phelan
Padraic O'Malley 		Paper Commercial
Concentration risk and the optimal numberof central counterparties for a single asset FABIEN RENAULTPayment Systems and Market Infrastructures DirectorateBanque de France Paper Commercial
Enterprise Risk Management Standard & Poor's S&P Paper Commercial
Enterprise Risk Management: An Important Strategic Discipline ACE Group Article Commercial
Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula CEIOPS Paper Commercial
Life Insurance Regulatory Structures and Strategy: EU Compared to US PricewaterhouseCoopers LLPMary Bahna-Nolan, James Isherwood, Brian Paton,David Scheinerman, Jeffrey Schlinsog, and Sunil Sen Paper Commercial
Private real estate: From asset class to asset IPD Article Commercial
Managing Concentration Risk: A Community Bank Perspective JEREMY TAYLOR, AuditOne LLC Paper Commercial
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry Sara Lundqvist, Anders Vilhelmsson Paper Commercial
Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China Yingyu Zhang , Hui Luan, Wei Shao, Yingjun Xu Paper Commercial
Portfolio Optimisation Using Value at Risk Vinay Kaura Paper Academic
Using Credit Risk Models for Regulatory Capital: Issues and Options Beverly J. Hirtle, Mark Levonian, Marc Saidenberg, Stefan Walter, David Wright Article Academic
Quantitative Risk Management: Concepts, Techniques and Tools Mc Neil, Frey & Embrechts Academic
Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs Jing Ai, Hua Chen, Zhao Yang Paper Academic
Legal Intermediaries: How Insurance Companies Construct the Meaning of Compliance with Antidiscrimination Laws Shauhin Talesh Paper Academic
Cyber Risk: A Big Challenge in Developed and Emerging Markets Maria Cristina Arcuri, Marina Brogi and Gino Gandolfi Book Academic
Audit Risk, Complex Technology, & Auditing Processes Jagdish Pathak, Mary R. Lind Paper Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Understanding Contingent Capital Kailan Shang FSA, CFA, PRM, SCJP Paper Academic
A partial internal model for longevity risk Sren Fiig Jarner and Thomas Mller Paper Academic
Future Trends in Morbidity and Mortality in Europe Elena Muth and Gabriele Doblhammer Paper Academic
Risk Assessment of Extreme Events Rae ZimmermanVicki M. Bier Paper Academic
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