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  • Some of the documents listed may now be out of date or superseded.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
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
ERM Implementation Q&A RIMS (the Risk Management Society) Article Commercial
Systemic Risk, Financial Reform, and
Moving Forward from the Financial Crisis 		Various Paper Academic
Journal of Risk Management in Financial Institutions Paper Academic
Conduct Risk- An ever growing area of focus for the FSA Better Regulation Article Commercial
Scenario Optimization for Multi-Stage Stochastic Programming Problems Ronald Hochreiter Article Academic
Risk Management Frameworks Articles Article Academic
Process - identification, assessment, control and mitigation Olly Reeves Article Commercial
Modeling Political Risk Insurance: Utility Maximization Perspective Chao-Chun Leng & Min-Ming Wen Paper Academic
Deriving the optimal amount of Risk Capital for PL Insurance Companies utilising ALM Matthias Schmautz Paper Academic
Enterprise risk management: A critical tool for strategic decision-making Linda Conrad - Director of Strategic Business Risk, Zurich Services Corporation
Chris Yau - Senior Manager - Global Products and Services Development, SGS 		Paper Commercial
Toward a Strategy for Enterprise Risk Management: Building a Foundation to Mitigate Fraud in a Cross-Channel Environment Quattro Procesing Services Paper Commercial
The use of Economic Capital in ORSA Bogie Ozdemir Article Commercial
Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs Jing Ai, Hua Chen, Zhao Yang Paper Academic
Cross-Border Bank Contagion Risk in Europe European Central Bank Article Academic
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris
Model risk - illuminating the black box IoFA Model Risk Working Party Paper 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
Fit for Purpose and Fit for the Future? An Evaluation of the UK's New Flood Reinsurance Pool Swenja Surminski Research paper Academic
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran 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
Risk Appetite, Tolerance, Capacity and Limits Max J. Rudolph, FSA CFA CERA Article Commercial
Enterprise risk management: Application and case studies Kristina Narvaez Slides Academic
Climate Risk: A Practical Guide for Actuaries working in Defined Contribution Pensions Sandy Trust, Claire Jones, Simon Jones, Nico Aspinall
Risk appetite frameworks: How to spot the genuine article Deloitte Paper Commercial
Let's Talk About the Weather: The Impact of Climate Change on Central Banks  Sandra Batten, Rhiannon Sowerbutts and Misa Tanaka
Credit risk transfer and contagion Franklin Allen, Elena Carletti Article Academic
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