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  • Some of the documents listed may now be out of date or superseded.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
Assessing, Quantifying and Managing Agency Risk Jonathan Allenby, Colm Fitzgerald
Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Mohammad Miftaur Rahman Khan Khadem, Sujan Piya, Ahm Shamsuzzoha
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update A. Damodaran Academic
The Equity Risk Premium: Empirical Evidence from Emerging Markets Michael Donadelli, Lorenzo Prosperi Academic
Corporate Governance and Equity Risk Axel Kind, Frederic Menninger Academic
Investors' Risk Appetite and Global Financial Market Conditions Brenda Gonzalez-Hermosillo Working Paper Academic
A wavelet-based assessment of market risk: The emerging markets case Antonio Rua, Luis C. Nunes Academic
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Farouq Abdulaziz Mousoudy Academic
Entropy-Based Financial Asset Pricing Mihaly Ormos, David Zibriczky Academic
Project managers’ overconfidence: how is risk reflected in anticipated project success? Golo Fabricius, Marion Büttgen
Understanding & Monitoring Reinsurance Counterparty Risk Mathieu Gatumel, Sabine Lemoyne de Forges Academic
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Dinah Heidinger, Nadine Gatzert Academic
An integrated management approach of the project and project risks E. Rodney, Y. Ducq, D. Breysse, Y. Ledoux
Effects of Risk Management Practice on the Success of IT Project Daranee Pimchangthonga, Veera Boonjingb
The Myth of the Credit Spread Puzzle Peter Feldhütter and Stephen M Schaefer
Credit Risk in the Euro Area Simon Gilchrist and Benoit Mojon
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Let's Talk About the Weather: The Impact of Climate Change on Central Banks  Sandra Batten, Rhiannon Sowerbutts and Misa Tanaka
Hedging Climate Risk Mats Andersson, Patrick Bolton, and Frédéric Samama
Insurance and Climate Change Risk Management: Rescaling to Look Beyond the Horizon Jason Thistlethwaite, Michael O Wood
Climate Risk: A Practical Guide for Actuaries working in Defined Contribution Pensions Sandy Trust, Claire Jones, Simon Jones, Nico Aspinall
SolvencyII standard formula: Volume measure for premium risk Lamia Amouch, Jeff Courchene and Vincent Robert
The Trust Deficiency in Banking and How to Fix It David Murray
The impact of climate change on the UK insurance sector - A Climate Change Adaptation Report by the Prudential Regulation Authority Prudential Regulation Authority
Impacts of a Changing Climate on Economic Damages and Insurance Christian L. E. Franzke
Reducing the risk from rapid demographic change Mathew J. Burrows
Retirement planning in the light of changing demographics Hong Wang and Bonsoo Koo and Colin O'Hare
Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Robert L Brown and Shantel Aris
Demographic Risk And Social Sustainability Of The Pension System Alexander Nepp, James Okrah
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Krista Schwarz
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