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  • Some of the documents listed may now be out of date or superseded.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
Current State of Enterprise Risk Oversight: Progress is Occurring but Opportunities for Improvement Remain Mark Beasley, Bruce Branson, Bonnie Hancock Paper Academic
Why the current practice of operational risk management in insurance is fundamentally flawed - evidence from the field Dr Madhu Acharyya Paper Academic
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB Jun Zhuo; Seong Weon Park Paper Academic
Keep your eye on the prize: An ERM update on the global insurance industry. 2012 Global Insurance ERM Survey Report Towers Watson Article Commercial
2013 Risk and finance manager survey: Full report Towers Watson Article Commercial
The Managerial Role of Actuarial Professionals on Insurer Shinichi Kamiya
Ang Zie Sen
Goh Choon Yung
and
Lim Wei Thong 		Article Academic
2013 RIMS Enterprise Risk Management (ERM) Survey RIMS (the Risk Management Society) and Advisen Ltd, sponsored by Zurich Article Commercial
Towards a Contingency Theory of Enterprise Risk Management Anette MikesRobert S. Kaplan Paper Academic
Risk Based Capital Covariance Project. A Procedure for Simulation with Constructed Copulas Donald F BehanSamuel H Cox Paper Academic
Managing the Invisible: Measuring Risk, Managing Capital, Maximizing Value Bill Panning Paper Commercial
Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives John FraserBetty J Simkins Book Academic
Enterprise risk management: coping with model risk in a large bank D Wu and DL Olson Paper Academic
Copula Phase Transitions Report Michael A. Ekhaus
Gibraltar Analytical, LLC 		Paper Academic
Enterprise Risk Management for Property-Casualty Insurance Companies Shaun Wang
Robert Faber 		Paper Academic
Economic Capital: Correlation Matrices and Other Techniques Matthew Clark, Chris Olechowski Paper Academic
A practical guide to risk assessment: How principles-based risk assessment enables organisations to take the right risks PricewaterhouseCoopers
Joe Atkinson
Catherine Jourdan 		Paper Commercial
Aggregation of risks and allocation of capital Joshua Corrigan, Jethro De Decker, Takanori Hoshino, Lotte van Delft, Henny Verheugen Paper Commercial
Replicating Portfolios
An Introduction: Analysis and Illustrations
Peter Boekel
Lotte van Delft
Takanori Hoshino
Rikiya Ino
Craig W. Reynolds
Henny Verheugen 		Paper Commercial
The Basic Principles of Compiling a Risk Register for Smaller Companies Tony Morton Paper Academic
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach Nabil Iqbal, Group Risk with Qatar National Bank (QNB)Syed Afraz Ali, Risk Management Department with Soneri Bank Limited as Project Coordinator Paper Academic
Developing a new management approach by combining risk management and controlling as a change management process Holger Sommerfeld Paper Academic
ERM for Emerging Risks in General Insurance George C. Orros Paper Academic
Trifurcation: An Approach to Analysing the Impact of Risk Treatment Alternatives Daniel Bar Yaacov, PhD
David Ingram, CERA, FRM, PRM 		Paper Academic
Exploring Policyholder Behaviour in the Extreme Tail: A Process of Modelling and Discovery with Extreme Value Theory Yuhong (Jason) Xue Paper Academic
Integrating risk indicators into corporate performance management tool Jelena Raid, Swedbank Estonia / Tallinn Technical University Paper Commercial
Toward a Theory of Everything? Exploring at the Edges of the ERM Construct Kathleen Locklear Paper Academic
ERM Stochastic Analysis Tools - Risk Drivers Revealed Steven Craighead CERA ASA MAAA Paper Academic
Emerging Risk Assessment: Latest Practice and Innovations Neil Allan and Joshua Corrigan Paper Academic
Insurance Enterprise Risk Management Practices ERM Committee of the American Academy of Actuaries Paper Academic
Understanding Contingent Capital Kailan Shang FSA, CFA, PRM, SCJP Paper Academic
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