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The Value of Investing in Enterprise Risk Management
Journal article   Open access   Peer reviewed

The Value of Investing in Enterprise Risk Management

Martin F. Grace, J. Tyler Leverty, Richard D. Phillips and Prakash Shimpi
The Journal of risk and insurance, Vol.82(2), pp.289-316
06/2015
DOI: 10.1111/jori.12022
url
https://doi.org/10.1111/jori.12022View
Published (Version of record) Open Access

Abstract

Prior studies show that enterprise risk management improves firm performance. This article investigates which aspects of enterprise risk management add value. We find that the use of economic capital models and dedicated risk managers improve operating performance. Requiring the dedicated risk manager report to the board of directors or to the chief executive officer (CEO) also increases value. The following combination of enterprise risk management initiatives yields the greatest increase in firm value: a simple economic capital model, a dedicated risk manager that is a cross-functional committee, and requiring the risk manager report to the board or CEO.
Business & Economics Business, Finance Economics Social Sciences

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