Resources for students, lecturers and practitioners

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The Nematrian website contains a substantial student, lecturer and practitioner resource pack on Enterprise Risk Management (ERM), including ERM for pension funds.


The Nematrian website was also partly created to provide a convenient repository for material linked to books and papers that its founder, Malcolm Kemp, has written or co-authored. These include:


(a)    Market Consistency: Model Calibration in Imperfect Markets; and


(b)    Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails


(c)     Systemic Risk: A Practitioner’s Guide to Measurement, Management and Analysis


Please follow these hyperlinks to find out more about these books or to access tools or other resources available on the Nematrian website that relate to material that they cover.

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