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Nematrian Reference Library

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Set out below are suggested references for the Page you have come from. Alternatively, select category and sub-category to see a table of references, i.e. external material referred to by Nematrian website, relating to your choice (and in some cases hyperlinks to and/or abstracts or summaries of these references)

References and other external resources for: CapitalQualityIlliquidityPremium3

Author(s)Title
CEIOPS (2010b)Report of the Task Force on the Illiquidity Premium. March 2010
Kemp, M.H.D. (2009)Market consistency: Model calibration in imperfect markets
The Times (2009)Return of the bogeyman of capital reserves

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See here to choose a new Category/Sub-Category or here for a list of all references held by the Nematrian website. Please contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.
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