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Monetary Regimes, Yield Curves

and Portfolio Management


Seminar Description

The seminar discusses methods and ideas to analyze the impact of changes in monetary regimes on the expected return and risk of investment portfolios..


  • The macroeconomics of monetary regimes: review of economic theories and overview of stylized facts
  • Overview yield curve modelling: from YTM to the dynamic Diebold/Li model
  • Risk Measurement and scenario analysis for bond portfolios: ingredients of a quantitative framework to assess the impact of monetary regime changes on portfolio risk and return
  • Interest rate risk in the context of multi-asset class portfolios


Andreas Steiner is an independent consultant specializing in portfolio analytics and risk management. He has been teaching as a lecturer at the Zurich University of Applied Sciences in Switzerland, where he gave courses covering performance analysis, international investing and Behavioral Finance. He has published several articles in investmen-trelated journals and is making available his research in the form of short online notes on a regular basis. Andreas has more than 15 years of working experience in investment management. He held various performance and risk-related roles at a major Swiss bank and smaller private banks and was head investment risk management at a mid-sized fund company. He holds a master’s degree magna cum laude in economics.

Target Audience

Investment managers, research analysts, risk managers and institutional investors. This is an intermediate to advanced level course; CFA or equivalent prior knowledge is required. Practical experience with standard techniques in statistics and quantitative portfolio analytics is an advantage.


The event will be held in our office in Hinwil, Switzerland with smaller groups. If the number of participants exceeds 10, we will choose a location in Zurich (Switzerland).


09:30am Welcome Coffee
09:00am Start
12:00am Lunch
03:00pm Coffee Break
05:30pm End


800 CHF. The fee includes snacks, refreshments, lunch and all seminar materials.


Please contact us by email in order to receive the registration form. Also contact us by email if you would like to make reservations.