Central Bank Policy Scenarios and Their Impact on Asset Classes

Since the global financial crisis, central banks have greatly changed and expanded the scope of their activities. Their increasing influence and the lasting effects of their actions raise several key questions, including the following:

  • How much are central banks distorting market processes?
  • What are the effects of such actions on asset prices?
  • What effects will reductions in central bank balance sheets have on markets?

SFI Prof. Kjell G. Nyborg, Professor of Finance at the University of Zurich, and Anastassios Frangulidis, Head of Multi Asset Switzerland—Zurich at Pictet Asset Management, will examine the interplay between central banks' policies, collateral, and liquidity—factors essential to an understanding of different tightening scenarios and their impact on financial markets. Explore the impact of global central bank liquidity on real yields and equity markets and debate how different tightening scenarios could affect values in various asset classes.

Centered on knowledge exchange and interactivity, SFI Master Classes incorporate hands-on group work and opportunities for discussion. An on-site networking event will follow this SFI Master Class.

Datum: 10.07.2023, 10:00 - 17:00 Uhr
Organisator: Swiss Finance Institute
Ort: Renaissance Tower Hotel
Adresse: Zürich
Zielgruppe: Professionelle Investoren
Kosten: Keine

Diese Website verwendet Cookies, um Ihnen die bestmögliche Nutzung unserer Website zu ermöglichen.> Datenschutzerklärung