Prof. Dr. Peter Schwendner

Work at ZHAW

Position

• Head of Institute of Wealth & Asset Management
• Head of Center for Asset Management

Focus

• Spatial Finance
• Biodiversity Value-at-Risk (BioVaR)
• AI in Finance
• Quantitative Investment Strategies
• European Bond Markets

Teaching

• Quantitative Investment Strategies
• Investments

Experience

• Senior Lecturer
  Zurich University of Applied Sciences
  2013 - today
• Partner, COO
  Fortinbras Asset Management
  2009 - 2013
• Managing Director, Head of Quant Research
  Sal. Oppenheim jr. & Cie.
  1998 - 2009
• PhD Student
  Max-Planck-Institute Göttingen
  1995 - 1998

Education and Continuing education

Education

Dr. rer. nat. / Physics
Georg-August-University of Göttingen
1995 - 1998

Continuing Education

• Instructor Certification and University Ambassador
  NVIDIA Deep Learning Institute
  2024
• Nanodegrees in Deep Learning, Computer Vision, Autonomous Flight Engineer
  Udacity
  2024
• Advanced Course on Earth Observation for the Raw Materials Sector
  EIT Raw Materials
  2024
• CAS Foreign Affairs & Applied Diplomacy
  ZHAW
  2019
• CAS University Didactics
  ZHAW
  10 / 2015
• Commodity-Advisor
  ebs/BAI
  2012
• Financial Risk Manager
  GARP
  2003
• Chartered Financial Analyst
  CFA Institute
  2002

Network

Membership of networks

• Cost Action 19130 - Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI) / Working Group 3 Lead
• Cost Action 22138 - Recovery of Mining District Network (REMINDNET) / Working Group 2 Lead
• Cost Action 22136 - Pan-European Network of Green Deal Agriculture and Forestry Earth Observation Science (PANGEOS)
• Cost Action 23102 - Linking euroscepticism and populism: causes and consequences (EUPopLink)
• Researchgate
• CLAIRE AI Research Network
• CFA Society Switzerland
• Swiss Society for Financial Market Research
• Swiss Sustainable Finance
• EU Horizon 2020 FIN-TECH

ORCID digital identifier

ORCID ID: 0000-0001-9366-3564

Awards

• Best Paper Award for V. Adjiski, T. Orpiszewski, P. Schwendner: "Portfolio-Scale Screening of Conditional Life-Loss Consequences from Tailings-Dam Failure Using Open Global Data"
  11th International Conference on Geotechnical Research and Engineering (ICGRE 2026)
  04 / 2026
• Best Paper Award for A. Posth, P. Schwendner, P. Laube, T. Orpiszewski: "Bio-Value-at-Risk: A Concept to Assessing the Implications of Biodiversity Risks on Portfolio Management using Geospatial Analysis"
  3rd Conference on Sustainable Banking and Finance CSBF 2025 at University of Napoli Parthenope
  07 / 2025
• Excellence in Environmental and Social Impact: Zurich University of Applied Sciences & University of Zurich: Spatial Sustainable Finance Project
  Geospatial World Forum
  04 / 2025
• SML Publication Award 2017 for P. Schwendner, M., Schüle, T., Ott, M. Hillebrand, M.: "European government bond dynamics and stability policies: taming contagion risks"
  School of Management and Law
  12 / 2017
• SML Publication Award 2016 for N. Packham, J. Papenbrock, P. Schwendner, F. Woebbeking: "Tail-risk protection trading strategies"
  School of Management and Law
  12 / 2016

Recommendations

Named in the top 20 2024 European Quant & Finance Professors list by Rebellion Research.

Social media

• LinkedIn
• Google Scholar

Media presence

Featured in SSF Whitepaper: AI in Sustainable Finance

Projects

• Data-based Screening and Monitoring Methods for Tracking Environmental and Social Dynamic around Gold Mines / Deputy project leader / ongoing
• Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Project leader / ongoing
• Digitising Environmental Impacts using Geospatial Analytics / Team member / completed
• BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-project leader / completed
• Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Co-project leader / completed
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Team member / completed
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / completed
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Team member / completed
• European Conference Series on Artificial Intelligence in Industry and Finance / Team member / completed
• Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Project leader / completed
• Evidence-based Sustainable Finance / Project leader / completed
• Funding Analytics Tools / Project leader / completed
• Feeder Structure for the Swiss Social Exchange / Team member / completed
• Digitalisation non-bankable assets - specifically: art / Team member / completed
• Systematic and Automated Investment Process for Selection of Investment Funds / Team member / completed
• Investment Process for Niche and Alternative Products / Co-project leader / completed
• SNIS – Effective Carbon Market Regulation / Team member / completed
• Big Data Analytics Research / Project leader / completed
• Currency hedging for SMEs and pension funds / Team member / completed
• 3rd European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• 2nd European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• Predicting investor behaviour in European bond markets through machine learning / Project leader / completed
• European government bond dynamics and stability policies: taming contagion risks / Project leader / completed
• 1st European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• Estimation of Cyber Risks / Team member / completed
• Multi-Asset Investment Process using Bayes Ensembles of Trading Models / Project leader / completed

Publications

Articles in scientific journal, peer-reviewed

• Teng, H.-W. et al. (2026) 'Digital assets : risks, regulations, mitigation', Financial Innovation, 12(1), p. 65. doi: 10.1186/s40854-025-00848-y.
• Günster, A. M., Jud, R. and Schwendner, P. (2025) 'Explaining new issuance premiums in the US corporate bond market (2016–2020)', The Journal of Financial Data Science, 7(3), pp. 8–21. doi: 10.3905/jfds.2025.1.192.
• Orpiszewski, T., Thompson, M. J. and Schwendner, P. (2024) 'The stock and option market response to negative ESG news', The International Journal of Accounting, 60(4), p. 2440002. doi: 10.1142/S109440602440002X.
• Sutiene, K. et al. (2024) 'Enhancing portfolio management using artificial intelligence : literature review', Frontiers in Artificial Intelligence, 7(1371502). doi: 10.3389/frai.2024.1371502.
• Hillebrand, M., Mravlak, M. and Schwendner, P. (2023) 'Investor demand in syndicated EFSF/ESM bond issuances', Open Research Europe, 3(96). doi: 10.12688/openreseurope.15961.1.
• De Meer Pardo, F., Schwendner, P. and Wunsch, M. (2022) 'Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation', The Journal of Financial Data Science, 4(4), pp. 110–132. doi: 10.3905/jfds.2022.1.109.
• Jaeger, M. et al. (2021) 'Interpretable machine learning for diversified portfolio construction', The Journal of Financial Data Science, 3(3), pp. 31–51. doi: 10.3905/jfds.2021.1.066.
• Schwendner, P. et al. (2021) 'Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory', The Journal of Financial Data Science, 3(4), pp. 65–83. doi: 10.3905/jfds.2021.1.078.
• Posth, J.-A. et al. (2021) 'The applicability of self-play algorithms to trading and forecasting financial markets', Frontiers in Artificial Intelligence, 4(668465). doi: 10.3389/frai.2021.668465.
• Papenbrock, J. et al. (2021) 'Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios', The Journal of Financial Data Science, 3(2), pp. 51–69. doi: 10.3905/jfds.2021.1.056.
• Schwendner, P. (2020) 'Advances in financial machine learning', Quantitative Finance, 20(2), pp. 189–190. doi: 10.1080/14697688.2019.1703030.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2019) 'Sentiment analysis of European bonds 2016 - 2018', Frontiers in Artificial Intelligence, 2(20). doi: 10.3389/frai.2019.00020.
• Packham, N. et al. (2016) 'Tail-risk protection trading strategies', Quantitative Finance, 17(5), pp. 729–744. doi: 10.1080/14697688.2016.1249512.
• Schwendner, P. et al. (2015) 'European government bond dynamics and stability policies : taming contagion risks', Journal of Network Theory in Finance, 1(4), pp. 1–25. doi: 10.21314/JNTF.2015.012.
• Papenbrock, J. and Schwendner, P. (2015) 'Handling risk-on/risk-off dynamics with correlation regimes and correlation networks', Financial Markets and Portfolio Management, 29(2), pp. 125–147. doi: 10.1007/s11408-015-0248-2.

Written conference contributions, peer-reviewed

• Schwendner, P., Hillebrand, M. and Mravlak, M. (2022) 'Investor demand in syndicated bond issuances : stylised facts', in 32nd EURO Conference, Espoo Finland 3-6 July 2022.
• Schüle, M., Ott, T. and Schwendner, P. (2016) 'Forecasting correlation structures', in Proceedings of the 2016 international symposium on nonlinear theory and its applications. IEICE.
• Schwendner, P. (2015) 'European government bond dynamics and stability policies : taming contagion risks', in 6th ESOBE Conference «Complexity in Economics», Gerzensee, 29. Oktober 2015.
• Schwendner, P., Packham, N. and Papenbrock, J. (2014) 'Tail-risk protection trading strategies', in 8th World Congress of the Bachelier Finance Society, Brussels, Belgium, 2-6 June 2014.

Other publications

• Kotsch, R. et al. (2024) Network analysis of the global trade of hot air : key lessons for the Paris Agreement. SSRN. doi: 10.2139/ssrn.5038486.
• Plepi, A. and Schwendner, P. (2024) A method for uncovering tokenisation archetypes and their effects : thus spoke Switzerland. SSRN. doi: 10.2139/ssrn.5017084.
• Bolesta, K. et al. (2024) AI-driven failed trials in investment strategies : a network data analysis approach. SSRN. doi: 10.2139/ssrn.4944243.
• Arakelian, V. et al. (2024) A discussion paper for possible approaches to building a statistically valid backtesting framework. SSRN. doi: 10.2139/ssrn.4893677.
• Hillebrand, M. et al. (2024) Investor activity in EFSF/ESM secondary bond markets. Luxembourg: European Stability Mechanism. Available at: https://www.esm.europa.eu/publications/investor-activity-efsfesm-secondary-bond-markets.
• Schwendner, P. and Posth, J.-A. (2024) 'Editorial: Trends in AI4ESG : AI for sustainable finance and ESG technology', Frontiers in Artificial Intelligence, 7(1448045). doi: 10.3389/frai.2024.1448045.
• Posth, J.-A. et al. (2024) Bio-value-at-risk : a concept to assessing the implications of biodiversity risks on portfolio management using geospatial analysis. SSRN. doi: 10.2139/ssrn.4784271.
• Henrici, A. et al. (eds) (2023) Artificial Intelligence in Finance and Industry : Volume II - Highlights from the 7th European Conference, 7th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 28 September 2022. Frontiers Research Foundation. Available at: https://www.frontiersin.org/research-topics/38909/.
• Teng, H.-W. et al. (2023) Mitigating digital asset risks. SSRN. doi: 10.2139/ssrn.4594467.
• Kimmerle, H., Schwendner, P. and Döbeli, S. (2023) The role of derivatives in sustainable investing : a practical guide to addressing sustainability-related challenges linked to the use of derivatives in sustainable portfolios. Zurich: Swiss Sustainable Finance. Available at: https://www.sustainablefinance.ch/upload/rm/ss/fs/ssf-spotlight-derivatives-final-1.pdf.
• Henrici, A., Füchslin, R. M. and Schwendner, P. (2023) 'Editorial: Artificial Intelligence in Finance and Industry: volume II—highlights from the 7th European conference', Frontiers in Artificial Intelligence, 6(1267377). doi: 10.3389/frai.2023.1267377.
• Orpiszewski, T., Thompson, M. J. and Schwendner, P. (2023) The stock and option market response to negative ESG news. SSRN. doi: 10.2139/ssrn.4478825.
• Deflorin, P. et al. (eds) (2022) Artificial Intelligence in Finance and Industry : highlights from 6 European COST conferences, 5th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland (online), 3 September 2020. Frontiers Research Foundation. Available at: https://www.frontiersin.org/research-topics/18514/.
• Papenbrock, J., Ashley, J. and Schwendner, P. (2022) 'Accelerated data science, AI and GeoAI for sustainable finance in central banking and supervision', in International Conference on 'Statistics for Sustainable Finance', Paris, France, 14-15 September 2021. Available at: https://www.bis.org/ifc/publ/ifcb56_23.pdf.
• Hillebrand, M., Mravlak, M. and Schwendner, P. (2021) Investor demand in syndicated bond issuances : stylised facts. European Stability Mechanism. doi: 10.2852/793259.
• Jaeger, M. et al. (2021) "Adaptive seriational risk parity" and other extensions for heuristic portfolio construction using machine learning and graph theory. SSRN. doi: 10.2139/ssrn.3806714.
• Jaeger, M. et al. (2020) Understanding machine learning for diversified portfolio construction by explainable AI. SSRN. doi: 10.2139/ssrn.3528616.
• Papenbrock, J. et al. (2020) Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios. SSRN. doi: 10.2139/ssrn.3663220.
• Posth, J.-A. et al. (2020) The applicability of self-play algorithms to trading and forecasting financial markets : a feasibility study. SSRN. doi: 10.2139/ssrn.3737714.
• Giudici, P. et al. (2019) 'Editorial : AI and financial technology', Frontiers in Artificial Intelligence, 2(25). doi: 10.3389/frai.2019.00025.
• Anhorn, R. and Schwendner, P. (2018) 'Das Hedge-Fund-Jahr hat die hohen Erwartungen erfüllt', Neue Zürcher Zeitung, p. 34.
• Papenbrock, J. and Schwendner, P. (2017) 'Maschinelle Intelligenz für Asset-Allokation und Portfoliokonstruktion', Portfolio Institutionell, 2017(2), pp. 16–18.
• Schwendner, P. (2017) 'The impact of the European Union's funding programs on bond yields', The Charter, 17, pp. 16–17.
• Schwendner, P. (2016) 'The universe, an odd place', The Charter, 2016(13), pp. 13–16.
• Schwendner, P. and Meier, P. (2016) 'Multi-Asset-Portfolios konvergieren zu Hedge Funds', Schweizer Personalvorsorge, 2016(11), pp. 2–3.
• Kelly, S. et al. (2015) Stress test scenario : eurozone meltdown. Cambridge: Cambridge Centre for Risk Studies. Available at: https://www.jbs.cam.ac.uk/fileadmin/user_upload/research/centres/risk/downloads/crs-eurozone-meltdown-financial-catastrophe.pdf.
• Packham, N. et al. (2015) Tail-risk protection trading strategies. Social Science Research Network. doi: 10.2139/ssrn.2702275.
• Höllerich, J. and Schwendner, P. (2015) 'Social Trading als Renditekick : Follower kopieren Trader', Finanz und Wirtschaft, p. 23.
• Papenbrock, J. and Schwendner, P. (2014) 'Jetzt absichern! Aber wie?', Portfolio Institutionell, 2014(1), pp. 16–19.
• Papenbrock, J. and Schwendner, P. (2013) 'Dynamische Korrelationen : Wegweiser für Managed Futures', Portfolio Institutionell, 2013(6), pp. 12–15.

Oral conference contributions and abstracts

• Posth, J.-A. et al. (2026) 'Bio-value-at-risk : a scenario-based concept to assessing the implications of biodiversity risks on financial portfolio management using geospatial analysis'. doi: 10.5194/wbf2026-75.
• Hillebrand, M. et al. (2024) 'Investor activity in EFSF/ESM secondary bond markets', in 33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.
• Schwendner, P. (2023) 'Case studies of primary and secondary market dynamics', in 16th International Conference of the ERCIM WG on Computational and Methodological Statistics, 17th International Conference on Computational and Financial Econometrics, Berlin, Germany, 16-18 December 2023.
• Orpiszewski, T., Schwendner, P. and Thompson, M. J. (2022) 'How do stocks react to negative ESG incidents?', in SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.
• Jaeger, M. et al. (2021) 'Interpretable machine learning for diversified portfolio construction', in 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021. Available at: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf.
• Schwendner, P., Schuele, M. and Hillebrand, M. (2020) 'Convergence and divergence in European bond correlations', in 4th Regtech Workshop on AI in Finance, Vienna (Austria), 26 February 2020.
• Schwendner, P. (2019) 'Current European sovereign bond dynamics', in Zurich Volatility Investing Event, Zurich, Switzerland, 24 October 2019.
• Schwendner, P. and Papenbrock, J. (2019) 'Financial application of network analysis', in Big Data Analytics Knowledge Exchange Platform M1 Fin – Tech HO2020 project, Copenhagen, Denmark, 26-27 August 2019.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2019) 'Correlation influence networks for sentiment analysis in European sovereign bonds', in Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.
• Schwendner, P. (2019) 'Convergence and divergence in European sovereign bonds', in 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.
• Schwendner, P., Kotsch, R. and Betz, R. (2019) 'Risks in carbon markets : lessons-learned from the flexibility mechanism under the Kyoto Protocol', in UN Climate Change Conference (COP25), Side Events, Madrid (Spain), December 2019.
• Hillebrand, M. et al. (2019) 'Predicting investor behaviour in European bond markets : a machine-learning approach', in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.
• Betz, R., Schwendner, P. and Kotsch, R. (2019) 'Transfers of Kyoto units in the Swiss Emissions Trading Registry : a network analysis from 2007-2014', in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2018) 'Correlation influence networks for sentiment analysis in European sovereign bonds', in Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.
• Schwendner, P. et al. (2018) 'Sentiment in European sovereign bonds', in 3rd European COST Conference on Mathematics for Industry in Switzerland, Winterthur, 6 September 2018. Available at: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_20180906.pdf.
• Schüle, M., Ott, T. and Schwendner, P. (2018) 'Influence networks in financial markets : forecast scenarios', in NDES 2018, 26th Nonlinear Dynamics of Electronic Systems Conference, Acireale, Italy, June, 11-13 2018.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2017) 'Sovereign bond network dynamics', in Mathfinance Conference, Frankfurt, Germany, 20-21 April 2017.
• Schwendner, P. (2017) 'Data-driven risk analytics', in 26th Risk Management Innovation Platform, Frankfurt a. M., 23 November 2017.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2017) 'Network analytics of sovereign bond dynamics', in Frankfurt Summit on Network Analysis, Frankfurt, Germany, 26 October 2017.
• Schüle, M., Ott, T. and Schwendner, P. (2017) 'Forecasting correlation structures', in NDES 2017, 25th Nonlinear Dynamics of Electronic Systems Conference, Zernez, 5-7 June 2017. Available at: https://www.ini.uzh.ch/~lorimert/NDES2017/assets/NDES2017_programme_booklet.pdf.
• Hillebrand, M. et al. (2016) 'European government bond dynamics and stability policies', in ADEMU Workshop on Risk-Sharing Mechanisms for the European Union, Fiesole, Italy, 20-21 May 2016.
• Schüle, M. and Schwendner, P. (2016) 'European government bond dynamics and stability policies : taming contagion risks', in 9th Financial Risks International Forum, Paris, France, 21 March 2016.
• Schwendner, P. (2015) 'Case study : global macro correlation dynamics in 2016', in TradeTech FX 2015, London. United Kingdom, 15-17 September 2015.
• Schwendner, P., Schüle, M. and Hillebrand, M. (2015) 'European government bond dynamics and stability policies : taming contagion risks', in Financial Risk and Network Theory, Cambridge, United Kingdom, 9 September 2015.
• Schwendner, P. and Papenbrock, J. (2014) 'Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk', in TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014. The Summit for Asset Management (TSAM).
• Schwendner, P., Papenbrock, J. and Eichenberger, A. (2014) 'Currency correlations in various timeframes and what this means for trading strategies', in TradeTech FX 2014, London, United Kingdom, 16-18 September 2014.
• Schwendner, P. and Papenbrock, J. (2013) 'Understanding the changing relationships in asset class correlation and the impact for trading FX', in TradeTech FX 2013, London. United Kingdom, 17-18 September 2013.
• Schwendner, P. (2013) 'New methodological answers to the new normal in risk and investment management', in PRMIA Chapter Event, Frankfurt, Germany, 4-5 November 2013. Professional Risk Managers" International Association (PRMIA).

Publications before appointment at the ZHAW

• Engelmann, Bernd; Fengler, Matthias; Schwendner, Peter (2009). "Hedging under alternative stickiness assumptions: an empirical analysis for barrier options". Journal of Risk, 12
• Engelmann, Bernd; Fengler, Matthias; Nalholm, Morten; Schwendner, Peter (2006). "Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options". Review of Derivatives Research, 9, 3.
• Fengler, Matthias; Schwendner, Peter (2004). "Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations. Journal of Derivatives, 11, 4.
• Engelmann, Bernd; Schwendner, Peter (1998). "The Pricing of Multi Asset Options using a Fourier Grid Method". Journal of Computational Finance, 1, 4.
• Schwendner, Peter; Beck, Christian; Schinke, Reinhard (1998). “Ladder Climbing and Multiphoton Dissociation of Polyatomic Molecules Excited with Short Pulses: Basic Theory and Applications to HCO." Physical Review A, 58, 3.
• Schwendner, Peter; Seyl, Frank; Schinke, Reinhard (1997). "Photodissociation of Ar_2^+ in Strong Laser Fields". Chemical Physics, 217, 2.
• Fengler, Matthias; Pilz, Kay; Schwendner, Peter (2007). "Basket Volatility and Correlation": Nelken I. (ed.), "Volatility as an Asset Class". London: RISK Books.
• Andreas, Annette; Engelmann, Bernd; Schwendner, Peter; Wystup, Uwe (2002). "Fast Fourier Method for the Valuation of Options on Several Correlated Currencies": Hakala J. (Ed.), U. Wystup (Ed.): Foreign Exchange Risk. London: RISK Books.
• Schwendner, Peter; Engelmann, Bernd (2001). "Effizientes Pricing und Hedging von Multi-Asset Optionen": Eller, R. (Ed.), W. Gruber (Ed), C. Reif (Ed): Handbuch Gesamtbanksteuerung. Frankfurt: Schäffer-Poeschel.
• Schwendner, Peter; Martin, Stephan; Papies, Simon (2002). "Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich". Die Bank, 1
• Schwendner, Peter; Engelmann, Bernd (2001). "Electronic Tools for Retail Hedging". Equity Risk Special Report, RISK, 1
• Schwendner, Peter (2001). "Transparente Investmentstrategie durch konsistente Handelssysteme". Die Bank, 5

Other publications

• Plepi, Anisa and Schwendner, Peter: "Towards Tokenised Bond Markets? Lessons from Switzerland" (December 2024). SUERF Policy Brief No 1058
• Kimmerle, Hendrik and Schwendner, Peter and Döbeli, Sabine: "The Role of Derivatives in Sustainable Investing" (December 2023). Swiss Sustainable Finance
• Hillebrand, Martin and Mravlak, Marko and Schwendner, Peter: "Investor demand in syndicated bond issuances: stylised facts" (April 2022). SUERF Policy Brief No 308
• Hillebrand, Martin and Schwendner, Peter (19.1.2021): "Showing how EU solidarity calmed markets over Brexit". ESM Blog
• Hillebrand, Martin and Schwendner, Peter (2020): "Contribution of Greek financial assistance programmes to reduce spillover risks." Technical Appendix (p.39-43) of: "Lessons from Financial Assistance to Greece." Report from the Independent Evaluator Joaquín Almunia, European Stability Mechanism (ESM).
• Schwendner, Peter: "Wie Eurobonds Sinn machen könnten (How Eurobonds Could Make Sense)" (May 19, 2019)

Affiliations

Current Affiliations

PanGeo Nature Risk GmbH: Co-Founder and Managing Partner
The purpose of the ZHAW spin-off PanGeo Nature Risk GmbH is to provide consulting, analysis and research services for companies, politics, non-governmental organizations (NGOs) and administration as well as trading in licenses and analysis products., Winterthur
03 / 2025 - today

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