Swiss Institutional Symposium 2026
Solvency, Longevity, and the Long-Duration Liability Gap
Beyond the Denominator Effect: Allocator Pricing in Private Credit
AI in Institutional Investing: Allocation Tool or Asset Class?
The Franc, the SNB, and Liability-Driven Strategy in 2026
Editorial
Independent journalism on Swiss institutional finance — pension funds, insurers, asset managers, and the regulatory environment that shapes them.
Research
Original analysis on allocation trends, private markets, and the megatrends reshaping institutional portfolios.
Events
Curated formats from the flagship Swiss Institutional Symposium to private CIO roundtables and editorial dinners.
Community
A network of allocators, managers, advisers, and observers — connected through year-round programming.
Themes shaping institutional capital.
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01Illiquidity
Private markets beyond the hype
What allocations look like once the denominator effect fades and private credit re-prices to fair value.
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02Sustainability
From disclosure to impact to returns
Transition plans, transition capital, and bridging the execution gap.
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03Digitalisation
AI, digital infrastructure, and tokenisation
Positioning AI as both exposure and enabler — from portfolio allocation to due diligence.
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04Geopolitics
Digital sovereignty, critical infrastructure, and portfolio resilience
Positioning portfolios for a more fragmented world — implications for Swiss pension funds and insurers.
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05Longevity finance
Healthspan, liabilities, and asset allocation
How ageing populations are reshaping pension and healthcare systems — and investment strategy.
Discover the full scale of institutional finance.
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