HOW WE BUILD OUR COMPLETE SOLUTION
5 steps to build the Strategic Asset Allocation
1) We define which asset classes are in scope for the Strategic Asset Allocation, considering sustainable criteria.
2) Capital Market Assumptions (CMAs) are based on asset-class specific models, a multi-asset factor model and expert judgement.
3) In line with investor risk profiles, appropriate risk levels for different portfolio allocations are defined.
4) For each risk level, we find a diversified allocation that offers the highest expected return.
5) Finally, our SAA undergo a thorough stress test, based on historic data as well as value at risk simulations.