Strategic Asset Allocation Consulting
SAA-Forum supports institutional investors in developing, reviewing, and refining their Strategic Asset Allocation. Our consulting services combine scientifically grounded methodologies with extensive practical experience in investment management, risk management, and portfolio management.
We guide our clients through every stage, from assessing their current position to developing and implementing a sustainable, long-term investment strategy.
Our Consulting Approach
1. Analysis
Assessment of individual requirements, investment objectives, constraints, and relevant conditions.
2. Modeling
Development of long-term capital market assumptions and simulation of different portfolio alternatives.
3. Optimization
Identification of efficient portfolios, taking into account risk, return, and diversification.
4. Documentation
Preparation of a comprehensive SAA report covering all input and output parameters, along with a transparent description of the SAA methodology applied.
5. Monitoring
Regular review of input parameters and the Strategic Asset Allocation.
Review of existing investment strategies
- Methodology check: Analysis of existing SAA concepts
- Identification of optimization potential
- Inventory analysis: Evaluation of diversification, degree of efficiency and crisis resilience
Development of Strategic Asset Allocation
- Definition of investment goals and restrictions
- Analysis of liabilities and liquidity requirements
- Deriving long-term capital market assumptions
- Optimizing the risk-return profile
- Development of robust target portfolios