Multi Asset Investment Process
Multi Asset Investment Process
The Multi Asset Committee's 3 Pillar Framework
Multi Asset Investment Committee's 3 Pillars
Scope: Qualitative judgment by
Asset Managers
— Voting is anonymous, collected before
MIC and taken on (sub-)asset
class basis
— Median is taken and various statistics
(outliers, dispersion)
Scope: Quantitative independent judgment
on risks
— Macro indicator
— Surprise indicator
— Risk indicator
— Regime indicator to: ". • • •• ••aaSJa •'`J —"“"4.
Al jai: id. se . Final decision
— Discussion based on proposals of Pillars 1-3
— Final decision by MIC voting members
— If no consensus can be found 4 Chair and Owner take the
final decision
For illustrative purposes only. Allocations are unlikely to vary to this extent.
Source: Deutsche Bank Wealth Management
Deutsche Bank
Wery,ftn Manage Scope: Independent ranking by
Strategy Group (macro view)
- Systematic scoring incl.
allocation proposal
— Strategy View and Key Multi Asset
market drivers + platform asset class
views being analysed
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