Bayern won an unprecedented sixth successive Bundesliga title last term, but were knocked out of the UEFA Champions League by Real Madrid in the semi-finals and suffered a surprise DFB Cup final loss to Eintracht Frankfurt last weekend.
With the domestic season over, while a number of their stars head to the World Cup, the Bayern powers-that-be will be working feverishly to give incoming boss Niko Kovac a squad that can provide a challenge on three fronts again next season.
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"Unfortunately there were some mistakes that we'll have to cut out next season," said Alaba, referring to the 3-1 loss in Berlin's Olympiastadion that prevented Bayern giving outgoing coach Jupp Heynckes a silverware-lined send-off.
"We'll have to look at things next season. But basically we have to change something."
"It's clear, one trophy isn't enough," Thomas Müller added.
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After Heynckes replaced Carlo Ancelotti in October, there was little wrong with Bayern's season as they quickly made up a five-point deficit to early pacesetters Borussia Dortmund and then roared off into the distance.
Kovac, as a former Bayern player, will know the size of the challenge ahead, but he has enhanced his reputation as a first-rate coach at Frankfurt over the last two seasons.
His success over his future employers in the cup final may have stung Uli Hoeness, Karl-Heinz Rummenigge & Co. at the final whistle, but they must also have taken some consolation with Frankfurt's win at least comforting them in that they have the right man for the job.
"We would have had total respect for him as a coach even if we had won," Bayern's Germany international centre-back Mats Hummels said. "For me it makes no difference. I already had a good opinion of him."
Joshua Kimmich, clearly still smarting from the 3-1 loss, reminded Kovac that at Bayern, he will only be as good as his next game.
"I don't care whether or not Kovac is a cup winner. I would have really liked to have won the Cup," the Germany international stated. "Everyone starts from scratch next season, including him."