Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals.
All content by Goldman Sachs
Transparency in fund investments - a capital advantage
This article discusses how look-through approach can be used to improve risk management and capital efficiency for an insurance company investment in a pooled fund within the context of the requirements under Solvency II.
Wrong-way CVA done right
Credit valuation adjustment (CVA) has been at the forefront of many discussions since the 2007–2008 financial crisis as a result of losses taken by major market participants due to counterparty defaults on derivatives. Basel III and threatened clearing requirements are driving change.