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Article

Transparency in fund investments - a capital advantage

Company: Goldman Sachs

Goldman Sachs case study

Category: Solvency II

Published: 05 July 2012

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Overview

Transparency is critical in monitoring and managing the risks associated with pooled fund investments, varying from money markets to hedge funds. In addition to the economic benefits of risk transparency, the use of fund look through by insurers can improve regulatory capital management and the satisfying of reporting requirements of Solvency II.

This white paper illustrates how this approach can be applied, using a hypothetical portfolio of hedge funds. It demonstrates the benefits of this approach under the three pillar requirements of Solvency II.

 

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