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

Company:Goldman Sachs

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.

Category: Solvency II | Published: 05 July 2012 | Type: Article

Rating: + 2

Wrong-way CVA done right

Company:Goldman Sachs

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.

Category: Basel III | Published: 26 April 2012 | Type: Article

Rating: + 8