Goldman Sachs is exploring a risk transfer transaction to offload credit risk from its portfolio of loans to private market funds. This move would allow the bank to reduce the regulatory capital required against these exposures by entering into a synthetic risk transfer arrangement. In this setup, a third party assumes the first losses on a defined pool of assets, enabling Goldman to maintain its lending relationships while minimizing downside risk.
The initiative comes amid a significant expansion in private credit, with assets under management soaring from $300 billion in 2010 to over $1.7 trillion by 2023. This rapid growth has highlighted the need for enhanced risk management strategies, such as synthetic risk transfers, to distribute concentrated bank risk across a wider investor base.
Goldman Sachs Considers Risk Transfer Deal for Private Market Loans
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