Búsqueda

Time to get strategic : emerging market debt as a core insurance portfolio allocation

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20180010682</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20180425171626.0</controlfield>
    <controlfield tag="008">180404e20180301esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">219</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20180004773</subfield>
      <subfield code="a">Pratt, Jason</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Time to get strategic</subfield>
      <subfield code="b">: emerging market debt as a core insurance portfolio allocation</subfield>
      <subfield code="c">Jason Pratt, Steve Smith</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">Recently Neuberger Berman's Insurance Solutions group conducted an analysis of the U.S. insurance industry's exposure to Emerging Market Debt given how often the asset class is brought up in client conversations, and also because It appears that the asset class is being inefficiently accessed within insurance portfolios. We identified EMD exposure within the insurance industry based on line-by-line analysis of holdings information and detailed CUSIP data available through industry filings. This approach yielded data on 97.6% of the industry in terms of book value of unaffiliated cash and invested assets.</subfield>
    </datafield>
    <datafield tag="600" ind1="1" ind2="1">
      <subfield code="0">MAPA20080056551</subfield>
      <subfield code="a">Smith, Steve</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080591922</subfield>
      <subfield code="a">Mercados emergentes</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080590567</subfield>
      <subfield code="a">Empresas de seguros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080583972</subfield>
      <subfield code="a">Cartera de seguros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080586294</subfield>
      <subfield code="a">Mercado de seguros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080594602</subfield>
      <subfield code="a">Análisis de mercados</subfield>
    </datafield>
    <datafield tag="651" ind1=" " ind2="1">
      <subfield code="0">MAPA20080638337</subfield>
      <subfield code="a">Estados Unidos</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077100451</subfield>
      <subfield code="t">Reactions</subfield>
      <subfield code="d">London : Euromoney Institutional Investor PLC, 1981-</subfield>
      <subfield code="x">0953-5640</subfield>
      <subfield code="g">01/03/2018 Número 3 - marzo 2018 , p. 58-59</subfield>
    </datafield>
  </record>
</collection>