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Embedded options, the commercial bank structured deposit products

Author: HeChao
Tutor: JiaoBiFang
School: Fudan University
Course: Finance
Keywords: Structured deposits Financial derivatives Options Fixed-income securities
CLC: F832.51
Type: Master's thesis
Year: 2010
Downloads: 215
Quote: 0
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Abstract


Financial industry competition and the accelerating transformation of commercial Banks business makes pay more and more attention to financial management, commercial Banks and China's financial market increasingly open and the increasingly rich financial products makes commercial bank more have plenty of resources to develop new products. In all of the products, the most flexible and personalized, the most can satisfy the investors' risk preference is structured deposits of all kinds of products, such as the income. So-called structured deposits is without risk, fixed income investment and financial derivatives trading (mainly options trading) with the combination of investment products, as a kind of complex financial products and its pricing, operation pattern, income, risk control has many place worthy of studying. Based on the concept and classification of structured deposits, this paper analyses the development background and reason of the birth of structured deposits, and through the study of structural deposit pricing explains the operation pattern of the commercial Banks structured deposits, and from two angles of investors and the commercial Banks to analyze its facing structured deposits of different risk/reward profile, asymmetry of the risks and benefits is come to the conclusion that the commercial Banks how to improving the design of structured deposits and risk control and supervision of the regulatory method improvement policy Suggestions are put forward.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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