發(fā)布時(shí)間：2018-04-19 10:25

  本文選題：結(jié)構(gòu)性理財(cái)產(chǎn)品 + 定價(jià)模型　； 參考：《天津大學(xué)》2014年碩士論文

【摘要】：結(jié)構(gòu)性理財(cái)產(chǎn)品是一種新型的理財(cái)工具，它結(jié)合了固定收益證券與金融衍生品。結(jié)構(gòu)性理財(cái)產(chǎn)品在我國從無到有，毫無疑問地成為銀行利潤的新突破點(diǎn)。從理論上看，結(jié)構(gòu)性理財(cái)產(chǎn)品有巨大的發(fā)展空間。雖然結(jié)構(gòu)性理財(cái)產(chǎn)品的發(fā)展空間很令人看好，但是2008年年初的一系列“零收益”事件的出現(xiàn)，投資者開始透過其高收益的表象，理性地分析結(jié)構(gòu)性理財(cái)產(chǎn)品。應(yīng)對這些難題,關(guān)鍵之舉在于加強(qiáng)銀行在產(chǎn)品定價(jià)、風(fēng)險(xiǎn)控制方面的能力，設(shè)計(jì)個(gè)性化的產(chǎn)品，提高創(chuàng)新性。 本文首先對銀行結(jié)構(gòu)性產(chǎn)品的概念進(jìn)行梳理，，內(nèi)容涉及理財(cái)產(chǎn)品的特征、分類、業(yè)務(wù)模式等方面；進(jìn)而構(gòu)建金融產(chǎn)品中的固定收益類產(chǎn)品和金融衍生合約定價(jià)模型；接著，深入分析銀行結(jié)構(gòu)性理財(cái)產(chǎn)品的風(fēng)險(xiǎn)管理問題，分別從銀行結(jié)構(gòu)性理財(cái)產(chǎn)品的風(fēng)險(xiǎn)分類、風(fēng)險(xiǎn)測度、風(fēng)險(xiǎn)管理這三個(gè)維度進(jìn)行解析；最后，提出構(gòu)建我國銀行結(jié)構(gòu)性理財(cái)產(chǎn)品風(fēng)險(xiǎn)管理體系的有關(guān)建議。
[Abstract]:Structured wealth management product is a new financial tool, which combines fixed income securities and financial derivatives.Structural financial products in our country from scratch, no doubt become a new breakthrough in bank profits.In theory, structured financial products have huge room for development.Although the development space of structured financial products is very promising, the emergence of a series of "zero return" events in early 2008, investors began to rationally analyze structured financial products through the appearance of their high returns.To deal with these problems, the key is to strengthen the ability of banks in product pricing, risk control, design personalized products, and improve innovation.This paper firstly combs the concept of banking structural products, including the characteristics, classification, business model of financial products, and then constructs fixed income products and financial derivative contract pricing model in financial products.Deeply analyze the risk management of bank structured financial products, analyze the risk classification, risk measurement and risk management of bank structured financial products. Finally,Some suggestions are put forward to construct the risk management system of banking structural financial products in China.
【學(xué)位授予單位】：天津大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.2

【參考文獻(xiàn)】

相關(guān)期刊論文 前1條

1 朱滔;吳劉亮;;監(jiān)管政策、產(chǎn)品運(yùn)作方式與銀行理財(cái)產(chǎn)品收益率研究[J];南方金融;2013年07期

本文編號：1772705