Structured Deposit Design Based On China Low Carbon Index

With the new regulations on asset management,the bank's wealth management business is facing major challenges and needs to be reshaped.Under the influence of the measures such as breaking the redemption,the capital preservation has no longer adapted to the current situation and gradually withdrew from the historical stage,while the structured deposit growth momentum is full,it has become a new choice for investors.Structured deposits account for a large proportion of commercial banking business,which keeps bank profit at a stable level and has great development prospects and space.In this context,in order to meet the needs of investors and the needs of market development,this paper draws on the existing structural deposits,expands the market target,and uses the Chinese low-carbon index as the target to design a geometric average Asian option.A three-month short-term structured deposit linked to China's low carbon index to protect the investor's principal security.The structured deposits designed in this paper consist of two parts,including the fixed income part and the China Low Carbon Index geometric average Asian option part.First of all,in the selection of the subject matter,the current prospects of green finance development are fully considered.The green index has great potential for development.The representative China's low carbon index in the green index started early,the market performed well,and the development was relatively complete and stable.The indicator of industrial development has a large investment space.Therefore,choosing China's low carbon index as the target has certain investment value.Due to the obvious fluctuations of China's low carbon index in recent years,the volatility is large,and the Asian option expiration income is strongly dependent on the average price of the underlying asset during the lifetime,which can partially offset the impact of the volatility and can be effective.Preventing the risk of man-made manipulation of the underlying asset price can reduce and diversify the risk to a certain extent.The use of Asian options for product design has great advantages.Secondly,the target customers of structured deposits designed in this paper are stable customers with low risk tolerance.The products are fully guaranteed.The products will invest most of the funds in the large deposit receipts of the money market to ensure the security of the principal.Invest in China's low carbon index geometric average Asian options to obtain higher returns to meet investment needs.When pricing a product,the fixed-income portion is priced using a discounted cash flow method,and the pricing of the option portion is determined using the Monte Carlo simulation method to ultimately derive the total value of the product.Finally,on the basis of analyzing the product's revenue and its influencing factors and characteristics,develop appropriate marketing and promotion strategies to ensure the smooth issuance of products.