银行结构性理财产品的定价和风险管理研究

发布时间：2018-04-19 10:25

本文选题：结构性理财产品 + 定价模型　；参考：《天津大学》2014年硕士论文

【摘要】：结构性理财产品是一种新型的理财工具，它结合了固定收益证券与金融衍生品。结构性理财产品在我国从无到有，毫无疑问地成为银行利润的新突破点。从理论上看，结构性理财产品有巨大的发展空间。虽然结构性理财产品的发展空间很令人看好，但是2008年年初的一系列“零收益”事件的出现，投资者开始透过其高收益的表象，理性地分析结构性理财产品。应对这些难题,关键之举在于加强银行在产品定价、风险控制方面的能力，设计个性化的产品，提高创新性。本文首先对银行结构性产品的概念进行梳理，，内容涉及理财产品的特征、分类、业务模式等方面；进而构建金融产品中的固定收益类产品和金融衍生合约定价模型；接着，深入分析银行结构性理财产品的风险管理问题，分别从银行结构性理财产品的风险分类、风险测度、风险管理这三个维度进行解析；最后，提出构建我国银行结构性理财产品风险管理体系的有关建议。
[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.
【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2

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