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    題名: 結構型商品之實務應用與分析 – 以S銀行為例
    Practical application and analysis of structured products a case study of S Bank
    作者: 楊恭逸
    Yang, Kung Yi
    貢獻者: 吳文傑
    Wu, Jack
    楊恭逸
    Yang, Kung Yi
    關鍵詞: 結構型商品
    實務應用分析
    銀行
    日期: 2010
    上傳時間: 2011-09-29 18:20:26 (UTC+8)
    摘要: The purpose of this paper is to study financial structured products, and the marketing aspects in Taiwan market. In this paper, evidence from S Bank, I will study its market strategies and the performances in the field of structured product.
    A Structured Product also known as an Investment Deposit is linked with various underlying investment options to provide enhanced return potential. Under the structured products, there are a few alternatives available to the investors, Principal Guaranteed Structured Product and Yield Enhanced Structured Product.
    A Principal Guaranteed Structured Product enables investors to enjoy 100% principal protection if held to maturity with investment tenor to earn higher potential returns than conventional time deposits in accordance with the performance of linked assets.A Yield Enhanced Structured Product can offer the potential for a higher interest rate than available with other fixed term deposits. In compensation for the higher risks, due to being exposed to market risks, the returns are higher than the returns on normal deposits. The deposit will receive a higher rate of interest irrespective of what happens to the price movement of linked assets.
    Acknowledgement ii
    Abstract iii
    1 Introduction 1
    1.1 Background 1
    1.2 Research Motivation 2
    1.3 Purpose of the Study 4
    1.4 The analysis of structured product 4
    2 S Bank 6
    2.1 Background of S Bank 6
    2.2 Work Flow Chart 7
    2.3 Related Work Details of Different Departments 8
    2.4 S bank’s Market Share of Structured Products 9
    2.5 SWOT Analysis - S Bank’s structured product’s strategy 9
    3 Taiwanese Government Regulation 12
    3.1 Know Your Customers (KYC) Requirement 12
    3.2 Process Evaluation Requirement 12
    3.3 Marketing Control Procedure Requirement 13
    3.4 Fully Risk Disclosure Requirement 14
    3.5 Self Discipline Requirement 14
    3.6 Withholding Tax 15
    4 Introduction to the Dual Currency Deposit 16
    4.1 Potential scenarios 16
    4.2 Risk Explanations 17
    4.3 Comparison between Structured Products and Time Deposits 18
    5 Introduction to Currency Option 20
    5.1 The Basic Concepts of Currency Option 20
    5.2 The Black and Scholes Option Pricing Model 20
    5.3 Currency Option Terminology 21
    5.4 Key Features of Currency Option 22
    5.5 Four Basic Option Strategies 23
    6 Introduction to Foreign Currency Structured Product 26
    6.1 General definition of foreign currency structured product 26
    6.2 The benefits of investing on structured foreign currency deposit. 28
    6.3 The risks of foreign currency structured product 29
    6.4 The target clients of foreign currency structured product 29
    7 S Bank’s strategy of Structured Products 30
    7.1 The analysis of structured product’s benefits 30
    7.2 Structured products risk hedge strategy 31
    8 Conclusion 34
    Appendix 36
    Appendix 1 Structured Product (Sample) 36
    Appendix 2 Dual Currency Deposit term sheet 42
    References 48
    參考文獻: 【1】 江宏真，2004，組合式外幣定期存款之個案分析，國立中央大學財務金融研究所碩士論文。
    【2】 吳孟修，2010，結構型商品之評價—以匯率連結商品為例，國立台北大學統計學系碩士論文。
    【3】 林玉蓮，2006，美國外匯市場剖析，朝陽科技大學財務金融系碩士論文
    【4】 林龍田，2008，商業銀行經營成功的藍海策略個案研究 – 以S商業銀行為例，逢甲大學經營管理碩士在職專班碩士論文
    【5】 陶永青，1998，投資型外幣存款之分析與評價，國立政治大學金融研究所，碩士論文
    【6】 曾士軒，2003，多標的資產連動債券評價與分析，國立中央大學財務管理研究所，碩(博)士論文
    【7】 劉惠美，2007，雙元定存之避險策略，逢甲大學經營管理碩士在職專班碩士論文
    【8】 上海商業儲蓄銀行2010年年報
    【9】Daniesl, D. John, Radebaugh, H. Lee and Sullivan, P. Danie (2011). International Business Environments and Operations, Thirteenth Edition, Pearson Education, Inc.,
    【10】Taylor, Francesca (1997). Mastering Foreign Exchange & Currency Options, Market Editions, London: Financial Times Management.
    【11】 Chuan, Eng Tiang, Dual Currency Deposits – Do You Know You Have Become The Insurer?
    【12】Uwe Wystup, 7 April 2006, FX Options and Structured Products, http://www. Mathfinance.com
    【13】 http://www.hsbc.com.hk/1/2/hk/investments/sp/sid
    【14】 http://bank.hangseng.com/1/2/business/investment/capital-protected
    【15】 http://www.rbcwminternational.com/fx-structured-deposits.html
    【16】 http://en.wikipedia.org/wiki/Dual_currency_deposit
    描述: 碩士
    國立政治大學
    國際經營管理英語碩士學位學程(IMBA)
    98933022
    99
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0098933022
    資料類型: thesis
    顯示於類別:[國際經營管理英語碩士學程IMBA] 學位論文

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