The Design and Pricing of a Bull Shark Fin Structured Deposit Linked to the CSI 500 ESG Value Index
DOI:
https://doi.org/10.54097/qsd3es38Keywords:
Structured Deposit, CSI 500 ESG Value, Shark Fin.Abstract
In recent years, the concept of sustainable development has gained increasing recognition among the public. Investors are no longer solely focused on investment returns but are also paying closer attention to corporate performance in environmental, social, and governance (ESG) aspects. The ESG investment philosophy emphasizes incorporating environmental, social, and corporate governance factors into investment decisions, aiming for long-term sustainable returns. With the advancement of global sustainable development goals and the growing awareness of investor responsibility, the scale of ESG investments has expanded rapidly, gradually becoming a mainstream investment strategy. Against this backdrop, the ESG investment philosophy has risen swiftly, and related financial products have flourished. As an investment product that balances risk and return, structured deposits have gained significant popularity among investors in recent years. Structured deposits, as innovative financial products, combine traditional deposits with financial derivatives. They not only offer returns higher than those of traditional deposits but also effectively manage risks through embedded options, meeting investors' dual needs for yield and security in a low-interest-rate environment. Among these, structured deposits linked to ESG-themed indices, such as the CSI 500 ESG Value Index, provide investors with a new choice that balances social responsibility and wealth appreciation.
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