Download CSI-CBN Banks` Wealth Investment Products Index Methodology

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CSI-CBN Banks’ Wealth Investment Products Index
Methodology
 Index Code/Index Name
Index Code
Index Name
Index Shortened Name
H30085
CSI-CBN Banks' Wealth Investment Products
Index (within 3 months)
Banks'
Products
Wealth
Investment
H30275
CSI-CBN Banks' Wealth Investment Products
Index(1M)
Banks'
Wealth
Products(1M)
Investment
H30276
CSI-CBN Banks' Wealth Investment Products
Index(2M)
Banks'
Wealth
Products(2M)
Investment
H30277
CSI-CBN Banks' Wealth Investment Products
Index(3M)
Banks'
Wealth
Products(3M)
Investment
H30360
CSI-CBN Banks' Wealth Investment Products
Index(6M)
Banks'
Wealth
Products(6M)
Investment
H30361
CSI-CBN Banks' Wealth Investment Products
Index(12M)
Banks'
Wealth
Products(12M)
Investment
 Index Universe
RMB
denominated
Wealth
Investment
Products
issued
nationwide by selected banks, both capital-guaranteed products
and flexible-return products are included.
Index Code
Index Name
Term
H30085
CSI-CBN Banks' Wealth Investment Products Index
(within 3 months)
H30275
CSI-CBN
Banks'
Index(1M)
Wealth
Investment Products
16-46 days
H30276
CSI-CBN
Banks'
Index(2M)
Wealth
Investment Products
47-77 days
H30277
CSI-CBN
Banks'
Index(3M)
Wealth
Investment Products
78-107 days
H30360
CSI-CBN
Banks'
Index(6M)
Wealth
Investment Products
168-198 days
H30361
CSI-CBN
Wealth
Investment Products
351-381 days
Banks'
1-92 days
1
Index(12M)
 Constituents Selection
Based on diversity and multi-layer requirement, banks are
selected by criteria of number of products issued in the past 12
months and AUM.
Products issued by national commercial
banks, joint-equity commercial banks and municipal commercial
banks are represented in the index.
 Index Calculation
Calculate the average of the expected maximum return of all the
products issued by selected banks on a daily basis.
 Index Adjustment
Adjustment frequency: 6 months
Adjustment Day: the first trading day after the second Friday of
June and December
Probation: June 1 –May 31, for June adjustment; December 1November 30, for December adjustment
2
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