Facebook
Contact Us
繁中
繁中
  • Judge
  • Contestants
  • About TCSA
    • About TCSA
    • TCSA Objectives
    • Judge List
    • Events
    • Media
  • TCSA
    • 2025 TCSA
    • 2025 TUSA
    • 2025 THSA
    • 2025 Asia Sustainable Exhibition Award
    • 2025 Process & Timeline
    • 2025 Application fee
    • Taiwan Sustainable Retail Management Award
    • 2025 Taiwan Sustainable Agriculture Award
    • 2025 Taiwan Sustainable Tourism Awards
    • 2024 Download
  • APSAA&TSAA
    • 2025 APSAA
    • 2025 台灣傑出永續治理首長獎
    • Awards and Fees
    • Evaluation Framework
    • Submission Requirements
    • Submission Instructions
    • 2025 SDG Summit
  • Judge Training
    • CSR Training Course
    • 11
    • 0
    • Judge Translate
    • Rights, Responsibilities and Standards for Selection
    • Recruitment Criteria
    • Recruitment Process and Assessment
    • Selection Objectives
    • Judging Benefits
    • Judge Training Class Q&A
    • Cancellation Notice of Certificate Serial Number
  • Previous TCSA
    • Awards Ceremony
    • Judging Committee
    • List of Winners
    • Achievements
    • Album
  • TAISE
前往主要內容
TCSA台灣企業永續獎

TCSA (Taiwan Corporate Sustainability Awards)

TAISE 繁中
  • About TCSA
    • About TCSA
    • TCSA Objectives
    • Judge List
    • Events
    • Media
  • TCSA
    • 2025 TCSA
    • 2025 TUSA
    • 2025 THSA
    • 2025 Asia Sustainable Exhibition Award
    • 2025 Process & Timeline
    • 2025 Application fee
    • Taiwan Sustainable Retail Management Award
    • 2025 Taiwan Sustainable Agriculture Award
    • 2025 Taiwan Sustainable Tourism Awards
    • 2024 Download
  • APSAA&TSAA
    • 2025 APSAA
    • 2025 台灣傑出永續治理首長獎
    • Awards and Fees
    • Evaluation Framework
    • Submission Requirements
    • Submission Instructions
    • 2025 SDG Summit
  • Judge Training
    • CSR Training Course
    • 11
    • 0
    • Judge Translate
    • Rights, Responsibilities and Standards for Selection
    • Recruitment Criteria
    • Recruitment Process and Assessment
    • Selection Objectives
    • Judging Benefits
    • Judge Training Class Q&A
    • Cancellation Notice of Certificate Serial Number
  • Previous TCSA
    • Awards Ceremony
    • Judging Committee
    • List of Winners
    • Achievements
    • Album
  •   Contestants
  • 台灣永續投資獎-台灣永續投資獎 個案影響力-ESG創新:銅級

    元富證券股份有限公司


    ESG 衍生性商品創新推薦系統
    台股權證市場蓬勃發展,各發行商積極提供市場流動性甚至超越現股市場,讓偏好槓桿的投資人有良好的投資工具,因此本次 ESG 創新專案,計畫建構結合ESG評等的權證商品推薦系統,善用永續資訊置入金融商品設計。透過整合TEJ TESG 評等與CSR 資料,實現「ESG 評估 → 個股篩選 → 權證配對」之流程,並以模組化邏輯與視覺化儀表板,提升資訊可理解性與操作性。推薦系統建模透過嚴謹的評分標準、條件篩選與商品參數化設計,以市場交易熱絡、流動性充足的權證標的為投資方向,選取市價時間價值前200大 權證標的,進行ESG評分,將前50名建構投資組合,系統推薦之ESG Top 50標的組合在回測中表現優於加權報酬指數,顯示高評分的ESG權證標的個股優於市場的表現,進而依投資人報酬與風險偏好配對合適條件的權證商品,滿足投資人需求並創造獲利,希望透過專案在ESG上的創新,推薦投資人認識並擴大EGS企業投資,創造ESG企業、投資人的雙贏。最後未來可望拓展至部門內自營研究以及股權類商品如ETN、FCN發行時成分股的挑選,或串接API提供資訊分享,供內外部下單平台使用,協助相關研究效益最大化。​
    TCSA (Taiwan Corporate Sustainability Awards)
    Taiwan Institute for Sustainable Energy (TAISE)
    Rm. 2, 4F/1CRoom, No, 188,Sec. 5, Nanjing E. Rd., Songshan Dist.,Taipei City 105411, Taiwan, R.O.C.
    TWCA
    Taiwan Institute for Sustainable Energy.All rights reserved.
    Power by Acart eCommerce:: Host