The present study gives an overview of the global and Greek cotton market, presents the financial needs of ginning houses in Greece and elaborates on the dangers that the Agricultural Bank of Greece might face when financing these companies. Based on the above research a structured product was created that insures a predefined selling price of cotton connected with the index Cotlook A’ and addresses the ginning houses. Available hedging strategies were also analyzed so as to choose the most appropriate one. Finally, based upon the results of the various methods for calculating capital charge, as these are defined by the instructions and reports of the Supervisory Committees, we analyze the effects on the capital charge for the Agricultural Bank of Greece was analyzed. The present study offers the Bank the analytical tools, the methods and the processes that are demanded for the development, the elaboration and the implementation of the aforementioned structured product.