信息可信与贷款利率确定问题的供应链鲁棒模型分析

中国管理科学 ›› 2014, Vol. 22 ›› Issue (8): 64-71.

信息可信与贷款利率确定问题的供应链鲁棒模型分析

于辉¹, 刘鹏飞¹, 孙彩虹²

1. 重庆大学经济与工商管理学院, 重庆 400030;
2. 重庆大学现代物流重庆市重点实验室, 重庆 400044

收稿日期:2012-03-08 修回日期:2013-01-14 出版日期:2014-08-20 发布日期:2014-08-23
作者简介:于辉（1973- ），男（汉族），重庆人，重庆大学经济与工商管理学院教授，博士生导师，研究方向：物流与供应链管理、突发事件应急管理、金融工程.
基金资助:
国家自然科学基金资助项目（70871126，90924009，71101160）；现代物流重庆市重点实验室（重庆大学）开放研究基金资助项目（CQKLL12005）；教育部新世纪优秀人才支持计划基金项目（NCET-10-0843）

Information Credible and Loan Interest Rate Determination of Supply Chain Robust Model Analysis

YU Hui¹, LIU Peng-fei¹, SUN Cai-hong²

1. School of Economics and Business Administration, Chongqing University, Chongqing 400030, China;
2. Chongqing Key Laboratory of Logistics, Chongqing University, Chongqing 400044, China

Received:2012-03-08 Revised:2013-01-14 Online:2014-08-20 Published:2014-08-23

摘要/Abstract

摘要： 提供真实可信的企业信息是企业申请银行贷款时的必要条件，但银行可以选择相信这些信息的部分或者全部，从而提供不同的利率水平。本文研究可信信息与银行贷款利率制定之间的关系以及相应决策对借款企业所在供应链的影响问题。通过构建银行参与的由供应商和零售商组成二级供应链模型刻画了零售商存在资金货款需求的供应链金融情景。针对银行采用零售商提供的全部信息或部分信息情况，从供应链管理视角考察了鲁棒的报童方法和极大极小方法分别获得了银行的最优利率决策及其对供应链运营所造成的影响。研究表明，银行采用部分信息并不能有效增加其收益，但其利率决策对供应链整体运作效率有非常显著的影响。

关键词: 部分信息可信, 贷款利率, 鲁棒决策, 供应链运营

Abstract: It is necessary to provide reliable information when enterprises want to apply for bank loans. The bank can choose to believe part or all of the information, and then provide different interest rates.In this paper, problems those relationship between credible information and bank lending rates and effect that the corresponding decision makes on supply chain which included the borrowing enterprise are studied. By constructing a level two supply chain model including vendor, retailer and bank, supply chain financial situation which exists demand payment of money retailers is depicted. According to the situation that the bank uses all the information or part of the information provided by retailer, Stackelberg game theory, the robust newsboy method and the mini-max method are introduced to get the bank's optimal interest rates decision and the impact of supply chain operation. Research shows that the bank uses the part of the information could not increase their income effectively, but it has very significant influence to supply chain operation efficiency.

Key words: part of the information credible, loan interest rate, robust decision, supply chain operation

中图分类号:

F830.56

于辉, 刘鹏飞, 孙彩虹. 信息可信与贷款利率确定问题的供应链鲁棒模型分析[J]. 中国管理科学, 2014, 22(8): 64-71.

YU Hui, LIU Peng-fei, SUN Cai-hong. Information Credible and Loan Interest Rate Determination of Supply Chain Robust Model Analysis[J]. Chinese Journal of Management Science, 2014, 22(8): 64-71.

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