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信息可信与贷款利率确定问题的供应链鲁棒模型分析

, PP. 64-71

Keywords: 部分信息可信,贷款利率,鲁棒决策,供应链运营

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Abstract:

?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。

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