质押贷款下的贷款价值比的研究  

Loan to Value Research Based on Mortgage Credit

作　　者：张媛媛[1] 朱梅红[2] 吉彩红[3] 

机构地区：[1]中国石油大学(北京)工商管理学院,北京102249 [2]首都经济贸易大学统计学院,北京100070 [3]北京工商大学经济学院,北京100048

出　　处：《数学的实践与认识》2009年第13期19-26,共8页Mathematics in Practice and Theory

摘　　要：当零售商以仓单质押的模式向银行申请贷款时,如果零售商面临着报童问题,那么零售商的生产经营决策,就会影响到质押物的价格,从而影响到银行的利润.从企业-银行不合作博弈的角度出发,考虑质押物的处理价不高于储存费用的情况下,银行的贷款价值比的确定问题.研究发现,当银行付予物流企业的监管费用高于某一数值时,银行的贷款行为将使其利润为负.Given the retailers, which face newsvendor＇s problem, fiance future inventory by mortgaging their present inventory to the bank, their inventory decision will have impaet on the mortgage commodity＇s price and further the bank＇s profit. In the case that the retailers have a noncooperation game with the bank, the paper studies the bank＇s loan to value design when the mortgage commodity＇s disposal price is no more than its storage one. Finally, it comes to the eonclusion that the bank will obtain negative profit if the supervising eost of Logistics Company is too high.

关 键 词：仓单质押 库存管理 报童模型 库存商品融资 贷款价值比 

分 类 号：F832.4[经济管理—金融学] D923[政治法律—民商法学]