供应链核心企业财务公司的双边利率定价模型研究  

Bilateral Interest Rate Pricing Model of the Financial Companies of the Supply Chain’s Core Enterprises

作　　者：张悟移[1] 付仓颉 ZHANG Wuyi;FU Cangjie(Faculty of Management and Economics,Kunming University of Science and Technology Kunming,Yunnan 650500)

机构地区：[1]昆明理工大学管理与经济学院,云南昆明650500

出　　处：《中国商论》2024年第2期160-163,共4页China Journal of Commerce

摘　　要：供应链核心企业财务公司的目标是提升链内企业总体资金能力。本文以最优控制理论为指导,基于已有的定价策略模型,以资金成本、预期损失、信誉水平为影响因素构建供应链核心企业财务公司的双边利率定价模型,求解财务公司双边利率的最优值,通过算例分析和图像模拟验证了结果的可行性。结果表明:财务公司的最优贷款利率和最优存款利率之间存在相互影响的函数关系;最优贷款利率随单位成本和信誉水平增加而增加,随预期损失的增加而减小;最优存款利率随单位成本和预期损失的增加而减小,随信誉水平增加而增加,旨在有效指导供应链财务公司进行合理的利率定价。The financial company of the supply chain's core enterprises aims to enhance the overall capital capacity of the enterprises within the chain.Guided by optimal control theory and based on existing pricing strategy models,this article constructs a bilateral interest rate pricing model for the financial company of the supply chain’s core enterprise,taking into account factors such as capital cost,expected loss,and credit level.The optimal values of bilateral interest rates for the financial company are then solved.The feasibility of the results is verified through case analysis and graphical simulation.The results indicate that there exists a functional relationship between the optimal lending rate and the optimal deposit rate of the financial company;the optimal lending rate increases with unit cost and credit level but decreases with increasing expected loss;the optimal deposit rate decreases with unit cost and expected loss but increases with credit level.The conclusions of this study are hoped to effectively guide supply chain financial companies in rational interest rate pricing.

关 键 词：供应链财务公司 双边利率定价 定价模型 最优控制理论 利率定价 

分 类 号：F275[经济管理—企业管理] DF433[经济管理—国民经济]