供应链核心企业财务公司的双边利率定价模型研究

• 作者： 张悟移 ¹ 付仓颉 ¹
• 作者单位：
  1.  昆明理工大学管理与经济学院
• 提交时间：2024-10-17

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。

Abstract: 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 fi nancial 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 fi nancial company are then solved. The feasibility of the results is verifi ed 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 fi nancial 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 eff ectively guide supply chain fi nancial companies in rational interest rate pricing.

• 分类： 工商管理学 >> 会计学
• 稿件状态： 已在期刊出版
期刊名称： 《中国商论》 2024年 第2期
• 引用： PSSXiv:202410.02015 (或此版本 PSSXiv:202410.02015V1)
  DOI:10.19699/j.cnki.issn2096-0298.2024.02.160
  CSTR:32012.36.PSSXiv.202410.02015
• 推荐引用方式： 张悟移,付仓颉.供应链核心企业财务公司的双边利率定价模型研究.中国商论,2024(2).[DOI:10.19699/j.cnki.issn2096-0298.2024.02.160] (点此复制)