基于供应链金融的银行决策分析

工业工程 ›› 2015, Vol. 18 ›› Issue (4): 72-78.

基于供应链金融的银行决策分析

（南京工业大学 1.经济与管理学院，江苏南京 211816；2.理学院，江苏南京 211816；3. 城市建设与安全工程学院，江苏省城市与工业安全重点实验室，江苏南京210009）

出版日期:2015-08-30 发布日期:2015-10-15
作者简介:芦宁(1990-)，女，江苏省人，硕士研究生，主要研究方向为供应链金融.
基金资助:
江苏省2014年度普通高校研究生科研创新计划资助项目（SJZZ_0102）；国家自然科学青年基金资助项目（41101509）；教育部人文社会科学研究青年基金资助项目（12YJC630290）；江苏省高校自然科学研究资助项目（09KJB570002）；江苏省高校哲学社会科学研究一般资助项目(2015SJB089)

The Decisions of Banks Based on the Supply Chain Finance

(1. School of Economics & Management, Nanjing Tech University, Nanjing 211816, China;2. School of Sciences, Nanjing Tech University, Nanjing 211816, China; 3. Jiangsu Key Laboratory of Urban and Industrial Safety, College of Urban Construction and Safety Engineering, Nanjing Tech University, Nanjing 210009, China)

Online:2015-08-30 Published:2015-10-15

摘要/Abstract

摘要： 根据需求模型，建立了包含银行在内的供应链决策模型，研究分散决策模型下的收益问题，分别得到供应链各个参与者的期望收益，并通过数值仿真，得到银行在供应链中产生的影响。从供应链金融的角度出发，研究零售商订购量、制造商批发价格、银行利率的关系。并利用Stackelberg博弈的理论，以银行为主导者，制造商和零售商为跟随者，求出均衡最优解。研究发现当市场需求较小时，三者收益函数趋势一致；当市场需求较大时，银行利率对零售商订购量没有影响并且银行的收益最后逐渐平稳达到一个固定值。

关键词: 供应链金融, 最优利率, 最优批发价格, 最优订购量, 决策

Abstract: According to the demand model, a decision-making model for supply chain including banks is set up. A model under decentralized decision-making and buy-back contract is constructed. After the model analysis，the expected return of each supply chain participant is obtained. Through the data analysis, the impact of the banks on the supply chain is showed. From the perspective of supply chain finance, retailers order quantity, the manufacturer price and the bank rate are analyzed. Then the Stackelberg game theory is used, in which banks are the leader, manufacturers and retailers are the followers. Finally, one balanced optimal solution is given. A conclusion is drawn that in a smaller market, the three functions have same trend. However, in a larger market, bank rate has no impact on the retailer order quantity and the earnings of the bank reach a fixed value gradually. 

Key words: supply chain finance, optimal interest rates, optimal price, optimal order quantity, decision making 

芦宁1，马树建1,2,3. 基于供应链金融的银行决策分析[J]. 工业工程, 2015, 18(4): 72-78.

Lu Ning1， Ma Shu-jian1,2,3. The Decisions of Banks Based on the Supply Chain Finance[J]. Industrial Engineering Journal , 2015, 18(4): 72-78.

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