反洗钱中监管机构和商业银行的博弈与委托代理问题研究  

The Game and Principal-agent Analysis of the Regulatory Authority and the Commercial Banks in Anti-money Laundering

作　　者：杨胜刚[1] 何靖[1] 曾翼[1] 

机构地区：[1]湖南大学金融学院,湖南长沙410079

出　　处：《金融研究》2007年第01A期71-83,共13页Journal of Financial Research

基　　金：本文系国家社科基金"开放条件下中国反洗钱监管网络研究"(批准号:04BJL051)的阶段性成果。

摘　　要：洗钱犯罪日益成为国际社会面临的一大公害,而商业银行已成为洗钱的主要通道,对商业银行的监管是一个不容忽视的重点。本文以委托——代理模型为工具,首先探讨商业银行与监管机构在反洗钱方面的博弈关系;然后在假定反洗钱约束机制已存在的前提下设计激励机制以诱使商业银行从自身利益出发做出符合监管机构目标的行动;最后针对模型中的结论并结合我国现实情况给出一定的政策建议。Money laundering is becoming a social problem facing by international society, and commercial bank has become the main channel of money laundering. Therefore, it is crucial for the regulatory authority to supervise commercial bank＇s operation. Firstly, this paper analyzes the ＂game relation＂ between commercial bank and regulatory authority. Secondly, at the presupposition that the restrictive mechanism had existed in anti - money laundering, this paper uses principal - agent model and designs an incentive mechanism that can help commercial banks act in conformity with the regulatory authority＇s goals. Finally the paper proposes some suggestions on aforementioned model in light of China＇s realities.

关 键 词：反洗钱 监管机构 商业银行 博弈 委托代理模型 

分 类 号：F830.1[经济管理—金融学] F224