国家反洗钱政策组合效果分析——国家监管机构、金融机构和洗钱者的博弈分析  

Effect's Analysis of National Anti-Money-Laundering Policies' Combinations——A Game Analysis Among National Supervisor,Financial Institutions and Money Launderers

作　　者：杨冬梅[1] 冯芸[1] 吴冲锋[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052

出　　处：《系统管理学报》2008年第2期181-188,共8页Journal of Systems & Management

基　　金：上海市科学技术委员会科研计划资助项目(03JC14050);国家自然科学基金资助项目(70403012)

摘　　要：洗钱危害经济发展与社会稳定已成共识。以金融机构为主提供的可疑交易报告数据是国家反洗钱体系的核心。由于反洗钱正外部性和金融机构道德风险,国家反洗钱监管机构必须设计有效的反洗钱体系。本文构造一个由洗钱者、金融机构和国家反洗钱监管机构三方组成的博弈模型。利用该模型分析不同反洗钱政策组合下的洗钱和反洗钱造成的社会福利损失。结论:①国家对洗钱者的洗钱查处政策组合能降低洗钱数额,有效遏制洗钱活动;②应严厉打击严重洗钱犯罪;③为了促使金融机构参与反洗钱,国家应适度补偿金融机构反洗钱固定成本,制定注重处罚的举报奖惩制度。Its a common view that money-laundering （MID behaviors have threatened the economic development and the social stability. The datum about suspicious businesses reports （SBR） mainly provided by financial institutions is the core of national anti-money-laundering （AML） system. Because of positive externality of AML activities and moral hazard of financial institutions, the national AML supervisor must design an effective AML system. This paper constructs a game model among money launderers, financial in stitutions and the national AML supervisor. Under different AML policies＇combinations, we analyze the loss of national social welfare made by ML activities and AML activities in this model. Findings： （1） The national policies＇combination of investigating, convicting and punishing money criminals can reduce the value of ML,keep ML down effectively; （2） Serious ML criminals must be cracked down; （3） For encouraging financial institutions to attend AML activities,the national AML supervisor needs to reasonably compensate their AML fix cost and enact SBR rewards and penalties system which emphasizes penalties.

关 键 词：社会福利损失 反洗钱政策组合 洗钱者 金融机构 博弈分析 

分 类 号：F832.0[经济管理—金融学] F224.32