期货市场中洗钱行为的识别

Identifying Money Laundering in Futures Markets

在分析期货市场洗钱者的基本手法和行为特征的基础上,来设计洗钱行为的识别指标和规则;然后,根据期货交易数据中的交易价格、盈亏变动和账户关联等方面的特征筛选出涉嫌洗钱账户;最后,利用计算机仿真模型,对识别方法进行检验,确认了方法的有效性。该识别方法有利于提高洗钱行为的监管效率,为反洗钱工作提供了一种可行的操作手段。

Futures markets are used to launder money due to the leverage effect, anonymity of futures traders and high efficiency of futures trading as well as the absence of the regulation on the money laundering in futures markets. The tricks played by money launder and the characteristics of trading of money launders in futures markets were analyze. The indicators were designed to detect money laundering in futures markets based on the trading prices, profits/losses, and related party transaction,. The validity of the detection indicators and rules are confirmed by the computer simulation. The detection indicators and rules developed are usefull to improve the efficiency of regulation on the money laundering in futures markets.