反洗钱跨组织多层次监测体系构建及其仿真验证

Anti-money laundering monitoring system for cross-organizational multi-level structure and its simulation

针对金融机构"防卫性报送"产生的过量反洗钱报告问题,提出了跨组织多层次监测的解决思路.而后,运用计算机仿真,验证了聚类分析在账户层监测中的应用效果,证实了反洗钱跨组织多层次监测在聚焦异常账户、降低反洗钱报告错漏报概率上的有效性.跨组织多层次监测适用于分业经营的跨组织反洗钱监管模式,对于国内外反洗钱报告信息的提取与应用均具有一定的借鉴意义.

The paper presents anti-money laundering（AML） cross-organizational multi-level monitoring, a new solution to over-reporting due to financial institutions＂defensive submitted＂.Then it verifies the validity of using AML cross-organizational multi-level monitoring on the abnormal accounts focus,for it has lower Two Types of Errors,especially applying clustering analyzing to account layer monitoring.This is an effective method for separate operation and cross-organizational supervision.At the same time,it is meaningful for the extraction and application of AML reports in China and abroad.