博弈论和委托代理理论视角下的反洗钱监管研究

本文从反洗钱监管机构和金融机构的博弈分析入手,研究监管的最优化问题。分析得出监管机构必须对金融机构进行反洗钱约束,否则金融机构就会违规获益;最优事后监管并不能杜绝违规行为,而只是将违规行为控制在一定的范围;有效反洗钱监管需要额外成本等结论。在此基础上,本文提出实现我国反洗钱最优监管的政策建议。

Supervision of Anti-money Laundering in the View of Game Theory and Principal-Agent Theory

Based on the game theory,this paper studies the optimization of supervision in the field of anti-money laundering.After analysis,it concludes that financial institutions must be constrained by supervisors.Otherwise,they can obtain the benefits for violating regulations.Optimal supervision cannot eradicate violation.It can only control the violation within certain limits.In addition,effective and efficient regulation needs additional cost.On the basis,the paper gives policy recommendations for realizing opti...