商业银行资金流动异常行为监测的仿真体系设计

本文拟在建立一个金融监管监测技术研究,主要是针对反洗钱监测技术研究的计算机仿真体系。依据实验经济学的研究方法,设计实验,对监测技术的效度和信度进行分析,提升我国反洗钱监测能力和水平。上海交通大学安泰经济与管理学院30名本科生和研究生参与了本次仿真实验,通过在银行交易模拟系统上进行操作产生交易数据,并通过这些交易数据验证了本研究中的监测算法和监测技术。

Designing Computer Simulation System on Monitoring Abnormal Money Flow among Commercial Banks

This paper proposes to set up computer simulation system, pursuing a research on monitoring techniques in financial supervision, accordingly the monitoring techniques on anti-money laundering. Based on the methodology of experimental economics, we design an experimental system, and analyze the effectiveness and reliability of monitoring techniques in order to promote the ability of anti-money laundering of our country. 30 undergraduates and postgraduates in Shanghai Jiao Tong University participated in this experiment, by operating on the computer simulation system. Then we took advantage of those transaction data to verify our algorithms and techniques of monitoring abnormal money flow.