我国洗钱规模及其经济影响研究

发布时间：2018-01-08 11:16

本文关键词：我国洗钱规模及其经济影响研究　出处：《西南交通大学》2016年博士论文　论文类型：学位论文

【摘要】：2012年金融行动特别工作组FATF反洗钱与反恐怖融资新《40条建议》将风险为本方法作为指导世界各国反洗钱和反恐怖融资工作的首要原则,同时,2013年FATF公布了国家洗钱与恐怖融资的风险评估指引,国家洗钱风险被定义为洗钱的威胁、洗钱的影响和洗钱的脆弱性三个自变量的函数。我国是(FATF)的正式成员之一,因此研究我国洗钱的威胁及其经济影响,既是满足金融行动特别工作组和我国反洗钱工作持续健康发展的客观需要,也是有效打击我国日益猖獗的洗钱和恐怖融资活动的现实选择。因此,本文选题具有重大的理论和现实意义,研究成果为制定我国反洗钱政策提供决策依据。第一部分(我国洗钱的威胁研究),2013年FATF公布了国家洗钱与恐怖融资的风险评估指引,洗钱的威胁被其定义为国家每年产生的洗钱规模、其流向世界各个国家的洗钱规模、留在本国的洗钱规模以及世界各个国家流入该国的洗钱规模4个方面。根据洗钱威胁定义,首先,运用沃克洗钱规模测度模型和修正的沃克重力模型测度2000-2011年我国产生的年度洗钱规模及其流入世界183个国家和地区(含中国)的数量。研究发现,2000年我国产生的洗钱规模37.15亿美元,2011年我国洗钱规模高达568.2亿美元,研究期间我国总共产生洗钱规模2243.47亿美元,平均每年产生洗钱规模为186.96亿美元。2000年、2011年我国流出的洗钱规模分别是36.39亿美元、538.76亿美元,研究期间我国总共流出洗钱规模2]57.32亿美元,平均每年流出179.78亿美元,其中67.18%流入澳门、台湾、日本、卢森堡等25个国家和地区。其次,运用沃克洗钱规模测度模型和修正的沃克重力模型测度2000-2011年世界产生的年度洗钱规模及其流入我国的数量。研究发现,世界产生的洗钱规模2000年为6260.38亿美元、2011年为10705.96亿美元,研究期间累计产生103571.97亿美元,平均每年产生8631亿美元；世界流入我国的洗钱规模2000年为2.76亿美元、2011年为15.75亿美元,研究期间累计流入77.31亿美元,平均每年流入6.44亿美元,其中,87.97%以上流入洗钱资金来源于美国、德国、英国、巴西、日本、韩国、法国、意大利等8个国家。第二部分(我国洗钱的经济影响研究),当前研究中,对于洗钱产生的影响国内外文献比较多,但是,关于洗钱效应的文献很大部分是纯粹的猜测,缺乏坚实的实证背景。首先,本文选择特定的金融领域—银行业,实证研究洗钱对我国银行稳健性的影响,应用2000-2013年面板数据对中国上市银行的稳健性进行测度,采用随机效应模型及OLS估计,计量分析洗钱对我国上市银行稳健性程度的影响,结果表明：中国洗钱规模上升抑制我国银行稳健性,同时外国洗钱规模的流入也降低了我国银行稳健性。其次,选择反洗钱研究领域最具争议的研究热点—洗钱与经济增长的关系,实证研究洗钱对我国经济增长的影响,运用2005.2013年模板数据,采用了固定效应模型及robust估计,之所以选用Robust估计的原因在于其在参数估计的稳健性方面要明显优于OLS估计,它通过多次迭代的方法将事后的稳健性检验过程直接与参数估计相结合,是目前计量经济学界较新的参数估计方法之一,计量分析洗钱对我国经济增长的程度的影响,结果表明：洗钱抑制了我国的经济增长。最后,利用上面的研究结论,对我国反洗钱政策制定提出一些建议。
[Abstract]:In 2012, the financial action task force FATF anti money laundering and anti terrorist financing new <40 recommendations > risk-based method as the primary principle, anti money laundering and anti terrorist financing to guide the work of the world at the same time, 2013 FATF announced the national money laundering and terrorist financing risk assessment guidelines, the national money laundering risk is defined as money laundering threat. The influence of money laundering function and money laundering vulnerability in three variables. China is one of the official members (FATF), threat and its effect on the economy so the research of money laundering in China, not only to meet the financial action task force and the objective needs of the sustained and healthy development of China's anti money laundering work, is a realistic choice of our country more effectively combat the rampant money laundering and terrorist financing activities. Therefore, it is of great theoretical and practical significance of this topic, research results for the development of China's anti money laundering policies to provide decision-making basis. Part (threat on China's money laundering), 2013 FATF announced the national money laundering and terrorist financing risk assessment guidelines, money laundering threat is defined as the country produced annually by the scale of money laundering, the flow of various countries in the world of money laundering scale, 4 aspects of money laundering in country size and the various countries of the world into the country the scale of money laundering. According to the definition of money laundering threat, first of all, using the Walker gravity model to measure the scale of money laundering and Walker model to measure the correction of China's 2000-2011 annual money laundering scale and inflow of 183 countries and regions of the world (including the number of China). The study found that in 2000 China produced a $3 billion 715 million money laundering money laundering in China, 2011 the $56 billion 820 million during the study period in China produced a total of money laundering $224 billion 347 million per year on average, money laundering $18 billion 696 million.2000 years, China in 2011 Out of the scale of money laundering are $3 billion 639 million, $53 billion 876 million, on the scale of money laundering in China during the period of total outflow of 2]57.32 billion dollars, the average annual outflow of $17 billion 978 million, of which 67.18% into Macao, Taiwan, Japan, Luxemburg and other 25 countries and regions. Secondly, using the Walker gravity model to measure the scale of money laundering measure Walker model and modified 2000-2011 the world's annual scale and the number of money laundering into China. The study found that the world has the scale of money laundering in 2000 was $626 billion 38 million, $1 trillion and 70 billion 596 million in 2011, during the study period the cumulative generating $10 trillion and 357 billion 197 million, generating $863 billion 100 million per year; the world into China's money laundering $276 million in 2000, $1 billion 575 million in 2011, during the study period a total inflow of $7 billion 731 million, an average annual inflow of $644 million, of which, more than 87.97% inflow of funds from money laundering The United States, Germany, Britain, Brazil, Japan, South Korea, France, Italy and other 8 countries. The second part (Study of economic impact of China's money laundering), in the current study, the effect of money laundering from the domestic and foreign literature more, but large part of literature on money laundering effect is purely speculation, lack of empirical background solid. Firstly, this paper select the bank specific financial industry, an empirical study on money laundering effect on the stability of China's banks, using 2000-2013 panel data to measure the listed banks Chinese robust estimation using random effect model and OLS, quantitative analysis of money laundering, listed banks in China showed that the degree of robustness Chinese: the scale of money laundering curb the rising of China's banking stability, and foreign money laundering scale inflows also reduced the stability of China's banks. Secondly, choose the most controversial research field of anti money laundering. The relationship between the hot - money laundering and economic growth, the empirical research on money laundering impact on China's economic growth, using the template data for 2005.2013 years, using the robust model and fixed effect estimation, the estimate of the cause of Robust is that it is better than OLS in the estimation of parameter robust estimation, it through many iterations will be robust after the inspection process directly combined with parameter estimation, is a relatively new field of econometrics method to estimate the parameters of the econometric analysis of money laundering effect on economic growth in China. The results showed that the degree of money laundering inhibiting China's economic growth. Finally, based on above conclusion, on China's anti money laundering policies some suggestions are put forward.

【学位授予单位】：西南交通大学
【学位级别】：博士
【学位授予年份】：2016
【分类号】：F832.2

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