本文關(guān)鍵詞：我國(guó)洗錢規(guī)模及其經(jīng)濟(jì)影響研究　出處：《西南交通大學(xué)》2016年博士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 洗錢風(fēng)險(xiǎn) 洗錢的威脅 洗錢的經(jīng)濟(jì)影響 洗錢規(guī)模 銀行的穩(wěn)健性 經(jīng)濟(jì)增長(zhǎng)

【摘要】：2012年金融行動(dòng)特別工作組FATF反洗錢與反恐怖融資新《40條建議》將風(fēng)險(xiǎn)為本方法作為指導(dǎo)世界各國(guó)反洗錢和反恐怖融資工作的首要原則,同時(shí),2013年FATF公布了國(guó)家洗錢與恐怖融資的風(fēng)險(xiǎn)評(píng)估指引,國(guó)家洗錢風(fēng)險(xiǎn)被定義為洗錢的威脅、洗錢的影響和洗錢的脆弱性三個(gè)自變量的函數(shù)。我國(guó)是(FATF)的正式成員之一,因此研究我國(guó)洗錢的威脅及其經(jīng)濟(jì)影響,既是滿足金融行動(dòng)特別工作組和我國(guó)反洗錢工作持續(xù)健康發(fā)展的客觀需要,也是有效打擊我國(guó)日益猖獗的洗錢和恐怖融資活動(dòng)的現(xiàn)實(shí)選擇。因此,本文選題具有重大的理論和現(xiàn)實(shí)意義,研究成果為制定我國(guó)反洗錢政策提供決策依據(jù)。第一部分(我國(guó)洗錢的威脅研究),2013年FATF公布了國(guó)家洗錢與恐怖融資的風(fēng)險(xiǎn)評(píng)估指引,洗錢的威脅被其定義為國(guó)家每年產(chǎn)生的洗錢規(guī)模、其流向世界各個(gè)國(guó)家的洗錢規(guī)模、留在本國(guó)的洗錢規(guī)模以及世界各個(gè)國(guó)家流入該國(guó)的洗錢規(guī)模4個(gè)方面。根據(jù)洗錢威脅定義,首先,運(yùn)用沃克洗錢規(guī)模測(cè)度模型和修正的沃克重力模型測(cè)度2000-2011年我國(guó)產(chǎn)生的年度洗錢規(guī)模及其流入世界183個(gè)國(guó)家和地區(qū)(含中國(guó))的數(shù)量。研究發(fā)現(xiàn),2000年我國(guó)產(chǎn)生的洗錢規(guī)模37.15億美元,2011年我國(guó)洗錢規(guī)模高達(dá)568.2億美元,研究期間我國(guó)總共產(chǎn)生洗錢規(guī)模2243.47億美元,平均每年產(chǎn)生洗錢規(guī)模為186.96億美元。2000年、2011年我國(guó)流出的洗錢規(guī)模分別是36.39億美元、538.76億美元,研究期間我國(guó)總共流出洗錢規(guī)模2]57.32億美元,平均每年流出179.78億美元,其中67.18%流入澳門(mén)、臺(tái)灣、日本、盧森堡等25個(gè)國(guó)家和地區(qū)。其次,運(yùn)用沃克洗錢規(guī)模測(cè)度模型和修正的沃克重力模型測(cè)度2000-2011年世界產(chǎn)生的年度洗錢規(guī)模及其流入我國(guó)的數(shù)量。研究發(fā)現(xiàn),世界產(chǎn)生的洗錢規(guī)模2000年為6260.38億美元、2011年為10705.96億美元,研究期間累計(jì)產(chǎn)生103571.97億美元,平均每年產(chǎn)生8631億美元；世界流入我國(guó)的洗錢規(guī)模2000年為2.76億美元、2011年為15.75億美元,研究期間累計(jì)流入77.31億美元,平均每年流入6.44億美元,其中,87.97%以上流入洗錢資金來(lái)源于美國(guó)、德國(guó)、英國(guó)、巴西、日本、韓國(guó)、法國(guó)、意大利等8個(gè)國(guó)家。第二部分(我國(guó)洗錢的經(jīng)濟(jì)影響研究),當(dāng)前研究中,對(duì)于洗錢產(chǎn)生的影響國(guó)內(nèi)外文獻(xiàn)比較多,但是,關(guān)于洗錢效應(yīng)的文獻(xiàn)很大部分是純粹的猜測(cè),缺乏堅(jiān)實(shí)的實(shí)證背景。首先,本文選擇特定的金融領(lǐng)域—銀行業(yè),實(shí)證研究洗錢對(duì)我國(guó)銀行穩(wěn)健性的影響,應(yīng)用2000-2013年面板數(shù)據(jù)對(duì)中國(guó)上市銀行的穩(wěn)健性進(jìn)行測(cè)度,采用隨機(jī)效應(yīng)模型及OLS估計(jì),計(jì)量分析洗錢對(duì)我國(guó)上市銀行穩(wěn)健性程度的影響,結(jié)果表明：中國(guó)洗錢規(guī)模上升抑制我國(guó)銀行穩(wěn)健性,同時(shí)外國(guó)洗錢規(guī)模的流入也降低了我國(guó)銀行穩(wěn)健性。其次,選擇反洗錢研究領(lǐng)域最具爭(zhēng)議的研究熱點(diǎn)—洗錢與經(jīng)濟(jì)增長(zhǎng)的關(guān)系,實(shí)證研究洗錢對(duì)我國(guó)經(jīng)濟(jì)增長(zhǎng)的影響,運(yùn)用2005.2013年模板數(shù)據(jù),采用了固定效應(yīng)模型及robust估計(jì),之所以選用Robust估計(jì)的原因在于其在參數(shù)估計(jì)的穩(wěn)健性方面要明顯優(yōu)于OLS估計(jì),它通過(guò)多次迭代的方法將事后的穩(wěn)健性檢驗(yàn)過(guò)程直接與參數(shù)估計(jì)相結(jié)合,是目前計(jì)量經(jīng)濟(jì)學(xué)界較新的參數(shù)估計(jì)方法之一,計(jì)量分析洗錢對(duì)我國(guó)經(jīng)濟(jì)增長(zhǎng)的程度的影響,結(jié)果表明：洗錢抑制了我國(guó)的經(jīng)濟(jì)增長(zhǎng)。最后,利用上面的研究結(jié)論,對(duì)我國(guó)反洗錢政策制定提出一些建議。
[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.

【學(xué)位授予單位】：西南交通大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2016
【分類號(hào)】：F832.2

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