Conceptual modeling and development of an intelligent agent-assisted decision support system for anti-money laundering

摘要

Criminal elements in today’s technology-driven society are using every means available at their disposal to launder the proceeds from their illegal activities. In response, international anti-money laundering (AML) efforts are being made. The events of September 11, 2001, highlighted the need for more sophisticated AML and anti-terrorist financing programs across the industry and nation. In the wake of this, regulators are focusing on the role that technology can play in compliance with laws and ultimately in law enforcement. Banks will have to employ or enhance AML tools and technology to satisfy rising regulatory expectations. While many AML solutions have been in place for some time within the banks, they are faced with the challenge of adapting to the ever-changing risks and methods related to money laundering. In order to provide support for AML decisions, we have formulated an AML conceptual model by following Simon [Simon, H. A. (1977). The new science of management decision. Englewood Cliffs, NJ: Prentice-Hall] decision-making process model. Based on this model, a novel and open multi-agent AML system prototype has been designed and developed. Intelligent agents with their properties of autonomy, reactivity, and proactivity are well suited for dynamic, ill-structured, and complex ML prevention controls. The advanced architecture is able to provide more adaptive, intelligent, and flexible solution for AML. This paper is the first attempt at intelligent agent financial application in the AML domain, with a decision-making/problem-solving process model, an innovative agent-based architecture, and a prototype system.