Мониторинг транзакций для AML

Transaction monitoring — центральный технологический компонент AML compliance.

Scenarios

Structuring: deposits чуть ниже reporting threshold. Rapid deposit-withdrawal: minimal play. Unusual patterns: sudden increases. Multiple accounts: same UBO. High-risk countries transactions. Prepaid cards heavy usage. Round amounts. Each scenario — rule или ML model.

Rules vs ML

Rules: interpretable, easy audit. Cover известные patterns. ML models: catch unknown patterns, evolution фрода. Ensemble: rules + ML. Explainability critical для regulator. Regular tuning based на выяленные false positives.

Alerts management

Alert prioritization: score, amount, customer risk. Investigator workload management. Case management system. Documentation обязательна: rationale for closure or escalation. SLA on resolution. Backlog management: never let queues grow uncontrollably.

Reporting

SAR (Suspicious Activity Reports) к FIU. Internal reporting к MLRO. Board reporting periodic. Regulatory reporting statistics. External audits annually. Regulator asks: number of alerts, closures, SARs filed. Comprehensive metrics обязательны.