SALT-GNN: Handling Dense Neighborhoods in Anti-Money Laundering Graphs via Statistics-Aware Attention

Abstract

Money laundering threatens financial stability and exposes institutions to penalties, motivating automated detection. Because laundering schemes often emerge through relational patterns, graph neural networks (GNNs) are increasingly used for anti-money laundering (AML). Yet AML GNNs are typically evaluated with aggregate metrics such as overall F1 score, which hide an operational issue: high-activity recipient accounts concentrate many incoming transactions, making suspicious signals harder to isolate and costlier to investigate. We introduce a recipient-degree stratified evaluation that reports standard AML metrics across recipient-context density. Across three datasets (HI-Small, HI-Medium, and AMLSim-32k-5%), it reveals consistent degradation in dense recipient contexts, which we trace to three GNN characteristics: two known limitations that AML amplifies, i.e., (1) multiset non-discriminability and (2) cardinality blindness, and (3) an attention-specific effect: in dense neighborhoods, normalized attention attenuates weak but pattern-relevant multi-hop signals. Guided by this diagnosis, we propose SALT-GNN, a lightweight statistics-aware architecture that fuses degree-aware statistical aggregation with attention at each message-passing layer, so distributional and cardinality information shapes the node states used by subsequent attention steps. Ablations support fusion placement as a key factor in dense-context performance. On HI-Small and HI-Medium, SALT-GNN uses up to 77% fewer parameters than task-specific graph-transformer baselines while improving dense-context F1 score by 3-6 points; on AMLSim-32k-5%, it improves highest-degree F1 score by 16-20 points. The gains hold for both Transformer- and GAT-style attention, indicating that the benefit comes from where statistical and attentional evidence is fused rather than from a specific attention operator.