A: Industry supervision is fully upgraded with AI risk alerts. Settling forex via underground banks carries high compliance risks. Customs, tax, forex and public security authorities now conduct cross-department data checks. Document trading leads to mismatched entity, cargo, fund and document records, easily triggering tax audits, fines and back taxes. Underground banks are unregulated, with frequent fund embezzlement risks. As you participate in illegal forex exchange, you will be unable to report cases or claim compensation if losses happen.