What are the major hurdles for brick-movers(btce and bitstamp)

[hl5460]

Those who transfer bitcoins between different exchanges are called "brick-mover" among the Chinese community.
If managed properly, the "brick-movement" can generate almost risk-free revenues.


Today I was approached by a guy claiming that he was able to access up to 1 million USD a day.
Since the Chinese exchanges always show higher price, I assume that he wanted to know the major hurdles of depositing USD in the two exchanges: btce and bitstamp.
1. Risk of deposit being frozen?
2. Proof of legitimate source?

All comments are much appreciated.