“It never happened!”
The investigator will usually begin the discussion by describing a criminal incident which has been troubling him. The subject’s default position will always be that the incident, whatever it might have been, is entirely untrue.
That money never went to/from that bank account; the victim was mistaken in her assertion that someone had visited her home in the middle of the night and demanded she sign certain papers; the documents in question never existed; no-one had ever stabbed anyone with a hypodermic syringe.
There will be much head-shaking and arm-folding at the sheer preposterousness of it all.