What happens when you Declare money when leaving China?

I am travelling from Beijing to Bangkok Thailand and need to bring about 37,000 RMB with me. I was told that I don't need to declare it. But you say that I do need to declare the money. Do I just say I have the money, or will it make everything longer? what will I have to do, say, will there be a fee etc.? When I came to china there was no line to declare anything so do they really care like it was said in the article?