Which Book is this (barely remembered) Pratchett Quote from?

Hey Hivemind,
in one of his books (I thinks it’s a Captain Vimes one), Pratchett says something analogous to:

“If you want to understand (an event, or a political decision?), ask yourself: ‘Where does the money go?’ And you will understand everything.”

…Or something like that. I really can’t remember, but that’s the gist of it. Any Idea what the correct quote could be, or which book it is from?