Sofia Priazhkina

Senior Economist

Sofia Priazhkina is a Senior Economist in the Financial Stability Department at the Bank of Canada. Her research interests include financial networks, systemic risk, game theory, and shadow banking. She received her Ph.D. in Economics from Indiana University.

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Sofia Priazhkina

Senior Economist
Financial Stability
Model Development and Research

Bank of Canada
234 Wellington Street
Ottawa, ON, K1A 0G9

Latest

Modelling the Macrofinancial Effects of a House Price Correction in Canada

We use a suite of risk-assessment models to examine the possible impact of a hypothetical house price correction, centred in the Toronto and Vancouver areas. We also assume financial stress significantly amplifies the macroeconomic impact of the house price decline.
November 14, 2018

Financial System Resilience and House Price Corrections

We use models to better understand and assess how risks could affect the financial system. In our hypothetical scenario, a house price correction and elevated financial stress weigh on the economy. An increased number of households and businesses have difficulty repaying loans. Nonetheless, the large banks remain resilient.

Information Sharing and Bargaining in Buyer-Seller Networks

Staff Working Paper 2016-63 Sofia Priazhkina, Frank H. Page
This paper presents a model of strategic buyer-seller networks with information exchange between sellers. Prior to engaging in bargaining with buyers, sellers can share access to buyers for a negotiated transfer. We study how this information exchange affects overall market prices, volumes and welfare, given different initial market conditions and information sharing rules.

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Education

  • Ph.D. in Economics, Indiana University
  • M.A. in Economics, Indiana University
  • M.S. (Specialist) in Mechanics and Mathematics, Moscow State University

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