Sofia Priazhkina

pria@bankofcanada.ca

Senior Economist

Financial Stability
Model Development and Research
  • 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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Bio

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.

Research Fields: Banking Economic and Financial Networks Microeconomic Theory
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Staff Analytical Notes

Modelling the Macrofinancial Effects of a House Price Correction in Canada

Staff Analytical Note 2018-36 Thibaut Duprey, Xuezhi Liu, Cameron MacDonald, Maarten van Oordt, Sofia Priazhkina, Xiangjin Shen, Joshua Slive
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.
Content Type(s): Staff Research, Staff Analytical Notes Topic(s): Financial Institutions, Financial stability, Housing JEL Code(s): E, E2, E27, E3, E37, E4, E44, G, G2, G21

Staff Working Papers

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.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Economic models, Firm dynamics, Market structure and pricing JEL Code(s): C, C7, C71, C78, D, D2, D21, D4, D43, D8, D85, L, L1, L13