Sofia Priazhkina

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

148

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning

Number of pages: 57 Posted: 02 Sep 2022
Vladimir Skavysh, Sofia Priazhkina, Diego Guala and Tom Bromley
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada, Xanadu and Xanadu
Downloads 108 (519,539)

Abstract:

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Monte Carlo, quantum computing, computational methods, Stress Testing, DSGE, Machine Learning

2.

Regulatory Requirements of Banks and Arbitrage in the Post-Crisis Federal Funds Market

Number of pages: 39 Posted: 28 Apr 2023
Rodney Garratt and Sofia Priazhkina
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 40 (870,265)

Abstract:

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federal funds market, monetary policy implementation, bank regulation, liquidity coverage ratio, leverage ratio, FHLB