Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions
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- Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022. "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers 22-29, Bank of Canada.
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More about this item
Keywords
Central bank research; Economic models; Financial institutions; Financial stability; Financial system regulation and policies;All these keywords.
JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-08-09 (Banking)
- NEP-CBA-2021-08-09 (Central Banking)
- NEP-FDG-2021-08-09 (Financial Development & Growth)
- NEP-GTH-2021-08-09 (Game Theory)
- NEP-RMG-2021-08-09 (Risk Management)
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