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Agent-Based Model of Banking Sector of the Economy

Student: Artem Aniskevich

Supervisor: Nikolay Pilnik

Faculty: Faculty of Economic Sciences

Educational Programme: (Bachelor)

Final Grade: 9

Year of Graduation: 2024

This work is devoted to the implementation of the model of the banking system of the Russian Federation. The agent model, which is the focus of the work, was developed using the Python programming language. The development of the model pursued a specific goal: to create an alternative tool for analyzing such a complex economic object as the banking sector. The concept of the model corresponds to the "agent" paradigm, which ultimately allows us to obtain significant results: the chaotic behavior of agents together gives a more stable dynamics, the model is able to generate liquidity crises, as well as cope with these crises through the actions of the central bank. The model also has a flexible set of parameters and demonstrates many different scenarios depending on the initial parameters. This model is a certain foundation on which various modifications can be applied, depending on the goals of the researcher. Its further development will expand the space for analysis of the banking sector.

Full text (added May 10, 2024)

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