Giannoulakis, Stelios; Forletta, Marco; Groß, Marco; … - 2023
This paper evaluates the resilience benefits of borrower-based macroprudential policies-such as LTV, DSTI, or DTI caps-for households and banks in the EU. To that end, we employ a further developed variant of the integrated micro-macro simulation model of Gross and Población (2017). Besides...
