An agent-based model for the assessment of LTV caps

DOI10.1080/14697688.2020.1733058zbMath1454.91327OpenAlexW2972759644MaRDI QIDQ5139267

Dimitrios Laliotis, Javier Población, Alejandro Buesa, Miha Leber

Publication date: 7 December 2020

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2294~ee8ffa5e24.en.pdf

zbMATH Keywords

agent-based modelshousehold surveymacroprudential policy and house prices

Mathematics Subject Classification ID

Credit risk (91G40)

Related Items (2)

A high-resolution, data-driven agent-based model of the housing market ⋮ The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: an agent-based analysis

Cites Work

• Leaning against boom-bust cycles in credit and housing prices
• Dependence Modeling with Copulas
• The Financial Accelerator: Evidence from International Housing Markets

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