This study uses computational methods to examine the trade-offs between traditional monetary policy and macroprudential policy using a macroeconomic credit supply center. The proccedure builds on the Dynamic Stochastic General Equilibrium (DSGE) model proposed by Gerali, Neri, Sessa, and Signoretti (2010), which models three macroprudential instruments: the capital adequacy ratio, the household loan-to-value ratio and the firm loan-to-value ratio. The computations consider the difference between a single policy instrument and multiple policy instruments. The efficacy of policy performance is evaluated by an ad-hoc welfare function loss which means the deviation from steady state values of key variables such as output, inflation rate and nominal interest rates, loan-to-output ratios and macroprudential tools. The results imply that with macroprudential policy incorporated the macroeconomic performance will be better and financial risks are minimized. However, when various tools are used simultaneously, better overall outcomes can be obtained than by relying on a sole instrument - although this may bring about policy conflicts. The study also highlights that a substitution effect can emerge when various macroprudential policy instruments interact in a multi-instrument setting