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Alistair Milne
Researcher at Loughborough University
Publications - 138
Citations - 3207
Alistair Milne is an academic researcher from Loughborough University. The author has contributed to research in topics: Systemic risk & Market liquidity. The author has an hindex of 29, co-authored 132 publications receiving 2925 citations. Previous affiliations of Alistair Milne include Bank of Finland & University of Surrey.
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The cyclical behaviour of European bank capital buffers
Terhi Jokipii,Alistair Milne +1 more
TL;DR: In this article, the authors used an unbalanced panel of accounting data from 1997 to 2004 and controlling for individual bank costs and risk, they found that capital buffers of the banks in the EU15 have a significant negative co-movement with the cycle.
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Bank capital buffer and risk adjustment decisions
Terhi Jokipii,Alistair Milne +1 more
TL;DR: In this paper, the relationship between short-term capital buffer and portfolio risk adjustments is investigated and it is shown that the management of such adjustments is dependent on the degree of bank capitalization.
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The Relevance of P-Star Analysis to UK Monetary Policy
Stephen G. Hall,Alistair Milne +1 more
TL;DR: The authors argue that the P[star] relationship does not have a causal link with prices but rather the causality runs from prices to money, and that monetary conditions do seem to have some predictive power for future levels of activity.
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Bank Capital Regulation and Incentives for Risk-Taking 1
TL;DR: In this paper, the authors analyse the incentive impact of bank capital regulation in a model with endogenous capital, assuming regulators randomly audit banks and require under-capitalised banks either to bear the fixed cost of new issue or to liquidate.
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Basel III: Is the Cure Worse than the Disease?
TL;DR: In this paper, the authors find that the costs of credit to low risk bank borrowers will be only moderately affected by the changes in bank balance sheets, but that there will be a reduction in availability and higher cost at the riskier end of the credit spectrum.