Banks' buffer capital: How important is risk?

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The cyclical behaviour of European bank capital buffers (2008, methodology): “We further include an alternative measure for risk as per Stoltz and Wedow (2005) and Lindquist (2004) whereby we consider the ratio of new net provisions over total assets ) 2 (RISK .”
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes (2013, result): “This finding is similar to that of Lindquist (2004), who found support for the hypothesis that capital buffers may be considered as insurance against failure to meet capital requirements.”
Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013, methodology): “However, Lindquist (2004) does not find any significant link.”
How bank capital buffers vary across countries: the influence of cost of deposits, market power and bank regulation (2010, background): “Following Ayuso et al. (2004), Elizalde and Repullo (2004), and Lindquist (2004), we consider three different types of bank capital-related costs to model capital buffers: cost of funding, cost of financial distress, and adjustment costs.”