The Three Pillars of Basel II, Optimizing the Mix

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Bank size and risk-taking under Basel II (2005, background): “by Decamps, Rochet, and Roger (2004) is the only one to analyze the interactions between the three pillars of the new accord.”
Loan Pricing Under Basel Capital Requirements (2004, methodology): “In the last expression, zα denotes the α-quantile of the distribution of the systematic risk factor, that is, the value that satisfies Φ(zα) = Pr(z ≤ zα) = α, and the last equality is obtained from (3).”
Bank Capital, Liquid Reserves, and Insolvency Risk (2017, unknown): “In these contributions, insolvency is endogenous and triggered by shareholders decision to cease injecting funds in the bank (see e.g. Fries, Mella-Barral, and Perraudin (1997), Bhattacharya, Planck, Strobl, and Zechner (2002), or Décamps, Rochet, and Roger (2004)).”