The Procyclical Effects of Basel II

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Financial Crises: Theory and Evidence (2009, background): “Similarly, MinguezAfonso and Shin (2007) use lattice-theoretic methods to study liquidity and systemic risk in high-value payment systems, such as for the settlement of accounts receivable and payable among industrial firms, and interbank payment systems.”
The Countercyclical Capital Buffer of Basel III: A Critical Assessment (2011, background): “In contrast with the normative approach of Kashyap and Stein (2004), the approach of Repullo and Suarez (2009) is positive.”
Financial Innovation, Regulation, and Reform (2009, background): “Repullo and Suárez (2008) simulate bank capital and asset decisions in a model of dynamically optimizing banks under the Basel standards and show that the standards induce substantial procyclicality of credit supply.”
Mitigating the pro-cyclicality of basel II (2010, unknown): “To address this issue, Repullo and Suarez (2009) construct a model that shows that banks have an incentive to hold capital buffers, but that the buffers maintained in expansions are typically insufficient to prevent a contraction in the supply of credit to bank-dependent borrowers at the arrival of…”