How we cite our quotes: All quotations are from The Departed.
Quote #10
BILLY: You pressure me to fear for my life and I will put a f***ing bullet in your head as if you were anybody else. Okay?
When Costello accuses him of being a rat, Billy knows that he'll have to double down if he's going to throw Frank off the scent. So he risks his life by threatening Frank right back and telling him he'll kill him. This is a risky move, because Frank could just kill Billy at this moment. But the move works, and Frank believes him.