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The Credit Default Swap Basis
by Moorad Choudhry, Bloomberg Press, (October 1, 2006), Hardcover, 195 pages

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by Philipp J. Schönbucher,
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Top Ten 20 Most Cited Books within Supervisory Papers

Using the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within credit Supervision. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a regulatory researcher. Updated as of 26-Apr-2008.

Cited in 9 SUPER papers		Prudential Supervision: What Works and What Doesn't by Frederic S. Mishkin, University Of Chicago Press, (January 1, 2002), Hardcover, 295 pages. Amazon: Sales Rank= #482,535; No customer reviews yet.
Cited in 7 SUPER papers		Internal Credit Risk Models: Capital Allocation and Performance Measurement by Michael K. Ong (Editor), Risk Books, (January 5, 1999), Hardcover, 372 pages. Amazon: Sales Rank= #382,235; Reviews= (3).
Cited in 6 SUPER papers		Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms by Anthony Saunders, Linda Allen, Wiley, (February 1, 2001), Hardcover, 288 pages. Amazon: Sales Rank= #70,569; Reviews= (4).
Cited in 4 SUPER papers		The Essentials of Risk Management by Michel Crouhy, Dan Galai, and Robert Mark, McGraw-Hill, (December 14, 2005), Hardcover, 416 pages. Amazon: Sales Rank= #23,325; Reviews= (3).
Cited in 4 SUPER papers		The Risks of Financial Institutions by Mark Carey (Editor), Rene M. Stulz (Editor), University Of Chicago Press, (February 15, 2007), Hardcover, 520 pages. Amazon: Sales Rank= #1,180,537; No customer reviews yet.
Cited in 3 SUPER papers		Value at Risk, 3rd Ed. by Philippe Jorion, McGraw-Hill, (October 19, 2006), Hardcover, 600 pages. Amazon: Sales Rank= #17,378; Reviews= (2).
Cited in 3 SUPER papers		The Statistical Analysis of Failure Time Data by John D. Kalbfleisch, Ross L. Prentice, Wiley-Interscience, (September 9, 2002), Hardcover, 462 pages. Amazon: Sales Rank= #275,046; Reviews= (1).
Cited in 2 SUPER papers		An Introduction to Credit Risk Modeling by Christian Bluhm, Ludger Overbeck, and Christoph Wagner, Chapman & Hall/CRC, (September 27, 2002), Hardcover, 297 pages. Amazon: Sales Rank= #32,251; Reviews= (8).
Cited in 2 SUPER papers		Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt by Edward I. Altman, Edith Hotchkiss, Wiley, (December 2, 2005), Hardcover, 368 pages. Amazon: Sales Rank= #37,096; Reviews= (2).
Cited in 2 SUPER papers		Handbook of Mathematical Functions: with Formulas, Graphs, and Mathematical Tables by Milton Abramowitz (Editor), Irene A. Stegun (Editor), Dover Publications, (June 1, 1965), Paperback, 1046 pages. Amazon: Sales Rank= #211,842; Reviews= (14).
Cited in 2 SUPER papers		The Econometrics of Financial Markets by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo, and Archie Craig MacKinlay, Princeton University Press, (December 9, 1996), Hardcover, 632 pages. Amazon: Sales Rank= #21,415; Reviews= (16).
Cited in 2 SUPER papers		Continuous -Time Finance by Robert C. Merton, Wiley-Blackwell, (November 10, 1992), Paperback, 752 pages. Amazon: Sales Rank= #102,440; Reviews= (2).
Cited in 2 SUPER papers		Capital Markets and Financial Intermediation by Colin Mayer, Xavier Vives, Cambridge University Press, (September 29, 1995), Paperback, 377 pages. Amazon: Sales Rank= #2,191,275; No customer reviews yet.
Cited in 2 SUPER papers		The Prudential Regulation of Banks by Mathias Dewatripont, Jean Tirole, The MIT Press, (December 20, 1994), Hardcover, 276 pages. Amazon: Sales Rank= #1,325,030; Reviews= (1).
Cited in 2 SUPER papers		Infinite Sequences and Series by Konrad Knopp, Dover Publications, (June 1, 1956), Paperback, 186 pages. Amazon: Sales Rank= #150,566; Reviews= (2).
Cited in 2 SUPER papers		Financial Innovation and Risk Sharing by Franklin Allen, Douglas Gale, The MIT Press, (April 10, 1994), Hardcover, 389 pages. Amazon: Sales Rank= #819,323; No customer reviews yet.
Cited in 2 SUPER papers		Handbook of the Economics of Finance by G. Constantinides, M. Harris, and R.M. Stulz, North Holland, (June 1, 2004), Hardcover, 1216 pages. Amazon: Sales Rank= #1,007,999; No customer reviews yet.
Cited in 2 SUPER papers		International Financial Markets: Prices and Policies by Richard M. Levich, Irwin/McGraw-Hill, (July 15, 1997), Hardcover, 696 pages. Amazon: Sales Rank= #1,411,027; Reviews= (1).
Cited in 1 SUPER papers		Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher, Wiley, (March 1, 2003), Hardcover, 600 pages. Amazon: Sales Rank= #318,111; Reviews= (9).
Cited in 1 SUPER papers		Stochastic Integration and Differential Equations by Philip E. Protter, Springer, (May 24, 2005), Hardcover, 302 pages. Amazon: Sales Rank= #202,879; No customer reviews yet.