| | Top Ten 20 Most Cited Books within Supervisory PapersUsing 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 29-September-2010. | Cited in 10 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= #1,881,263; 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= #1,102,377; Reviews=  (3). | | Cited in 6 SUPER papers |  | Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms
by Anthony Saunders, Linda Allen,
Wiley, (May 3, 2010), Hardcover, 380 pages.
Amazon: Sales Rank= #549,048; No customer reviews yet. | | Cited in 5 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= #131,386; Reviews=  (11). | | 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= #1,858,804; No customer reviews yet. | | Cited in 3 SUPER papers |  | Introduction to Credit Risk Modeling, Second Edition
by Christian Bluhm, Ludger Overbeck, and Christoph Wagner,
Chapman & Hall/CRC, (June 2, 2010), Hardcover, 384 pages.
Amazon: Sales Rank= #813,661; 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= #165,214; Reviews= (3). | | Cited in 3 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= #208,103; Reviews=  (16). | | 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= #371,551; Reviews= (3). | | 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= #151,644; 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= #163,069; Reviews= (17). | | Cited in 2 SUPER papers |  | Continuous -Time Finance
by Robert C. Merton,
Wiley-Blackwell, (November 10, 1992), Paperback, 752 pages.
Amazon: Sales Rank= #226,319; Reviews= (3). | | Cited in 2 SUPER papers |  | The Basel Handbook: A Guide for Financial Practitioners
by Michael K. Ong (Editor),
Risk Books, (December 18, 2006), Hardcover, 500 pages.
Amazon: Sales Rank= #91,341; 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= #1,609,722; Reviews= (1). | | 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= #2,570,777; No customer reviews yet. | | Cited in 2 SUPER papers |  | International Financial Markets: Prices and Policies
by Richard M. Levich,
McGraw-Hill Publishing Co., (April 1, 2001), Paperback, 709 pages.
Amazon: Sales Rank= #97,211; Reviews=  (2). | | Cited in 2 SUPER papers |  | Capital Adequacy beyond Basel: Banking, Securities, and Insurance
by Hal S. Scott (Editor),
Oxford University Press, (February 17, 2005), Hardcover, 354 pages.
Amazon: Sales Rank= #1,171,743; No customer reviews yet. | | 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. |
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