Details about Laura Parisi
Access statistics for papers by Laura Parisi.
Last updated 2023-12-06. Update your information in the RePEc Author Service.
Short-id: ppa1086
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Working Papers
2023
- Estimating systemic risk for non-listed euro-area banks
Working Paper Series, European Central Bank
- Living in a world of disappearing nature: physical risk and the implications for financial stability
Occasional Paper Series, European Central Bank View citations (3)
- NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
Occasional Paper Series, European Central Bank View citations (2)
- The impact of the euro area economy and banks on biodiversity
Occasional Paper Series, European Central Bank View citations (1)
2022
- The double materiality of climate physical and transition risks in the euro area
Working Paper Series, European Central Bank View citations (4)
See also Journal Article The double materiality of climate physical and transition risks in the euro area, Journal of Financial Stability, Elsevier (2024) View citations (2) (2024)
2021
- ECB’s economy-wide climate stress test
Occasional Paper Series, European Central Bank View citations (44)
2020
- Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis
Occasional Paper Series, European Central Bank View citations (3)
2019
- Behind the scenes of the beauty contest: window dressing and the G-SIB framework
Working Paper Series, European Central Bank View citations (11)
See also Journal Article Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework, International Journal of Central Banking, International Journal of Central Banking (2022) View citations (4) (2022)
2018
- Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?
Occasional Paper Series, European Central Bank View citations (22)
See also Journal Article Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?, Economic Policy, CEPR, CESifo, Sciences Po (2020) View citations (4) (2020)
2016
- Bail in or Bail out? The Atlante example from a systemic risk perspective
DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)
- CoRisk: measuring systemic risk through default probability contagion
DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (4)
2015
- Dynamic hierarchical models for monetary transmission
DEM Working Papers Series, University of Pavia, Department of Economics and Management
- Dynamic models for monetary transmission
DEM Working Papers Series, University of Pavia, Department of Economics and Management
- Modeling Systemic Risk with Correlated Stochastic Processes
DEM Working Papers Series, University of Pavia, Department of Economics and Management
- Monetary transmission models for bank interest rates
DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)
Journal Articles
2024
- The double materiality of climate physical and transition risks in the euro area
Journal of Financial Stability, 2024, 71, (C) View citations (2)
See also Working Paper The double materiality of climate physical and transition risks in the euro area, Working Paper Series (2022) View citations (4) (2022)
2022
- Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework
International Journal of Central Banking, 2022, 18, (5), 1-42 View citations (4)
See also Working Paper Behind the scenes of the beauty contest: window dressing and the G-SIB framework, Working Paper Series (2019) View citations (11) (2019)
2021
- Climate-related risks to financial stability
Financial Stability Review, 2021, 1 View citations (8)
2020
- Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?
Economic Policy, 2020, 35, (101), 41-95 View citations (4)
See also Working Paper Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?, Occasional Paper Series (2018) View citations (22) (2018)
2019
- Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution
Risks, 2019, 7, (1), 1-25 View citations (3)
- Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis
Macroprudential Bulletin, 2019, 7 View citations (1)
2018
- CoRisk: Credit Risk Contagion with Correlation Network Models
Risks, 2018, 6, (3), 1-19 View citations (14)
- Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
Macroprudential Bulletin, 2018, 6
2017
- Sovereign risk in the Euro area: a multivariate stochastic process approach
Quantitative Finance, 2017, 17, (12), 1995-2008 View citations (8)
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