Details about Laura Parisi

Access statistics for papers by Laura Parisi.

Last updated 2022-11-08. Update your information in the RePEc Author Service.

Short-id: ppa1086

Working Papers

2022

1. The double materiality of climate physical and transition risks in the euro area
   Working Paper Series, European Central Bank View citations (2)

2021

2. ECB’s economy-wide climate stress test
   Occasional Paper Series, European Central Bank View citations (29)

2020

3. 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 (2)

2019

4. Behind the scenes of the beauty contest: window dressing and the G-SIB framework
   Working Paper Series, European Central Bank View citations (8)

2018

5. 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 in Economic Policy (2020)

2016

6. 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)
7. CoRisk: measuring systemic risk through default probability contagion
   DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (3)

2015

8. Dynamic hierarchical models for monetary transmission
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
9. Dynamic models for monetary transmission
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
10. Modeling Systemic Risk with Correlated Stochastic Processes
    DEM Working Papers Series, University of Pavia, Department of Economics and Management
11. Monetary transmission models for bank interest rates
    DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)

Journal Articles

2021

1. Climate-related risks to financial stability
   Financial Stability Review, 2021, 1 View citations (5)

2020

2. 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 (1)
   See also Working Paper (2018)

2019

3. Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution
   Risks, 2019, 7, (1), 1-25 View citations (2)
4. 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

5. CoRisk: Credit Risk Contagion with Correlation Network Models
   Risks, 2018, 6, (3), 1-19 View citations (12)
6. Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
   Macroprudential Bulletin, 2018, 6

2017

7. Sovereign risk in the Euro area: a multivariate stochastic process approach
   Quantitative Finance, 2017, 17, (12), 1995-2008 View citations (8)