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
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Working Papers
2022
- The double materiality of climate physical and transition risks in the euro area
Working Paper Series, European Central Bank View citations (2)
2021
- ECB’s economy-wide climate stress test
Occasional Paper Series, European Central Bank View citations (29)
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 (2)
2019
- Behind the scenes of the beauty contest: window dressing and the G-SIB framework
Working Paper Series, European Central Bank View citations (8)
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 in Economic Policy (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 (3)
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
2021
- Climate-related risks to financial stability
Financial Stability Review, 2021, 1 View citations (5)
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 (1)
See also Working Paper (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 (2)
- 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 (12)
- 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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