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Details about Laura Parisi

Workplace:European Central Bank, (more information at EDIRC)

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

  1. Estimating systemic risk for non-listed euro-area banks
    Working Paper Series, European Central Bank Downloads
  2. Living in a world of disappearing nature: physical risk and the implications for financial stability
    Occasional Paper Series, European Central Bank Downloads View citations (3)
  3. NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
    Occasional Paper Series, European Central Bank Downloads View citations (2)
  4. The impact of the euro area economy and banks on biodiversity
    Occasional Paper Series, European Central Bank Downloads View citations (1)

2022

  1. The double materiality of climate physical and transition risks in the euro area
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (2) (2024)

2021

  1. ECB’s economy-wide climate stress test
    Occasional Paper Series, European Central Bank Downloads View citations (44)

2020

  1. Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis
    Occasional Paper Series, European Central Bank Downloads View citations (3)

2019

  1. Behind the scenes of the beauty contest: window dressing and the G-SIB framework
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (4) (2022)

2018

  1. Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?
    Occasional Paper Series, European Central Bank Downloads 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) Downloads View citations (4) (2020)

2016

  1. 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 Downloads View citations (1)
  2. CoRisk: measuring systemic risk through default probability contagion
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads View citations (4)

2015

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

Journal Articles

2024

  1. The double materiality of climate physical and transition risks in the euro area
    Journal of Financial Stability, 2024, 71, (C) Downloads View citations (2)
    See also Working Paper The double materiality of climate physical and transition risks in the euro area, Working Paper Series (2022) Downloads View citations (4) (2022)

2022

  1. Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework
    International Journal of Central Banking, 2022, 18, (5), 1-42 Downloads 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) Downloads View citations (11) (2019)

2021

  1. Climate-related risks to financial stability
    Financial Stability Review, 2021, 1 Downloads View citations (8)

2020

  1. Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?
    Economic Policy, 2020, 35, (101), 41-95 Downloads 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) Downloads View citations (22) (2018)

2019

  1. Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution
    Risks, 2019, 7, (1), 1-25 Downloads View citations (3)
  2. Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis
    Macroprudential Bulletin, 2019, 7 Downloads View citations (1)

2018

  1. CoRisk: Credit Risk Contagion with Correlation Network Models
    Risks, 2018, 6, (3), 1-19 Downloads View citations (14)
  2. Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks
    Macroprudential Bulletin, 2018, 6 Downloads

2017

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