Details about Laura Parisi

Access statistics for papers by Laura Parisi.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: ppa1086

Working Papers

2025

1. Capital markets union: a deep dive - Five measures to foster a single market for capital
   Occasional Paper Series, European Central Bank

2023

2. Estimating systemic risk for non-listed euro-area banks
   Working Paper Series, European Central Bank
   See also Journal Article Estimating systemic risk for non-listed Euro-area banks, Journal of Financial Stability, Elsevier (2024) (2024)
3. Living in a world of disappearing nature: physical risk and the implications for financial stability
   Occasional Paper Series, European Central Bank View citations (3)
4. NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
   Occasional Paper Series, European Central Bank View citations (2)
5. The impact of the euro area economy and banks on biodiversity
   Occasional Paper Series, European Central Bank View citations (1)

2022

6. The double materiality of climate physical and transition risks in the euro area
   Working Paper Series, European Central Bank View citations (5)
   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

7. ECB’s economy-wide climate stress test
   Occasional Paper Series, European Central Bank View citations (46)

2020

8. 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

9. 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

10. 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

11. 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)
12. CoRisk: measuring systemic risk through default probability contagion
    DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (4)

2015

13. Dynamic hierarchical models for monetary transmission
    DEM Working Papers Series, University of Pavia, Department of Economics and Management
14. Dynamic models for monetary transmission
    DEM Working Papers Series, University of Pavia, Department of Economics and Management
15. Modeling Systemic Risk with Correlated Stochastic Processes
    DEM Working Papers Series, University of Pavia, Department of Economics and Management
16. 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

1. Estimating systemic risk for non-listed Euro-area banks
   Journal of Financial Stability, 2024, 75, (C)
   See also Working Paper Estimating systemic risk for non-listed euro-area banks, Working Paper Series (2023) (2023)
2. 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 (5) (2022)

2022

3. 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

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

2020

5. 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

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

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

2017

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