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Details about Laura Parisi

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

Access statistics for papers by Laura Parisi.

Last updated 2021-10-22. Update your information in the RePEc Author Service.

Short-id: ppa1086


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Working Papers

2021

  1. ECB’s economy-wide climate stress test
    Occasional Paper Series, European Central Bank Downloads View citations (5)

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 (1)

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 (7)

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 (19)
    See also Journal Article in Economic Policy (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 (2)

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

2021

  1. Climate-related risks to financial stability
    Financial Stability Review, 2021, 1 Downloads View citations (3)

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
    See also Working Paper (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 (1)
  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 (6)
  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 (7)
 
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