Laura Parisi

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

6

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12

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5

Scholarly Papers (6)

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1.

The double materiality of climate physical and transition risks in the euro area

Downloads 1,184 (30,118)
Citation 1

The double materiality of climate physical and transition risks in the euro area

Number of pages: 62 Posted: 11 Oct 2021 Last Revised: 14 Apr 2022
Régis Gourdel, Irene Monasterolo, Nepomuk Dunz, Andrea Mazzocchetti and Laura Parisi
WU Vienna University of Economics and Business, EDHEC Business School, ERCII, WU Vienna, Ca Foscari University of Venice and European Central Bank (ECB)
Downloads 826 (49,256)
Citation 2

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climate physical risk; climate transition risk; Network for Greening the Financial System scenarios; double materiality; Stock-Flow Consistent model.

The Double Materiality of Climate Physical and Transition Risks in the Euro Area

ECB Working Paper No. 2022/2665
Number of pages: 64 Posted: 21 May 2022
Régis Gourdel, Irene Monasterolo, Nepomuk Dunz, Andrea Mazzocchetti and Laura Parisi
WU Vienna University of Economics and Business, EDHEC Business School, ERCII, WU Vienna, Ca Foscari University of Venice and European Central Bank (ECB)
Downloads 358 (138,842)
Citation 5

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climate physical risk, climate transition risk, double materiality, Network for Greening the Financial System scenarios, Stock-Flow Consistent model

2.

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 30 May 2016
Paolo Giudici and Laura Parisi
University of Pavia and European Central Bank (ECB)
Downloads 226 (224,168)
Citation 3

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stochastic processes, default probabilities, correlation networks, contagion effects

3.

Completing the Banking Union with a European Deposit Insurance Scheme: Who is Afraid of Cross-Subsidisation?

ECB Occasional Paper No. 208
Number of pages: 57 Posted: 18 Apr 2018
Jacopo Carmassi, Sonja Dobkowitz, Johanne Evrard, Laura Parisi, André F. Silva and Michael Wedow
European Central Bank, Bonn University, European Central Bank (ECB), European Central Bank (ECB), Board of Governors of the Federal Reserve System and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 175 (282,631)
Citation 3

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European Deposit Insurance Scheme (EDIS), risk-based contributions, cross-subsidisation

4.

Behind the Scenes of the Beauty Contest: Window Dressing and the G-SIB Framework

Number of pages: 40 Posted: 30 Jul 2019
Markus Behn, Giacomo Mangiante, Laura Parisi and Michael Wedow
European Central Bank (ECB), University of Lausanne, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 125 (370,757)
Citation 1

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bank regulation, systemically important banks, window dressing

5.

Liquidity in Resolution: Estimating Possible Liquidity Gaps for Specific Banks in Resolution and in a Systemic Crisis

ECB Occasional Paper No. 2020250
Number of pages: 62 Posted: 10 Nov 2020
Laura Parisi, Dimitrios E. Chalamandaris, Raschid Amamou and Pär Torstensson
European Central Bank (ECB), Bank of Greece, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 100 (435,322)
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6.

Correlation Networks to Measure the Systemic Implications of Banks Resolution

Number of pages: 30 Posted: 15 Aug 2017
Paolo Giudici and Laura Parisi
University of Pavia and European Central Bank (ECB)
Downloads 93 (456,548)
Citation 1

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Bail-In, CDS Spreads, Financial Networks, Systemic Risk