Laura Parisi

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

1,266

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (6)

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
WU Vienna University of Economics and Business, EDHEC Business School, WU Vienna, Ca' Foscari University of Venice and European Central Bank (ECB)
Downloads 585 (65,605)

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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
WU Vienna University of Economics and Business, EDHEC Business School, WU Vienna, Ca' Foscari University of Venice and European Central Bank (ECB)
Downloads 114 (335,908)

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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 211 (201,439)
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
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 153 (265,850)
Citation 3

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

4.

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 76 (427,942)
Citation 1

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

5.

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

Number of pages: 40 Posted: 30 Jul 2019
European Central Bank (ECB), University of Lausanne, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 71 (443,954)
Citation 1

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bank regulation, systemically important banks, window dressing

6.

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
European Central Bank (ECB), Bank of Greece, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 56 (499,186)
Citation 2

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