Parisi, F. (2022). Shifting Drivers for US House Prices. The Journal of Structured Finance, 28(1), 48-57.

Parisi, F. (2020). But this time IS different-COVID recession. The Journal of Structured Finance, 26(3), 63–70.

Ceman, E. and Parisi, F. (2018). Extreme market value declines: How Well Do Rating Agency Assumptions Hold? The Journal of Structured Finance, 24(3), 79–88.

Adelson, M., Parisi, F., and Albulescu, H. C. (2012). Report from ABS East 2011. The Journal of Structured Finance, 17(4), 61–84.

Parisi, F. (2011). The certainty of uncertainty: Where models and reality part company. Structured Finance Research. Standard & Poor's.

Digney, J., Pollem, K. C., Duka, B., Thompson, E., and Parisi, F. (2010). U.S. CMBS rating methodology and assumptions for conduit/fusion pools. Standard & Poor’s Ratings Direct.

Karvetski, C., Lund, R. B., and Parisi, F. (2009). A statistical study of extreme Nor’easter snowstorms. Involve, 2(3), 341–350.

Giudici, A. J., Warner, E., Parisi, F., and Gillis, T. G. (2008). Why the ABX may not be a good overall indicator of ‘AAA’ credit risk in U.S. RMBS transactions. Standard & Poor’s Ratings Direct.

Parisi, F. (2008). Standard & Poor’s U.S. RMBS loss assumptions can likely withstand continued home price declines. Standard & Poor’s Ratings Direct.

Parisi, F. and Gillis, T. G. (2008). Standard & Poor’s revises U.S. subprime, prime, and alternative-A RMBS loss assumptions. Standard & Poor’s Ratings Direct.

Parisi, F. and Lund, R. (2008). Return periods of Continental U.S. hurricanes. Journal of Climate, 21, 403–410.

Parisi, F. and Uppuluri, S. (2008). The anatomy of loss severity assumptions in U.S. subprime RMBS. Standard & Poor’s Ratings Direct.

Kay, L., Thompson, E., Parisi, F., and Ramkhelwan, G. (2007). North American CMBS default and loss study: Year-end 2006 update shows drop in defaults and loss severities. Standard & Poor’s Ratings Direct.

Khadem, V. and Parisi, F. (2007). Residential mortgage-backed securities. In A. de Servigny and N. Jobst, editors, The Handbook of Structured Finance, chapter 12, pages 543–592. McGraw-Hill, New York.

Parisi, F. and Giudici, A. (2007). Standard & Poor’s revised default and loss curves for U.S. subprime RMBS. Standard & Poor’s Ratings Direct.

Parisi, F. (2006). Choosing the right quantitative model for the job. Standard & Poor’s Ratings Direct.

Parisi, F. (2006). The differing role of quantitative analytics in credit and equity ratings. Standard & Poor’s Ratings Direct.

Parisi, F. (2006). Fitting time into models of default recovery rates. Standard & Poor’s Ratings Direct.

Sheridan, J. F., Erturk, E., Martin, A. S., Parisi, F., Rome, J., and Hampel, M. (2006). Loan level data, while limited provides insight into U.S. auto loans credit behavior. Standard & Poor’s CreditWeek, Standard & Poor’s. August 23, 2006.

Sheridan, J. F., Erturk, E., Parisi, F., Hampel, M., Rome, J., and Yan, M. (2006). S&P’s auto loanlevel model enhances understanding of loss performance. Standard & Poor’s Ratings Direct.

Parisi, F. (2004). Extreme value modeling with S-PLUS and S+FinMetrics in Standard & Poors ratings. Proceedings of the S-PLUS Users Conference. Presented at the S-PLUS User’s Conference, Boston, MA, October 21-22, 2004.

Parisi, F. (2004). Loss correlations among U.S. consumer assets. Structured Finance Special Report, Standard & Poor’s, New York.

Parisi, F. and Mason, S. (2004). Boom, Bubble, or Bust? Tracking the U.S. housing market and its effect on RMBS. Standard & Poor’s Ratings Direct.

Raiter, F. L. and Parisi, F. (2004). Mortgage credit and the evolution of risk-based pricing. Working Paper Series BABC 04-23, Joint Center for Housing Studies, Harvard University.

Raiter, F. L. and Parisi, F. (2004). Risk-based pricing in the non-conforming market. Mortgage Banking, 64(7), 56–63.

Stock, M. and Parisi, F. (2004). Enhancements in U.S. loss severity modeling focus on servicing expertise. Standard & Poor’s Ratings Direct.

Parisi, F. (2003). Low interest rates pose no imminent risk in U.S. adjustable-rate mortgages. Structured Finance Special Report, Standard & Poor’s, New York.

Griep, C. M. and Parisi, F. (2002). Higher ratings suggest stronger recoveries. Standard & Poor’s Ratings Direct. March 11, 2002.

Osterweil, T. G. and Parisi, F. (2002). Methodology revised for estimating U.S. house price volatility. Standard & Poor’s Ratings Direct. April 1, 2002.

Griep, C. M. and Parisi, F. (2001). Outlook proves reliable indicator of companies’ default probability. Standard & Poor’s Ratings Direct. October 25, 2001.

Parisi, F. (2001). U.S. consumer debt: Volume heads north as economy heads south. Standard & Poor’s Ratings Direct. July 3, 2001.

Parisi, F. (2000). Extreme value theory and Standard & Poor’s ratings. Standard & Poor’s Structured Finance Special Report.

Parisi, F. (2000). Modeling unhedged foreign exchange risk in structured ratings. Structure Finance Research, Standard & Poor’s, New York.

Parisi, F. and Lund, R. (2000). Seasonality and return periods of landfalling Atlantic basin hurricanes. Australian & New Zealand Journal of Statistics, 42, 271–282.

Kozel, P. P. and Parisi, F. (1999). Commercial mortgage origination and its impact on the CMBS market. Standard & Poor’s Ratings Direct. April 29, 1999.

Parisi, F. (1999). Australian interest rate criteria for structured finance ratings. Sturctured Finance Research Report, Standard & Poor’s Ratings Services, New York.

Parisi, F. and Herlihy, H. M. (1999). Modeling catastrophe reinsurance risk: Implications for the CAT bond market. Structured Finance Special Report, Standard & Poor’s, New York.

Parisi, F. and Raiter, F. (1999). New RMBS mortgage risk model unveiled. Standard & Poor’s Ratings Direct. October 11, 1999.

Sheridan, T. J., Parisi, F., and Berkowitz, P. (1999). State housing finance agency variable-rate debt: A new rating approach. Standard & Poor’s Ratings Direct. September 29, 1999.

Parisi, F. (1998). Interest rate criteria for structured finance ratings. Structured Finance Research, Standard & Poor’s, New York.

Parisi, F. (1998). Mapping bank loan scoring models to Standard & Poor’s ratings in CBO/CLO transactions. Structured Finance Research Report, Standard & Poor’s Ratings Services, New York.

Unpublished/Technical Reports

Parisi, F. (2016). Evolution of credit risk in Non-Agency RMBS: Before and after the great recession. Technical Report.

Parisi, F. (2004). Revision to Standard & Poor’s small pool adjustment for RMBS pools. Internal Paper.

Parisi, F. (2002). Analysis of CORE data input quality for structured finance. Technical report, Standard & Poor’s.

Parisi, F. (2001). Comparative credit performance for corporate, financial institutions, and insurance ratings. , Standard & Poor’s.

Parisi, F. (2001). HELOC ratings loss multiples considering historical prepayment behavior. Unpublished, Standard & Poor’s.

Parisi, F. (2000). Defining economic scenarios for ratings: A logistic regression approach. Unpublished, Standard & Poor’s.

Parisi, F. (1999). Analysis of conventional mortgage defaults and the determination of rating multiples. Unpublished, Standard & Poor’s.

Parisi, F. (1999). Using mortgage losses to determine rating multiples. Unpublished, Standard & Poor’s.