  As well known, all functionals of a Markov process may be expressed in terms
of the generator operator, modulo some analytic work. In the case of spectrally
negative Markov processes however, it is conjectured that everything can be
expressed in a more direct way using the $W$ scale function which intervenes in
the two-sided first passage problem, modulo performing various integrals. This
conjecture arises from work on Levy processes \cite{AKP,Pispot,APP,Iva,IP,
ivanovs2013potential,AIZ,APY}, where the $W$ scale function has explicit
Laplace transform, and is therefore easily computable; furthermore it was found
in the papers above that a second scale function $Z$ introduced in \cite{AKP}
greatly simplifies first passage laws, especially for reflected processes.
  This paper gathers a collection of first passage formulas for spectrally
negative Parisian L\'evy processes, expressed in terms of $W,Z$ which may serve
as an "instruction kit" for computing quantities of interest in applications,
for example in risk theory and mathematical finance.
  To illustrate the usefulness of our list, we construct a new index for the
valuation of financial companies modeled by spectrally negative L\'evy
processes, based on a Dickson-Waters modifications of the de Finetti optimal
expected discounted dividends objective. We offer as well an index for the
valuation of conglomerates of financial companies.
  An implicit question arising is to investigate analog results for other
classes of spectrally negative Markovian processes.
