  In this paper we study the draw-down related Parisian ruin problem for
spectrally negative L\'{e}vy risk processes. We introduce the draw-down
Parisian ruin time and solve the corresponding two-sided exit time via
excursion theory. We also obtain an expression of the potential measure for the
process killed at the draw-down Parisian time. As applications, new results are
obtained for spectrally negative L\'{e}vy risk process with dividend barrier
and Parisian ruin.
