The parochial report was an annual report that was not denomination specific, but in recent years Shepherd's Staff had its functionality improved upon with the Church Statistics report. Because of this, we did have a warning in previous versions of Shepherd's Staff indicating that the parochial report was going to be replaced by denominational reports and the church statistics report. In Shepherd's Staff, we have made the decision to remove the Parochial report.
The denomination specific reports were released with 8.8 and can be found in the Membership Module under Other Reports in a report called Statistics: Denomination-specific. You can also get more information on the Church Statistics report here.