Not strictly to do with issue of setting the parking brake or not with respect to brake cooling but I did have a fright a few years ago in the A320 when the aicraft rolled backwards on the stand circa one metre, despite the fact that the chocks were in!
Investigation revealed that the stand area was very slippery due grease, oil deposits and the chocks actually slipped on the surface.
Neither myself nor the First Officer were aware that the aircraft had moved as we were attending to post flight paperwork duties until a cabin crew member came to ask whether we had moved as there was misaligment between the aircraft and the jetty!
Fortunately there was no damage or injury to personnel but I learned quite a lot from this incident - not the best way to end the working day so be warned!
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