They will face an Italian team that also suffered defeat in their opening game against Bucharest Wolves in Romania last weekend.
However, Davies knows the Warriors will only record a first win in the Amlin Challenge Cup this season if they adopt the right attitude and concentrate on their own performance.
"My first game in Europe with Leeds was against Parma… and we lost," smiled Davies. "That was about ten years ago and Italian rugby has changed quite a bit since then.
"They only have the two regional professional teams that play in the RaboDirect Pro 12 and a league underneath that which is similar to the Championship.
"We don't know a great deal about them, certainly not as much as we did against Stade Francais. But we do know they are a side that do like to throw the ball about and play.
"It will be a test for our defence and hopefully we can continue from Monday night and score a few tries ourselves.
"We need to perform and get a win. As everyone has seen and said, the last seven or eight weeks have been a little frustrating. But it's not about what has been done but what is to be done.
"We have got to make sure we go out on Saturday and perform exceptionally well and get on the right side of these games.
"Richard manages the squad tremendously well, as do the conditioning and medical staff, and it's an opportunity this week for people to play and work on other aspects of the game," he added.
"It has been a good week and the lads who played on Monday did well and it is likely that the side that goes to Parma will not be that different.
"We want to keep some continuity and it gives people to put their hands up for selection for the Aviva Premiership games before Christmas."