In a large Dutch oven, melt 4 tablespoons butter over medium-high heat. Brown the chicken pieces until nicely colored and cooked through. Remove chicken to a large bowl and set aside.
Using the same Dutch oven, stir in the flour. This will create a roux. Stir in the onions and peppers. Add the chicken stock to deglaze the pan and stir in the heavy cream. Lower heat and cook until the mixture thickens, about 5 minutes. Once the sauce has thickened, add the chili powder, coriander, cumin, cayenne, black pepper and the salt. Stir and cook for a few minutes. Add the cannellini beans, chiles and the chicken and simmer for another 6 to 8 minutes. At the very end, mix in the sour cream. Transfer to a serving bowl and garnish with Cheddar and parsley.