In hot oil in 6-qt Dutch oven, saute onion, green pepper, celery and garlic, stirring frequently, over medium heat until celery is tender. Add bay leaf, 1/2 tsp salt, the pepper, tomatoes and chicken broth.
Bring to boiling, stirring frequently. Simmer, covered, 30 minutes.
Meanwhile, shell and devein shrimp. Cut in half legthwise.
Cut okra into 1/2" slices. Add okra to tomato mixture. Simmer, covered, 15 minutes. Add shrimp; cook, covered, 3 minutes, or until tender. Stir in file.
For each serving, spoon gumbo over 1/2 cup rice in each warm serving bowl. Sprinkle with parsley.