Add wine, shallot and garlic to a 3- or 4-quart soup pot. Turn heat to medium and cook for approximately 3-5 minutes, stirring occasionally until shallot pieces are translucent.
Add beans, rosemary, parsley, salt and pepper, and stir to combine. Cook over medium heat for 5 minutes, stirring occasionally.
Stir in broth and bring soup to a boil. Once boiling, lower to a simmer and cook uncovered for 20 minutes, stirring occasionally.
Remove from heat and stand for 5 minutes.
Using an immersion blender, puree the mixture, being careful not to splash hot liquid. Once there are no chunks of beans remaining, return the soup to medium-high heat. Stir in coconut milk and cook for approximately 5 more minutes until soup is thoroughly heated, stirring occasionally.
Season with additional salt and pepper to taste.