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Lukas Voellmy

Personal Details

First Name:Lukas
Middle Name:
Last Name:Voellmy
Suffix:
RePEc Short-ID:pvo254
[This author has chosen not to make the email address public]
https://sites.google.com/view/lukasvoellmy

Affiliation

Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dr. Lukas Voellmy, 2024. "Decomposing liquidity risk in banking models," Working Papers 2024-03, Swiss National Bank.
  2. Lukas Altermatt & Hugo van Buggenum & Dr. Lukas Voellmy, 2022. "Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis," Working Papers 2022-10, Swiss National Bank.
  3. Voellmy, Lukas, 2019. "Shadow banking and financial stability under limited deposit insurance," ESRB Working Paper Series 105, European Systemic Risk Board.

Articles

  1. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  2. Altermatt, Lukas & van Buggenum, Hugo & Voellmy, Lukas, 2024. "Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis," Journal of Financial Economics, Elsevier, vol. 161(C).
  3. Voellmy, Lukas, 2023. "The optimal distribution of insured and uninsured deposits across banks," Macroeconomic Dynamics, Cambridge University Press, vol. 27(8), pages 2252-2269, December.
  4. Voellmy, Lukas, 2021. "Preventing runs with fees and gates," Journal of Banking & Finance, Elsevier, vol. 125(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lukas Altermatt & Hugo van Buggenum & Dr. Lukas Voellmy, 2022. "Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis," Working Papers 2022-10, Swiss National Bank.

    Cited by:

    1. Zachary Feinstein & Grzegorz Halaj & Andreas Sojmark, 2024. "The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience," Papers 2407.03285, arXiv.org.
    2. Feinstein, Zachary & Hałaj, Grzegorz & Søjmark, Andreas, 2024. "The not-so-hidden risks of ‘hidden-to-maturity’ accounting: on depositor runs and bank resilience," Working Paper Series 2970, European Central Bank.
    3. Barlevy, Gadi & Bird, Daniel & Fershtman, Daniel & Weiss, David, 2024. "Money under the mattress: Inflation and lending of last resort," Journal of Economic Theory, Elsevier, vol. 217(C).

  2. Voellmy, Lukas, 2019. "Shadow banking and financial stability under limited deposit insurance," ESRB Working Paper Series 105, European Systemic Risk Board.

    Cited by:

    1. Schilling, Linda, 2019. "Optimal Forbearance of Bank Resolution," CEPR Discussion Papers 14244, C.E.P.R. Discussion Papers.
    2. Zarei , Mehran & esfandiari , marziyeh & Mirjalili , Seyed Hossein, 2021. "The Impact of Shadow Banking on the Financial Stability: Evidence from G20 Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 237-252, June.

Articles

  1. Altermatt, Lukas & van Buggenum, Hugo & Voellmy, Lukas, 2024. "Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis," Journal of Financial Economics, Elsevier, vol. 161(C).
    See citations under working paper version above.
  2. Voellmy, Lukas, 2021. "Preventing runs with fees and gates," Journal of Banking & Finance, Elsevier, vol. 125(C).

    Cited by:

    1. Jiahong Gao & Robert R. Reed, 2023. "Preventing bank panics: The role of the regulator's preferences," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 387-422, May.
    2. Schilling, Linda, 2023. "Smooth versus Harsh Regulatory Interventions and Policy Equivalence," MPRA Paper 116612, University Library of Munich, Germany.
    3. Schilling, Linda, 2024. "Smooth Regulatory Intervention," MPRA Paper 120041, University Library of Munich, Germany.
    4. Panetti, Ettore, 2022. "Banks’ liquidity provision and panic runs with recursive preferences," Finance Research Letters, Elsevier, vol. 47(PA).
    5. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.
    6. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2020-01-06 2022-10-24 2024-04-01. Author is listed
  2. NEP-CBA: Central Banking (1) 2022-10-24. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2022-10-24. Author is listed
  4. NEP-FDG: Financial Development and Growth (1) 2022-10-24. Author is listed
  5. NEP-FMK: Financial Markets (1) 2024-04-01. Author is listed
  6. NEP-IAS: Insurance Economics (1) 2020-01-06. Author is listed
  7. NEP-RMG: Risk Management (1) 2024-04-01. Author is listed

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