Lukas Voellmy

Welcome! I am an economist at the Swiss National Bank (Research Affairs unit). This site contains some information about my research, which focuses on models of financial crises, in particular bank panics.

E-Mail: lukas.voellmy@snb.ch

Disclaimer: The views expressed in all work on this website are those of the authors and are not necessarily reflective of views at the SNB.

Papers

Bagehot's Rule, Collateral, and Solvency (Working Paper)
Decomposing Liquidity Risk in Banking Models (SNB Working Paper)
Redemption Fees and Gates in the Lab (SNB Working Paper)
with Hubert Janos Kiss and Alfonso Rosa-Garcia
Revise & Resubmit, Journal of Money, Credit and Banking
Money Creation in a Neoclassical Economy: Equilibrium Multiplicity and the Liquidity Trap (SNB Working Paper)
with Lukas Altermatt and Hugo van Buggenum
Revise & Resubmit, Journal of Monetary Economics
Systemic Bank Runs without Aggregate Risk: How a Misallocation of Liquidity May Trigger a Solvency Crisis (link to paper)
with Lukas Altermatt and Hugo van Buggenum
Journal of Financial Economics, 2024

Preventing Runs Under Sequential Revelation of Liquidity Needs (link to paper)
Journal of Economic Dynamics and Control, 2024
The Optimal Distribution of Insured and Uninsured Deposits Across Banks (link to paper)
Macroeconomic Dynamics , 2023
Internet Appendix

Previous version published under the title "Shadow Banking and Financial Stability Under Limited Deposit Insurance" as ESRB Working Paper (finalist of the Ieke van den Burg Prize for research on systemic risk)

Preventing Runs with Fees and Gates (link to paper)
Journal of Banking and Finance, 2021

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