Before revision:  To account for the set-valued nature of the systemic risk measures mentioned above, we secondly introduce a theoretical framework of elicitability and identifiability of set-valued functionals.
After revision:  To account for the set-valued nature of the systemic risk measures mentioned above, we secondly introduce a theoretical framework of Fissler, Hlavinov\'a and Rudloff (2019) for forecast evaluation of set-valued functionals.