Before revision:  Specifying the entire set of capital allocations adequate to render a financial system acceptable, these systemic risk measures are examples of set-valued functionals.A functional is elicitable (identifiable ) if it is the unique minimiser (zero) of an expected scoring function(identification function). Elicitability and identifiability are essential for forecast ranking and validation, M- and Z-estimation, both possibly in a regression framework. 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:  Specifying the entire set of capital allocations adequate to render a financial system acceptable, these systemic risk measures are examples of set-valued , we work within the theoretical framework of elicitability and identifiability of set-valued functionals.