Before revision:  We show that the dual formulation of the minimization problem identifying the systemic risk measure provides a valuation of the random allocations, which is fair both from the point of view of the society/regulator and from the individual financial institutions.
After revision:  We show that the dual formulation of the minimization problem identifying the systemic risk measure provides a valuation of the random allocations, which is fair both from the point of view of the individual financial institutions.