Before revision:  Firstly, we establish elicitability and identifiability results for systemic risk measures introduced in Feinstein, Rudloff and Weber (2017 ). Specifying the entire set of capital allocations adequate to render a financial system acceptable, these systemic risk measures are examples of set-valued functionals.
After revision:  Firstly, we establish elicitability and identifiability results for systemic risk measures introduced in Feinstein, Rudloff and Weber (2017 ). Since these are set-valued functionals.