Before revision: In our previous paper  "A Unified Approach to Systemic Risk Measures via Acceptance Set"  , we have introduced a general class of systemic risk measures that allow  random allocations to individual banks before aggregation of their risks.
After revision: In our previous paper "A Unified Approach to Systemic Risk Measures via Acceptance Set" Mathematical Finance, 2018 , we have introduced a general class of systemic risk measures that allow random allocations to individual banks before aggregation of their risks.