In the aftermath of the global financial crisis, a consensus rapidly emerged that systemic risk – a central concept in financial stability – needed to be contained going forward. However, to this day experts cannot agree on how to even measure systemic risk in the first place. In the past few years, researchers have proposed a plethora of indicators, making matters more difficult for policymakers. Our study proposes an analytical approach designed to lend structure to this universe of indicators for measuring systemic risk.

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