There is also another issue – that of determining the extent of the systemic risk surcharge. This is as yet an issue of debate though there are calls to measure in a rigorous and scientific way relating it to the downside risk of the financial system.
The systemic risk assessment would require macro-prudential analysis to examine the dynamically changing interactions between financial institutions, the financial markets and the real economy, as well as risks from unregulated or less regulated entities for the banking systems.