This paper provides a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. The authors motivate these measures from the supervisory, research, and data perspectives, and present concise definitions of each risk measure—including required inputs, expected outputs, and data requirements—in an extensive appendix. To encourage experimentation and innovation, the authors have developed open-source Matlab code for most of the analytics surveyed, which can be accessed through the Office of Financial Research (OFR) at http://www.treasury.gov/ofr. The paper discusses the importance of systemic risk measurement for financial stability, noting that policymakers, regulators, academics, and practitioners have yet to reach a consensus on how to define systemic risk. The authors argue that a robust framework for monitoring and managing financial stability must incorporate both a diversity of perspectives and a continuous process for re-evaluating the evolving structure of the financial system and adapting systemic risk measures to these changes. The paper also highlights the challenges of measuring systemic risk, including the difficulty of defining threats to financial stability and the need for a diverse range of measures to capture the complex and adaptive nature of the financial system. The paper is organized into several sections, including an introduction, supervisory perspective, research perspective, data issues, and conclusions. The supervisory perspective discusses the need for greater disclosure by systemically important financial institutions (SIFIs) and the role of the Office of Financial Research (OFR) in this regard. The research perspective describes a broader analytical framework for comparing and contrasting various systemic risk measures. The data issues section discusses the data requirements for systemic risk analytics, the standardization of legal entity identifiers, and the trade-offs between transparency and privacy. The paper concludes with a discussion of the importance of ongoing research and development in systemic risk analytics, and the need for a comprehensive library of systemic risk research that includes structured descriptions of each measurement methodology, identification of the necessary data inputs, source code, and formal taxonomies for keyword tagging to facilitate efficient online indexing, searching, and filtering. The authors also emphasize the importance of a diverse range of measures and the need for continuous evaluation and adaptation of systemic risk measures to the evolving financial system.This paper provides a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. The authors motivate these measures from the supervisory, research, and data perspectives, and present concise definitions of each risk measure—including required inputs, expected outputs, and data requirements—in an extensive appendix. To encourage experimentation and innovation, the authors have developed open-source Matlab code for most of the analytics surveyed, which can be accessed through the Office of Financial Research (OFR) at http://www.treasury.gov/ofr. The paper discusses the importance of systemic risk measurement for financial stability, noting that policymakers, regulators, academics, and practitioners have yet to reach a consensus on how to define systemic risk. The authors argue that a robust framework for monitoring and managing financial stability must incorporate both a diversity of perspectives and a continuous process for re-evaluating the evolving structure of the financial system and adapting systemic risk measures to these changes. The paper also highlights the challenges of measuring systemic risk, including the difficulty of defining threats to financial stability and the need for a diverse range of measures to capture the complex and adaptive nature of the financial system. The paper is organized into several sections, including an introduction, supervisory perspective, research perspective, data issues, and conclusions. The supervisory perspective discusses the need for greater disclosure by systemically important financial institutions (SIFIs) and the role of the Office of Financial Research (OFR) in this regard. The research perspective describes a broader analytical framework for comparing and contrasting various systemic risk measures. The data issues section discusses the data requirements for systemic risk analytics, the standardization of legal entity identifiers, and the trade-offs between transparency and privacy. The paper concludes with a discussion of the importance of ongoing research and development in systemic risk analytics, and the need for a comprehensive library of systemic risk research that includes structured descriptions of each measurement methodology, identification of the necessary data inputs, source code, and formal taxonomies for keyword tagging to facilitate efficient online indexing, searching, and filtering. The authors also emphasize the importance of a diverse range of measures and the need for continuous evaluation and adaptation of systemic risk measures to the evolving financial system.