This paper provides a comprehensive survey of 31 quantitative measures of systemic risk, covering key themes and issues in the field. The authors motivate these measures from supervisory, research, and data perspectives, and present concise definitions, including required inputs, expected outputs, and data requirements. To encourage experimentation and innovation, the paper includes open-source Matlab code for most of the analytics surveyed. The measures are categorized into macroeconomic, granular foundations and network, forward-looking risk, stress tests, cross-sectional, and measures of illiquidity and insolvency. The paper also discusses the challenges and limitations of systemic risk measurement, emphasizing the need for a robust framework that incorporates diverse perspectives and continuous re-evaluation. The authors argue that accurate and timely measurement of systemic risk is crucial for financial stability, and that a single consensus measure may not be sufficient due to the complex and adaptive nature of the financial system. The paper concludes by highlighting the importance of ongoing research and the need for practical implementation to translate economic concepts into actionable measures.This paper provides a comprehensive survey of 31 quantitative measures of systemic risk, covering key themes and issues in the field. The authors motivate these measures from supervisory, research, and data perspectives, and present concise definitions, including required inputs, expected outputs, and data requirements. To encourage experimentation and innovation, the paper includes open-source Matlab code for most of the analytics surveyed. The measures are categorized into macroeconomic, granular foundations and network, forward-looking risk, stress tests, cross-sectional, and measures of illiquidity and insolvency. The paper also discusses the challenges and limitations of systemic risk measurement, emphasizing the need for a robust framework that incorporates diverse perspectives and continuous re-evaluation. The authors argue that accurate and timely measurement of systemic risk is crucial for financial stability, and that a single consensus measure may not be sufficient due to the complex and adaptive nature of the financial system. The paper concludes by highlighting the importance of ongoing research and the need for practical implementation to translate economic concepts into actionable measures.