Systemic importance of financial institutions is a crucial information for supervisory authorities and central banks since maintaining the stability of the financial system is their responsibility. However, this information is important for investors as well because it helps to diversify their exposure towards the financial sector.

In this chapter, we have shown two of the several different methods that can help in the identification of systemically important financial institutions. These two methods are based on the tools of network theory. The first was focusing only on the position of each institution in a financial network. So it doesn't take into account the structure of the balance sheet at each institutions. The second was a simulation method that took into account some important data on the bank's capital position as well. The results of these two methods should be taken into account subsequently to get a clear picture.