One of the aftermaths of the financial crisis is the search for a good measure to quantify systemic risk, i.e. the negative spillover effects that an individual institution or an industry sector might have on others or even the financial system as a whole. In a general setting, we introduce a measure for the systemic risk contribution of individual institutions which embeds different approaches made so far in the literature. Our approach ensures that the contributions to systemic risk of the individual institutions add up to the aggregate systemic risk and thus allows for supervisors to identify systemically important financial institutions and to set adequate capital requirements. To apply the proposed method, we give examples of how a market distress can be identified and show how the contribution to systemic risk changed along the financial crisis.