The European Systemic Risk Board’s Advisory Scientific Committee has published a report assessing whether features of artificial intelligence could create or amplify systemic risks in the financial system, and how policymakers might respond. It calls for a measured policy approach that could include targeted adjustments to prudential regulation. The report analyses 11 specific features of AI against key sources of systemic risk, including liquidity mismatches, common exposures, interconnectedness, lack of substitutability and leverage. It identifies five features as potentially significant amplifiers of systemic risk: concentration and entry barriers, model uniformity, monitoring challenges, overreliance and excessive trust, and speed. The proposed policy mix combines competition and consumer protection tools with prudential measures covering capital and liquidity regulation, “skin-in-the-game” and “level of sophistication” requirements, and enhanced supervision, alongside closer cross-border cooperation given AI’s global reach.