Short answer is yes and multiple open source projects that implement them can be found on the web (stm32-dfu-bootloader) for example. As a rule of thumb, if the internal flash memory can be reprogrammed by the user software or execution is possible from RAM, a bootloader is always possible regardless of its features.
EDIT: What I wrote above doesn't apply to system memory. Please check @Uwe Bonnes 's response.
Thank You SBEN for the answer. So far clear for me, but my question was if the so called system memory can be used to store a custom bootloader. As far as I understood the manual there is a bootloader which is programmed by ST during production in the system memory. I would like to use this system memory to store my bootloader to safe flash memory for my application.