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It is well known that the interbank market is able to effectively provide financial liquidity for the entire banking system and maintain the stability of the financial market. In this paper, we develop an innovative complex network approach to simulate an interbank network with systemic risk contagion that takes into account the balance sheet of each bank, from which we can identify if the financial institutions have sufficient capital reserves to prevent risk contagion. Cascading defaults aredoi:10.1155/2020/6035372 fatcat:nvf2g7hpbbehll7jw5lehgitgi