This study explores how the complexity and capital structure of interbank systems affect the spread of financial crises. By analyzing factors like capital indicators, network topology, leverage, bank interconnectedness, and size homogeneity, the researchers found that heterogeneity, leverage, and connectivity influence systemic risk and crisis propagation. They created a model of interbank networks to show how crises spread under different scenarios, assessing the resilience of financial systems to external shocks through complex network theory and Monte Carlo simulations.