Systemic financial risk is hard to see and measure, costing society greatly. The Mexican banking system's risk is complex, with different layers of interconnectedness. Focusing on just one layer underestimates the total risk by up to 90%. Systemic risk levels of individual banks show the overall risk profile of the system, revealing that expected losses are much higher now than before the 2007-2008 financial crisis. Individual transactions can have much higher systemic risk than credit risk, posing significant dangers. The total systemic risk is even greater than the sum of risks from all layers combined, showing a non-linear effect. This study provides the first data-driven quantification of national systemic risk levels, exposing the true extent of the risk.