This paper uses a toy financial system to study systemic risk in scale-free interbank
networks. Networks are produced according to a fitness algorithm, combined with a representation of
the balance sheets of the banks. Our generating processes for interbank networks are designed in a
way to reproduce the frequently documented features of disassortative behavior, power laws in the
degree distributions and power laws in the distribution of bank sizes. The results show the presence of
a particular shell structure affecting the spread of an endogenous shock.