Analysis and research on interbank market based on multi-layer network structure is conducive to avoiding or weakening the risk impact on financial market. Based on test data simulated by credit lending business scenario, combined with the multi-layer network structure and complex network analysis method of interbank market, the important nodes in interbank market were judged and identified from different angles, meanwhile Jaccard similarity coefficient between the layers and inter-institution Pearson similarity coefficient were calculated and the infectousness of risk contagion of interbank market was measured from macroscopic and microscopic perspectives. The experimental results show that large-scale state-owned financial institutions such as Bank of China and China Development Bank are of high importance in the system, and the greater the similarity between institutions, the greater the infectiousness of risk contagion. Therefore, by calculating the important node measure index in the network layer, comprehensive and complete analysis of the risk contagion of the entire system can help the regulators to achieve accurate monitoring of important institutions in the system. At the same time, from the perspectives of inter-layer analysis and intra-layer analysis, comprehensive measurement of the infectious degree of risk contagion between institutions after financial shock provides policy advice to regulators.