This paper presents an empirical analysis of the network structure of the Austrian interbank market using data from the Oesterreichische Nationalbank (OeNB). The study reveals that the contract size distribution follows a power law over more than three decades. The interbank network exhibits a community structure that mirrors the regional and sectoral organization of the Austrian banking system. The degree distribution of the network shows two different power law exponents, corresponding to two sub-network structures with varying degrees of hierarchical organization. The network also displays typical features of complex real-world networks, such as a low clustering coefficient and a relatively short average shortest path length. The interbank network is characterized by the liability matrix L, where entries L_ij represent the liabilities of bank i towards bank j. The study uses a unique dataset of 10 liability matrices from 2000 to 2003 to reconstruct the network. The data is combined with balance sheet data and loan registers to estimate the liability matrix. The network is analyzed using a dissimilarity index algorithm, which identifies communities in the network that correspond to the regional and sectoral organization of the banking system. The degree distributions of the interbank network follow power laws, with different exponents for different sub-networks. The network has a low clustering coefficient and a short average shortest path length, indicating that it is a "small world" network with a low degree of separation between any two nodes. The study shows that the interbank network is structurally similar to interbank systems in many European countries, including Germany, France, and Italy. The findings suggest that the network is stable with respect to random bank defaults or intentional attacks. The study also highlights the importance of considering the actual empirical network topology of interbank markets in future modeling efforts.This paper presents an empirical analysis of the network structure of the Austrian interbank market using data from the Oesterreichische Nationalbank (OeNB). The study reveals that the contract size distribution follows a power law over more than three decades. The interbank network exhibits a community structure that mirrors the regional and sectoral organization of the Austrian banking system. The degree distribution of the network shows two different power law exponents, corresponding to two sub-network structures with varying degrees of hierarchical organization. The network also displays typical features of complex real-world networks, such as a low clustering coefficient and a relatively short average shortest path length. The interbank network is characterized by the liability matrix L, where entries L_ij represent the liabilities of bank i towards bank j. The study uses a unique dataset of 10 liability matrices from 2000 to 2003 to reconstruct the network. The data is combined with balance sheet data and loan registers to estimate the liability matrix. The network is analyzed using a dissimilarity index algorithm, which identifies communities in the network that correspond to the regional and sectoral organization of the banking system. The degree distributions of the interbank network follow power laws, with different exponents for different sub-networks. The network has a low clustering coefficient and a short average shortest path length, indicating that it is a "small world" network with a low degree of separation between any two nodes. The study shows that the interbank network is structurally similar to interbank systems in many European countries, including Germany, France, and Italy. The findings suggest that the network is stable with respect to random bank defaults or intentional attacks. The study also highlights the importance of considering the actual empirical network topology of interbank markets in future modeling efforts.