Before revision:  We present evidence that in such new financial reality large crashes are avoid only if one assumes that banks will accept quietly the drop of business levels, which is counter-nature. Our perspective steams from statistical physics and gives hints for improving bank system resilience. Stock markets exhibit critical behavior and scaling features, showing a power-law for the amplitude of financial crisis. By modeling a financial network where critical behavior naturally emerges it is possible to show that bank system resilience is not favored by raising the levels of capital. Due to the complex nature of the financial network, only the probability of bank default is affected and not the magnitude of a money market crisis. Further, assuming that banks will try to restore  business levels, raising diversification and lowering their individual risk, the dimension of the entire financial network will increase, which has the natural consequence of raising the probability of large crisis .
After revision:  We present evidence that in such new financial reality large crashes are avoid only if one assumes that banks will accept quietly the drop of business levels, while keeping their trading attitudes and policies unchanged. The alternative assumption, that agents will try to restore business levels, raising diversification and lowering their individual risk, the dimension of the entire financial network will increase, which has the natural consequence of raising the probability of large crisis .