In order to measure the size of systemic risk in interbank monetary reserves networks, we introduce an interacting jump diffusion model and compound Poisson process to characterize the dynamic of and the impact of sudden shocks on monetary reserves of banks in interbank lending networks. Monetary reserves in the system satisfy a stochastic differential equation.We prove the existence and uniqueness of the solution; also we give a probability expression of the systemic risk and numerical simulations of our results for the key parameters in the expression. The results show that the size of systemic risks will increase firstly, and then will decrease with the increase of the volatility of monetary reserves and that the size of systemic risks will decrease with the increase of bankruptcy thresholds and time intervals.