Recent literature has focused on the study of systemic risk in complex networks. It is clear now, after the crisis of 2008, that the aggregate behavior of the interaction among the agents is not straightforward and it is very difficulty to predict. Contributing to this debate, this paper shows that the directed clustering coefficient may be used as a measure of systemic risk in complex networks. Furthermore, using data from the Brazilian bank interbank network, we show that the directed in clustering coefficient is negatively correlated with domestic interest rates