An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network between shadow banks and regulated banks. (1) Random mixing network: shadow banks and regulated banks are intermingled randomly. (2) Asset-correlated mixing network: banks having bigger assets are a regulated bank and other banks are shadow banks. (3) Layered mixing network: banks in a shadow bank layer are connected to banks in a regulated bank layer with some interbank loans.