Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 Notch Downgrade

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 64250.30 Day 2 5484.87 30-90 Days S-5-Q 8895.49 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 45139.34 Day 2 2732.50 <30 Days S-6-Q 6216.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 108373.11 Day 2 7247.83 <30 Days S-7-Q 21027.17 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 52716.70 Day 2 2581.81 <30 Days E-1-Q 8921.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 4006.04 Day 2 208.05 Open E-2-Q 690.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 20002.70 Day 2 1837.17 30-90 Days IG-1-Q 1411.62 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 79326.76 Day 2 237.13 Open IG-2-Q 13382.69 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 89813.58 Day 2 10314.83 91-180 Days C-1 5819.86 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 103194.15 Day 2 5029.36 91-180 Days CB-4 18658.31 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 49023.52 Day 2 3594.32 <30 Days E-10 2019.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 107352.85 Day 2 12817.49 91-180 Days E-3 9430.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 5771.54 Day 2 227.05 Open E-4 405.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 29661.13 Day 2 3206.89 30-90 Days E-5 4978.68 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 12293.19 Day 2 865.11 <30 Days E-6 1778.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 63268.05 Day 2 3957.80 30-90 Days E-7 10096.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 91930.02 Day 2 10469.10 Open E-8 9900.99 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 99337.83 Day 2 6223.55 30-90 Days E-9 10748.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 37067.52 Day 2 2369.98 30-90 Days G-4 5320.93 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 112207.52 Day 2 6119.68 91-180 Days IG-3 9229.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 102068.96 Day 2 7771.40 91-180 Days IG-4 278.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 83679.40 Day 2 2878.49 30-90 Days IG-5 6163.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 81944.87 Day 2 11171.08 Open IG-6 13345.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 101192.51 Day 2 14651.47 30-90 Days IG-7 4707.95 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 54037.21 Day 2 3966.02 <30 Days IG-8 4368.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 81649.89 Day 2 4789.19 <30 Days L-1 113.76 Yes Liberty Mortgage Services Corp. Risk Management