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 International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10396.79 Day 51 945.38 30-90 Days S-7 1683.00 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4818.10 Day 52 134.61 91-180 Days A-0-Q 813.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6292.04 Day 52 88.46 91-180 Days A-1-Q 867.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16134.51 Day 52 1210.77 30-90 Days A-2-Q 2881.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13826.77 Day 52 1914.57 30-90 Days A-3-Q 2272.89 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 487.69 Day 52 53.05 30-90 Days A-4-Q 81.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9315.96 Day 52 392.52 91-180 Days A-5-Q 682.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2633.77 Day 52 113.91 30-90 Days CB-1-Q 140.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15901.66 Day 52 1904.23 30-90 Days CB-2-Q 986.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6967.52 Day 52 886.74 91-180 Days S-1-Q 1326.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6640.56 Day 52 919.56 30-90 Days S-2-Q 1310.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1985.50 Day 52 170.43 Open S-3-Q 329.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8714.41 Day 52 1283.51 Open S-4-Q 233.33 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10749.40 Day 52 852.39 Open CB-3-Q 1674.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5868.51 Day 52 231.88 <30 Days G-1-Q 321.30 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13702.23 Day 52 163.43 30-90 Days G-2-Q 480.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12396.94 Day 52 633.48 30-90 Days G-3-Q 235.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5807.32 Day 52 7.97 Open S-5-Q 635.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3678.78 Day 52 512.31 Open S-6-Q 725.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14932.87 Day 52 542.75 <30 Days S-7-Q 2950.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10372.55 Day 52 340.75 Open E-1-Q 1973.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1649.19 Day 52 98.11 Open E-2-Q 201.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 118.67 Day 52 5.54 Open IG-1-Q 12.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10037.77 Day 52 1347.41 Open IG-2-Q 818.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11890.09 Day 52 310.03 91-180 Days C-1 1125.00 No Operations