Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 No 12834.13 Day 57 1049.67 91-180 Days A-4-Q 1453.33 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3312.74 Day 57 180.82 <30 Days A-5-Q 298.12 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13767.43 Day 57 183.92 91-180 Days CB-1-Q 2170.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 340.19 Day 57 0.40 30-90 Days CB-2-Q 15.55 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13931.34 Day 57 655.40 <30 Days S-1-Q 2438.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 818.96 Day 57 50.65 Open S-2-Q 68.16 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16635.45 Day 57 95.70 <30 Days S-3-Q 40.58 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 No 3783.57 Day 57 561.44 Open S-4-Q 617.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5431.64 Day 57 570.94 30-90 Days CB-3-Q 402.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2682.13 Day 57 191.69 Open G-1-Q 340.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15728.34 Day 57 241.66 <30 Days G-2-Q 3122.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2987.76 Day 57 419.00 Open G-3-Q 408.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1099.22 Day 57 147.11 91-180 Days S-5-Q 95.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1901.23 Day 57 282.22 91-180 Days S-6-Q 54.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14619.63 Day 57 364.81 91-180 Days S-7-Q 2530.20 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 5679.32 Day 57 240.48 91-180 Days E-1-Q 1045.78 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6493.91 Day 57 441.63 91-180 Days E-2-Q 571.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11943.66 Day 57 1256.91 Open IG-1-Q 1347.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2986.78 Day 57 188.54 30-90 Days IG-2-Q 289.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16760.54 Day 57 1714.40 Open C-1 1470.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 17024.04 Day 57 580.90 30-90 Days CB-4 1105.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11148.06 Day 57 155.76 <30 Days E-10 415.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 60.35 Day 57 8.87 Open E-3 5.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 807.36 Day 57 46.34 <30 Days E-4 154.65 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5903.27 Day 57 828.44 91-180 Days E-5 327.65 Yes Liberty Wealth Management LLC Legal