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 14737.35 Day 60 1169.00 30-90 Days S-6 2587.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1008.43 Day 60 112.26 <30 Days S-7 5.40 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 8083.61 61 - 67 Days 386.31 <30 Days A-0-Q 1194.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16937.70 61 - 67 Days 1891.34 91-180 Days A-1-Q 1820.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4982.08 61 - 67 Days 600.41 30-90 Days A-2-Q 934.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8915.35 61 - 67 Days 95.67 30-90 Days A-3-Q 1516.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15635.53 61 - 67 Days 455.13 Open A-4-Q 2591.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6105.79 61 - 67 Days 653.64 Open A-5-Q 367.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13831.95 61 - 67 Days 2000.75 <30 Days CB-1-Q 518.38 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 4166.94 61 - 67 Days 103.98 91-180 Days CB-2-Q 208.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14690.46 61 - 67 Days 957.78 91-180 Days S-1-Q 2510.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5190.40 61 - 67 Days 320.63 <30 Days S-2-Q 152.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9390.61 61 - 67 Days 41.91 Open S-3-Q 614.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14790.78 61 - 67 Days 885.14 30-90 Days S-4-Q 741.49 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 671.98 61 - 67 Days 7.64 30-90 Days CB-3-Q 116.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 875.81 61 - 67 Days 10.02 91-180 Days G-1-Q 116.20 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 4938.76 61 - 67 Days 263.98 Open G-2-Q 457.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10867.38 61 - 67 Days 355.73 91-180 Days G-3-Q 1943.36 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 9096.63 61 - 67 Days 422.08 91-180 Days S-5-Q 1804.86 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 Yes 14684.88 61 - 67 Days 1944.14 91-180 Days S-6-Q 1139.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11486.69 61 - 67 Days 581.60 91-180 Days S-7-Q 2201.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3838.67 61 - 67 Days 148.93 30-90 Days E-1-Q 215.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5643.08 61 - 67 Days 201.62 Open E-2-Q 675.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16594.27 61 - 67 Days 2424.30 30-90 Days IG-1-Q 277.18 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 6276.52 61 - 67 Days 79.87 30-90 Days IG-2-Q 668.21 No Operations