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 3289.64 83 - 90 Days 174.34 <30 Days IG-2 84.48 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 2023.80 83 - 90 Days 281.52 <30 Days S-1 162.51 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 4903.16 83 - 90 Days 296.53 <30 Days S-2 325.53 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 6249.65 83 - 90 Days 683.43 <30 Days S-3 281.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6937.31 83 - 90 Days 277.92 30-90 Days S-4 287.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12702.63 83 - 90 Days 1307.82 <30 Days S-5 938.88 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 No 15054.43 83 - 90 Days 1280.84 30-90 Days S-6 1905.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 501.51 83 - 90 Days 1.82 <30 Days S-7 68.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12710.16 91 - 120 Days 1794.14 <30 Days A-0-Q 1677.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3975.65 91 - 120 Days 383.80 <30 Days A-1-Q 194.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3692.94 91 - 120 Days 546.21 Open A-2-Q 485.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14928.32 91 - 120 Days 662.46 <30 Days A-3-Q 1925.06 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 No 11840.76 91 - 120 Days 1237.61 Open A-4-Q 1511.46 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 3416.49 91 - 120 Days 78.54 91-180 Days A-5-Q 509.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7518.04 91 - 120 Days 969.13 Open CB-1-Q 804.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10669.56 91 - 120 Days 490.12 30-90 Days CB-2-Q 153.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 701.65 91 - 120 Days 24.35 91-180 Days S-1-Q 96.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9516.60 91 - 120 Days 201.54 91-180 Days S-2-Q 1584.37 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 No 8587.33 91 - 120 Days 645.89 Open S-3-Q 831.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8075.24 91 - 120 Days 1193.01 30-90 Days S-4-Q 533.20 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 4646.54 91 - 120 Days 651.58 <30 Days CB-3-Q 705.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14118.02 91 - 120 Days 242.82 91-180 Days G-1-Q 1221.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12068.93 91 - 120 Days 221.80 Open G-2-Q 1312.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14360.76 91 - 120 Days 272.47 Open G-3-Q 2704.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2186.52 91 - 120 Days 91.12 30-90 Days S-5-Q 86.34 Yes Liberty National Bank Legal