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 No 1742.07 121 - 150 Days 11.16 Open A-3-Q 322.43 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 474.22 121 - 150 Days 17.36 30-90 Days A-4-Q 69.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4544.46 121 - 150 Days 545.79 <30 Days A-5-Q 227.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8081.78 121 - 150 Days 3.61 Open CB-1-Q 1472.24 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 4044.41 121 - 150 Days 475.65 30-90 Days CB-2-Q 9.21 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 3226.05 121 - 150 Days 401.51 Open S-1-Q 74.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2499.00 121 - 150 Days 320.70 <30 Days S-2-Q 391.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4598.40 121 - 150 Days 383.98 <30 Days S-3-Q 685.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 460.84 121 - 150 Days 36.78 91-180 Days S-4-Q 79.23 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 9166.58 121 - 150 Days 50.36 Open CB-3-Q 1747.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10889.95 121 - 150 Days 271.75 91-180 Days G-1-Q 992.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12919.72 121 - 150 Days 782.78 Open G-2-Q 920.80 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 7498.29 121 - 150 Days 948.24 <30 Days G-3-Q 805.47 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 14913.91 121 - 150 Days 1196.05 30-90 Days S-5-Q 1820.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2162.05 121 - 150 Days 240.31 Open S-6-Q 308.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12608.86 121 - 150 Days 596.99 Open S-7-Q 456.36 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 6788.78 121 - 150 Days 15.36 30-90 Days E-1-Q 22.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3506.55 121 - 150 Days 377.74 Open E-2-Q 577.61 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 5058.19 121 - 150 Days 90.96 <30 Days IG-1-Q 669.81 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 3596.50 121 - 150 Days 240.02 30-90 Days IG-2-Q 513.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 7201.41 121 - 150 Days 823.99 91-180 Days C-1 200.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1711.31 121 - 150 Days 54.39 30-90 Days CB-4 184.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11729.92 121 - 150 Days 1097.26 <30 Days E-10 1923.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8333.89 121 - 150 Days 17.58 30-90 Days E-3 696.26 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 11802.51 121 - 150 Days 24.41 91-180 Days E-4 204.27 Yes Liberty Mortgage Services Corp. Finance