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 16951.92 180 - 270 Days 2491.42 <30 Days A-0-Q 3266.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7233.30 180 - 270 Days 71.79 Open A-1-Q 576.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5126.99 180 - 270 Days 705.25 <30 Days A-2-Q 583.56 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 7590.60 180 - 270 Days 512.63 Open A-3-Q 1500.21 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 5602.55 180 - 270 Days 241.91 <30 Days A-4-Q 196.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 7834.23 180 - 270 Days 332.28 Open A-5-Q 1253.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10527.29 180 - 270 Days 485.71 Open CB-1-Q 84.64 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 Yes 11242.39 180 - 270 Days 905.04 30-90 Days CB-2-Q 774.78 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5886.51 180 - 270 Days 49.28 Open S-1-Q 1080.21 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 No 13488.94 180 - 270 Days 414.29 91-180 Days S-2-Q 697.42 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 No 696.76 180 - 270 Days 56.12 <30 Days S-3-Q 67.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9722.98 180 - 270 Days 1375.89 Open S-4-Q 1156.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14603.00 180 - 270 Days 1394.05 <30 Days CB-3-Q 2392.54 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 1331.69 180 - 270 Days 116.32 30-90 Days G-1-Q 248.75 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 12338.42 180 - 270 Days 960.49 <30 Days G-2-Q 915.83 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 13712.88 180 - 270 Days 194.39 <30 Days G-3-Q 2603.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15096.81 180 - 270 Days 1383.98 91-180 Days S-5-Q 2976.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5492.49 180 - 270 Days 100.84 <30 Days S-6-Q 713.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8923.01 180 - 270 Days 1200.98 <30 Days S-7-Q 703.80 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 1945.17 180 - 270 Days 28.04 30-90 Days E-1-Q 50.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15801.79 180 - 270 Days 2000.42 <30 Days E-2-Q 1201.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13499.55 180 - 270 Days 1020.56 30-90 Days IG-1-Q 356.92 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 15329.34 180 - 270 Days 2165.45 <30 Days IG-2-Q 9.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16407.89 180 - 270 Days 1921.59 91-180 Days C-1 3175.34 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 8484.29 180 - 270 Days 436.53 91-180 Days CB-4 1214.25 Yes Liberty Capital Markets Inc. Legal