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 Yes 3555.27 271 - 364 Days 276.43 30-90 Days IG-5 128.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14582.83 271 - 364 Days 1350.03 30-90 Days IG-6 1795.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13475.28 271 - 364 Days 210.42 91-180 Days IG-7 1916.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9334.27 271 - 364 Days 786.48 <30 Days IG-8 757.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12441.69 271 - 364 Days 1687.20 <30 Days L-1 1731.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11332.16 271 - 364 Days 291.85 <30 Days L-10 765.06 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 4097.41 271 - 364 Days 367.51 Open L-11 751.05 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 Yes 4091.95 271 - 364 Days 603.45 91-180 Days L-2 68.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10099.52 271 - 364 Days 445.43 Open L-3 985.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15945.50 271 - 364 Days 549.55 <30 Days L-4 1680.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 7588.21 271 - 364 Days 242.92 Open L-5 357.00 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 13205.95 271 - 364 Days 1206.08 91-180 Days L-6 1421.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13717.52 271 - 364 Days 1883.78 30-90 Days L-7 2389.34 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 9698.38 271 - 364 Days 1336.44 91-180 Days L-8 609.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11206.62 271 - 364 Days 1141.19 Open L-9 1172.91 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 3758.90 271 - 364 Days 178.40 30-90 Days LC-1 703.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12619.13 271 - 364 Days 446.17 91-180 Days LC-2 1109.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10719.74 271 - 364 Days 287.60 30-90 Days N-1 233.27 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 871.00 271 - 364 Days 5.35 Open N-2 56.25 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 2925.12 271 - 364 Days 350.71 91-180 Days N-3 520.32 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 10773.66 271 - 364 Days 491.94 91-180 Days N-4 361.06 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 2145.75 271 - 364 Days 132.37 91-180 Days N-5 116.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 397.89 271 - 364 Days 51.52 <30 Days N-6 8.18 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 No 12472.87 271 - 364 Days 899.69 91-180 Days N-7 1721.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1924.49 271 - 364 Days 233.97 <30 Days P-1 253.31 No Operations