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 14853.75 271 - 364 Days 1742.14 <30 Days S-5 2620.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3955.84 271 - 364 Days 282.97 Open S-6 142.11 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 8157.63 271 - 364 Days 494.99 Open S-7 879.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10475.78 >= 1 Yr <= 2 Yr 366.52 Open A-0-Q 316.47 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 12961.56 >= 1 Yr <= 2 Yr 1658.69 <30 Days A-1-Q 1507.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16039.50 >= 1 Yr <= 2 Yr 1196.08 Open A-2-Q 1868.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2563.85 >= 1 Yr <= 2 Yr 143.21 30-90 Days A-3-Q 228.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 100.43 >= 1 Yr <= 2 Yr 6.23 91-180 Days A-4-Q 6.84 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 12607.85 >= 1 Yr <= 2 Yr 550.55 30-90 Days A-5-Q 397.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8248.62 >= 1 Yr <= 2 Yr 1109.71 91-180 Days CB-1-Q 504.01 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 16606.18 >= 1 Yr <= 2 Yr 1979.85 Open CB-2-Q 2963.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13223.24 >= 1 Yr <= 2 Yr 826.98 91-180 Days S-1-Q 580.47 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 6328.78 >= 1 Yr <= 2 Yr 730.32 Open S-2-Q 951.10 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 13394.75 >= 1 Yr <= 2 Yr 1918.69 91-180 Days S-3-Q 1024.40 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 4555.81 >= 1 Yr <= 2 Yr 287.76 91-180 Days S-4-Q 104.07 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 15834.60 >= 1 Yr <= 2 Yr 1688.71 Open CB-3-Q 736.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13449.37 >= 1 Yr <= 2 Yr 1966.07 <30 Days G-1-Q 478.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8238.59 >= 1 Yr <= 2 Yr 1024.24 91-180 Days G-2-Q 364.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1961.36 >= 1 Yr <= 2 Yr 120.66 91-180 Days G-3-Q 386.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15289.18 >= 1 Yr <= 2 Yr 1242.27 30-90 Days S-5-Q 119.47 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 15599.91 >= 1 Yr <= 2 Yr 1812.76 Open S-6-Q 1677.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11282.98 >= 1 Yr <= 2 Yr 862.11 91-180 Days S-7-Q 757.07 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 999.59 >= 1 Yr <= 2 Yr 50.82 30-90 Days E-1-Q 90.57 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 6022.80 >= 1 Yr <= 2 Yr 253.02 <30 Days E-2-Q 756.02 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 11449.60 >= 1 Yr <= 2 Yr 353.31 30-90 Days IG-1-Q 2150.73 No Risk Management