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 162.03 >2 Yr <= 3 Yr 3.44 <30 Days S-2 18.00 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 1167.68 >2 Yr <= 3 Yr 109.35 <30 Days S-3 144.43 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 14678.17 >2 Yr <= 3 Yr 1308.91 91-180 Days S-4 2049.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13554.12 >2 Yr <= 3 Yr 30.54 Open S-5 2533.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10496.61 >2 Yr <= 3 Yr 914.70 <30 Days S-6 1730.57 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 7687.97 >2 Yr <= 3 Yr 512.23 30-90 Days S-7 729.48 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 Yes 4838.87 >3 Yr <= 4 Yr 497.08 30-90 Days A-0-Q 832.58 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 No 523.74 >3 Yr <= 4 Yr 3.51 <30 Days A-1-Q 80.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10540.85 >3 Yr <= 4 Yr 66.06 30-90 Days A-2-Q 1101.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13757.87 >3 Yr <= 4 Yr 937.72 30-90 Days A-3-Q 337.00 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 Yes 2883.97 >3 Yr <= 4 Yr 53.42 91-180 Days A-4-Q 391.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10016.43 >3 Yr <= 4 Yr 153.35 Open A-5-Q 1453.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4186.97 >3 Yr <= 4 Yr 606.80 <30 Days CB-1-Q 676.61 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 107.23 >3 Yr <= 4 Yr 7.38 30-90 Days CB-2-Q 4.91 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 16772.37 >3 Yr <= 4 Yr 1054.60 91-180 Days S-1-Q 3245.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12493.63 >3 Yr <= 4 Yr 377.86 91-180 Days S-2-Q 501.19 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 2339.41 >3 Yr <= 4 Yr 13.00 <30 Days S-3-Q 402.94 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 Yes 2041.23 >3 Yr <= 4 Yr 205.27 30-90 Days S-4-Q 310.37 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 8742.81 >3 Yr <= 4 Yr 902.84 Open CB-3-Q 17.92 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 No 14357.95 >3 Yr <= 4 Yr 146.42 <30 Days G-1-Q 149.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16939.41 >3 Yr <= 4 Yr 1158.26 <30 Days G-2-Q 615.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12090.86 >3 Yr <= 4 Yr 852.44 91-180 Days G-3-Q 2070.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1147.58 >3 Yr <= 4 Yr 125.76 91-180 Days S-5-Q 224.48 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 9846.37 >3 Yr <= 4 Yr 1284.45 <30 Days S-6-Q 201.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4992.71 >3 Yr <= 4 Yr 703.34 <30 Days S-7-Q 946.14 No Risk Management