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 No 7743.58 >3 Yr <= 4 Yr 909.88 30-90 Days L-3 1142.22 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 11418.83 >3 Yr <= 4 Yr 168.27 30-90 Days L-4 605.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13335.25 >3 Yr <= 4 Yr 225.34 Open L-5 1135.95 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 5155.82 >3 Yr <= 4 Yr 168.35 <30 Days L-6 192.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8482.02 >3 Yr <= 4 Yr 1198.52 30-90 Days L-7 709.43 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 2688.14 >3 Yr <= 4 Yr 302.48 <30 Days L-8 133.81 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 12236.36 >3 Yr <= 4 Yr 892.50 91-180 Days L-9 378.34 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 9157.88 >3 Yr <= 4 Yr 799.73 30-90 Days LC-1 256.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2396.80 >3 Yr <= 4 Yr 192.89 Open LC-2 474.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3128.63 >3 Yr <= 4 Yr 313.86 <30 Days N-1 248.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12796.42 >3 Yr <= 4 Yr 807.62 Open N-2 701.51 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 1375.37 >3 Yr <= 4 Yr 53.82 30-90 Days N-3 240.93 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 9741.08 >3 Yr <= 4 Yr 731.94 <30 Days N-4 208.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16527.40 >3 Yr <= 4 Yr 1334.39 <30 Days N-5 844.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13738.98 >3 Yr <= 4 Yr 835.19 91-180 Days N-6 1208.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16297.62 >3 Yr <= 4 Yr 1714.72 <30 Days N-7 2147.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15974.83 >3 Yr <= 4 Yr 1609.63 <30 Days P-1 1483.92 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 5817.68 >3 Yr <= 4 Yr 188.71 <30 Days P-2 81.07 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 Yes 17073.67 >3 Yr <= 4 Yr 619.18 30-90 Days S-8 1117.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1478.66 >3 Yr <= 4 Yr 73.00 <30 Days Y-1 282.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11487.33 >3 Yr <= 4 Yr 1568.36 Open Y-2 1727.29 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 Yes 6689.06 >3 Yr <= 4 Yr 76.60 91-180 Days Y-3 630.97 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 5418.31 >3 Yr <= 4 Yr 149.50 <30 Days Y-4 698.01 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 10687.57 >3 Yr <= 4 Yr 932.42 Open Z-1 1763.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3069.62 >3 Yr <= 4 Yr 386.26 <30 Days A-2 613.64 Yes Liberty Wealth Management LLC Risk Management