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
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 2075335113.25 <1 Day 374476240.40 1-Notch Corporate Bonds 2589942061.39 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 588907751.81 <1 Day 18329859.03 1-Notch Corporate Bonds 511739914.23 No Risk Management
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2131260739.70 <1 Day 4706689.60 1-Notch Treasuries 3970015921.04 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1190211127.13 <1 Day 174191866.85 1-Notch Equities 1604524363.93 No IntO-4945 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 2058124041.11 <1 Day 35952647.84 1-Notch None 515121363.23 No IntO-6428 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 2024516865.95 <1 Day 419886129.59 1-Notch Agency MBS 3211252271.26 No IntO-3097 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 852132709.70 <1 Day 118790814.60 1-Notch Treasuries 1458701722.91 No Operations
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 353405776.49 <1 Day 152576929.43 1-Notch Treasuries 4299983358.80 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 2766684355.16 <1 Day 164389255.19 1-Notch Treasuries 1116580442.90 No Operations
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Regulated Fund No 262025850.65 <1 Day 28262597.01 1-Notch Corporate Bonds 3432013094.77 No IntO-5269 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 600365432.68 <1 Day 105947511.86 1-Notch Treasuries 2264460930.01 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 1614551391.62 <1 Day 153372357.93 1-Notch Treasuries 3010039361.18 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 2342405489.29 <1 Day 94863083.13 1-Notch Other 1639671960.37 No IntO-9827 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 1870893897.76 <1 Day 33432700.74 1-Notch None 3356655300.34 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Broker-Dealer No 1231479538.83 <1 Day 442306419.84 1-Notch Equities 3763443893.39 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Regulated Fund No 1837247354.56 <1 Day 497325243.49 1-Notch Cash 4355183748.88 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 2337073185.63 <1 Day 168269957.97 1-Notch Equities 3856941792.61 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 2376652568.53 <1 Day 390139110.25 1-Notch Equities 2784289876.92 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1081968916.55 <1 Day 111570947.13 1-Notch Cash 4847210192.50 No Finance
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 2084838987.49 <1 Day 404675629.58 1-Notch Cash 3330455796.24 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 806211533.69 <1 Day 297136160.65 1-Notch Corporate Bonds 1865540329.91 No Finance
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 2175619667.25 <1 Day 449850951.76 1-Notch Other 512561040.09 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 1557805106.78 <1 Day 375806228.69 1-Notch Equities 1907220309.16 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 2086491933.69 <1 Day 9194765.83 1-Notch Equities 2964843639.76 No IntO-7494 Operations
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 760881126.05 <1 Day 497487236.82 1-Notch Cash 3204056169.52 No IntO-2587 Legal