Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.14: Total Collateral Required Due to a 2 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.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9058.32 180 - 270 Days 1166.74 Open A-0-Q 949.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8209.69 180 - 270 Days 103.06 30-90 Days A-1-Q 1280.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13404.97 180 - 270 Days 1193.47 30-90 Days A-2-Q 2286.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 89.12 180 - 270 Days 9.32 91-180 Days A-3-Q 6.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2270.13 180 - 270 Days 13.24 <30 Days A-4-Q 76.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1687.57 180 - 270 Days 111.36 30-90 Days A-5-Q 189.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6016.51 180 - 270 Days 470.70 Open CB-1-Q 668.84 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3825.11 180 - 270 Days 77.33 <30 Days CB-2-Q 89.78 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5204.13 180 - 270 Days 736.16 Open S-1-Q 82.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3654.98 180 - 270 Days 166.84 30-90 Days S-2-Q 398.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15467.41 180 - 270 Days 1341.18 30-90 Days S-3-Q 3017.99 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6469.48 180 - 270 Days 957.51 91-180 Days S-4-Q 1028.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13337.06 180 - 270 Days 772.77 <30 Days CB-3-Q 2453.09 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 360.10 180 - 270 Days 8.62 <30 Days G-1-Q 49.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1113.18 180 - 270 Days 131.80 91-180 Days G-2-Q 143.42 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4990.97 180 - 270 Days 648.78 30-90 Days G-3-Q 898.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3120.36 180 - 270 Days 11.02 Open S-5-Q 587.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14419.77 180 - 270 Days 1676.66 91-180 Days S-6-Q 1157.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13582.29 180 - 270 Days 862.14 91-180 Days S-7-Q 6.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5661.23 180 - 270 Days 704.04 <30 Days E-1-Q 82.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 17124.79 180 - 270 Days 1173.02 91-180 Days E-2-Q 1837.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3083.71 180 - 270 Days 43.71 91-180 Days IG-1-Q 287.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2378.05 180 - 270 Days 72.09 91-180 Days IG-2-Q 22.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15826.92 180 - 270 Days 53.22 Open C-1 1879.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 8808.96 180 - 270 Days 527.17 91-180 Days CB-4 1089.96 No Legal