Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 11269.54 >2 Yr <= 3 Yr 1547.30 Open S-1-Q 237.23 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 13483.52 >2 Yr <= 3 Yr 778.11 91-180 Days S-2-Q 611.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13116.85 >2 Yr <= 3 Yr 1279.90 91-180 Days S-3-Q 2118.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4356.85 >2 Yr <= 3 Yr 104.90 <30 Days S-4-Q 242.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10950.87 >2 Yr <= 3 Yr 810.98 91-180 Days CB-3-Q 741.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9458.96 >2 Yr <= 3 Yr 536.41 Open G-1-Q 365.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3524.89 >2 Yr <= 3 Yr 75.94 Open G-2-Q 172.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 547.68 >2 Yr <= 3 Yr 30.84 91-180 Days G-3-Q 42.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5544.56 >2 Yr <= 3 Yr 51.78 <30 Days S-5-Q 89.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10799.89 >2 Yr <= 3 Yr 684.55 91-180 Days S-6-Q 1636.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10911.95 >2 Yr <= 3 Yr 306.74 <30 Days S-7-Q 2084.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15797.26 >2 Yr <= 3 Yr 229.53 <30 Days E-1-Q 2932.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4928.69 >2 Yr <= 3 Yr 105.44 30-90 Days E-2-Q 198.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9973.76 >2 Yr <= 3 Yr 1479.93 Open IG-1-Q 1778.96 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 2769.10 >2 Yr <= 3 Yr 23.56 30-90 Days IG-2-Q 395.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2325.31 >2 Yr <= 3 Yr 332.40 Open C-1 77.53 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 Yes 13767.61 >2 Yr <= 3 Yr 1360.15 Open CB-4 2615.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6003.51 >2 Yr <= 3 Yr 871.67 <30 Days E-10 888.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3031.05 >2 Yr <= 3 Yr 300.41 <30 Days E-3 233.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16769.96 >2 Yr <= 3 Yr 347.18 Open E-4 464.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1491.95 >2 Yr <= 3 Yr 29.89 30-90 Days E-5 106.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11530.76 >2 Yr <= 3 Yr 115.28 Open E-6 173.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1335.15 >2 Yr <= 3 Yr 125.11 30-90 Days E-7 233.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14368.73 >2 Yr <= 3 Yr 782.30 91-180 Days E-8 1961.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1661.11 >2 Yr <= 3 Yr 151.52 Open E-9 97.71 No Treasury