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 Yes 10918.97 >2 Yr <= 3 Yr 877.28 91-180 Days G-4 2108.41 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 No 13515.01 >2 Yr <= 3 Yr 1904.69 <30 Days IG-3 33.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10941.11 >2 Yr <= 3 Yr 297.64 91-180 Days IG-4 291.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9282.55 >2 Yr <= 3 Yr 1348.95 Open IG-5 1035.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13596.91 >2 Yr <= 3 Yr 1224.67 <30 Days IG-6 192.07 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 No 2856.66 >2 Yr <= 3 Yr 110.67 <30 Days IG-7 371.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16106.21 >2 Yr <= 3 Yr 1944.53 <30 Days IG-8 555.96 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 6532.89 >2 Yr <= 3 Yr 422.45 91-180 Days L-1 885.22 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 No 5377.92 >2 Yr <= 3 Yr 723.38 91-180 Days L-10 1071.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16253.09 >2 Yr <= 3 Yr 559.68 91-180 Days L-11 2144.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2072.32 >2 Yr <= 3 Yr 172.76 Open L-2 244.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11670.95 >2 Yr <= 3 Yr 1350.39 Open L-3 1938.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15576.91 >2 Yr <= 3 Yr 591.47 91-180 Days L-4 5.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 430.84 >2 Yr <= 3 Yr 27.55 30-90 Days L-5 50.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10117.24 >2 Yr <= 3 Yr 61.13 Open L-6 92.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14387.42 >2 Yr <= 3 Yr 972.82 91-180 Days L-7 1063.14 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 11499.98 >2 Yr <= 3 Yr 536.86 Open L-8 509.98 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 6486.58 >2 Yr <= 3 Yr 760.13 30-90 Days L-9 259.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12067.96 >2 Yr <= 3 Yr 717.37 30-90 Days LC-1 106.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11526.95 >2 Yr <= 3 Yr 1103.51 <30 Days LC-2 616.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6204.76 >2 Yr <= 3 Yr 52.56 <30 Days N-1 783.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16186.18 >2 Yr <= 3 Yr 2083.90 91-180 Days N-2 1495.12 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 15057.19 >2 Yr <= 3 Yr 1396.97 Open N-3 597.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3510.40 >2 Yr <= 3 Yr 171.84 Open N-4 388.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14664.87 >2 Yr <= 3 Yr 182.93 Open N-5 2626.88 No Risk Management