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 6808.54 >3 Yr <= 4 Yr 939.60 30-90 Days L-3 507.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13807.56 >3 Yr <= 4 Yr 1773.76 30-90 Days L-4 2280.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7015.22 >3 Yr <= 4 Yr 473.59 <30 Days L-5 1368.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7504.95 >3 Yr <= 4 Yr 1065.17 91-180 Days L-6 1378.66 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 5815.22 >3 Yr <= 4 Yr 849.20 Open L-7 346.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12857.52 >3 Yr <= 4 Yr 430.02 Open L-8 2183.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6267.82 >3 Yr <= 4 Yr 702.82 30-90 Days L-9 1077.22 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 14663.52 >3 Yr <= 4 Yr 2013.09 30-90 Days LC-1 1185.89 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 Yes 3770.50 >3 Yr <= 4 Yr 339.89 Open LC-2 361.84 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 4085.91 >3 Yr <= 4 Yr 470.71 30-90 Days N-1 178.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11682.85 >3 Yr <= 4 Yr 1509.68 <30 Days N-2 1305.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9446.43 >3 Yr <= 4 Yr 103.84 <30 Days N-3 921.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6493.53 >3 Yr <= 4 Yr 84.49 91-180 Days N-4 621.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4293.03 >3 Yr <= 4 Yr 448.32 <30 Days N-5 545.37 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 878.46 >3 Yr <= 4 Yr 27.12 Open N-6 7.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9058.83 >3 Yr <= 4 Yr 476.06 Open N-7 1578.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15493.49 >3 Yr <= 4 Yr 553.22 91-180 Days P-1 1686.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 678.11 >3 Yr <= 4 Yr 65.01 91-180 Days P-2 4.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15119.87 >3 Yr <= 4 Yr 1230.49 91-180 Days S-8 154.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7997.18 >3 Yr <= 4 Yr 568.51 Open Y-1 1346.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3505.57 >3 Yr <= 4 Yr 111.95 Open Y-2 188.89 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 13246.54 >3 Yr <= 4 Yr 386.54 Open Y-3 231.99 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 Yes 586.12 >3 Yr <= 4 Yr 78.39 30-90 Days Y-4 68.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2306.55 >3 Yr <= 4 Yr 148.44 <30 Days Z-1 243.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 17122.88 >3 Yr <= 4 Yr 513.39 <30 Days A-2 2149.98 Yes Liberty National Bank Treasury