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 Yes 15350.80 >4 Yr <= 5 Yr 1154.88 Open IG-1 1111.79 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 2162.30 >4 Yr <= 5 Yr 183.67 Open IG-2 34.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9203.05 >4 Yr <= 5 Yr 1278.90 30-90 Days S-1 844.09 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 No 5515.82 >4 Yr <= 5 Yr 722.55 30-90 Days S-2 944.57 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 No 15478.78 >4 Yr <= 5 Yr 47.89 Open S-3 1599.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13952.45 >4 Yr <= 5 Yr 176.91 91-180 Days S-4 22.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15949.76 >4 Yr <= 5 Yr 2111.25 30-90 Days S-5 1547.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15666.83 >4 Yr <= 5 Yr 1349.32 <30 Days S-6 242.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16408.90 >4 Yr <= 5 Yr 2108.87 Open S-7 793.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5120.24 >5 Yr 591.83 91-180 Days A-0-Q 960.69 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5216.87 >5 Yr 436.39 91-180 Days A-1-Q 629.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13198.55 >5 Yr 507.68 91-180 Days A-2-Q 330.04 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4831.06 >5 Yr 137.95 <30 Days A-3-Q 297.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7705.91 >5 Yr 921.42 30-90 Days A-4-Q 1284.91 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 16807.36 >5 Yr 1838.27 Open A-5-Q 2061.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9368.75 >5 Yr 313.46 Open CB-1-Q 330.96 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 8341.38 >5 Yr 782.23 30-90 Days CB-2-Q 1462.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5081.58 >5 Yr 515.18 <30 Days S-1-Q 454.93 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 No 6576.44 >5 Yr 456.14 Open S-2-Q 92.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1039.09 >5 Yr 146.49 91-180 Days S-3-Q 6.16 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 8798.31 >5 Yr 29.04 91-180 Days S-4-Q 1695.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11788.25 >5 Yr 326.99 30-90 Days CB-3-Q 2248.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7639.58 >5 Yr 1054.94 30-90 Days G-1-Q 176.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 941.92 >5 Yr 5.39 Open G-2-Q 71.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3325.31 >5 Yr 383.78 Open G-3-Q 113.27 Yes Liberty Capital Markets Inc. Risk Management