Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.15: Total Collateral Required Due to a 3 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 National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 17715.10 Day 1 1539.76 <30 Days IG-1 1973.41 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 65618.06 Day 1 9805.66 <30 Days IG-2 5570.13 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 6716.90 Day 1 822.84 91-180 Days S-1 501.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 48115.66 Day 1 6093.70 <30 Days S-2 7754.29 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 90123.56 Day 1 1691.95 30-90 Days S-3 7917.32 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 65244.30 Day 1 1622.86 91-180 Days S-4 4649.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 82152.72 Day 1 6103.63 30-90 Days S-5 6785.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 26657.96 Day 1 1052.55 Open S-6 742.00 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 2559.90 Day 1 335.83 Open S-7 446.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 51797.10 Day 2 898.29 30-90 Days A-0-Q 2940.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 25280.65 Day 2 1047.86 91-180 Days A-1-Q 271.25 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 48052.23 Day 2 4607.00 91-180 Days A-2-Q 4118.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 20101.44 Day 2 894.77 Open A-3-Q 620.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 29620.68 Day 2 2434.58 30-90 Days A-4-Q 541.95 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 40078.59 Day 2 636.72 30-90 Days A-5-Q 1729.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 74086.08 Day 2 10450.19 Open CB-1-Q 7568.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 33240.72 Day 2 2211.67 91-180 Days CB-2-Q 4151.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 19540.06 Day 2 749.37 <30 Days S-1-Q 3316.10 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 18204.95 Day 2 1453.11 30-90 Days S-2-Q 2372.92 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 1439.79 Day 2 71.27 91-180 Days S-3-Q 11.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 54274.65 Day 2 7607.56 30-90 Days S-4-Q 6042.67 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 87739.96 Day 2 8987.13 Open CB-3-Q 8290.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 19289.60 Day 2 70.57 30-90 Days G-1-Q 795.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 76993.80 Day 2 7946.34 Open G-2-Q 12149.15 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 5624.69 Day 2 17.96 <30 Days G-3-Q 33.39 Yes Liberty Mortgage Services Corp. Risk Management