Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12129.57 Day 37 1149.30 Open N-7 2041.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2546.74 Day 37 98.73 30-90 Days P-1 222.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15040.63 Day 37 769.09 30-90 Days P-2 104.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8280.42 Day 37 894.88 Open S-8 81.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4176.64 Day 37 389.01 91-180 Days Y-1 251.84 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3017.51 Day 37 396.95 91-180 Days Y-2 575.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 810.24 Day 37 109.78 <30 Days Y-3 119.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4822.29 Day 37 619.00 <30 Days Y-4 369.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5597.16 Day 37 816.57 91-180 Days Z-1 87.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 309.67 Day 37 46.24 91-180 Days A-2 45.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2565.21 Day 37 125.73 Open A-3 477.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6360.38 Day 37 538.09 30-90 Days A-4 1179.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13101.01 Day 37 1820.76 30-90 Days A-5 2564.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9354.34 Day 37 1185.02 <30 Days CB-1 287.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1671.12 Day 37 230.56 30-90 Days CB-2 185.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11843.90 Day 37 1641.61 30-90 Days CB-3 384.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7838.02 Day 37 376.55 91-180 Days E-1 1361.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 840.51 Day 37 65.37 91-180 Days E-2 147.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1921.05 Day 37 109.34 <30 Days G-1 102.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3740.94 Day 37 455.32 30-90 Days G-2 232.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2438.75 Day 37 218.86 91-180 Days G-3 92.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3290.04 Day 37 492.80 <30 Days IG-1 640.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9771.29 Day 37 272.44 30-90 Days IG-2 1249.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16131.07 Day 37 1851.47 <30 Days S-1 415.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3666.18 Day 37 479.70 Open S-2 522.94 No Risk Management