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 International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9526.00 Day 41 646.80 Open G-2 1120.03 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15416.25 Day 41 1384.28 <30 Days G-3 1791.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4369.37 Day 41 132.97 30-90 Days IG-1 453.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16620.62 Day 41 2273.93 30-90 Days IG-2 815.31 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1561.36 Day 41 10.74 30-90 Days S-1 125.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1371.50 Day 41 114.72 30-90 Days S-2 205.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12304.95 Day 41 263.08 30-90 Days S-3 2387.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4470.54 Day 41 472.93 91-180 Days S-4 478.46 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14981.90 Day 41 1914.46 30-90 Days S-5 2452.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2159.25 Day 41 312.10 30-90 Days S-6 140.03 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 No 8457.33 Day 41 798.67 30-90 Days S-7 591.98 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 4651.79 Day 42 98.45 Open A-0-Q 462.33 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 5265.41 Day 42 20.07 Open A-1-Q 570.68 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15861.22 Day 42 842.69 Open A-2-Q 1600.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12349.56 Day 42 1217.16 Open A-3-Q 1028.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 458.13 Day 42 41.01 Open A-4-Q 4.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11175.14 Day 42 692.73 91-180 Days A-5-Q 1876.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11814.75 Day 42 1730.81 Open CB-1-Q 1247.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7617.42 Day 42 781.98 Open CB-2-Q 1513.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16907.02 Day 42 376.50 Open S-1-Q 1750.98 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13732.60 Day 42 1538.48 <30 Days S-2-Q 1055.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3205.35 Day 42 324.54 <30 Days S-3-Q 195.39 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 No 13007.35 Day 42 1444.26 30-90 Days S-4-Q 212.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6584.84 Day 42 639.98 30-90 Days CB-3-Q 139.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16275.80 Day 42 1894.47 30-90 Days G-1-Q 2959.42 No Legal