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 7756.05 >4 Yr <= 5 Yr 601.77 Open IG-1 1124.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7153.07 >4 Yr <= 5 Yr 952.32 <30 Days IG-2 726.00 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 11546.28 >4 Yr <= 5 Yr 9.97 Open S-1 1529.73 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 13912.04 >4 Yr <= 5 Yr 1239.32 Open S-2 2333.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 877.62 >4 Yr <= 5 Yr 126.10 Open S-3 132.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3553.86 >4 Yr <= 5 Yr 428.90 91-180 Days S-4 241.37 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 Yes 12823.13 >4 Yr <= 5 Yr 1335.21 Open S-5 392.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 970.91 >4 Yr <= 5 Yr 124.20 <30 Days S-6 167.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12206.65 >4 Yr <= 5 Yr 136.50 30-90 Days S-7 1156.72 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 8881.20 >5 Yr 53.21 30-90 Days A-0-Q 236.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3874.40 >5 Yr 181.56 <30 Days A-1-Q 632.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12117.70 >5 Yr 795.16 30-90 Days A-2-Q 1518.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8444.10 >5 Yr 949.85 91-180 Days A-3-Q 959.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 402.21 >5 Yr 16.32 91-180 Days A-4-Q 45.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7165.74 >5 Yr 646.86 Open A-5-Q 1300.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9162.60 >5 Yr 1264.25 <30 Days CB-1-Q 1784.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10766.23 >5 Yr 913.44 91-180 Days CB-2-Q 1951.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8854.30 >5 Yr 393.01 30-90 Days S-1-Q 1281.11 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 13191.33 >5 Yr 1783.30 <30 Days S-2-Q 859.49 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 10586.72 >5 Yr 1166.43 Open S-3-Q 970.94 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 3005.31 >5 Yr 125.04 30-90 Days S-4-Q 75.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10613.28 >5 Yr 1327.77 <30 Days CB-3-Q 870.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4005.99 >5 Yr 86.74 30-90 Days G-1-Q 380.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15976.35 >5 Yr 590.98 30-90 Days G-2-Q 3185.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2254.79 >5 Yr 34.27 Open G-3-Q 209.48 No Finance