Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.16: Total Collateral Required Due to a Change in Financial Condition

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.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 12058.68 Day 10 277.69 30-90 Days S-6 177.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 14915.50 Day 10 2064.75 <30 Days S-7 297.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 1350.59 Day 11 18.38 30-90 Days A-0-Q 151.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 3609.87 Day 11 305.03 30-90 Days A-1-Q 558.78 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 12375.21 Day 11 915.32 91-180 Days A-2-Q 1002.15 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 10209.29 Day 11 1286.77 Open A-3-Q 767.86 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 14960.79 Day 11 1891.73 91-180 Days A-4-Q 88.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2694.67 Day 11 108.70 30-90 Days A-5-Q 455.28 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13695.72 Day 11 380.81 30-90 Days CB-1-Q 346.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4238.23 Day 11 263.80 Open CB-2-Q 104.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 16527.12 Day 11 1984.77 30-90 Days S-1-Q 2214.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 12358.48 Day 11 1378.68 Open S-2-Q 115.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 651.19 Day 11 24.19 <30 Days S-3-Q 95.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 4164.96 Day 11 510.88 30-90 Days S-4-Q 512.35 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 508.13 Day 11 59.46 91-180 Days CB-3-Q 79.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 435.90 Day 11 57.22 91-180 Days G-1-Q 6.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 255.53 Day 11 9.73 91-180 Days G-2-Q 26.88 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 7786.89 Day 11 22.54 Open G-3-Q 32.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15582.26 Day 11 1903.81 Open S-5-Q 1807.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13658.59 Day 11 1646.71 Open S-6-Q 1064.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 14259.39 Day 11 440.63 30-90 Days S-7-Q 2192.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 566.55 Day 11 12.10 30-90 Days E-1-Q 101.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2133.81 Day 11 216.19 Open E-2-Q 1.64 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 3563.60 Day 11 70.38 30-90 Days IG-1-Q 203.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 8901.36 Day 11 274.31 Open IG-2-Q 712.88 No Risk Management