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 13365.51 Day 16 1565.64 Open A-3-Q 1001.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 7341.71 Day 16 898.58 91-180 Days A-4-Q 1417.52 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 3526.40 Day 16 207.48 30-90 Days A-5-Q 353.58 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 7893.18 Day 16 149.84 30-90 Days CB-1-Q 282.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 1963.60 Day 16 284.27 Open CB-2-Q 272.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 484.69 Day 16 5.67 <30 Days S-1-Q 20.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 7716.18 Day 16 780.83 91-180 Days S-2-Q 1044.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15880.56 Day 16 992.69 30-90 Days S-3-Q 1557.89 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 Yes 15303.70 Day 16 308.54 Open S-4-Q 1568.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8301.85 Day 16 913.45 91-180 Days CB-3-Q 369.53 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 9586.79 Day 16 454.30 91-180 Days G-1-Q 1001.42 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 6814.86 Day 16 455.68 <30 Days G-2-Q 792.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 6210.78 Day 16 917.04 Open G-3-Q 1159.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 7818.24 Day 16 497.44 91-180 Days S-5-Q 18.59 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 8252.10 Day 16 685.70 91-180 Days S-6-Q 1127.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 4964.16 Day 16 219.69 <30 Days S-7-Q 719.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 8148.30 Day 16 349.11 91-180 Days E-1-Q 1030.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15446.30 Day 16 2039.93 Open E-2-Q 891.57 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 15139.28 Day 16 337.11 91-180 Days IG-1-Q 1578.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2743.32 Day 16 320.78 Open IG-2-Q 237.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 1470.46 Day 16 20.47 <30 Days C-1 26.16 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 15487.02 Day 16 687.20 91-180 Days CB-4 3053.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9753.93 Day 16 91.56 91-180 Days E-10 526.24 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 Yes 14289.21 Day 16 18.47 91-180 Days E-3 2390.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 17139.69 Day 16 93.68 <30 Days E-4 2706.97 No Finance