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 No 366.51 Day 16 43.22 Open E-5 26.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 16876.27 Day 16 357.28 Open E-6 2691.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 8219.04 Day 16 112.12 <30 Days E-7 779.46 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 6213.92 Day 16 310.06 91-180 Days E-8 79.66 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 10680.85 Day 16 480.82 91-180 Days E-9 1559.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 13237.99 Day 16 925.04 91-180 Days G-4 2561.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 11136.42 Day 16 1337.23 91-180 Days IG-3 1075.95 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 9518.42 Day 16 424.49 <30 Days IG-4 1637.19 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 No 2971.81 Day 16 444.82 91-180 Days IG-5 149.37 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 11328.13 Day 16 917.29 Open IG-6 1183.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2649.85 Day 16 209.08 91-180 Days IG-7 59.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 6112.68 Day 16 474.90 Open IG-8 720.16 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 No 16046.67 Day 16 253.03 30-90 Days L-1 3151.04 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 7028.22 Day 16 948.76 30-90 Days L-10 714.98 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 16642.43 Day 16 638.53 Open L-11 536.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 1659.73 Day 16 158.50 <30 Days L-2 234.71 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 8920.82 Day 16 935.84 91-180 Days L-3 985.44 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 10226.52 Day 16 1448.99 30-90 Days L-4 1758.23 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 4803.57 Day 16 671.71 <30 Days L-5 99.18 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 12940.93 Day 16 970.85 91-180 Days L-6 1545.94 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 6679.09 Day 16 753.74 <30 Days L-7 104.42 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 No 15416.32 Day 16 253.42 30-90 Days L-8 1265.46 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 10675.10 Day 16 1220.42 <30 Days L-9 538.64 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 11989.01 Day 16 1234.16 <30 Days LC-1 1328.37 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 16453.12 Day 16 2188.23 91-180 Days LC-2 2595.50 Yes Liberty National Bank Treasury