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 9443.18 Day 16 232.62 <30 Days N-1 1725.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 13031.76 Day 16 1187.19 30-90 Days N-2 2102.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 12863.35 Day 16 1792.96 91-180 Days N-3 2338.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 14861.04 Day 16 636.77 <30 Days N-4 16.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 6107.23 Day 16 84.63 30-90 Days N-5 491.81 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 10028.31 Day 16 777.76 30-90 Days N-6 1310.41 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 No 12696.39 Day 16 1542.06 Open N-7 2140.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 5050.73 Day 16 683.91 30-90 Days P-1 282.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 7299.54 Day 16 94.41 30-90 Days P-2 995.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 5737.75 Day 16 796.99 <30 Days S-8 813.84 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 5410.37 Day 16 296.29 <30 Days Y-1 617.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 535.34 Day 16 11.35 Open Y-2 59.32 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 11696.31 Day 16 1469.09 30-90 Days Y-3 2001.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2060.68 Day 16 284.86 30-90 Days Y-4 281.39 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 Yes 6059.11 Day 16 861.66 91-180 Days Z-1 869.41 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 No 2041.30 Day 16 150.21 30-90 Days A-2 220.06 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 14561.87 Day 16 274.85 Open A-3 1247.35 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 8778.97 Day 16 646.77 30-90 Days A-4 798.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 16168.45 Day 16 993.14 Open A-5 1861.04 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 10606.17 Day 16 95.13 91-180 Days CB-1 1892.86 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 13743.46 Day 16 1294.55 91-180 Days CB-2 1784.70 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 Yes 952.22 Day 16 73.30 30-90 Days CB-3 48.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 10572.64 Day 16 741.64 <30 Days E-1 1523.50 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 630.92 Day 16 80.42 <30 Days E-2 110.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 9032.69 Day 16 1181.40 <30 Days G-1 400.13 Yes Liberty Wealth Management LLC Treasury