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 16648.70 Day 36 1039.20 Open L-7 3267.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 10250.17 Day 36 991.66 <30 Days L-8 423.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9907.85 Day 36 1357.51 <30 Days L-9 1511.94 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 4286.26 Day 36 345.00 91-180 Days LC-1 424.65 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 7281.14 Day 36 249.53 91-180 Days LC-2 516.16 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 11774.44 Day 36 1739.21 30-90 Days N-1 2030.68 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 1796.94 Day 36 215.11 30-90 Days N-2 268.34 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 16128.00 Day 36 2299.08 <30 Days N-3 2028.56 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 4096.34 Day 36 129.10 <30 Days N-4 780.13 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 15722.15 Day 36 1705.16 <30 Days N-5 2240.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13124.03 Day 36 1678.58 30-90 Days N-6 2424.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 935.87 Day 36 6.70 <30 Days N-7 162.44 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 14095.88 Day 36 979.38 Open P-1 1944.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2477.01 Day 36 10.84 Open P-2 352.38 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 13999.94 Day 36 898.93 <30 Days S-8 259.39 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 No 4853.53 Day 36 456.64 30-90 Days Y-1 918.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15175.02 Day 36 1493.95 <30 Days Y-2 2091.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 5862.79 Day 36 845.33 <30 Days Y-3 112.68 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 7460.76 Day 36 632.30 Open Y-4 1333.88 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 12185.73 Day 36 830.50 <30 Days Z-1 2235.97 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 No 6237.09 Day 36 596.17 30-90 Days A-2 423.98 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 15843.30 Day 36 1081.91 Open A-3 2015.05 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 14783.70 Day 36 1216.13 91-180 Days A-4 2678.41 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 11278.83 Day 36 1666.83 <30 Days A-5 2144.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2166.09 Day 36 186.64 Open CB-1 273.18 No Finance