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 16458.94 Day 55 903.36 30-90 Days CB-2-Q 2370.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 13351.73 Day 55 1263.54 91-180 Days S-1-Q 757.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 9373.68 Day 55 337.66 30-90 Days S-2-Q 1650.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2880.99 Day 55 53.77 91-180 Days S-3-Q 323.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 215.13 Day 55 10.88 Open S-4-Q 9.70 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 No 6041.41 Day 55 156.35 Open CB-3-Q 1182.78 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 6263.49 Day 55 604.88 91-180 Days G-1-Q 458.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 3801.29 Day 55 220.60 91-180 Days G-2-Q 392.45 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 No 5439.78 Day 55 548.93 <30 Days G-3-Q 530.89 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 704.38 Day 55 26.40 Open S-5-Q 53.75 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 11398.31 Day 55 1282.06 91-180 Days S-6-Q 2079.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9995.74 Day 55 405.21 91-180 Days S-7-Q 1790.70 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 10648.61 Day 55 805.82 30-90 Days E-1-Q 541.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2444.54 Day 55 333.19 91-180 Days E-2-Q 157.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10567.83 Day 55 396.83 30-90 Days IG-1-Q 1547.55 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 14739.60 Day 55 236.95 30-90 Days IG-2-Q 505.04 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 No 13319.52 Day 55 151.33 91-180 Days C-1 82.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 11707.27 Day 55 1545.85 <30 Days CB-4 1643.85 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 2238.56 Day 55 56.58 Open E-10 181.39 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 8376.87 Day 55 201.42 91-180 Days E-3 755.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 385.47 Day 55 22.12 30-90 Days E-4 50.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 15410.88 Day 55 1008.34 <30 Days E-5 1907.34 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 10381.30 Day 55 627.49 Open E-6 862.78 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 9688.71 Day 55 1065.69 30-90 Days E-7 91.89 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 No 14450.24 Day 55 1696.43 <30 Days E-8 600.89 Yes Liberty Capital Markets Inc. Treasury