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 7036.03 83 - 90 Days 127.16 Open IG-2 1356.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15589.70 83 - 90 Days 743.89 30-90 Days S-1 2402.79 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 14414.01 83 - 90 Days 432.30 91-180 Days S-2 806.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 12746.10 83 - 90 Days 320.71 Open S-3 1762.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 8771.70 83 - 90 Days 1010.17 91-180 Days S-4 890.37 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 526.23 83 - 90 Days 21.14 <30 Days S-5 101.98 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 15201.62 83 - 90 Days 144.30 <30 Days S-6 605.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 1082.45 83 - 90 Days 77.51 30-90 Days S-7 32.39 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 1598.01 91 - 120 Days 11.90 Open A-0-Q 221.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 14477.63 91 - 120 Days 2161.10 30-90 Days A-1-Q 2476.21 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2664.25 91 - 120 Days 103.90 <30 Days A-2-Q 244.91 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 6445.46 91 - 120 Days 958.44 <30 Days A-3-Q 68.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 14687.63 91 - 120 Days 91.80 30-90 Days A-4-Q 590.43 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 12610.27 91 - 120 Days 1745.73 91-180 Days A-5-Q 314.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 12531.83 91 - 120 Days 1483.87 <30 Days CB-1-Q 845.98 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 11923.73 91 - 120 Days 503.64 30-90 Days CB-2-Q 404.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 811.52 91 - 120 Days 118.40 <30 Days S-1-Q 14.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13775.59 91 - 120 Days 1101.28 <30 Days S-2-Q 2381.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10737.17 91 - 120 Days 46.01 <30 Days S-3-Q 519.10 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 2022.08 91 - 120 Days 265.72 91-180 Days S-4-Q 9.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9864.04 91 - 120 Days 811.70 Open CB-3-Q 1849.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 173.38 91 - 120 Days 19.94 <30 Days G-1-Q 8.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 13246.75 91 - 120 Days 295.57 <30 Days G-2-Q 1375.86 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 4420.09 91 - 120 Days 255.55 Open G-3-Q 796.25 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 Yes 15026.61 91 - 120 Days 583.73 <30 Days S-5-Q 1221.47 No Risk Management