Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Secured non-financial wholesale and central bank loans with ≤ 20% risk weight maturing in ≥ 1 year (65% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 73683.48 Y-4
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 68450.84 Z-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 43216.55 A-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 18440.62 A-3
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 29509.83 A-4
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 3617.38 A-5
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 35283.41 CB-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 8237.33 CB-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 45862.49 CB-3
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 84656.99 E-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 936.19 E-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 59041.43 G-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 25419.95 G-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 53448.94 G-3
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 1526.07 IG-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 56793.42 IG-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 37491.34 S-1
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 52124.10 S-2
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 43705.14 S-3
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 34838.07 S-4
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 11635.87 S-5
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 36280.10 S-6
2025-10-13 I.S.8 Other Supranational >= 1 Yr <= 2 Yr 60825.40 S-7
2025-10-13 I.S.8 Other Supranational >2 Yr <= 3 Yr 80834.18 A-0-Q
2025-10-13 I.S.8 Other Supranational >2 Yr <= 3 Yr 32058.37 A-1-Q