Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 Notch Downgrade

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 National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 8543.21 180 - 270 Days 766.67 30-90 Days L-9 1219.24 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 35350.21 180 - 270 Days 4910.89 Open LC-1 1137.42 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 78324.50 180 - 270 Days 10891.46 <30 Days LC-2 4885.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 28885.58 180 - 270 Days 1412.56 <30 Days N-1 360.56 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 58429.73 180 - 270 Days 5314.79 <30 Days N-2 2739.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 108209.06 180 - 270 Days 6237.20 <30 Days N-3 13828.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 74474.25 180 - 270 Days 1131.40 91-180 Days N-4 10799.21 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 98560.20 180 - 270 Days 2023.82 30-90 Days N-5 8547.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 77298.87 180 - 270 Days 2882.21 30-90 Days N-6 9519.31 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 53522.86 180 - 270 Days 404.01 30-90 Days N-7 6107.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 83344.34 180 - 270 Days 8928.97 Open P-1 15240.17 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 34843.17 180 - 270 Days 3341.32 Open P-2 6281.31 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 72088.73 180 - 270 Days 6557.52 91-180 Days S-8 616.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 69141.78 180 - 270 Days 5721.29 <30 Days Y-1 1163.40 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 43544.76 180 - 270 Days 3195.00 Open Y-2 6933.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 73575.89 180 - 270 Days 47.48 30-90 Days Y-3 7699.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 45230.70 180 - 270 Days 3900.09 30-90 Days Y-4 3839.05 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 65977.44 180 - 270 Days 6145.77 Open Z-1 914.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 65913.33 180 - 270 Days 8825.20 30-90 Days A-2 7712.67 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 31060.37 180 - 270 Days 3839.33 Open A-3 3114.06 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 65450.98 180 - 270 Days 9447.49 91-180 Days A-4 7280.02 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 2750.59 180 - 270 Days 44.68 <30 Days A-5 247.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 57454.89 180 - 270 Days 6385.52 Open CB-1 11438.99 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 23585.02 180 - 270 Days 2513.45 Open CB-2 2808.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 16464.91 180 - 270 Days 1684.40 Open CB-3 1164.62 No Legal