Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 Yes 110247.20 >4 Yr <= 5 Yr 4588.61 91-180 Days N-3 15814.44 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 No 80359.12 >4 Yr <= 5 Yr 10339.51 91-180 Days N-4 11698.14 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 69007.43 >4 Yr <= 5 Yr 7399.28 <30 Days N-5 5689.07 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 84752.81 >4 Yr <= 5 Yr 6025.86 <30 Days N-6 5285.31 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 111568.02 >4 Yr <= 5 Yr 6460.42 91-180 Days N-7 13356.65 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 No 51561.52 >4 Yr <= 5 Yr 6749.14 30-90 Days P-1 5142.25 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 7746.89 >4 Yr <= 5 Yr 1156.40 Open P-2 391.24 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 108897.80 >4 Yr <= 5 Yr 13556.62 Open S-8 21472.13 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 No 49009.22 >4 Yr <= 5 Yr 5107.15 Open Y-1 6793.46 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 No 35780.27 >4 Yr <= 5 Yr 4744.01 <30 Days Y-2 3082.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 3558.20 >4 Yr <= 5 Yr 116.91 Open Y-3 341.10 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 55508.67 >4 Yr <= 5 Yr 2789.76 <30 Days Y-4 7799.63 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 29761.26 >4 Yr <= 5 Yr 4158.06 91-180 Days Z-1 3891.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 11974.36 >4 Yr <= 5 Yr 413.84 91-180 Days A-2 2174.85 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 No 83988.18 >4 Yr <= 5 Yr 4171.87 91-180 Days A-3 4047.22 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 No 57675.97 >4 Yr <= 5 Yr 1139.52 Open A-4 5031.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 75323.56 >4 Yr <= 5 Yr 10336.26 <30 Days A-5 7252.36 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 80827.42 >4 Yr <= 5 Yr 1268.39 <30 Days CB-1 6034.48 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 61232.08 >4 Yr <= 5 Yr 5710.68 30-90 Days CB-2 11333.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 94476.37 >4 Yr <= 5 Yr 10818.55 Open CB-3 770.51 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 55457.17 >4 Yr <= 5 Yr 1078.42 30-90 Days E-1 7618.07 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 48773.58 >4 Yr <= 5 Yr 1107.39 91-180 Days E-2 4782.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 109305.65 >4 Yr <= 5 Yr 8405.13 91-180 Days G-1 19970.69 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 33613.24 >4 Yr <= 5 Yr 3523.10 30-90 Days G-2 4408.88 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 107226.60 >4 Yr <= 5 Yr 14341.23 <30 Days G-3 17449.61 Yes Liberty International Finance Ltd. Legal