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 Central Bank No 78851.89 Day 36 4723.69 Open N-7 7092.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 49787.33 Day 36 2088.41 Open P-1 8449.18 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 83875.15 Day 36 10334.22 <30 Days P-2 11369.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 49680.01 Day 36 4490.60 30-90 Days S-8 8950.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 19187.14 Day 36 554.01 <30 Days Y-1 2945.26 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 12877.61 Day 36 888.57 91-180 Days Y-2 1328.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 64377.90 Day 36 7331.23 <30 Days Y-3 5536.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 42600.22 Day 36 789.44 91-180 Days Y-4 4184.06 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 45480.35 Day 36 1118.92 30-90 Days Z-1 5776.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 307.76 Day 36 10.74 30-90 Days A-2 5.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 109424.58 Day 36 12178.05 Open A-3 2008.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 113127.66 Day 36 836.07 Open A-4 10371.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 70842.83 Day 36 6642.93 30-90 Days A-5 6893.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 26244.87 Day 36 1281.14 91-180 Days CB-1 941.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 31266.85 Day 36 3188.86 Open CB-2 3626.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 10844.50 Day 36 1503.71 <30 Days CB-3 14.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 21902.10 Day 36 246.09 30-90 Days E-1 903.24 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 52908.98 Day 36 3959.39 Open E-2 5689.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 89280.32 Day 36 5155.27 Open G-1 2252.02 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 10388.82 Day 36 1225.11 30-90 Days G-2 279.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 47085.94 Day 36 3430.35 <30 Days G-3 5636.59 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 108129.27 Day 36 5948.04 91-180 Days IG-1 14073.70 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 98492.18 Day 36 13814.79 91-180 Days IG-2 17815.39 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 59848.60 Day 36 4362.58 30-90 Days S-1 3421.61 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 99041.33 Day 36 11969.24 30-90 Days S-2 10530.84 No Treasury