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 Yes 36947.18 Day 40 5441.56 <30 Days G-2 1251.01 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 Central Bank No 16246.15 Day 40 2073.24 <30 Days G-3 229.88 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 33346.06 Day 40 88.52 Open IG-1 3211.23 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 12949.44 Day 40 1257.45 <30 Days IG-2 1017.21 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 60253.41 Day 40 8179.17 30-90 Days S-1 11323.49 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 No 60985.04 Day 40 3331.74 91-180 Days S-2 5152.65 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 107925.17 Day 40 178.55 <30 Days S-3 12264.41 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 93299.16 Day 40 5114.00 <30 Days S-4 1728.42 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 Yes 49429.45 Day 40 34.08 30-90 Days S-5 3087.53 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 66109.39 Day 40 9106.27 <30 Days S-6 10426.77 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 82533.73 Day 40 2875.95 <30 Days S-7 12676.33 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 49708.88 Day 41 2743.11 30-90 Days A-0-Q 3371.17 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 21179.15 Day 41 1226.81 30-90 Days A-1-Q 885.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 6850.81 Day 41 872.56 Open A-2-Q 875.55 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 99237.16 Day 41 13463.68 Open A-3-Q 156.82 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 85046.98 Day 41 3002.86 <30 Days A-4-Q 4698.33 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 37185.02 Day 41 4887.75 30-90 Days A-5-Q 6997.08 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 Central Bank Yes 521.40 Day 41 75.20 <30 Days CB-1-Q 80.01 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 30406.53 Day 41 2772.10 30-90 Days CB-2-Q 1038.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 37063.29 Day 41 1292.99 30-90 Days S-1-Q 4486.31 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 11557.40 Day 41 468.72 30-90 Days S-2-Q 1187.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 37875.17 Day 41 727.40 91-180 Days S-3-Q 2161.70 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 107250.02 Day 41 8689.92 <30 Days S-4-Q 12594.63 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 105106.88 Day 41 689.03 <30 Days CB-3-Q 957.00 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 34605.55 Day 41 4025.02 <30 Days G-1-Q 392.15 No Finance