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 745.76 61 - 67 Days 20.93 91-180 Days S-2-Q 12.00 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 88485.99 61 - 67 Days 9705.22 30-90 Days S-3-Q 5715.36 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 No 97009.99 61 - 67 Days 6154.54 Open S-4-Q 11012.03 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 79693.77 61 - 67 Days 3766.90 30-90 Days CB-3-Q 5759.22 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 37774.35 61 - 67 Days 2668.39 Open G-1-Q 4531.75 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 Yes 42250.33 61 - 67 Days 2370.81 91-180 Days G-2-Q 5659.88 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 Yes 73822.38 61 - 67 Days 10305.80 91-180 Days G-3-Q 13471.90 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 106140.63 61 - 67 Days 8702.93 <30 Days S-5-Q 2926.89 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 108311.56 61 - 67 Days 12037.30 <30 Days S-6-Q 9931.26 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 60541.17 61 - 67 Days 2959.89 <30 Days S-7-Q 1745.38 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 Yes 6472.19 61 - 67 Days 174.42 91-180 Days E-1-Q 879.74 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 107583.10 61 - 67 Days 6795.16 <30 Days E-2-Q 632.89 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 Yes 17932.22 61 - 67 Days 75.95 91-180 Days IG-1-Q 70.71 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 Yes 26807.22 61 - 67 Days 3603.53 30-90 Days IG-2-Q 2116.07 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 112295.87 61 - 67 Days 6854.41 91-180 Days C-1 11068.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 97955.85 61 - 67 Days 4944.72 91-180 Days CB-4 11912.84 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 80727.12 61 - 67 Days 2308.45 30-90 Days E-10 12439.97 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 83851.58 61 - 67 Days 1733.39 Open E-3 3841.69 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 103794.18 61 - 67 Days 11900.58 30-90 Days E-4 14688.14 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 98875.40 61 - 67 Days 789.24 <30 Days E-5 8907.27 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 102967.87 61 - 67 Days 13093.46 30-90 Days E-6 1287.97 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 45420.66 61 - 67 Days 2238.37 30-90 Days E-7 1439.75 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 48050.85 61 - 67 Days 4070.77 <30 Days E-8 8805.38 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 59778.20 61 - 67 Days 7622.86 91-180 Days E-9 21.22 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 6689.71 61 - 67 Days 507.05 Open G-4 729.15 Yes Liberty Mortgage Services Corp. Risk Management