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 93706.07 75 - 82 Days 2577.99 <30 Days IG-2 6124.49 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 98407.51 75 - 82 Days 8278.64 <30 Days S-1 3477.11 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 45854.27 75 - 82 Days 2344.57 30-90 Days S-2 1043.11 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 10767.15 75 - 82 Days 1135.80 91-180 Days S-3 1698.09 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 8144.05 75 - 82 Days 563.34 <30 Days S-4 1006.36 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 75033.97 75 - 82 Days 8788.30 30-90 Days S-5 1839.83 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 20539.10 75 - 82 Days 1899.94 Open S-6 1105.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 46975.98 75 - 82 Days 3316.93 30-90 Days S-7 7749.84 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 14108.03 83 - 90 Days 1364.38 30-90 Days A-0-Q 943.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 55540.72 83 - 90 Days 3373.19 30-90 Days A-1-Q 94.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 75182.90 83 - 90 Days 2037.43 <30 Days A-2-Q 12528.34 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 85761.33 83 - 90 Days 7222.75 91-180 Days A-3-Q 5992.07 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 79836.17 83 - 90 Days 10774.20 91-180 Days A-4-Q 12281.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 63198.94 83 - 90 Days 6484.74 <30 Days A-5-Q 8843.36 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 No 70826.44 83 - 90 Days 3189.25 <30 Days CB-1-Q 2242.20 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 13931.89 83 - 90 Days 1989.60 Open CB-2-Q 1084.45 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 No 101748.34 83 - 90 Days 10421.14 30-90 Days S-1-Q 2433.00 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 38631.26 83 - 90 Days 5224.00 30-90 Days S-2-Q 6217.79 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 75262.75 83 - 90 Days 8202.72 <30 Days S-3-Q 14750.54 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 71669.29 83 - 90 Days 8227.27 30-90 Days S-4-Q 2048.43 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 96410.84 83 - 90 Days 14279.09 Open CB-3-Q 8351.39 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 69000.58 83 - 90 Days 4874.35 91-180 Days G-1-Q 830.28 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 78825.63 83 - 90 Days 6938.11 <30 Days G-2-Q 7700.83 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 No 73890.05 83 - 90 Days 2104.64 30-90 Days G-3-Q 1526.48 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 6958.70 83 - 90 Days 840.13 <30 Days S-5-Q 1069.43 No Treasury