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 95806.99 180 - 270 Days 5267.14 Open S-5 1139.88 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 33145.89 180 - 270 Days 186.97 <30 Days S-6 3017.35 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 23168.11 180 - 270 Days 3085.80 Open S-7 91.87 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 109860.37 271 - 364 Days 15291.79 91-180 Days A-0-Q 21376.61 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 14590.15 271 - 364 Days 235.36 Open A-1-Q 118.76 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 32095.04 271 - 364 Days 4574.63 30-90 Days A-2-Q 5832.65 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 28889.58 271 - 364 Days 1545.22 Open A-3-Q 5380.85 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 102273.37 271 - 364 Days 9294.34 30-90 Days A-4-Q 14257.92 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 23833.48 271 - 364 Days 3499.58 <30 Days A-5-Q 593.73 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 No 83673.38 271 - 364 Days 8639.99 Open CB-1-Q 7503.27 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 62986.33 271 - 364 Days 1966.04 Open CB-2-Q 4979.36 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 Yes 19454.13 271 - 364 Days 1145.34 Open S-1-Q 227.13 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 75423.34 271 - 364 Days 7241.38 91-180 Days S-2-Q 10049.18 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 No 770.72 271 - 364 Days 33.66 91-180 Days S-3-Q 124.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 57947.05 271 - 364 Days 3134.54 30-90 Days S-4-Q 9144.63 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 91115.99 271 - 364 Days 8627.84 <30 Days CB-3-Q 7079.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 70091.72 271 - 364 Days 3650.40 30-90 Days G-1-Q 10433.87 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 84014.94 271 - 364 Days 5946.18 30-90 Days G-2-Q 14415.01 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 81078.40 271 - 364 Days 4698.41 <30 Days G-3-Q 6256.14 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 23166.30 271 - 364 Days 2404.04 30-90 Days S-5-Q 2754.21 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 66092.94 271 - 364 Days 6692.74 Open S-6-Q 6444.47 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 22768.04 271 - 364 Days 687.28 <30 Days S-7-Q 487.32 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 87350.58 271 - 364 Days 4245.85 30-90 Days E-1-Q 7530.08 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 24891.54 271 - 364 Days 327.05 91-180 Days E-2-Q 2554.18 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 No 29862.82 271 - 364 Days 3933.74 30-90 Days IG-1-Q 3433.54 Yes Liberty International Finance Ltd. Risk Management