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 Non-Financial Corporate No 17030.52 Day 17 802.33 Open N-1 867.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 79832.18 Day 17 9875.09 <30 Days N-2 9575.47 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 10256.44 Day 17 1523.21 <30 Days N-3 992.73 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 39874.85 Day 17 515.90 91-180 Days N-4 3760.79 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 30808.19 Day 17 2826.04 91-180 Days N-5 5371.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 46639.77 Day 17 68.03 Open N-6 6503.63 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 96756.56 Day 17 11440.45 Open N-7 9539.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 113253.86 Day 17 2808.40 30-90 Days P-1 14678.22 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 105596.56 Day 17 13093.60 30-90 Days P-2 16622.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 49445.08 Day 17 6641.65 91-180 Days S-8 907.76 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 Non-Financial Corporate No 105788.80 Day 17 5611.23 <30 Days Y-1 16952.72 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 Non-Financial Corporate No 29881.26 Day 17 970.31 30-90 Days Y-2 4952.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 108648.85 Day 17 12937.21 Open Y-3 18403.20 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 15978.25 Day 17 301.52 30-90 Days Y-4 897.82 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 61417.86 Day 17 2203.05 91-180 Days Z-1 9044.52 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 57248.73 Day 17 617.73 30-90 Days A-2 4762.27 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 Non-Financial Corporate Yes 4006.45 Day 17 199.61 <30 Days A-3 17.17 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 44088.27 Day 17 37.42 Open A-4 218.98 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 81506.26 Day 17 9651.14 <30 Days A-5 9799.72 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 52454.06 Day 17 4729.74 Open CB-1 9865.46 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 59831.15 Day 17 606.00 30-90 Days CB-2 9751.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 66345.90 Day 17 5013.45 91-180 Days CB-3 12757.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 15020.74 Day 17 313.54 <30 Days E-1 2551.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 65548.36 Day 17 6618.02 91-180 Days E-2 10567.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 12884.71 Day 17 223.24 91-180 Days G-1 134.52 No Legal