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 62970.70 Day 41 6317.15 Open S-6-Q 11202.59 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 15767.52 Day 41 668.68 Open S-7-Q 3140.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 100858.05 Day 41 1369.48 91-180 Days E-1-Q 19252.48 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 45056.62 Day 41 6337.52 30-90 Days E-2-Q 5025.55 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 38262.61 Day 41 1006.24 <30 Days IG-1-Q 3807.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 53310.01 Day 41 2870.50 Open IG-2-Q 7695.28 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 63202.62 Day 41 5244.01 <30 Days C-1 7984.28 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 56251.52 Day 41 7795.52 Open CB-4 10466.95 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 Yes 4630.06 Day 41 643.02 <30 Days E-10 251.51 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 88401.74 Day 41 106.07 Open E-3 5492.17 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 Non-Financial Corporate Yes 51772.92 Day 41 3253.21 <30 Days E-4 9999.55 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 No 8173.85 Day 41 390.84 Open E-5 339.21 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 Yes 43522.49 Day 41 2257.28 30-90 Days E-6 4899.50 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 90348.81 Day 41 13330.39 30-90 Days E-7 9705.51 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 42456.59 Day 41 4603.64 Open E-8 2615.99 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 Yes 36726.26 Day 41 4773.44 <30 Days E-9 3376.20 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 Non-Financial Corporate No 63301.60 Day 41 6514.66 30-90 Days G-4 355.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 53619.30 Day 41 692.74 30-90 Days IG-3 5268.78 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 85166.03 Day 41 7546.94 <30 Days IG-4 12116.38 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 93864.88 Day 41 8040.85 <30 Days IG-5 15445.09 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 56532.22 Day 41 323.42 Open IG-6 9445.07 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 66126.59 Day 41 7670.80 30-90 Days IG-7 3183.37 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 59995.82 Day 41 4611.60 91-180 Days IG-8 5854.05 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 89279.60 Day 41 7035.52 <30 Days L-1 17481.26 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 1381.91 Day 41 174.76 91-180 Days L-10 45.27 No Risk Management