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 19204.85 Day 56 984.81 <30 Days S-1 2980.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 98188.87 Day 56 5261.12 Open S-2 17104.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 15146.82 Day 56 1438.39 <30 Days S-3 2638.89 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 52983.03 Day 56 6578.55 91-180 Days S-4 9875.42 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 8848.30 Day 56 537.24 91-180 Days S-5 1022.31 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 103302.90 Day 56 442.17 30-90 Days S-6 6144.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 5132.34 Day 56 445.86 30-90 Days S-7 475.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 49870.38 Day 57 1933.43 30-90 Days A-0-Q 3009.12 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 58967.80 Day 57 303.05 30-90 Days A-1-Q 273.96 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 28690.74 Day 57 783.18 30-90 Days A-2-Q 3697.32 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 98260.42 Day 57 10379.65 91-180 Days A-3-Q 402.58 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 92184.46 Day 57 8248.77 30-90 Days A-4-Q 13708.40 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 59341.70 Day 57 608.36 30-90 Days A-5-Q 598.80 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 28639.90 Day 57 2028.56 91-180 Days CB-1-Q 5065.36 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 49502.07 Day 57 3851.43 91-180 Days CB-2-Q 2334.20 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 109028.43 Day 57 11604.31 91-180 Days S-1-Q 21079.78 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 105117.93 Day 57 10974.21 30-90 Days S-2-Q 6426.96 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 51280.03 Day 57 6373.29 30-90 Days S-3-Q 4116.17 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 66767.34 Day 57 9805.61 91-180 Days S-4-Q 1944.76 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 11939.46 Day 57 1442.15 91-180 Days CB-3-Q 1154.26 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 110377.37 Day 57 13968.01 Open G-1-Q 18185.39 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 80220.70 Day 57 11158.55 <30 Days G-2-Q 12948.91 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 32412.85 Day 57 214.47 Open G-3-Q 4086.41 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 111680.24 Day 57 6290.84 91-180 Days S-5-Q 21344.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 83664.34 Day 57 4050.60 91-180 Days S-6-Q 3034.39 No Treasury