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 Yes 2968.88 151 - 179 Days 237.59 <30 Days A-3-Q 382.42 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 24017.11 151 - 179 Days 1666.49 Open A-4-Q 1087.14 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 59813.38 151 - 179 Days 6248.78 30-90 Days A-5-Q 10737.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 61620.08 151 - 179 Days 6554.93 Open CB-1-Q 7586.71 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 49522.04 151 - 179 Days 7236.31 <30 Days CB-2-Q 1700.63 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 88192.20 151 - 179 Days 2101.59 91-180 Days S-1-Q 928.16 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 76384.29 151 - 179 Days 5540.45 91-180 Days S-2-Q 14239.36 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 71006.52 151 - 179 Days 7952.94 30-90 Days S-3-Q 2967.95 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 93978.20 151 - 179 Days 12920.82 30-90 Days S-4-Q 11387.75 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 52680.81 151 - 179 Days 7727.82 30-90 Days CB-3-Q 9981.20 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 71728.74 151 - 179 Days 985.39 <30 Days G-1-Q 889.25 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 140.91 151 - 179 Days 20.06 Open G-2-Q 26.49 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 76900.61 151 - 179 Days 10782.60 <30 Days G-3-Q 14666.45 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 26389.81 151 - 179 Days 582.62 30-90 Days S-5-Q 2274.56 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 72283.39 151 - 179 Days 3920.79 30-90 Days S-6-Q 11801.37 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 77600.22 151 - 179 Days 8782.59 30-90 Days S-7-Q 7088.78 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 80334.68 151 - 179 Days 6708.56 91-180 Days E-1-Q 5812.76 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 68484.17 151 - 179 Days 8791.09 Open E-2-Q 2963.44 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 69071.27 151 - 179 Days 1857.79 <30 Days IG-1-Q 2500.30 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 43721.37 151 - 179 Days 1861.98 30-90 Days IG-2-Q 2203.54 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 107664.98 151 - 179 Days 11156.89 91-180 Days C-1 3526.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 72765.52 151 - 179 Days 4436.87 91-180 Days CB-4 1935.70 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 17479.44 151 - 179 Days 1255.14 Open E-10 1081.98 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 66518.63 151 - 179 Days 7405.29 91-180 Days E-3 1295.75 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 15399.35 151 - 179 Days 2004.73 Open E-4 2852.44 Yes Liberty International Finance Ltd. Legal