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 18170.07 >= 1 Yr <= 2 Yr 321.02 91-180 Days S-5 1345.95 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 73306.70 >= 1 Yr <= 2 Yr 3606.38 Open S-6 9332.31 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 91663.07 >= 1 Yr <= 2 Yr 7751.12 91-180 Days S-7 14302.92 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 25788.34 >2 Yr <= 3 Yr 734.66 Open A-0-Q 3584.31 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 34678.16 >2 Yr <= 3 Yr 2733.34 91-180 Days A-1-Q 905.41 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 104499.14 >2 Yr <= 3 Yr 14494.82 91-180 Days A-2-Q 6148.57 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 No 88134.95 >2 Yr <= 3 Yr 3228.67 30-90 Days A-3-Q 9320.00 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 46180.19 >2 Yr <= 3 Yr 4333.31 91-180 Days A-4-Q 4421.88 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 57227.66 >2 Yr <= 3 Yr 3871.01 91-180 Days A-5-Q 5920.03 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 8857.04 >2 Yr <= 3 Yr 915.51 <30 Days CB-1-Q 810.28 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 89136.50 >2 Yr <= 3 Yr 10003.33 91-180 Days CB-2-Q 4587.64 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 68557.91 >2 Yr <= 3 Yr 4898.26 Open S-1-Q 8399.43 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 9542.89 >2 Yr <= 3 Yr 313.96 Open S-2-Q 697.98 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 107728.95 >2 Yr <= 3 Yr 2931.69 Open S-3-Q 2766.46 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 54695.73 >2 Yr <= 3 Yr 3626.07 <30 Days S-4-Q 4912.03 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 39095.47 >2 Yr <= 3 Yr 4497.77 <30 Days CB-3-Q 5057.17 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 93058.84 >2 Yr <= 3 Yr 4801.96 Open G-1-Q 445.77 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 Yes 11217.07 >2 Yr <= 3 Yr 539.83 91-180 Days G-2-Q 849.90 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 Yes 91994.15 >2 Yr <= 3 Yr 11989.97 Open G-3-Q 10169.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 84424.84 >2 Yr <= 3 Yr 1978.41 91-180 Days S-5-Q 1253.25 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 36219.09 >2 Yr <= 3 Yr 2644.68 91-180 Days S-6-Q 3444.02 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 95727.79 >2 Yr <= 3 Yr 12977.16 91-180 Days S-7-Q 6342.16 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 99315.50 >2 Yr <= 3 Yr 10175.91 Open E-1-Q 8473.86 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 41610.86 >2 Yr <= 3 Yr 5370.65 <30 Days E-2-Q 7364.45 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 35508.43 >2 Yr <= 3 Yr 2105.33 <30 Days IG-1-Q 4422.12 Yes Liberty International Finance Ltd. Treasury