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 1819.20 >4 Yr <= 5 Yr 196.98 91-180 Days A-3 153.11 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 No 52305.51 >4 Yr <= 5 Yr 5941.26 30-90 Days A-4 1609.42 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 96619.10 >4 Yr <= 5 Yr 9086.97 Open A-5 15319.91 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 77574.94 >4 Yr <= 5 Yr 8811.15 91-180 Days CB-1 11486.19 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 52478.49 >4 Yr <= 5 Yr 5015.19 30-90 Days CB-2 2147.54 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 No 71059.92 >4 Yr <= 5 Yr 4706.54 <30 Days CB-3 9048.23 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 13666.13 >4 Yr <= 5 Yr 1022.98 Open E-1 1378.96 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 1825.24 >4 Yr <= 5 Yr 74.19 <30 Days E-2 146.10 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 66226.19 >4 Yr <= 5 Yr 5865.85 Open G-1 5463.41 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 71501.15 >4 Yr <= 5 Yr 3997.69 91-180 Days G-2 5353.44 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 102051.37 >4 Yr <= 5 Yr 11015.65 30-90 Days G-3 8055.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 102394.84 >4 Yr <= 5 Yr 8239.67 30-90 Days IG-1 14557.40 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 66781.03 >4 Yr <= 5 Yr 4222.87 91-180 Days IG-2 12741.09 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 34876.94 >4 Yr <= 5 Yr 369.66 Open S-1 6890.00 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 104631.50 >4 Yr <= 5 Yr 4242.04 91-180 Days S-2 19116.03 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 11835.30 >4 Yr <= 5 Yr 1161.28 Open S-3 241.39 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 85384.90 >4 Yr <= 5 Yr 4858.14 91-180 Days S-4 1604.28 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 63390.38 >4 Yr <= 5 Yr 3450.46 <30 Days S-5 1417.07 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 74432.22 >4 Yr <= 5 Yr 5209.77 91-180 Days S-6 5372.60 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 108420.27 >4 Yr <= 5 Yr 11635.67 Open S-7 10557.29 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 24472.97 >5 Yr 980.20 30-90 Days A-0-Q 164.71 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 66170.66 >5 Yr 1688.82 91-180 Days A-1-Q 12729.33 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 106279.44 >5 Yr 8443.28 91-180 Days A-2-Q 9994.42 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 30710.06 >5 Yr 1205.74 <30 Days A-3-Q 1090.09 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 36059.14 >5 Yr 702.23 91-180 Days A-4-Q 6613.73 Yes Liberty International Finance Ltd. Legal