Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Other secured retail loans with > 20% risk weight maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 28077.84 G-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 15879.90 G-3
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 26619.90 IG-1
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 1239.14 IG-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 24321.11 S-1
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 9003.27 S-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 10132.48 S-3
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 18207.98 S-4
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 8304.28 S-5
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 29684.76 S-6
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 8578.38 S-7
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 4246.45 A-0-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 22519.76 A-1-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3918.39 A-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 1917.55 A-3-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 18062.57 A-4-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 30013.53 A-5-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3834.99 CB-1-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 14195.90 CB-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 14795.01 S-1-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 24554.51 S-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 25290.36 S-3-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 20822.91 S-4-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 25361.33 CB-3-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 20029.45 G-1-Q