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 >3 Yr <= 4 Yr 10354.56 N-7
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 6527.39 S-8
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 9101.59 Y-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3935.05 Y-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 13837.96 Y-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 16449.29 Y-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 9613.61 Z-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 1899.48 A-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 8630.61 A-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 6498.37 A-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 5077.02 A-5
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 2683.84 CB-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3717.69 CB-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 5843.26 CB-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 14725.64 E-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 14413.86 E-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 12437.19 G-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 5725.99 G-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 8321.29 G-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 2200.13 IG-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 9597.75 IG-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 4451.95 S-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 4471.31 S-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 2499.40 S-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 12380.04 S-4