Other

Hedged Asset Fair Value Hedge Basis Adjustment

Bank of New York Mellon Hedged Asset Fair Value Hedge Basis Adjustment decreased by 98.4% to $1.00M in Q4 2025 compared to the prior quarter. Year-over-year, this metric grew by 101.1%, from -$92.00M to $1.00M.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ4 2024
Last reportedQ4 2025

How to read this metric

Reflects the effectiveness and scale of the bank's interest rate risk management strategies.

Detailed definition

The cumulative fair value adjustment applied to assets designated in a portfolio layer method hedge. This adjustment rec...

Peer comparison

Used by sophisticated financial institutions to manage interest rate exposure.

Metric ID: hedged_asset_fair_value_hedge_basis_adjustment

Historical Data

5 periods
 Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25
Value-$92.00M$13.00M$59.00M$64.00M$1.00M
QoQ Change—+114.1%+353.8%+8.5%-98.4%
YoY Change————+101.1%
Range-$92.00M – $64.00M
CAGR-98.9%
Avg YoY Growth+101.1%
Median YoY Growth+101.1%

Frequently Asked Questions

What is Bank of New York Mellon's hedged asset fair value hedge basis adjustment?
Bank of New York Mellon (BK) reported hedged asset fair value hedge basis adjustment of $1.00M in Q4 2025.
How has Bank of New York Mellon's hedged asset fair value hedge basis adjustment changed year-over-year?
Bank of New York Mellon's hedged asset fair value hedge basis adjustment increased by 101.1% year-over-year, from -$92.00M to $1.00M.
What does hedged asset fair value hedge basis adjustment mean?
The accounting adjustment made to assets to reflect the impact of hedging activities.