Bank of New York Mellon Derivatives subject to netting arrangements, gross amount of securities and cash received not offset in the balance sheet decreased by 3.9% to $171.00M in Q4 2025 compared to the prior quarter. This decline may warrant attention — for this metric, higher values are generally preferred.
High levels indicate significant collateralization of derivative assets, reducing net credit risk exposure.
This represents the gross amount of securities and cash received as collateral that is associated with derivative assets...
Standard disclosure for firms using master netting agreements to manage counterparty risk.
other_derivative_asset_subject_to_master_netting_arrange_09322c| Q4 '24 | Q4 '25 | |
|---|---|---|
| Value | $178.00M | $171.00M |
| QoQ Change | — | -3.9% |
| YoY Change | — | -3.9% |