Other

Derivatives subject to netting arrangements, gross amount of securities and cash pledged not offset in the balance sheet

Bank of New York Mellon Derivatives subject to netting arrangements, gross amount of securities and cash pledged not offset in the balance sheet decreased by 49.6% to $126.00M in Q4 2025 compared to the prior quarter. This is a positive signal — lower values indicate better performance for this metric.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryLiquidity
SignalLower is better
VolatilityModerate
First reportedQ4 2024
Last reportedQ4 2025

How to read this metric

Higher values indicate more restricted liquidity or higher collateral requirements for derivative positions.

Detailed definition

This metric tracks the gross amount of securities and cash pledged as collateral that cannot be offset against derivativ...

Peer comparison

Standard metric for banks to disclose the effectiveness of their netting and collateral arrangements.

Metric ID: other_derivative_liability_subject_to_master_netting_arr_be62ce

Historical Data

2 periods
 Q4 '24Q4 '25
Value$250.00M$126.00M
QoQ Change-49.6%
YoY Change-49.6%
Range$126.00M$250.00M
Avg YoY Growth-49.6%
Median YoY Growth-49.6%

Frequently Asked Questions

What is Bank of New York Mellon's derivatives subject to netting arrangements, gross amount of securities and cash pledged not offset in the balance sheet?
Bank of New York Mellon (BK) reported derivatives subject to netting arrangements, gross amount of securities and cash pledged not offset in the balance sheet of $126.00M in Q4 2025.
What does derivatives subject to netting arrangements, gross amount of securities and cash pledged not offset in the balance sheet mean?
Collateral pledged against derivatives that is not netted against liabilities on the balance sheet.