Other

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

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.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalHigher is better
VolatilityModerate
First reportedQ4 2024
Last reportedQ4 2025

How to read this metric

High levels indicate significant collateralization of derivative assets, reducing net credit risk exposure.

Detailed definition

This represents the gross amount of securities and cash received as collateral that is associated with derivative assets...

Peer comparison

Standard disclosure for firms using master netting agreements to manage counterparty risk.

Metric ID: other_derivative_asset_subject_to_master_netting_arrange_09322c

Historical Data

2 periods
 Q4 '24Q4 '25
Value$178.00M$171.00M
QoQ Change-3.9%
YoY Change-3.9%
Range$171.00M$178.00M
Avg YoY Growth-3.9%
Median YoY Growth-3.9%

Frequently Asked Questions

What is Bank of New York Mellon's derivatives subject to netting arrangements, gross amount of securities and cash received not offset in the balance sheet?
Bank of New York Mellon (BK) reported derivatives subject to netting arrangements, gross amount of securities and cash received not offset in the balance sheet of $171.00M in Q4 2025.
What does derivatives subject to netting arrangements, gross amount of securities and cash received not offset in the balance sheet mean?
Collateral received for derivative assets that is not used to reduce the reported asset value on the balance sheet.