EBA欧洲银行-BE_MMYX0N4ZEZ13Z4XCG897_TR_2018_20页_2mb

2018 EU-wide Transparency Exercise Summary for The Bank of New York Mellon SA/NV

Core Information

• Bank Name: The Bank of New York Mellon SA/NV
• LEI Code: MMYX0N4ZEZ13Z4XCG897
• Country Code: BE (Belgium)

Own Funds (Transitional Period)

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP CODE	Regulation
A	OWN FUNDS	3,120	3,082	C:0.00 (010,c010)	Articles 4(118) and 72 of CRR
A.1	COMMON EQUITY TIER 1 CAPITAL	2,774	2,737	C:0.00 (020,c010)	Article 50 of CRR
A.1.1	Capital instruments eligible as CET1 Capital	1,757	1,757	C:0.00 (030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
A.1.2	Retained earnings	1,403	1,401	C:0.00 (130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
A.1.3	Accumulated other comprehensive income	28	-16	C:0.00 (180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
A.1.4	Other Reserves	0	0	C:0.00 (000,c010)	Articles 4(117) and 26(1) point (e) of CRR
A.1.5	Funds for general banking risk	0	0	C:0.00 (210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
A.1.6	Minority interest given recognition in CET1 capital	0	0	C:0.00 (230,c010)	Article 84 of CRR
A.1.7	Adjustments to CET1 due to prudential fibers	-11	-13	C:0.00 (255,c010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
A.1.8	Intangible assets (including Goodwill)	-414	-412	C:0.00 (300,c010) + C:0.00 (340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
A.1.9	TFAs that rely on future profitability	0	0	C:0.00 (370,c010)	Articles 36(1) point (c) and 38 of CRR
A.1.10	IRB shortfall of credit risk adjustments to expected losses	0	0	C:0.00 (380,c010)	Articles 36(1) point (b), 40 and 159 of CRR
A.1.11	Defined benefit pension fund assets	0	0	C:0.00 (390,c010)	Articles 4(109), 36(1) point (a) and 41 of CRR
A.1.12	Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
A.1.13	Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (440,c010)	Article 36(1) point (g) of CRR
A.1.14	Deductions related to assets with 1.250% risk weight	0	0	C:0.00 (450,c010) + C:0.00 (460,c010), C:0.00 (470,c010), and C:0.00 (471,c010)	Articles 4(36), 36(1) point (b) and 89 to 91 of CRR; Articles 36(1) point (b), 74(3)1 point (b), 34(1) point (b) and 258 of CRR; Articles 36(1) point (b), 43, 45, 47; 48(1) point (b); 49(3) to (3) and 75(4) of CRR
A.1.15	Holdings of CET1 capital instruments of financial sector entities with insignificant investment	0	0	C:0.00 (460,c010)	Articles 36(1) point (b), 243(1) point (b), 244(1) point (b) and 258 of CRR
A.1.16	Deductible DTAs that rely on future profitability	0	0	C:0.00 (490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
A.1.17	Holdings of CET1 capital instruments of financial sector entities with significant investment	0	0	C:0.00 (500,c010)	Articles 4(27); 36(1) point (b); 43, 45, 47; 48(1) point (b); 49(3) to (3) and 79 of CRR
A.1.18	Amount exceeding the 17.65% threshold	0	0	C:0.00 (510,c010)	Article 48 of CRR
A.1.19	Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524,c010)	Article 3 CRR
A.1.20	CET1 capital elements or deductions - other	19	20	C:0.00 (529,c010)	-
A.1.21	Transitional adjustments	-8	0	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (226,c010)	Articles 48(1) point (3), and 494 to 487 of CRR
A.1.21.2	Transitional adjustments due to additional minority interests	0	0	C:0.00 (246,c010)	Articles 479 and 480 of CRR
A.1.21.3	Other transitional adjustments to CET1 Capital	-8	0	C:0.00 (528,c010)	Articles 469 to 472, 478 and 481 of CRR
A.2	ADDITIONAL TIER 1 CAPITAL	0	0	C:0.00 (530,c010)	Article 61 of CRR
A.2.1	Additional Tier 1 Capital instruments	0	0	C:0.00 (540,c010) + C:0.00 (570,c010)	-
A.2.2	Excess deduction from T2 items over T2 capital	0	0	C:0.00 (720,c010)	-
A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C:0.00 (698,c010) + C:0.00 (790,c010), + C:0.00 (710,c010), + C:0.00 (740,c010), + C:0.00 (744,c010), + C:0.00 (748,c010)	-
A.2.4	Additional Tier 1 transitional adjustments	0	0	C:0.00 (660,c010) + C:0.00 (680,c010)	-
A.3	TIER 1 CAPITAL	2,774	2,737	C:0.00 (615,c010)	Article 25 of CRR
A.4	TIER 2 CAPITAL	346	346	C:0.00 (750,c010)	Article 71 of CRR
A.4.1	Tier 2 Capital instruments	346	346	C:0.00 (760,c010) + C:0.00 (690,c010)	-
A.4.2	Other Tier 2 Capital components and deductions	0	0	C:0.00 (918,c010) + C:0.00 (940,c010), + C:0.00 (930,c010), + C:0.00 (950,c010), + C:0.00 (970,c010), + C:0.00 (978,c010)	-
A.4.3	Tier 2 transitional adjustments	0	0	C:0.00 (680,c010) + C:0.00 (690,c010), + C:0.00 (690,c010)	-
B	TOTAL RISK EXPOSURE AMOUNT	3,740	4,983	C:0.00 (615,c010)	Articles 8(3), 95, 96 and 98 of CRR
B.1	Transitional adjustments included	0	0	C:0.01 (615,c010)	-
C.1	COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period)	74.17%	54.93%	GA3 (1)	-
C.2	TIER 1 CAPITAL RATIO (transitional period)	74.17%	54.93%	GA3 (3)	-
C.3	TOTAL CAPITAL RATIO (transitional period)	83.41%	61.86%	GA3 (5)	-
D	CET1 Capital Fully loaded	2,782	2,737	[C:A-1.A-1.B-1.C-1.A-1.I-1.M-1.N-1.M-2.A-2.B-2.C-2.D-2-M-4.N-4.A-4.B-4.C-4.D-4.E-4.F-4.G-4.H-4.I]	-
E	CET1 RATIO (%) (Fully loaded)	74.38%	54.93%	[D:A-1/F-8.I-1]	-

Leverage Ratio

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)	COREP CODE	Regulation
A.1	Tier 1 capital - transitional definition	2,774	2,737	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
A.2	Tier 1 capital - fully phased-in definition	2,782	2,737	C 47.00 (r310,c010)	-
B.1	Total leverage ratio exposures - using a transitional definition of Tier 1 capital	38,559	39,220	C 47.00 (r300,c010)	-
B.2	Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital	38,567	39,220	C 47.00 (r290,c010)	-
C.1	Leverage ratio - using a transitional definition of Tier 1 capital	7.2%	7.0%	C 47.00 (r340,c010)	-
C.2	Leverage ratio - using a fully phased-in definition of Tier 1 capital	7.2%	7.0%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Risk exposure amounts for credit risk	2,604	3,778
Risk exposure amount for securitisation and re-securitisations in the banking book	0	0
Risk exposure amount for contributions to the default fund of a CCP	0	0
Risk exposure amount Other credit risk	2,604	3,778
Risk exposure amount for position, foreign exchange and commodities (Market risk)	0	0
Risk exposure amount for Credit Valuation Adjustment	28	37
Risk exposure amount for operational risk	1,109	1,168
Total Risk Exposure Amount	3,740	4,983

Profit and Loss (P&L)

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Interest income	252	154
Of which debt securities income	114	66
Of which loans and advances income	73	54
Interest expenses	141	99
Of which deposits expenses	83	74
Net Fee and commission income	433	221
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	0	-2
Gains or (-) losses on financial assets and liabilities held for trading, net	58	23
Gains or (-) losses on financial assets and liabilities at fair value through profit or loss, net	0	0
Gains or (-) losses from hedge accounting, net	0	0
Exchange differences [gain or (-) loss], net	-3	0
Net other operating income/(expenses)	-1	0
TOTAL OPERATING INCOME, NET	599	296
Administrative expenses	271	154
Depreciation	9	4
Modification gains or (-) losses, net	n.a.	0
(Provisions or (-) reversal of provisions)	5	1
(Other provisions)	5	1
(Of which pending legal issues and tax litigation)	0	-
(Of which restructuring)	1	-
(Increases or (-) decreases of the fund for general banking risks, net)	0	0
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	0	0
(Financial assets at fair value through other comprehensive income)	n.a.	0
(Financial assets at amortised cost)	n.a.	0
(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates and on non-financial assets)	141	0
(of which Goodwill)	141	0
Profit or (-) loss after tax from discontinued operations	0	0
Profit or (-) loss for the year	91	97
Of which attributable to owners of the parent	91	97

Market Risk

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Traded Debt Instruments	0	0
Of which: General risk	0	0
Of which: Specific risk	0	0
Equities	0	0
Foreign exchange risk	0	0
Commodities risk	0	0
Total Risk Exposure Amount	3,740	4,983

Credit Risk - Standardised Approach

Item	Description	As of 31/12/2017 (EUR)	As of 30/06/2018 (EUR)
Original Exposure	22,167	19,464
Exposure Value	22,167	19,463
Risk exposure amount	3	0
Value adjustments and provisions	-	-
Standardised Total	38,587	39,405

Additional Notes

• Fully loaded CET1 capital ratio estimation is based on the formulae stated in the "COREP CODE" column.
• Risk exposure amounts for credit risk increased from 3,740 million EUR in 2017 to 4,983 million EUR in 2018.
• Total Risk Exposure Amount includes various risk components such as credit, market, and operational risk.
• Profit and Loss data shows a decrease in total operating income from 599 million EUR in 2017 to 296 million EUR in 2018.
• The Standardised Approach for credit risk includes original exposure, exposure value, risk exposure amount, and value adjustments and provisions.