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MarketScreener Homepage  >  Equities  >  Nyse  >  Bank of New York Mellon Corporation (The)    BK

BANK OF NEW YORK MELLON CORPORATION (THE

(BK)
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Bank of New York Mellon : Alcentra Limited Pillar 3 Disclosure 2018

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09/17/2019 | 09:07am EDT

Alcentra Limited

Executive summary

1

Article 431 CRR - Scope of disclosure requirements..........................................

7

1.1

Disclosure policy...................................................................................................................

7

1.2

The Basel III framework........................................................................................................

8

1.3

Purpose of Pillar 3 ................................................................................................................

9

1.4

Article 432 CRR - Non-material, proprietary or confidential information...............................

9

1.5

Article 433/434 CRR - Frequency and means of disclosure.................................................

10

1.6

Board approval .....................................................................................................................

10

1.7

Key 2018 and future events..................................................................................................

10

1.8

Key metrics ...........................................................................................................................

11

1.9

Article 436 CRR - Scope of application ................................................................................

12

1.10

Core business lines ..............................................................................................................

14

Capital

2

Article 437 CRR - Own funds .................................................................................

16

3

Article 438 CRR - Capital requirements ................................................................

24

3.1

Calculating capital requirements...........................................................................................

25

Risk

4

Article 435 CRR - Risk management objectives and policies.............................

27

4.1

Board of Directors.................................................................................................................

28

4.2

Risk management framework ...............................................................................................

31

4.3

Risk appetite .........................................................................................................................

32

4.4

Emerging risk impact and priority .........................................................................................

32

4.5

High-levelassessment..........................................................................................................

33

4.6

Stress testing ........................................................................................................................

33

4.7

Escalation of risks and issues...............................................................................................

33

4.8

Internal Capital Adequacy Assessment Process ..................................................................

34

4.9

Recovery and resolution planning ........................................................................................

34

5

Article 442 CRR - Credit risk adjustments............................................................

35

5.1

Definition and identification...................................................................................................

36

5.2

Credit risk management framework......................................................................................

36

5.3

Analysis of credit risk ............................................................................................................

36

5.4

Monitoring and reporting.......................................................................................................

36

Pillar 3 Disclosure 2018 · 2

Alcentra Limited

5.5

Analysis of past due and impaired exposures ......................................................................

38

6

Article 453 CRR - Credit risk mitigation................................................................

41

6.1

Netting ..................................................................................................................................

41

6.2

Collateral valuation and management ..................................................................................

41

6.3

Wrong-wayrisk .....................................................................................................................

42

6.4

Credit concentration risk .......................................................................................................

42

7

Article 444 CRR - External credit rating assessment institutions......................

43

8

Article 439 CRR - Exposure to counterparty credit risk......................................

46

8.1

Credit valuation adjustment ..................................................................................................

47

9

Article 443 CRR - Asset encumbrance..................................................................

49

10

Article 445 CRR - Exposure to market risk...........................................................

50

11

Article 446 CRR - Interest rate risk in the banking book.....................................

51

12

Article 446 CRR - Operational risk ........................................................................

52

12.1

Operational risk management framework.............................................................................

53

13

Article 451 CRR - Leverage ....................................................................................

55

Human resources

14

Article 450 CRR - Remuneration policy ................................................................

56

14.1

Governance ..........................................................................................................................

57

14.2

Aligning pay with performance..............................................................................................

57

14.3

Fixed remuneration...............................................................................................................

58

14.4

Ratio between fixed and variable pay...................................................................................

58

14.5

Variable compensation funding and risk adjustment ............................................................

58

14.6

Deferral policy and vesting criteria........................................................................................

59

14.7

Variable remuneration of control function staff......................................................................

59

14.8

Quantitative disclosures........................................................................................................

60

Pillar 3 Disclosure 2018 · 3

Alcentra Limited

Index of tables

Table 1: KM1 - Key metrics...............................................................................................................

12

Table 2: CC2 - Reconciliation of regulatory capital...........................................................................

17

Table 3: EU LI1 - Differences between accounting and regulatory scopes of consolidation and

19

the mapping of financial statement categories with regulatory risk categories.................................

Table 4: EU LI2 - Main sources of differences between regulatory exposure amounts and

20

carrying values in financial statements.............................................................................................

Table 5: CC1 - Composition of regulatory capital .............................................................................

20

Table 6: TLAC1 - Transitional own funds..........................................................................................

21

Table 7: CCA - Main features of regulatory capital instruments........................................................

22

Table 8: EU OV1 - Overview of RWAs..............................................................................................

25

Table 9: EU CRB-B - Total and average net amount of exposures ..................................................

37

Table 10: Securitisation exposure as sponsor ..................................................................................

37

Table 11: EU CRB-C - Geographical breakdown of exposures ........................................................

37

Table 12: EU CRB-D - Concentration of exposures by counterparty types ......................................

38

Table 13: EU CRB-E- Maturity of exposures ...................................................................................

38

Table 14: EU CR1-A - Credit quality of exposures by exposure class and instrument .....................

39

Table 15: EU CR1-B - Credit quality of exposures by industry .........................................................

39

Table 16: EU CR1-C - Credit quality of exposures by geography ....................................................

40

Table 17: EU CR3 - Credit risk mitigation techniques - overview .....................................................

42

Table 18: Mapping of ECAIs credit assessments to credit quality steps ..........................................

43

Table 19: Credit quality steps and risk-weights ................................................................................

43

Table 20: EU CR4 - Credit risk exposure and credit risk mitigation ('CRM') effects .........................

44

Table 21: EU CR5 - Credit risk exposure by risk-weight post CCF and CRM ..................................

44

Table 22: EU CCR1 - Analysis of the counterparty credit risk exposure by approach......................

46

Table 23: Credit valuation adjustment capital charge .......................................................................

47

Table 24: EU CCR3 - CCR exposures by regulatory portfolio and risk ............................................

47

Table 25: EU CCR5-A - Impact of netting and collateral held on exposure values...........................

48

Table 26: AE-A- Encumbered assets ...............................................................................................

49

Table 27: EU MR1 - Market risk........................................................................................................

50

Table 28: Net interest income sensitivity by currency.......................................................................

51

Table 29: REM1 - Aggregate remuneration expenditure by business ..............................................

60

Table 30: REM2 - Aggregate remuneration expenditure by remuneration type................................

60

Table 31: REM3 - Deferred variable remuneration ...........................................................................

60

Pillar 3 Disclosure 2018 · 4

Alcentra Limited

Table 32: Number of individuals being remunerated EUR 1 million or more ....................................

61

Any discrepancies between the totals and sums of components within the tables and graphs within this report are due to rounding.

Pillar 3 Disclosure 2018 · 5

This is an excerpt of the original content. To continue reading it, access the original document here.

Disclaimer

The Bank of New York Mellon Corporation published this content on 17 September 2019 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 17 September 2019 13:06:11 UTC

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Financials (USD)
Sales 2019 15 741 M
EBIT 2019 4 989 M
Net income 2019 4 051 M
Debt 2019 32 796 M
Yield 2019 2,60%
P/E ratio 2019 10,5x
P/E ratio 2020 10,9x
EV / Sales2019 4,74x
EV / Sales2020 4,75x
Capitalization 41 813 M
Chart BANK OF NEW YORK MELLON CORPORATION (THE)
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Technical analysis trends BANK OF NEW YORK MELLON CO
Short TermMid-TermLong Term
TrendsNeutralNeutralBearish
Income Statement Evolution
Consensus
Sell
Buy
Mean consensus HOLD
Number of Analysts 23
Average target price 47,19  $
Last Close Price 45,34  $
Spread / Highest target 25,7%
Spread / Average Target 4,08%
Spread / Lowest Target -9,57%
EPS Revisions
Managers
NameTitle
Charles William Scharf Chairman & Chief Executive Officer
Lester J. Owens Head-Operations & Senior Executive VP
Michael Santomassimo Chief Financial Officer
Bridget E. Engle Chief Information Officer & Senior Executive VP
Sabet Elias Chief Technology Officer
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