XML 114 R95.htm IDEA: XBRL DOCUMENT v3.20.1
Derivative instruments - Narrative (Details) - USD ($)
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Counterparty default losses recorded $ 0    
Hedging derivatives, maturities, maximum 1 year    
Non-derivative financial instruments designated as hedges of net investments in foreign subsidiaries were all long-term liabilities of BNY Mellon in various currencies $ 168,000,000    
Gain or (loss) recognized in income on derivatives $ (15,000,000) $ 22,000,000 $ (6,000,000)
Value-at-risk methodology assumed holding period for instruments 1 day    
Value-at-risk methodology confidence level percentage 99.00%    
Additional collateral The Bank of New York Mellon would have to post for existing collateral arrangements, if The Bank of New York Mellon had fallen below investment grade $ 30,000,000 63,000,000  
Foreign exchange contracts | Net investment hedging      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Hedged financial instruments, notional amount of derivative 7,200,000,000    
Foreign exchange contracts | Forecasted Foreign Currency | Cash flow hedges      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Hedged financial instruments, notional amount of derivative $ 291,000,000    
Original maturities, maximum, of hedged instruments 12 months    
Pre-tax gain (loss) recognized in OCI related to cash flow hedges $ (10,000,000)    
Securities available-for-sale | Interest rate swap      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Hedged financial instruments 16,500,000,000    
Hedged financial instruments, notional amount of derivative 16,500,000,000    
Long-term debt      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Hedged financial instruments 13,900,000,000    
Long-term debt | Interest rate swap      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Hedged financial instruments, notional amount of derivative $ 13,900,000,000    
Original maturities, minimum, of hedged instruments 5 years    
Original maturities, maximum, of hedged instruments 30 years    
Not Designated as Hedging Instrument, Economic Hedge | Staff expense | Equity Swap      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Gain or (loss) recognized in income on derivatives $ (41,000,000) $ 13,000,000 18,000,000
Securities available-for-sale | Foreign exchange contracts      
Derivative Instruments and Hedging Activities Disclosure [Line Items]      
Gain from components excluded from assessment of fair value hedge effectiveness, net $ 1,000,000   $ 1,000,000