BNY MELLON ENTERPRISE ESG 77 GLOBAL CITIZENSHIP CORPORATE-LEVEL CLIMATE HEAT MAPPING During the second half of 2021, our Capital Adequacy team conducted an initial climate change heat-mapping exercise to provide insights into areas of climate vulnerabilities to help inform initial scoping for stress testing activities. This team, in conjunction with a third party, assessed the potential impact of physical risk on samples from the following portfolios: Residential Mortgage, Commercial Real Estate, Select Non-agency MBS; and BNY Mellon’s Facilities and Data Centers. Capital Adequacy also assessed the potential impact of transition risk on samples of the following portfolios: Commercial Real Estate; Corporate Loans; Investment Portfolio; and Select Investment Management funds. We relied upon climate change scenarios provided by industry standard third parties such as NGFS, the International Energy Agency (IEA) and the Intergovernmental Panel on Climate Change (IPCC). Climate change scenarios helped explain macroeconomic and market outlooks under three potential warming pathways: orderly transitions, disorderly transitions and hothouse world. Using the results of these analyses, we developed Climate Risk Heat Maps based on potential outcomes of multiple climate transition pathways. The resulting heat maps provided “spot checks” of our current vulnerabilities. The heat maps were used to develop an initial vulnerability assessment ranking five asset types against incremental climate risk impact. Climate-Related Enterprise Resiliency BNY Mellon recognizes that climate change increases inherent risk, requiring additional compensating controls and solutions to counter the increasing frequency and severity of climate-related events that challenge the resiliency of our business. Given our global footprint, we are committed to managing and monitoring potential climate-related impacts as part of our resiliency plans, which help prepare us to maintain business continuity in the face of disruptions. As part of our resiliency planning, we take the following climate-related risks and challenges into consideration: • Rising sea levels in areas where BNY Mellon has a significant number of employees, such as New York City, London, Houston, Chennai, Hong Kong and Singapore • Increased frequency and severity of natural disasters, for example, storms, wildfires and droughts, and the subsequent political, economic and government instability associated with these challenges • Increased stress on public utilities, which is often exacerbated by growing demands, combined with the impacts from storms and natural disasters BNY Mellon mitigates these additional risks and challenges by implementing various solutions that aim to maintain continuity, such as: • Exercising cross-regional work shift strategies, in the event of wide-area disruptions, as part of our Business Continuity Planning • Geographically diversifying our physical locations, including office facilities and data centers • Hardening our physical locations to better endure physical damage caused by natural disasters • Maintaining appropriate engagement with government agencies in jurisdictions where we have a physical presence to facilitate timely exchange of relevant notification and other emergency management information BNY Mellon’s Incident and Crisis Management team, working together with others in our Enterprise Resiliency Office and throughout the organization, regularly monitors for incidents that could result in a disruption, including the climate-related natural disasters highlighted above. This monitoring aims to limit potential impact and disruption by supporting a timely response to, and effective management of, these types of incidents.