Page 104 - A&T BANK ANNUAL REPORT 2012

GENERAL INFORMATION
CORPORATE MANAGEMENT
FINANCIAL INFORMATION
ARAP TÜRK BANKASI ANONİM ŞİRKETİ
UNCONSOLIDATED FINANCIAL REPORT
AS OF 31 DECEMBER 2012
(Currency: Thousands of Turkish Lira (“TL”) unless otherwise stated)
Convenience Translation of Consolidated Financial
Report Originally Issued in Turkish
See Note on I. in Section Three
The amount of the credit derivative and the current credit risk, risk classes, with the distribution of the guards.
The Bank do not use protection with credit derivative.
Protection purchased and sold within each product group based on the distribution of the credit derivatives products,
including the bank’s loan portfolio, credit derivative transactions or the amount used in intermediary activities
There are credit protection purchased in the Bank’s loan portfolio. The amount of these protections in the form of credit linked
bonds is TL 26,029.
Measurement and Assessment of Capital Adequacy of Banks within the scope of Annex-2 “α” if the estimated value to obtain
permission from the Authority, “α” value estimation
Measurement and Assessment of Capital Adequacy of Banks within the scope of Annex-2, the Internal Model Method is not
used.
Quantitative information on counterparty credit risk
Amount
Interest rate-based contract --
Exchange rate-based contract --
Commodity Based Contract --
Interest Rate-Based Contract --
Shares Based Contract --
Other 596,126
Gross Positive Fair Value --
Benefits to clarify --
Net Current Risk Amount --
Securities Held --
Derivatives on the Net Positions 134,222
IV. Information related to value at operational risk
“Basic Indicator Method” is used to calculate Bank’s value at operational risk. Value at operational risk is calculated in
accordance with the “Regulation Regarding Measurement and Assessment of Capital Adequacy Ratio of Banks’” that published
at 28 June 2012 official gazette numbered 28337 and according to the 3rd section “Computation of the Value at Operational Risk”
which became valid at 1 June 2007 using the Bank’s the last three years; 2011, 2010 and 2009 year end gross revenues.
2009 2010 2011 Gross Income Ratio (%) Total
Gross Income 63,792 68,519 110,068 80,793 15 12,119
Operational Risk (Total*12,5) 151,487