Page 114 - 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
X. Information on Credit risk mitigation techniques
Bank applies the Regulation on Credit risk mitigation techniques’ 34th article that the standard volatility adjustments are taken
into account regarding to portfolios in which comprehensive approach is used.
Cash collateral is used for credit risk mitigation. Volatility adjustments on receivables, guarantees and collateral currency
mismatches applied with the standard volatility adjustment approach with the Article 37 of the regulation.
In the case of the maturity mismatch that occurred because of the maturity of the collateral is less than the remaining maturity
of the receivable, the collateral value considered as adjusted volatility.
Collaterals which are grouped according to asset types
Risk Types Amount (*)
Financial
Collaterals
Other/Physical
Collaterals
Guarantees and
credit derivatives
Contingent and Non-Contingent Receivables from
Sovereign Governments and Central Banks 323,864 -- -- --
Contingent and Non-Contingent Receivables from
Regional Governments and Local Authorities -- -- -- --
Contingent and Non-Contingent Receivables
from Administrative Units and Non-commercial
Enterprises -- -- -- --
Contingent and Non-Contingent Receivables from
Multilateral Development Banks -- -- -- --
Contingent and Non-Contingent Receivables from
International Organizations -- -- -- --
Contingent and Non-Contingent Receivables from
Banks and Financial Intermediaries 2,119,361 312 -- --
Contingent and Non-Contingent Corporate
Receivables 700,103 3,930 -- --
Contingent and Non-Contingent Retail Receivables -- -- -- --
Contingent and Non-Contingent Receivables Secured
by Property 34,734 12 -- --
Past Due Loans 295 -- -- --
Higher-Risk Receivables Defined by BRSA 259,219 230,495 -- --
Marketable Securities Collateralized Mortgages -- -- -- --
Securitization Exposures -- -- -- --
Short-Term Receivables from Banks and Corporate -- -- -- --
Undertakings for Collective Investments in
Transferable Securities -- -- -- --
Other Receivables 81,112 -- -- --
Total 3,518,688 234,749 -- --
(*) Includes the total amount before taking into account the effects of credit risk mitigation.
(**) The real estate mortgages that used to determine the risk classes are not taken into consideration regarding the “Regulation on Measurement and Assessment
of Capital Adequacy of Banks”, Article 6.