Page 192 - A&T BANK ANNUAL REPORT 2012

GENERAL INFORMATION
CORPORATE MANAGEMENT
FINANCIAL INFORMATION
ARAP TÜRK BANKASI ANONİM ŞİRKETİ
CONSOLIDATED 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
1. Information related to consolidated market risk
Amount
(I) Capital requirement to be employed for general market risk-Standard method 2,210
(II) Capital requirement to be employed for specific risk-Standard method 1,403
Standard method for specific risk of necessary capital requirement on securitization positions --
(III) Capital requirement to be employed for currency risk-Standard method 3,384
(IV) Capital requirement to be employed for commodity risk-Standard method --
(V) Capital requirement to be employed for settlement risk-Standard method --
(VI) Total capital requirement to be employed for market risk resulting from options–Standard method --
(VII) Counterparty credit risk capital requirement-Standard method 35
(VIII) Total capital requirement to be employed for market risk in banks using risk measurement model --
(IX) Total capital requirement to be employed for market risk (I+II+III+IV+V+VI+VII+VIII) 7,032
(X) Market Value at Risk (12.5 x IX) or (12.5 x X) 87,900
2. Information related to market risk calculated by the month ends of the current period
Current Period
Average Highest Lowest
Interest Rate Risk 37,300 45,163 29,438
Share Certificates Risk -- -- --
Currency Risk 39,469 42,300 36,638
Commodity Risk -- -- --
Exchange Risk -- -- --
Option Risk -- -- --
Counterparty Risk 400 438 363
Total Value at Risk 77,169 87,901 66,439
3. Information on counterparty credit risk
Credit limits for counterparty credit risks and internal capital allocation and distribution method
Risk Assessment process, Customer Credit Packs all the potential risk factors associated with taking into account the analysis,
evaluation and assessment, which will further Credit Evaluation Committee (CEC) to present. “Limit Allocation” process as
a result of the evaluation of loan packages give customers credit limits. General limits and sub-limits are negotiated and
determined by the CEC submitted to the Senior Management. The main task of Credit Evaluation Committee is evaluation of
the Credit Package according to customer’s basic capabilities and financial strength by measuring the adequacy.
Provisions for guarantees and credit policies
The credit worthiness of the debtors of loans and other receivables monitored in accordance “Determination of Loans and
Other Receivables to be Reserved for and Allocation of Reserves Regulation on the Procedures and Principles”.