Page 194 - 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
Gross positive fair value of contracts, netting benefits, net of current risk amount, the amount of the net position held for
guarantees and derivatives
In this context the Parent Bank has swap contracts and their fair value is TL 1,360 gross value.
Credit Regulation on Measurement and Assessment of Capital Adequacy of Banks in Annex 2 of the 3 to 5 risk amount
obtained by the method specified in Sections
Measurement and Assessment of Capital Adequacy of Banks within the scope of Annex-2-in “by the fair value Valuation
Method” is used, the amount obtained by this method is TL 433,000.
The amount of the credit derivative and the current credit risk, risk classes, with the distribution of the guards.
The Parent 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 is 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 4th 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 71,675 75,487 116,541 3 15 13,185
Operational Risk (Total*12,5) 164,814