Page 97 - A&T BANK ANNUAL REPORT 2012

95 94 A&T BANK 2012 ANNUAL REPORT •
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
11. Information on risk classes
Assigned credit rating agencies and export credit agencies changed the names and the reasons for these organizations
The Bank uses the announced ratings of international credit rating agency Fitch Ratings and OECD for receivables from central
governments and central banks. The Bank does not use credit rating for the domestic domicile counterparties.
With the export credit agency of a credit rating agency assigned to each risk classes are used
The Bank uses Fitch Ratings for receivables from central governments, central banks and foreign domicile receivables. The
Bank does not use credit rating for the domestic resident customers. The Bank uses the country risk classification of OEFD, if
these counterparties do not rated by Fitch Ratings.
The absence of the credit rating of trading for items that are not included in the calculation, instead of the credit rating of the
issuer, or if there is for export of these items that are available for information on the process of using credit ratings
The uses the credit rating of the issuer, for the short term receivables that has been issued by banks and financial
intermediaries that has not any short term rating.
Assigned to each grade credit rating agencies and export credit agency ratings of the Regulation on Measurement and
Assessment of Capital Adequacy of Banks to which of the credit quality of the stages
Credit Quality Level Fitch Ratings
1 Between AAA and AA-
2 Between A+ and A-
3 Between BBB+ and BBB-
4 Between BB+ and BB-
5 Between B+ andB-
6 Between CCC+ and below
OECD Country Risk Classification Credit Quality Levels 0 1 2 3 4 5 6 7
Risk weight (%) 0 0 20 50 100 100 100 150
Risk weight of the total amount of risk before and after credit risk mitigation and equity deducted amounts
Risk amount based on weight of risks
Risk weights
Before credit risk
mitigation
After credit risk
mitigation
0% 832,953 832,953
10% -- --
20% 194,888 194,888
50% 1,420,824 1,420,668
75% -- --
100% 810,892 809,006
150% 258,941 46,299
200% -- --
1250% -- --
Equity Deductions -- --