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121
ARAP TÜRK BANKASI A.Ş.
NOTES TO UNCONSOLIDATED FINANCIAL
STATEMENTS AT 31 DECEMBER 2013
( Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated. )
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL
STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I OF SECTION THREE
4
GENERAL INFORMATION
50
CORPORATE MANAGEMENT
67
FINANCIAL INFORMATION
A&T BANK 2013 ANNUAL REPORT
Information related to market risk
Current Period
Prior Period
(I) Capital requirement to be employed for general market risk - Standard method
1,624
2,210
(II) Capital requirement to be employed for specific risk - Standard method
1,503
1,403
(III) Standard method for specific risk of necessary capital requirement on
securitization positions
-
-
(IV)Capital requirement to be employed for currency risk - Standard method
10,891
3,368
(V)Capital requirement to be employed for commodity risk - Standard method
-
-
(VI)Capital requirement to be employed for settlement risk - Standard method
-
-
(VII)Total capital requirement to be employed for market risk resulting from
options–Standard method
-
-
(VIII)Counterparty credit risk capital requirement - Standard method
-
35
(IX) Total capital requirement to be employed for market risk in banks using
risk measurement model
-
-
(X) Total capital requirement to be employed for market risk
(I+II+III+IV+V+VI+VII+VIII)
14,018
7,016
(XI) Market Value at Risk (12.5 x IX) or (12.5 x X)
175,225
87,700
Information related to market risk calculated by the month ends of the current period
Current Period
Average
Highest
Lowest
Interest Rate Risk
38,824
40,988
37,263
Share Certificates Risk
-
-
-
Currency Risk
131,065
394,175
55,025
Commodity Risk
-
-
-
Exchange Risk
-
-
-
Option Risk
-
-
-
Counterparty Risk
121
433
-
Total Value at Risk
170,010
435,596
92,288
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 Department of Credits 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 Department of
Credits submitted to the Senior Management. The main task of Department of Credits is evaluation of the Credit Package according to
customer's basic capabilities and financial strength by measuring the adequacy.