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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
The interest rate sensitivity of assets and liabilities cash flows calculated present values using yield curves which generated using
market interest rates.
The interest rate risk of the banking book items is measured legally in accordance with the “Regulation on Measurement and
Assessment of Standard Shock Method on the interest rate risk arising from banking accounts”, published in the Official Gazette
numbered 28034 and dated 23 August 2011, and this legal limit is monitored and reported monthly, based on this measurement. The
Bank maintains its capital proportionally with the interest rate risk arising from banking accounts.
The interest rate risks of financial instruments on trading portfolio are considered within the scope of the market risk.
The economic value differences that will be occurred due to fluctuations on interest rates with the Regulation on Standard Shock
Method on the interest rate risk arising from banking accounts
Current Period:
Currency
Applied Shock
(+/- x basis point)
Revenue/ Loss
Revenue/
Shareholders’Equity
Loss/ Shareholders’
Equity
1 TRY
500
(15,244)
%(3.1859)
(400)
24,528
%5.1263
2 EURO
200
9,143
%1.9108
(200)
(36,706)
%(7.6713)
3 USD
200
14,158
%2.9590
(200)
25
%0.0051
Total (For negative shocks)
(12,153)
%(2.54)
Total (For positive shocks)
8,057
%1.68
Prior Period
Currency
Applied Shock
(+/- x basis point)
Revenue/ Loss
Revenue/
Shareholders’Equity
Loss/ Shareholders’
Equity
1 TRY
500
(12,926)
%(3.04)
(400)
27,261
%6.4
2 EURO
200
(6,979)
%(1.64)
(200)
59,037
%13.89
3 USD
200
18,858
%4.44
(200)
(136,609)
%(32.14)
Total (For negative shocks)
(50,311)
%(11.84)
Total (For positive shocks)
(1,047)
%(0.25)
VII. INFORMATION ON STOCK POSITION RISK
Equity investment risk due from banking book
The Bank does not have equity investment risk due to subsidiary and securities issued capital which classified banking accounts are
not traded on the stock exchange.
Information on booking value, fair value and market value of equity investments
None.
Information on equity investments realized gains or losses, revaluation increases and unrealized gains or losses and these
amounts including capital contribution.
None.