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133
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 on Credit risk mitigation techniques
Bank applies the Regulation on Credit risk mitigation techniques’ 34th article that the standard volatility adjustments are taken into
account regarding to portfolios in which comprehensive approach is used.
Cash collateral is used for credit risk mitigation.
Volatility adjustments on receivables, guarantees and collateral currency mismatches applied with the standard volatility adjustment
approach with the Article 37 of the regulation.
In the case of the maturity mismatch that occurred because of the maturity of the collateral is less than the remaining maturity of the
receivable, the collateral value considered as adjusted volatility.
Collaterals which are grouped according to asset type:
Risk Types -Current Period
Amount
(1)
Financial
Collaterals
Other/Physical
Collaterals
Guarantees and
credit derivatives
Contingent and Non-Contingent Receivables from
Central Governments and Central Banks
538,784
-
-
-
Contingent and Non-Contingent Receivables from
Regional Governments and Local Authorities
-
-
-
-
Contingent and Non-Contingent Receivables
from Administrative Units and Non-commercial
Enterprises
-
-
-
-
Contingent and Non-Contingent Receivables from
Multilateral Development Banks
-
-
-
-
Contingent and Non-Contingent Receivables from
International Organizations
-
-
-
-
Contingent and Non-Contingent Receivables from
Banks and Financial Intermediaries
2,197,173
-
-
-
Contingent and Non-Contingent Corporate
Receivables
1,450,549
8,377
-
-
Contingent and Non-Contingent Retail Receivables
-
-
-
-
Contingent and Non-Contingent Receivables
Secured by Residential Property
(2)
61,870
-
-
-
Past Due Loans
289
-
-
-
Higher-Risk Receivables Defined by BRSA
444,537
301,305
-
-
Marketable Securities Collateralized Mortgages
-
-
-
-
Securitization Exposures
-
-
-
-
Short-Term Receivables from Banks and Corporate
-
-
-
-
Undertakings for Collective Investments in
Transferable Securities
-
-
-
-
Other Receivables
92,963
-
-
-
Total
4,786,165
309,682
-
-
(1)
Includes the total amount before taking into account the effects of credit risk mitigation.
(2)
The real estate mortgages that used to determine the risk classes are taken into consideration regarding the “Regulation on Measurement and Assessment of
Capital Adequacy of Banks”, Article 6