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115
Convenience Translation of Publicly Announced Unconsolidated Financial
Statements Originally Issued in Turkish, See Note I of Section Three
Arap Türk Bankası A.Ş.
Notes to Unconsolidated Financial
Statements at 31 December 2014
( Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated. )
General Information
Corporate Management
Financial Information
Quantitative information on counterparty credit risk
Amount
Interest Rate-Based Contract
-
Exchange Rate-Based Contract
-
Commodity Based Contract
-
Shares Based Contract
-
Other
26,908
Gross Positive Fair Value
-
Benefits to clarify
-
Net Current Risk Amount
-
Securities Held
-
Derivatives on the Net Positions
73,650
Bank does not calculate its capital requirements with a risk measurement model which permitted by the authority.
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 6 September 2014
official gazette numbered 29111 and according to the 4th section of the regulation “Computation of the Value at Operational Risk”,
using the Bank’s the last three years; 2013, 2012 and 2011 year end gross revenues.
2011
2012
2013
Total/Positive
BG year
Count
Ratio (%)
Total
Gross Income
110,068
127,784
113,516
117,123
15
17,568
Operational Risk (Total*12,5)
219,605