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A&T BANK 2014 FAALİYET RAPORU
Convenience Translation of Publicly Announced Consolidated Fınancial
Statements Originally Issued in Turkish, See Note I of Section Three
Arap Türk Bankası A.Ş.
Notes to Consolidated Financial
Statements at 31 December 2014
(Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)
ANNU L R PORT 2014
1. Information related to consolidated market risk
Current Period
Prior Period
(I) Capital requirement to be employed for general market risk-Standard method
2,010
1,624
(II) Capital requirement to be employed for specific risk-Standard method
2,045
1,503
(III) Standard method for specific risk of necessary capital requirement on
securitization positions
-
-
(IV)Capital requirement to be employed for currency risk-Standard method
15,607
10,866
(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
40
-
(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+IX)
19,702
13,993
(XI) Market Value at Risk (12.5 x X) or (12.5 x XI)
246,275
174,913
2. Information related to market risk calculated by the month ends of the current period
Average
Highest
Lowest
Interest Rate Risk
39,293
50,688
36,313
Share Certificates Risk
-
-
-
Currency Risk
205,113
652,338
149,238
Commodity Risk
-
-
-
Exchange Risk
-
-
-
Option Risk
-
-
-
Counterparty Risk
78
500
-
Total Value at Risk
244,483
693,981
188,238
3. 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.
Provisions for guarantees and credit policies
The credit worthiness of the debtors of loans and other receivables monitored in accordance “Determination of Loans and Other
Receivables to be Reserved for and Allocation of Reserves Regulation on the Procedures and Principles”.