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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
Protection purchased and sold within each product group based on the distribution of the credit derivatives products,
including the bank’s loan portfolio, credit derivative transactions or the amount used in intermediary activities
None.
Measurement and Assessment of Capital Adequacy of Banks within the scope of Annex-2 “
α
” if the estimated value to
obtain permission from the Authority, “
α
” value estimation
Measurement and Assessment of Capital Adequacy of Banks within the scope of Annex-2, the Internal Model Method is not used.
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
IV. INFORMATION RELATED TO VALUE AT OPERATIONAL RISK
“Basic Indicator Method” is used to calculate 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
116,541
137,342
124,225
126,036
15
18,905
Operational Risk
(Total*12,5)
236,318