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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
Information on Credit risk mitigation techniques
The Parent 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 based on risk types;
Risk Types-Current Period
Amount
(*)
Financial
Collaterals
Other/Physical
Collaterals
Guarantees and
credit derivatives
Contingent and Non-Contingent Receivables
from Sovereign Governments and Central Banks
464,333
-
-
-
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
fromMultilateral Development Banks
-
-
-
-
Contingent and Non-Contingent Receivables
from International Organizations
-
-
-
-
Contingent and Non-Contingent Receivables
from Banks and Financial Intermediaries
2,700,637
506
-
-
Contingent and Non-Contingent Corporate
Receivables
1,692,706
3,962
-
-
Contingent and Non-Contingent Retail
Receivables
-
-
-
-
Contingent and Non-Contingent Receivables
Secured by Property
(**)
56,649
-
-
-
Past Due Loans
1,878
394
-
-
Higher-Risk Receivables Defined by BRSA
254,158
198,371
-
-
Marketable Securities Collateralized Mortgages
-
-
-
-
Securitization Exposures
-
-
-
-
Short-Term Receivables from Banks and
Corporate
-
-
-
-
Undertakings for Collective Investments in Mutual
Funds
-
-
-
-
Other Receivables
41,632
-
-
-
Total
5,211,993
203,233
-
-
(*)
Includes the total amount before taking into account the effects of credit risk mitigation.
(**)
The real estate mortgages that used to determine the risk classes are not taken into consideration regarding the “Regulation on Measurement and Assessment of
Capital Adequacy of Banks”, Article 6.