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FINANCIAL INFORMATION
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I OF SECTION THREE
ARAP TÜRK BANKASI ANONİM ŞİRKETİ
NOTES TO UNCONSOLIDATED FINANCIAL STATEMENTS
AT 31 DECEMBER 2015
(AMOUNTS EXPRESSED IN THOUSANDS OF TURKISH LIRA (“TL”) UNLESS OTHERWISE STATED. )
11. Information on risk classes
Assigned credit rating agencies and export credit agencies changed the names and the reasons for these organizations
The Bank uses the announced ratings of international credit rating agency Fitch Ratings and OECD for receivables from
central governments and central banks. The Bank does not use credit rating for the domestic domicile counterparties.
With the export credit agency of a credit rating agency assigned to each risk classes are used
The Bank uses Fitch Ratings for receivables from central governments, central banks and foreign domicile receivables.
The Bank uses the country risk classification of OEFD, if these counterparties do not rated by Fitch Ratings.
The Bank does not use credit rating for the domestic resident customers and banks.
The absence of the credit rating of trading for items that are not included in the calculation, instead of the credit rating
of the issuer, or if there is for export of these items that are available for information on the process of using credit ratings
For the short term receivables that has been issued by banks and financial intermediaries that has not any short term
rating, risk weight of the issuer is used in the context of related regulation.
Assigned to each grade credit rating agencies and export credit agency ratings of the Regulation on Measurement and
Assessment of Capital Adequacy of Banks to which of the credit quality of the stages
Credit Quality Level
Fitch Ratings
1
Between AAA and AA-
2
Between A+ and A-
3
Between BBB+ and BBB-
4
Between BB+ and BB-
5
Between B+ and B-
6
Between CCC+ and below
OECD Country Risk Classification Credit Quality Levels
0 1 2 3 4 5 6 7
Risk weight (%)
0 0 20 50 100 100 100 150
Risk weight of the total amount of risk before and after credit risk mitigation and equity deducted amounts
Risk amount based on weight of risks
Risk weights
Before credit risk mitigation
After credit risk mitigation
0%
862,023
862,023
10%
-
-
20%
466,996
466,996
50%
2,304,004
2,269,238
75%
-
-
100%
1,528,308
1,519,020
150%
174,069
52,011
200%
-
-
1250%
-
-
Equity Deductions
-
-