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106 A&T BANK ANNUAL REPORT 2015
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. )
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I OF SECTION THREE
Information related to market risk
Current Period
Prior Period
(I) Capital requirement to be employed for general market risk Standard
method
2,585
2,010
(II) Capital requirement to be employed for specific risk - Standard method
2,432
2,045
(III) Standard method for specific risk of necessary capital requirement on
securitization positions
-
-
(IV)Capital requirement to be employed for currency risk - Standard
method
18,508
15,034
(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
7
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)
23,532
19,129
(XI) Market Value at Risk (12.5 x IX) or (12.5 x X)
294,150
239,113
Information related to market risk calculated by the month ends of the current period
Average
Highest
Lowest
Interest Rate Risk
49,302
62,713
38,163
Share Certificates Risk
-
-
-
Currency Risk
221,180
503,388
153,550
Commodity Risk
-
-
-
Exchange Risk
-
-
-
Option Risk
-
-
-
Counterparty Risk
331
1,577
-
Total Value at Risk
270,813
556,189
193,290
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.