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108 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
Credit Regulation on Measurement and Assessment of Capital Adequacy of Banks in Annex 2 of the 3 to 5 risk
amount obtained by the method specified in Sections
There is no agreement in this context.
The amount of the credit derivative and the current credit risk, risk classes, with the distribution of the guards
There is no protection with credit derivatives.
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
-
Gross Positive Fair Value
-
Benefits to clarify
-
Net Current Risk Amount
-
Securities Held
-
Derivatives on the Net Positions
43,614
Bank does not calculate its capital requirements with a risk measurement model which is permitted by the authority.
IV. INFORMATION RELATED TO VALUE AT OPERATIONAL RISK
“Basic Indicator Method” is used to calculate Bank’s 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; 2014, 2013 and 2012 year end
gross revenues.
2012
2013
2014
Total/Positive
BG year
Count
Ratio (%)
Total
Gross Income
127,784
113,516
160,318
133,873
15
20,081
Operational Risk (Total*12,5)
251,011