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122 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
Explanations on securitization positions
None.
Information on Credit risk mitigation Techniques
Bank applies the “Regulation on Credit Risk Mitigation Techniques” (“Regulation”) 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 which are grouped according to asset type:
Risk Types - Current Period
Amount
(1)
Financial
Collaterals
Other/
Physical
Collaterals
Guarantees
and credit
derivatives
Contingent and Non-Contingent Receivables from Central
Governments and Central Banks
1,084,056
-
-
-
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 from
Multilateral Development Banks
-
-
-
-
Contingent and Non-Contingent Receivables from
International Organizations
-
-
-
-
Contingent and Non-Contingent Receivables from Banks
and Financial Intermediaries
2,557,709
41,183
-
-
Contingent and Non-Contingent Corporate Receivables
1,372,787
5,989
-
-
Contingent and Non-Contingent Retail Receivables
-
-
-
-
Contingent and Non-Contingent Receivables Secured by
Residential Property
(2)
39,201
58
-
-
Past Due Loans
1,943
360
-
-
Higher-Risk Receivables Defined by BRSA
174,068
146,009
-
-
Marketable Securities Collateralized Mortgages
-
-
-
-
Securitization Exposures
-
-
-
-
Short-Term Receivables from Banks and Corporate
-
-
-
-
Undertakings for Collective Investments in Transferable
Securities
-
-
-
-
Other Receivables
105,636
-
-
-
Total
5,335,400
193,599
-
-
(1)
Includes the total amount before taking into account the effects of credit risk mitigation.
(2)
The real estate mortgages that used to determine the risk classes are taken into consideration regarding the “Regulation on Measurement and
Assessment of Capital Adequacy of Banks”, Article 6.