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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 CONSOLIDATED FINANCIAL STATEMENTS
AT 31 DECEMBER 2015
(AMOUNTS EXPRESSED IN THOUSANDS OF TURKISH LIRA (“TL”) UNLESS OTHERWISE STATED. )
The Board of Directors of the Parent Bank has determined limits at the level of risk factors in order to restrain the market
risk. The ratio of the Market Risk/Equity rate can be maximum 50% and for limiting daily VaR results, the amount under
Daily Risk/Equity rate can be maximum 1%.
Information related to consolidated 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
18,581
15,607
(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)
23,605
19,702
(XI) Market Value at Risk (12.5 x IX) or (12.5 x X)
295,062
246,275
Information related to market risk calculated by the month ends of the current period
Current Period
Average
Highest
Lowest
Interest Rate Risk
49,302
62,713
38,163
Share Certificates Risk
-
-
-
Currency Risk
221,519
504,450
153,550
Commodity Risk
-
-
-
Exchange Risk
-
-
-
Option Risk
-
-
-
Counterparty Risk
337
1,580
-
Total Value at Risk
271,158
557,251
193,293