Türkiye İş Bankası A.Ş.
Notes to the Unconsolidated Financial Statements
for the Year Ended 31 December 2015
106 İşbank
Annual Report 2015
Such financial assets, liabilities and off-balance sheet transactions are classified in two separate portfolio as “trading accounts” and “banking accounts” in accordance with the legal
regulations and the Bank’s internal risk policies. Actively traded asset on balance sheet, derivative transactions held for trading, and trading accounts comprising foreign currency
positions are used in calculation of market risk according to the Standard Method by the Bank. Financial instruments and non-financial assets which are excluded from trading book
and classified as banking book are subject to calculation of credit risk. In the calculation of the Bank’s operational risk, “Basic Indicator Method” is used.
Information related to capital adequacy ratio:
Risk Weights
Bank Only
0% 10% 20% 50% 75% 100% 150% 200% 250% 1250%
Value at Credit Risk
Risk Groups
Contingent and Non-Contingent
Receivables from Central Governments
or Central Banks
63,859,977
10,648,600
678,430
474,710
Contingent and Non-Contingent
Receivables from Regional Government
or Domestic Government
34
29,754 15,120
1,491
Contingent and Non-Contingent
Receivables from Administrative Units
and Non-Commercial Enterprises
3,036
240,308
Contingent and Non-Contingent
Receivables fromMultilateral
Development Banks
523
Contingent and Non-Contingent
Receivables from International
Organizations
Contingent and Non-Contingent
Receivables from Banks and
Intermediaries
2,721
3,471,091 5,308,289
245,277
140
Contingent and Non-Contingent
Corporate Receivables
6,546,849
417,758 2,116,147
118,272,702 26,878
Contingent and Non-Contingent Retail
Receivables
279,467
34,765,756 2,559,354
Contingent and Non-Contingent
Receivables Secured by Residential
Property
32,567,213
914,055
Non-Performing Receivables
(1)
897,136
Receivables are identified as high risk by
the Board
95,495
5,541,900 8,458,619 126,154
Secured Marketable Securities
Securitization Positions
Short-term Receivables and Short-term
Corporate Receivables from Banks and
Intermediaries
Investments as Collective Investment
Institutions
Other Receivables
2,844,247
160
15,026,989
124,575
(1)
In accordance with the “Regulation on Measurement and Evaluation of Capital Adequacy of Banks”, credits and other receivables which are monitoring in the non-performing loans and receivables and represents
the net of value after the offsetting with the specific provisions for those.
Summary information about the Bank only standard capital adequacy ratio:
Current Period
Prior Period
Capital Requirement for Credit Risk (VaCR*0.08) (CRCR)
17,448,457
15,976,126
Capital Requirement for Market Risk (CRMR)
577,863
496,364
Capital Requirement for Operational Risk (CROR)
1,283,820
1,131,277
Equity
(1)
37,766,809
35,255,300
Equity/ ((CRCR+CRMR+CROR)*12.5*100)
15.65
16.02
Total Tier I Capital / ((CRCR+CRMR+CROR)*12.5*100)
13.42
13.60
Common Equity Tier I Capital / ((CRCR+CRMR+CROR)*12.5*100)
13.50
13.70
