Türkiye İş Bankası A.Ş.
Notes to the Unconsolidated Financial Statements
for the Year Ended 31 December 2015
116 İşbank
Annual Report 2015
14. Analysis of maturity-bearing exposures according to remaining maturities:
Risk Groups
(1)
Time to Maturity
1 Month
1-3 Months
3-6 Months
6-12 Months
Over 1 Year
Total
Contingent and Non-Contingent Receivables from Central
Governments or Central Banks
1,669,728
168,691
88,220
1,217,201
42,618,228
45,762,068
Contingent and Non-Contingent Receivables from Regional
Governments or Domestic Governments
20
7,434
7,711
763
26,161
42,089
Contingent and Non-Contingent Receivables from
Administrative Units and Non-Commercial Enterprises
896
2,220
11,134
25,101
154,037
193,388
The multilateral development banks and non-contingent
receivables
156
215
152
523
Contingent and Non-Contingent Receivables from Banks and
Intermediaries
1,797,439
1,013,289
728,257
571,750
4,415,974
8,526,709
Contingent and Non-Contingent Corporate Receivables
4,813,254
6,634,098
8,142,019
14,830,265
75,241,740
109,661,376
Contingent and Non-Contingent Retail Receivables
6,990,609
2,124,602
2,077,019
3,144,828
13,427,541
27,764,599
Contingent and Non-Contingent Collateralized Receivables with
Real Estate Mortgages
587,909
661,931
1,020,125
2,082,753
24,407,351
28,760,069
Receivables are identified as High Risk by the Board
527,039
1,015,465
1,357,402
3,351,338
7,970,924
14,222,168
Total
16,386,894 11,627,886 13,431,887
25,224,214 168,262,108 234,932,989
(1)
Includes total risk amounts before the effect of credit risk mitigation but after credit conversions.
15. Information on Risk Classes
In the calculation of the amount subject to credit risk, determining the risk weights related to risk classes stated on the sixth article of “Regulation on Measurement and Evaluation
of Capital Adequacy of Banks”, is based on the Fitch Ratings’ international rating with the Banking Regulation and Supervision Board’s decision numbered 4577 dated 10 February
2012. While receivables from resident banks in abroad which is assessed in the risk class of “Contingent and Non-Contingent Receivables from Banks and Brokerage Agencies” and
receivables from central governments which is assessed in the risk class of “Contingent and Non-Contingent Receivables from Central Governments or Central Banks” will be subjected
to risk weights with the scope of ratings; therefore domestic resident banks accepted as unrated, the risk weight is applied according to receivables from relevant banks , type of
exchange and remaining maturity.
If a receivable-specific rating is performed, risk weights to be applied on the receivable are determined by the relevant credit rating.
The table related to mapping the ratings used in the calculations and credit quality grades, which is stated in the Annex of Regulation on Measurement and Evaluation of Capital
Adequacy of Banks, is given below
Credit Quality Grades
1
2
3
4
5
6
Risk Rating
AAA via AA-
A+ via A-
BBB+ via BBB-
BB+ via BB-
B+ via B- CCC+ and lower
