Türkiye İş Bankası A.Ş.
Notes to the Unconsolidated Financial Statements
for the Year Ended 31 December 2015
125
Financial Information and Risk Management
Current Period
Total Unweighted Value
(average)
Total Weighted Value
(average)
TL+FC
FC
TL+FC
FC
High Quality Liquid Assets
High Quality Liquid Assets
39,351,442
25,961,320
Cash Outflows
Retail and Small Business Customers, of which;
105,758,034
49,945,637
8,217,339
4,030,814
Stable deposits
47,169,288
19,274,987
2,358,464
963,749
Less stable deposits
58,588,746
30,670,650
5,858,875
3,067,065
Unsecured wholesale funding , of which;
42,121,545
21,752,902
23,574,414
12,459,606
Operational deposits
609,644
4,138
152,411
1,035
Non-operational deposits
34,277,136
20,934,986
19,103,010
11,704,402
Other unsecured funding
7,234,765
813,778
4,318,993
754,169
Secured funding
Other cash outflows, of which;
26,314,697
17,452,211
26,314,697
17,452,211
Derivatives cash outflow and liquidity needs related to market valuation changes on
derivatives or other transactions
26,314,697
17,452,211
26,314,697
17,452,211
Obligations related to structured financial products
Commitments related to debts to financial markets and other off-balance sheet
obligations
Other revocable off-balance sheet commitments and contractual obligations
8,155,741
7,948,635
407,787
397,432
Other irrevocable or conditionally revocable off-balance sheet obligations
95,046,083
34,485,819
8,257,064
3,043,643
Total Cash Outflows
66,771,301
37,383,706
Cash Inflows
Secured lending
Unsecured lending
11,799,218
4,407,163
7,329,582
3,533,106
Other cash inflows
23,236,412
20,910,744
23,236,412
20,910,744
Total Cash Inflows
35,035,630
25,317,907
30,565,994
24,443,850
Total Adjusted Value
Total HQLA Stock
39,351,442
25,961,320
Total Net Cash Outflows
36,205,307
12,943,790
Liquidity Coverage Ratio (%)
108.85
204.45
Prior Period
Total Unweighted Value
(average)
Total Weighted Value
(average)
TL+FC
FC
TL+FC
FC
High Quality Liquid Assets
High Quality Liquid Assets
30,667,369
18,701,129
Cash Outflows
Retail and Small Business Customers, of which;
92,284,845
39,463,800
7,280,959
3,194,679
Stable deposits
38,950,515
15,034,006
1,947,526
751,700
Less stable deposits
53,334,330
24,429,794
5,333,433
2,442,979
Unsecured funding, of which;
35,283,620
17,864,653
20,411,729
9,973,251
Operational deposits
493,292
5,155
123,323
1,289
Non-operational deposits
28,659,980
17,122,813
16,351,085
9,287,313
Other unsecured funding
6,130,348
736,685
3,937,321
684,649
Secured funding
Other cash outflows, of which;
19,134,159
13,603,200
19,134,159
13,603,200
Derivatives cash outflow and liquidity needs related to market valuation changes on
derivative or other transactions
19,134,159
13,603,200
19,134,159
13,603,200
Obligations related to structured financial products
Commitments related to debts to financial markets and other off-balance sheet
obligations
Other revocable off-balance sheet commitments and contractual obligations
50,476,997
27,015,414
2,523,850
1,350,771
Other irrevocable or conditionally revocable off-balance sheet obligations
33,796,722
1,812,174
2,444,016
181,217
Other cash outflows
51,794,713
28,303,118
Cash Inflows
Secured lending
Unsecured lending
10,205,714
3,134,105
6,234,262
2,493,795
Other cash inflows
17,204,394
14,993,539
17,204,394
14,993,539
Total Cash Inflows
27,410,108
18,127,644
23,438,656
17,487,334
Total Adjusted Value
Total HQLA Stock
30,667,369
18,701,129
Total Net Cash Outflows
28,356,057
10,867,391
Liquidity Coverage Ratio (%)
108.29
177.78
Between the weeks 5 October 2015 –9 October 2015 and 28 December 2015 –1 January 2016, FC liquidity coverage ratio decreased from 235.69% to 162.29% due to decline in high
quality liquid assets and the negative impact of the derivative transactions. Although the stock of high quality liquid assets increased over the same period, total liquidity coverage
ratio decreased from 109.50% to 103.48% due to the increase in monthly cash outflows.
