Türkiye İş Bankası A.Ş.
Notes to the Unconsolidated Financial Statements
for the Year Ended 31 December 2015
128 İşbank
Annual Report 2015
The following table shows the remaining maturities of derivative financial assets and liabilities of the Bank.
Current Period
Up to 1
Month
1-3
Months
3-12
Months
1-5
Years
5 Years
and Over
Total
Forwards Contracts-Buy
1,115,548
935,351
1,847,165
320,577
4,218,641
Forwards Contracts-Sell
1,117,192
934,872
1,858,497
351,493
4,262,054
Swaps Contracts-Buy
16,154,450
7,112,794
7,735,785
10,036,924
6,309,308
47,349,261
Swaps Contracts-Sell
13,164,481
7,350,396
7,720,001
9,804,457
6,309,308
44,348,643
Futures Transactions-Buy
Futures Transactions-Sell
Options-Call
910,133
1,592,671
1,925,801
382,651
552,240
5,363,496
Options-Put
867,248
1,481,078
1,737,951
382,650
552,240
5,021,167
Other
3,532,169
377,574
1,207,206
377,132
5,494,081
Total
36,861,221
19,784,736 24,032,406 21,655,884 13,723,096 116,057,343
Prior Period
Up to 1
Month
1-3
Months
3-12
Months
1-5
Years
5 Years
and Over
Total
Forwards Contracts- Buy
1,701,540
621,552
823,023
495,025
3,641,140
Forwards Contracts- Sell
1,690,151
621,270
823,809
505,445
3,640,675
Swaps Contracts-Buy
12,030,882
2,227,273
4,451,807
11,006,407
2,866,138
32,582,507
Swaps Contracts-Sell
10,671,538
2,178,118
4,271,913
10,875,880
2,866,138
30,863,587
Futures Transactions-Buy
Futures Transactions-Sell
Options-Call
1,319,368
1,541,247
990,593
396,894
574,458
4,822,560
Options-Put
1,314,392
1,566,608
980,431
396,890
574,458
4,832,779
Other
1,457,576
445,229
175,687
2,078,492
Total
30,185,447
9,201,297
12,517,263 23,676,541
6,881,192 82,461,740
IX. Explanations on securitization positions
None.
X. Explanations on credit risk mitigation techniques:
In the calculation of the Bank’s Credit Risk Mitigation in accordance with the “Communiqué on Credit Risk Mitigation Techniques” published in the Official Gazette numbered 29111 on 6
September 2014, the financial collaterals are taken into consideration. The Bank takes local currency and foreign currency deposit pledges into consideration as financial collaterals in
calculating regulatory capital adequacy.
Collaterals on the Basis of Risk Classes
Amount
(1)
Financial
Collateral
Other/Physical
Collateral
Guaranties and
Credit Derivatives
Risk Groups
Contingent and Non-Contingent Receivables from Central Governments or Central Banks
75,661,717
Contingent and Non-Contingent Receivables from Regional Government or Domestic
Government
46,399
34
Contingent and Non-Contingent Receivables from Administrative Units and Non-Commercial
Enterprises
243,344
3,036
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
9,027,518
2,721
Contingent and Non-Contingent Corporate Receivables
127,380,334
6,546,849
Contingent and Non-Contingent Retail Receivables
37,604,577
279,467
Contingent and Non-Contingent Receivables Secured by Residential Property
33,481,268
Non-Performing Receivables
897,136
Receivables are identified as high risk by the Board
14,222,168
95,495
Secured Marketable Securities
Securitization Positions
Short-term Receivables and Short-term Corporate Receivables from Banks and
Intermediaries
Investments as Collective Investment Institutions
Other Receivables
17,995,971
(1)
Includes total risk amounts before the effect of credit risk mitigation but after credit conversions.
