186 İşbank
Annual Report 2015
Türkiye İş Bankası A.Ş.
Notes to the Consolidated Financial Statements
for the Year Ended 31 December 2015
Information related to consolidated capital adequacy ratio:
Risk Weights
Consolidated
0%
(1)
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
69,999,209
11,650,668
678,487
591,861
Contingent and Non-Contingent
Receivables from Regional Government
or Domestic Government
34
32,394 15,120
1,491
Contingent and Non-Contingent
Receivables from Administrative Units
and Non-Commercial Enterprises
3,036
377,983
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
8,133,568 9,900,072
313,076
140
Contingent and Non-Contingent
Corporate Receivables
6,615,846
411,271 2,992,359
140,684,636 26,878
Contingent and Non-Contingent Retail
Receivables
9,238,971
35,350,280 2,559,354
Contingent and Non-Contingent
Receivables Secured by Residential
Property
33,156,385
914,055
Non-Performing Receivables (2)
1,028,368
Receivables are identified as high risk by
the Board
95,495
5,660,875 8,458,725 126,154
Secured Marketable Securities
Securitization Positions
Short-term Receivables and Short-term
Corporate Receivables from Banks and
Intermediaries
Investments as Collective Investment
Institutions
229,251
Other Receivables
2,870,597
160
16,124,536
126,240
(1)
The amount includes blocked financial investments with risks on saving life policyholders and receivables from individual pension operations of Anadolu Hayat Emeklilik A.Ş. which is one of the Group companies.
(2)
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 Parent bank’s capital adequacy ratio and consolidated capital adequacy ratio:
Bank-Only
Consolidated
Current Period
Prior Period
Current Period
Prior Period
(1)
Capital Requirement for Credit Risk ( VaCR*0.08) (CRCR)
17,448,457
15,976,126
19,804,532
17,716,904
Capital Requirement for Market Risk (CRMR)
577,863
496,364
733,331
732,008
Capital Requirement for Operational Risk (CROR)
1,283,820
1,131,277
1,529,377
1,252,503
Equity
37,766,809
35,255,300
41,654,637
38,653,387
Equity/((CRCR+CRMR+CROR)*12.5*100)
15.65
16.02
15.10
15.70
Total Tier I Capital/((CRCR+CRMR+CROR)*12.5)*100
13.42
13.60
12.84
13.28
Common Equity Tier I Capital /((CRCR+CRMR+CROR)*12.5)*100
13.50
13.70
12.86
13.32
(1)
The balances are restated within the context of adjustments arising from accounting policy change related to presentation of investment properties in the consolidated financial statements whose effects are
indicated in Section III, note I (Reported at 31 December 2014 ; capital adequacy standard ratio is 15.31%; tier 1 capital ratio is 12.87%; common equity tier 1 capital ratio is 12.91% ).
