196 İşbank
Annual Report 2015
Türkiye İş Bankası A.Ş.
Notes to the Consolidated Financial Statements
for the Year Ended 31 December 2015
14. Analysis of Maturity-Bearing Exposures According to Remaining Maturities:
Current Period
Remaining Maturities
1 Month
1-3 Months
3-6 Months
6-12 Months
Over 1 Year
Total
Risk Groups (1)
Contingent and Non-Contingent Receivables from Central
Governments or Central Banks
1,702,681
235,340
111,593
1,687,139
46,562,456
50,299,209
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
3,762
11,134
25,101
272,030
312,923
The multilateral development banks and non-contingent
receivables
156
215
152
523
Contingent and Non-Contingent Receivables from Banks and
Intermediaries
6,341,128
3,077,198
1,271,068
891,105
5,279,095
16,859,594
Contingent and Non-Contingent Corporate Receivables
6,840,714
7,702,305
9,376,986
16,521,158
90,978,308 131,419,471
Contingent and Non-Contingent Retail Receivables
7,019,872
2,149,652
2,098,681
3,181,482
13,849,575
28,299,262
Contingent and Non-Contingent Collateralized Receivables with
Real Estate Mortgages
587,909
661,931
1,020,125
2,082,753
24,203,534
28,556,252
Receivables are identified as High Risk by the Board
527,039
1,015,465
1,357,402
3,351,508
7,970,924
14,222,338
Total
23,020,259 14,853,243 15,254,700 27,741,224 189,142,235 270,011,661
(1)
Risk amounts before the effect of credit risk mitigation but after the 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. 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
There is no credit rating and credit export agency has been assigned for the items that are not included to trading accounts.
Risk Amounts according to Risk Weights
Risk Weight
0% 10% 20% 50% 75% 100% 150% 200% 250% 1250%
Mitigation in
Shareholders’
Equity
Amount Before Credit Risk
Mitigation
81,829,834
8,577,427 57,716,793 35,628,654 169,531,743 5,727,345 8,514,768 844,255
660,262
Amount After Credit Risk
Mitigation
88,826,432
8,577,393 57,714,604 35,350,280 162,911,237 5,687,893 8,458,725 844,255
660,262
