209
Financial Information and Risk Management
Türkiye İş Bankası A.Ş.
Notes to the Consolidated Financial Statements
for the Year Ended 31 December 2015
The following table shows the remaining maturities of derivative financial assets and liabilities of the Group.
Current Period
Up to 1 Month
1-3 Months
3-12 Months
1-5 Years 5 Years and Over
Total
Forwards Contracts- Buy
3,281,701
948,588
1,866,822
455,587
6,552,698
Forwards Contracts- Sell
3,293,414
948,089
1,878,124
484,706
6,604,333
Swaps Contracts -Buy
19,629,507
8,290,591
8,410,839
11,237,224
9,248,753 56,816,914
Swaps Contracts -Sell
16,674,108
8,554,597
8,311,207
11,026,621
9,246,319 53,812,852
Futures Transactions-Buy
118
651
769
Futures Transactions-Sell
118
652
770
Options-Call
999,305
2,003,367
2,624,009
450,580
552,240 6,629,501
Options-Put
957,320
1,893,373
2,429,839
450,580
552,240 6,283,352
Other
3,715,153
392,806
1,296,670
377,132
5,781,761
Total
48,550,744 23,032,714 26,817,510 24,482,430
19,599,552 142,482,950
Prior Period
Up to 1 Month
1-3 Months
3-12 Months
1-5 Years 5 Years and Over
Total
Forwards Contracts - Buy
2,176,792
681,583
815,802
495,025
4,169,202
Forwards Contracts - Sell
2,165,578
681,165
815,579
505,445
4,167,767
Swaps Contracts - Buy
13,980,048
2,786,613
4,730,489
12,954,713
3,797,982
38,249,845
Swaps Contracts - Sell
12,539,733
2,742,786
4,557,601
12,773,552
3,801,276
36,414,948
Futures Transactions - Buy
Futures Transactions - Sell
Options - Call
1,846,172
2,021,468
1,430,758
396,894
533,719
6,229,011
Options - Put
1,836,520
2,019,857
1,418,489
396,890
533,719
6,205,475
Other
1,549,437
466,262
292,129
2,307,828
Total
36,094,280 11,399,734 14,060,847
27,522,519
8,666,696 97,744,076
IX. Explanations on Securitization Positions
None.
X. Explanations on Credit Risk Mitigation Techniques
In the calculation of the Group’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 Group 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
82,920,225
Contingent and Non-Contingent Receivables from Regional Government or
Domestic Government
49,039
34
Contingent and Non-Contingent Receivables from Administrative Units and Non-
Commercial Enterprises
381,019
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
18,349,577
2,721
Contingent and Non-Contingent Corporate Receivables
150,730,990
6,615,846
Contingent and Non-Contingent Retail Receivables
47,148,605
279,467
Contingent and Non-Contingent Receivables Secured by Residential Property
34,070,440
Non-Performing Receivables
1,028,368
Receivables are identified as high risk by the Board
14,341,249
95,495
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
19,121,533
(1)
Includes total risk amounts before the effect of credit risk mitigation but after credit conversions.
