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İş Bankası
Annual Report 2013
Financial Information and Risk Management
TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Unconsolidated Financial Statements
for the Year Ended 31 December 2013
14.
Analysis of maturity-bearing exposures according to remaining maturities:
Risk Groups
Time to Maturity
1 Month 1-3 Months 3-6 Months 6-12 Months Over 1 Year
Total
Contingent and Non-Contingent
Receivables from Central Governments
or Central Banks
1,394,391 1,338,452 2,018,261 7,797,315 24,816,699 37,365,118
Contingent and Non-Contingent
Receivables from Regional Governments
or Domestic Governments
2,066
11,602
2,694
10,840
30,708
57,910
Contingent and Non-Contingent
Receivables from Administrative Units
and Non-Commercial Enterprises
5,031
74,266
6,471
9,010 104,225 199,003
The multilateral development banks and
non-contingent receivables
102
634
71
314
1,121
Contingent and Non-Contingent
Receivables from Banks and
Intermediaries
3,393,061
311,061
575,626 344,028 3,020,122 7,643,898
Contingent and Non-Contingent
Corporate Receivables
6,892,155 6,888,625 10,208,854 15,198,526 50,679,232 89,867,392
Contingent and Non-Contingent Retail
Receivables
7,050,122 4,089,038 4,526,213 6,466,856 7,812,756 29,944,985
Contingent and Non-Contingent
Collateralized Receivables with Real
Estate Mortgages
257,252 387,310 565,844 1,116,546 8,918,769 11,245,721
Receivables are identified as High Risk
by the Board
447,964 755,255 1,112,521 3,355,513 9,717,328 15,388,581
Total
19,442,042 13,855,711 19,017,118 34,298,705 105,100,153 191,713,729
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 with the Banking Regulation and Supervision Board’s decision numbered 4577 dated 10 February 2012. 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 Assessment 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.
