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İş Bankası
Annual Report 2013
Financial Information and Risk Management
TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Consolidated Financial Statements
for the Year Ended 31 December 2013
14. Analysis of Maturity-Bearing Exposures According to Remaining Maturities:
Risk Groups
Current Period
Remaining Maturities
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
1,588,679 1,712,894 2,316,626 8,241,477 26,960,688 40,820,364
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
24,337
74,266
6,471
9,010
127,700
241,784
The multilateral development banks
and non-contingent receivables
102
634
71
314
1,121
Contingent and Non-Contingent
Receivables from Banks and
Intermediaries
7,960,829 846,227 974,482
908,298 3,612,921 14,302,757
Contingent and Non-Contingent
Corporate Receivables
9,142,084 7,081,587 10,575,476 15,959,943 61,553,093 104,312,183
Contingent and Non-Contingent Retail
Receivables
7,228,452 4,121,613 4,563,903 6,500,239 8,274,896 30,689,103
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
26,651,663 14,990,856 20,118,651 36,101,937 119,196,417 217,059,524
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.
