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TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Unconsolidated Financial Statements for the Year Ended
31 December 2014
104
İŞBANK
ANNUAL REPORT 2014
Such financial assets, liabilities and off-balance sheet transactions are classified in two separate portfolio as "trading accounts" and "banking accounts" in accordance with the legal
regulations and the Bank's internal risk policies. Actively traded asset on balance sheet, derivative transactions held for trading, and trading accounts comprising foreign currency
positions are used in calculation of market risk according to the Standard Method by the Bank. Financial instruments and non-financial assets which are excluded from trading book
and classified as banking book are subject to calculation of credit risk.
In the calculation of the Bank’s operational risk, “Basic Indicator Method” is used.
Information related to capital adequacy ratio:
RiskWeights
BankOnly
0% 10% 20% 50% 75% 100% 150% 200% 250% 1250%
ValueatCreditRisk
RiskGroups
ContingentandNon-ContingentReceivablesfrom
CentralGovernmentsorCentralBanks
56,034,131
7,935,068
304,130
526,714
ContingentandNon-ContingentReceivablesfrom
RegionalGovernmentorDomesticGovernment
22
12,504 27,261
6
ContingentandNon-ContingentReceivablesfrom
AdministrativeUnitsandNon-CommercialEnterprises
3,195
149,623
ContingentandNon-ContingentReceivablesfrom
MultilateralDevelopmentBanks
1,660
ContingentandNon-ContingentReceivablesfrom
InternationalOrganizations
ContingentandNon-ContingentReceivablesfromBanks
and Intermediaries
551,603
2,582,882 5,042,848
110,019
535
ContingentandNon-ContingentCorporateReceivables
1,732,313
829,035 2,332,705
102,233,473
ContingentandNon-ContingentRetailReceivables
376,155
539 10,301 41,748,895 2,536,056
ContingentandNon-ContingentReceivablesSecuredby
ResidentialProperty
18,838
13,019,375
Non-PerformingReceivables
(1)
558,780
Receivablesare identifiedashighriskbytheBoard
20,995
4,325,449 13,296,960 106,039
SecuredMarketableSecurities
SecuritizationPositions
Short-termReceivablesandShort-termCorporate
ReceivablesfromBanksand Intermediaries
InvestmentsasCollective Investment Institutions
410,934
OtherReceivables
2,557,143
15
12,241,897
124,575
(1)
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 Bank only standard capital adequacy ratio:
Current Period
Prior Period
Capital Requirement for Credit Risk (VaCR*0.08) (CRCR)
15,976,126
14,042,367
Capital Requirement for Market Risk (CRMR)
496,364
410,919
Capital Requirement for Operational Risk (CROR)
1,131,277
971,452
Equity
(1)
35,255,300
27,689,806
Equity/ ((CRCR+CRMR+CROR)*12.5*100)
16.02
14.36
Total Tier I Capital / ((CRCR+CRMR+CROR)*12.5*100)
13.60
Common Equity Tier I Capital / ((CRCR+CRMR+CROR)*12.5*100)
13.70
(1)
Current period capital is calculated within the scope of the “Regulation on Measurement and Evaluation of Capital Adequacy of Banks” published in the Official Gazette no.28756 dated 5 September 2013 and applied
after 1 January 2014.