136
TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Unconsolidated Financial Statements for the Year Ended
31 December 2012
İŞBANK
ANNUAL REPORT 2012
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
1,735,178
394,728
2,573,228 4,955,849 29,169,240 38,828,223
Contingent and Non-Contingent
Receivables from Regional
Governments or Domestic
Governments
2,854
7,839
5,037
12,793
34,941
63,464
Contingent and Non-Contingent
Receivables from Administrative Units
and Non-Commercial Enterprises
2,706
9,722
14,436
118,247
73,601
218,712
Contingent and Non-Contingent
Receivables from Banks and
Intermediaries
3,858,874
509,323
435,034
972,109
1,992,143
7,767,483
Contingent and Non-Contingent
Corporate Receivables
4,828,714
5,151,503
6,620,218 9,081,684 35,787,712 61,469,831
Contingent and Non-Contingent Retail
Receivables
6,668,304
3,354,572
3,817,321
4,101,878
7,331,784 25,273,859
Contingent and Non-Contingent
Collateralized Receivables with Real
Estate Mortgages
230,271
306,240
442,522
880,046
7,081,991
8,941,070
Receivables are identified as High Risk
by the Board
267,611
431,405
641,284
2,098,711
5,453,688 8,892,699
Total
17,594,512 10,165,332 14,549,080 22,221,317 86,925,100 151,455,341
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.
Risk Amounts According to Risk Weights:
Risk Weight
0% 10% 20% 50% 75% 100% 150% 200% 1250%
Mitigation in
Shareholders’
Equity
Amount Before
Credit Risk
Mitigation
48,217,923
5,203,563 21,355,251 35,726,534 81,990,981 2,933,306 5,959,452
340,509
Amount After
Credit Risk
Mitigation
(1)
48,217,923
5,203,563 21,355,251 35,726,534 81,990,981 2,933,306 5,959,452
340,509
(1)
The effect of credit risk mitigation techniques for the determination of the capital adequacy ratio are excluded
1...,128,129,130,131,132,133,134,135,136,137 139,140,141,142,143,144,145,146,147,148,...300