INTRODUCTION
ACTIVITIES
CORPORATE GOVERNANCE
FINANCIAL INFORMATION AND RISK MANAGEMENT
TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Consolidated Financial Statements for the Year Ended
31 December 2012
221
İŞBANK
ANNUAL REPORT 2012
Information related to consolidated capital adequacy ratio:
Risk Weights
Consolidated
0%
(2)
10% 20% 50% 75% 100% 150% 200% 1250%
Value at Credit Risk
Risk Classes
Contingent and Non-Contingent
Receivables from Central
Governments or Central Banks
55,285,552
8,275,191
231,654
Contingent and Non-Contingent
Receivables from Regional
Governments or Domestic
Governments
29,331
34,640
Contingent and Non-Contingent
Receivables from Administrative
Units and Non-Commercial
Enterprises
264,072
Contingent and Non-Contingent
Receivables fromMultilateral
Development Banks
Contingent and Non-Contingent
Receivables from International
Organizations
Contingent and Non-Contingent
Receivables from Banks and
Intermediaries
8,501,585 6,332,811
162,658
60
Contingent and Non-Contingent
Corporate Receivables
81,286,921
Contingent and Non-Contingent
Retail Receivables
36,896,074
Contingent and Non-Contingent
Collateralized Receivables with
Real Estate Mortgages
8,941,070
Non-performing Receivables
(1)
499,704
Receivables are identified as
High Risk by the Board
3,023,614 5,967,743
Secured Marketable Securities
Securitization Positions
Short-term Receivables
and Short-term Corporate
Receivables from Banks and
Intermediaries
Investments as Collective
Investment Institutions
66,376
4,545
Other Receivables
2,483,433
242
9,304,695
(1)
In accordance ‘’Regulation on Measurement and Assessment of Capital Adequacy Ratios 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.
(2)
The amount includes blocked financial investments with risks on saving life policyholders and receivables from individual pension operations of Anadolu Hayat Emeklilik A.Ş. which is one of the
Group companies.
Summary information about the Parent bank’s capital adequacy ratio and consolidated capital adequacy ratio:
Bank-Only
Consolidated
Capital Requirement for Credit Risk (VaCR*0.08) (CRCR)
10,945,847
11,953,017
Capital Requirement for Market Risk (CRMR)
281,182
449,795
Capital Requirement for Operational Risk (CROR)
894,118
1,021,396
Equity
24,739,690
27,325,571
Equity/((CRCR+CRMR+CROR)*12.5*100)
16.33
16.28
1...,213,214,215,216,217,218,219,220,221,222 224,225,226,227,228,229,230,231,232,233,...300