TÜRKİYE İŞ BANKASI A.Ş.
Notes to the Consolidated Financial Statements for the Year Ended
31 December 2012
230
İŞBANK
ANNUAL REPORT 2012
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
1,896,251
461,707 2,853,340 5,269,453 33,555,982
44,036,733
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
2,749
11,722
14,923
118,829
86,181
234,404
Contingent and Non-Contingent Receivables
from Banks and Intermediaries
6,289,853
937,750
801,576 1,331,860 3,002,051
12,363,090
Contingent and Non-Contingent Corporate
Receivables
5,913,621
5,544,213 6,883,962 9,570,982 43,425,680
71,338,458
Contingent and Non-Contingent Retail
Receivables
6,744,642 3,384,283 3,845,301
4,166,052 7,893,624
26,033,902
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
21,347,852 11,085,159 15,487,945 23,448,726 100,534,138 171,903,820
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
57,835,361
8,531,159 23,549,072 36,896,074 91,788,889 3,023,674 5,967,743
520,869
Amount After
Credit Risk
Mitigation
(1)
57,835,361
8,531,159 23,549,072 36,896,074 91,788,889 3,023,674 5,967,743
520,869
(1)
The effect of credit risk mitigation techniques for the determination of the capital adequacy ratio is excluded.
1...,222,223,224,225,226,227,228,229,230,231 233,234,235,236,237,238,239,240,241,242,...300