137
PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I. OF SECTION THREE
TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI
UNCONSOLIDATED FINANCIAL REPORT
FOR THE YEAR ENDED 31 DECEMBER 2015
(Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)
Information on unconsolidated capital adequacy ratio
Prior Period
31 December 2014
Risk Weights
0% 10% 20% 50% 75% 100% 150% 200% 250% 1250%
Surplus credit risk weighted
54,978,227
- 10,597,030 37,813,961 23,371,738 56,480,407 2,986,884 9,434,959 97,738
-
Risk classifications:
Claims on sovereigns and Central Banks
46,173,249
-
- 5,454,530
-
-
-
-
-
-
Claims on regional governments or local authorities
16,257
- 2,439,440 507,007
-
-
-
-
-
-
Claims on administrative bodies and other non-commercial
undertakings
34,810
-
979
-
- 1,017,536
-
-
-
-
Claims on multilateral development banks
-
-
-
-
-
-
-
-
-
-
Claims on international organizations
-
-
-
-
-
-
-
-
-
-
Claims on banks and intermediary institutions
7,031,344
- 6,911,054 1,475,539
-
2,127
-
-
-
-
Claims on corporate
207,239
- 1,137,923 910,484
- 45,989,999
-
-
-
-
Claims included in the regulatory retail portfolios
121,740
-
41,820
- 23,371,738 1,185,664
-
-
-
-
Claims secured by residential property
-
-
- 29,466,401
- 3,401,067
-
-
-
-
Past due loans
-
-
-
-
-
240,075
-
-
-
-
Higher risk categories decided by the Agency
11,949
-
3,166
-
-
- 2,986,884 9,434,959 97,738
-
Marketable securities secured by mortgages
-
-
-
-
-
-
-
-
-
-
Securitization exposures
-
-
-
-
-
-
-
-
-
-
Short-term claims and short-term corporate claims on banks and
intermediary institutions
-
-
-
-
-
-
-
-
-
-
Undertakings for collective investments in mutual funds
-
-
-
-
-
-
-
-
-
-
Other claims
1,381,639
-
62,648
-
- 4,643,939
-
-
-
-
Summary information related to capital adequacy ratio
Bank Only
Current Period
Prior Period
Capital Requirement for Credit Risk (Value at Credit Risk*0.08) (CRCR)
10,807,979
9,490,415
Capital Requirement for Market Risk (MRCR)
99,515
55,940
Capital Requirement for Operational Risk (ORCR)
(*)
879,185
777,799
Shareholders’ Equity
21,398,645
18,013,163
Shareholders’ Equity/((CRCR+MRCR+ORCR) *12.5*100)
14.52
13.96
Tier I Capital/((CRCR+MRCR+ORCR) *12.5*100)
11.19
11.26
Common Equity Tier I Capital/((CRCR+MRCR+ORCR) *12.5*100)
11.26
11.35
(*)
In accordance with the BDDK.BYD.126.01 numbered and 7 February 2008 dated BRSA circular, capital adequacy ratio as at 2015 was measured by taking value at operational risk calculated based on gross incomes for the years
ended 2014, 2013 and 2012 into consideration. For the year 2014, value at operational risk is being calculated based on gross incomes for the years ended 2013, 2012 and 2011.
