VAKIFBANK
2015 ANNUAL REPORT
164
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.)
Liquidity Coverage Ratio
Prior Period
Total unweighted
value *
Total weighted
value*
TL+FC
FC
TL+FC
FC
HIGH QUALITY LIQUID ASSETS
1 Total High Quality Liquid Assets (HQLA)
23,245,935
15,727,402
CASH OUTFLOWS
2 Retail deposits and deposits from small business customers, of which:
37,547,701
12,963,507
2,053,011
695,371
3 Stable deposits
34,035,193
12,019,598
1,701,760
600,980
4 Less stable deposits
3,512,508
943,909
351,251
94,391
5 Unsecured wholesale funding, of which:
56,179,601
12,682,423
22,562,573
6,132,602
6 Operational deposits
36,842,606
5,745,618
9,210,651
1,436,405
7 Non-operational deposits
14,988,070
5,880,296
9,003,397
3,639,688
8 Unsecured debt
4,348,925
1,056,509
4,348,525
1,056,509
9 Secured wholesale funding
-
-
10 Additional requirements of which:
3,896,442
3,359,233
3,896,442
3,359,233
11 Outflows related to derivative exposures and other collateral
requirements
3,896,442
3,359,233
3,896,442
3,359,233
12 Outflows related to loss of funding on debt products
-
-
-
-
13 Credit and liquidity facilities
-
-
-
-
14 Other contractual funding obligations
11,319,735
7,608,304
565,987
380,415
15 Other contingent funding obligations
46,926,725
15,387,896
5,118,041
1,971,397
16 TOTAL CASH OUTFLOWS
34,196,054
12,539,018
CASH INFLOWS
17 Secured lending
-
-
-
-
18 Inflows from fully performing exposures
7,859,009
2,846,954
5,632,419
2,614,209
19 Other cash inflows
2,787,997
2,387,157
2,787,997
2,387,157
20 TOTAL CASH INFLOWS
10,647,006
5,234,111
8,420,416
5,001,366
Upper Limit
Applied Values
21 TOTAL HQLA
23,245,935
15,727,402
22 TOTAL NET CASH OUTFLOWS
25,775,638
7,537,652
23 LIQUIDITY COVERAGE RATIO (%)
90.19
208.65
(*)
To be calculated by simple arithmetic average monthly and consolidated average calculated for the last three months to the liquidity coverage ratio, calculated weekly simple average of the last three months to the liquidity
coverage ratio is calculated by taking the arithmetic mean.
The highest value in foreign currency took place in the week of 23.10.2015 in the level of 245.5%, whereas the lowest value took place in the week
starting from 02.10.2015 in the level of 181.48%.
The highest value in total took place in the week of 25.12.2015 in the level of 114.81%, the lowest level took place in the week starting from
11.12.2015 in the level of 98.21%.
In the 3 month period, as a result of increase in foreign currency cash inflows between 02.10.2015 – 23.10.2015 and decrease in derivative liabilities in
cash outflows the ratio increased from 181.48% to 245.5%.
The ratio in total liquidity coverage rate increased from 98.21% to 114.81% due to the decrease in cash outflows between 11.12.2015 – 25.12.2015
and increase in non – secured receivables in cash inflows.
With the “Liquidity Coverage Rate” which is prepared under the framework of “Regulations Regarding Banks’ Calculations of Liquidity Coverage Rate”
published by BRSA, the balance between banks’ net cash outflows and high quality liquid asset stock.
Bank’s high quality liquid asset stock consists of cash and debt instruments issued by CBRT and Republic of Turkey Undersecretariat of Treasury.
