Basic HTML Version
Türkiye Vakıflar Bankası Türk Anonim Ortaklığı
Unconsolidated Financial Report as at and
For the Year Ended 31 December 2013
(Currency: Thousands of TurkIsh Lıra (“TL”))
(Convenience Translation of Financial Statements and Related Disclosures and Footnotes Originally Issued in Turkish, See Section 3 Note I)
VI. Interest rate risk
Interest sensitivity of assets, liabilities and off-balance sheet items is evaluated during the weekly Assets-Liabilities Committee meetings taking into
account the developments in market conditions.
The Bank’s exposure to interest rate risk is measured by the standard method.
Measurements for standard method are carried out monthly using the maturity ladder table.
Interest rate sensitivity of assets, liabilities and off balance sheet items based on repricing dates
Current Year End
Up to
1 Month
1-3
Months
3-12
Months
1-5
Years
5 Years
and Over
Non-Interest
Bearing
Total
Assets:
Cash and balances with CBT
-
-
-
-
-
18,968,081
18,968,081
Banks
2,010,259
100,755
2,070
-
-
526,053
2,639,137
Financial assets at fair value through
profit/loss
167,159
220,696
34,116
11,685
2,034
-
435,690
Interbank money market placements
-
-
-
-
-
-
-
Available-for-sale financial assets
5,314,189 2,386,603 2,692,024 3,207,601 2,677,005
10,765
16,288,187
Loans and receivables
26,066,086 18,855,961 16,370,316 15,638,026 9,565,834
255,994
86,752,217
Held-to-maturity investments
914,868
418,308 2,022,196
495,822 1,552,621
-
5,403,815
Other assets
(*)
13,462
85
10,506
72,469
425 4,911,969
5,008,916
Total assets
34,486,023 21,982,408 21,131,228 19,425,603 13,797,919 24,672,862 135,496,043
Liabilities:
Bank deposits
3,170,922
869,432
103,153
-
-
18,821
4,162,328
Other deposits
39,030,456 19,270,048 5,371,683
40,261
-
13,658,038
77,370,486
Interbank money market takings
12,424,832
237,295 1,005,685
809,269
-
-
14,477,081
Miscellaneous payables
-
-
-
-
-
2,696,105
2,696,105
Securities issued
406,641 1,432,595 1,769,861 3,275,729
-
-
6,884,826
Funds borrowed
553,136 4,525,154 5,516,612
89,542
720,368
-
11,404,812
Other liabilities
(**)
125,881
17,423
141,525
410,940 1,502,582 16,302,054
18,500,405
Total liabilities
55,711,868 26,351,947 13,908,519 4,625,741 2,222,950 32,675,018 135,496,043
On balance sheet long position
-
-
7,222,709 14,799,862 11,574,969
-
33,597,540
On balance sheet short position
(21,225,845) (4,369,539)
-
-
- (8,002,156)
(33,597,540)
Off-balance sheet long position
572,957 1,733,400
581,537
415,289
166,248
-
3,469,431
Off-balance sheet short position
(26,964)
(250,998)
(658,787) (1,395,220)
(861,748)
-
(3,193,717)
Net Position
(20,679,852) (2,887,137)
7,145,459 13,819,931 10,879,469 (8,002,156)
275,714
(*)
Subsidiaries, associates and tangible and intangible assets have been included in non-interest bearing column.
(**)
Shareholders’ equity has been included in non-interest bearing column of other liabilities line.
144