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PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED CONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE IN NOTE I. OF SECTION THREE
TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI AND
ITS FINANCIAL SUBSIDIARIES
NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS AS AT AND
FOR THE YEAR ENDED 31 DECEMBER 2015
(Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)
Distribution of maturity risk factors according to their outstanding maturities
(*)
Risk Classifications-Current Period
According to their outstanding maturities
1 month 1-3 month 3-6 month 6-12 month 1 year and over
Claims on sovereigns and Central Banks
7,936,470
151,346
399,825 1,811,781
46,724,602
Claims on regional governments or local authorities
9,104
15,419
85,821
146,074
3,445,414
Claims on administrative bodies and other non-commercial undertakings
32,724
38,442
89,225
37,776
912,400
Claims on multilateral development banks
-
-
-
217
2
Claims on international organizations
-
-
-
-
-
Claims on banks and intermediary institutions
5,565,126
973,107
719,948
71,678
3,168,432
Claims on corporate
2,766,479 4,100,994 6,104,668 10,372,218
39,557,739
Claims included in the regulatory retail portfolios
475,513 1,069,575 1,896,600 4,252,175
21,028,291
Claims secured by residential property
729,855 1,249,282 2,168,805 4,718,668
30,775,444
Past due loans
-
-
-
-
908,934
Higher risk categories decided by the Agency
-
-
-
14,009
11,392,837
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
24,052
-
-
-
7,405,634
Total
17,539,323 7,598,165 11,464,892 21,424,596 165,319,729
(*)
Risk amounts are given before credit risk mitigation, after multiplied by credit risk conversion ratio.
Risk Classifications-Prior Period
According to their outstanding maturities
1 month 1-3 month 3-6 month 6-12 month 1 year and over
Claims on sovereigns and Central Banks
5,166,678
644,411 1,150,586
818,234
44,568,773
Claims on regional governments or local authorities
9,500
4,726
23,639
55,293
2,897,715
Claims on administrative bodies and other non-commercial undertakings
22,755
32,027
62,029
222,500
714,014
Claims on multilateral development banks
-
-
-
-
-
Claims on international organizations
-
-
-
-
-
Claims on banks and intermediary institutions
12,879,070
968,574
595,254
177,196
2,150,006
Claims on corporate
2,979,211 3,438,786 4,298,690 9,180,010
31,897,216
Claims included in the regulatory retail portfolios
494,763
960,696 1,649,708 4,178,296
17,448,612
Claims secured by residential property
573,828 1,048,581 1,696,829 4,030,103
25,518,127
Past due loans
-
-
-
-
320,657
Higher risk categories decided by the Agency
-
-
-
14,320
12,620,898
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
17,687
-
-
-
5,638,608
Total
22,143,492 7,097,801 9,476,735 18,675,952 143,774,626
(*)
Risk amounts are given before credit risk mitigation, after multiplied by credit risk conversion ratio.
