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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.)
Liquidity Coverage Ratio
Current Period
Total unweighted
value *
Total weighted
value*
TL+FC
FC
TL+FC
FC
HIGH QUALITY LIQUID ASSETS
1 Total High Quality Liquid Assets (HQLA)
28,842,274 19,291,743
CASH OUTFLOWS
2 Retail deposits and deposits from small business customers, of which:
47,209,327 17,527,659
3,750,130
1,526,493
3 Stable deposits
19,416,047
4,525,463
970,802
226,273
4 Less stable deposits
27,793,280 13,002,196
2,779,328
1,300,220
5 Unsecured wholesale funding, of which:
47,583,503 13,101,636 24,148,735
8,946,020
6 Operational deposits
8,708,614
2,794,066
9,579,078
2,220,567
7 Non-operational deposits
31,958,453
8,125,734
7,947,240
4,566,970
8 Unsecured debt
6,916,436
2,181,836
6,622,417
2,158,483
9 Secured wholesale funding
-
-
10 Additional requirements of which:
11,935,341 10,289,600 11,935,341 10,289,599
11 Outflows related to derivative exposures and other collateral requirements
11,935,341 10,289,600 11,935,341 10,289,599
12 Outflows related to loss of funding on debt products
-
-
-
-
13 Credit and liquidity facilities
-
-
-
-
14 Other contractual funding obligations
12,634,258 12,132,366
631,713
606,618
15 Other contingent funding obligations
41,024,707 12,600,559
6,462,091
1,660,257
16 TOTAL CASH OUTFLOWS
46,928,010 23,028,987
CASH INFLOWS
17 Secured lending
-
-
-
-
18 Inflows from fully performing exposures
12,252,177
5,859,220
8,755,145
5,156,973
19 Other cash inflows
10,114,577
7,424,636 10,114,577
7,424,636
20 TOTAL CASH INFLOWS
22,366,754 13,283,856 18,869,722 12,581,609
Upper Limit Applied Values
21 TOTAL HQLA
28,842,274 19,291,743
22 TOTAL NET CASH OUTFLOWS
28,058,288 10,447,378
23 LIQUIDITY COVERAGE RATIO (%)
102.79
184.66
(*)
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.
