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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.)
Leverage ratio common disclosure template
Current Period
(*)
Prior Period
(*)
On-balance sheet exposures
On-balance sheet items (exclude derivatives and SFTs; include collateral)
188,355,835
156,663,304
Assets deducted in determining Basel III Tier 1 capital
(357,384)
(257,930)
Total on-balance sheet exposures (excluding derivatives and SFTs)
187,998,451
156,405,374
Derivative exposures
Replacement cost
958,702
407,433
Add-on amount
380,597
233,847
Total derivative exposures
1,339,299
641,280
Securities financing transaction exposures
Gross SFT assets (with no recognition of accounting netting)
779,920
1,690,988
Agent transaction exposures
-
-
Total securities financing transaction exposures
779,920
1,690,988
Other off-balance sheet exposures
Off-balance sheet exposures with gross nominal amount
54,444,913
46,704,208
Adjustment amount off-balance sheet exposures with credit conversion factor
1,025,968
561,420
Total off-balance sheet exposures
55,470,881
47,265,628
Capital and total exposures
Tier 1 capital
16,514,311
14,331,294
Total exposures
245,588,551
206,003,270
Leverage ratio
Leverage ratio
6.72
6.96
(*)
Calculated by using 3 month average of balances in Leverage Rate Notification table.
VIII. FAIR VALUES OF FINANCIAL ASSETS AND LIABILITIES
Carrying Value
Fair Value
Current Period
Prior Period
Current Period
Prior Period
Financial Assets:
Receivables from Interbank Money Markets
6,699
9,504
6,699
9,504
Banks
6,176,019
3,568,508
6,176,019
3,568,508
Available-for-Sale Financial Assets
17,336,111
16,871,115
17,336,111
16,871,115
Held-to-Maturity Investments
7,677,729
6,854,593
7,496,076
6,983,593
Loans
125,959,679
106,355,671
127,521,403
107,248,004
Financial Leasing Receivables
1,325,825
1,089,987
1,325,825
1,089,987
Factoring Receivables
717,727
510,381
717,727
510,381
Financial Liabilities:
Bank Deposits
5,578,475
4,750,416
5,610,321
4,750,416
Other Deposits
106,431,522
88,652,197
106,428,225
88,696,535
Funds Borrowed
20,195,047
16,260,655
20,508,451
16,260,391
Securities Issued
10,646,708
10,384,708
10,569,723
10,315,024
Subordinated Loans
4,155,551
2,126,436
4,155,551
2,126,436
Miscellaneous Payables
4,397,761
3,344,419
4,397,761
3,344,419
