CarthagoTurkish banking dataWith direct FX exposure limited to 0.7% of capital and a net‑long position well within the ±20% ceiling, the bank’s asset‑sensitive profile—evidenced by a +1.1% of assets ≤1‑year repricing gap—means NII will compress as rates decline.
The sector's net foreign-currency position. A small net-open-position / capital ratio means on- and off-balance FX is well-matched; the by-currency split shows where the system is net long (+) or short (−).
Chart data: 13 rows, Period from 2023Q1 to 2026Q1. Sector (reporting banks): 0.72 at the start, 0.7 at the end, ranging 0.57 to 5.95. The full data follows as a table.
| Period | Sector (reporting banks) |
|---|---|
| 2023Q1 | 0.7186008067092826 |
| 2023Q2 | 3.0609475059190685 |
| 2023Q3 | 5.953233543648303 |
| 2023Q4 | 4.531004518186049 |
| 2024Q1 | 5.015066842518032 |
| 2024Q2 | 2.708722494738435 |
| 2024Q3 | 2.8279057135531738 |
| 2024Q4 | 1.2372371507080608 |
| 2025Q1 | 2.76440696259546 |
| 2025Q2 | 2.4633834993316284 |
| 2025Q3 | 1.9376183316912927 |
| 2025Q4 | 0.5720165934255443 |
| 2026Q1 | 0.697703802691871 |
Chart data: 17 rows, Period from 2022Q1 to 2026Q1. EUR: 23.05 at the start, 26.6 at the end, ranging 7.54 to 49.85. USD: 23.48 at the start, -78.06 at the end, ranging -86.18 to 69.8. Other FC: 9.26 at the start, 88.01 at the end, ranging 9.26 to 88.25. The full data follows as a table.
| Period | EUR | USD | Other FC |
|---|---|---|---|
| 2022Q1 | 23.048534999999998 | 23.479445 | 9.260206 |
| 2022Q2 | 32.26195 | -10.685602 | 12.963705000000001 |
| 2022Q3 | 31.859617999999998 | 9.471167000000005 | 20.404603 |
| 2022Q4 | 10.040613000000004 | -2.671211999999999 | 10.964872999999999 |
| 2023Q1 | 7.542965999999998 | -8.918531 | 14.844110999999996 |
| 2023Q2 | 8.730850999999996 | 23.94128199999999 | 29.931303000000003 |
| 2023Q3 | 39.245109 | 61.485467000000014 | 34.035428 |
| 2023Q4 | 12.600280999999995 | 69.800436 | 31.80307200000001 |
| 2024Q1 | 40.46663900000001 | 34.711906 | 65.55784399999999 |
| 2024Q2 | 28.668058000000002 | 8.192042999999993 | 45.257605999999996 |
| 2024Q3 | 35.437708 | -1.9867929999999967 | 56.933837999999994 |
| 2024Q4 | 20.686212 | -54.274826 | 76.86024499999999 |
| 2025Q1 | 14.589699 | 0.5249560000000009 | 88.25389500000001 |
| 2025Q2 | 12.609323999999997 | 8.270138999999999 | 79.79686900000002 |
| 2025Q3 | 49.85405299999999 | -38.960046999999996 | 75.738968 |
| 2025Q4 | 29.255962 | -86.177201 | 85.90503600000001 |
| 2026Q1 | 26.602431999999993 | -78.05520299999999 | 88.00934400000001 |
The repricing/maturity gap — rate-sensitive assets minus liabilities by bucket. A large net gap in the near buckets means net interest income is exposed to a rate move. Participation banks that don't disclose the schedule are excluded.
Chart data: 6 rows, Period from ≤1 month to Non-rate-sensitive. Net repricing gap: -2908 at the start, -7470 at the end, ranging -7470 to 5053.2. The full data follows as a table.
| Period | Net repricing gap |
|---|---|
| ≤1 month | -2908.0090720000003 |
| 1–3 months | -1671.509526 |
| 3–12 months | 5053.158814999999 |
| 1–5 years | 5016.6896 |
| >5 years | 1882.6798279999998 |
| Non-rate-sensitive | -7469.972501 |
Chart data: 13 rows, Period from 2023Q1 to 2026Q1. Sector (reporting banks): 3.4 at the start, 1.09 at the end, ranging -2.53 to 3.4. The full data follows as a table.
| Period | Sector (reporting banks) |
|---|---|
| 2023Q1 | 3.3958279124858306 |
| 2023Q2 | 1.8122957354951876 |
| 2023Q3 | -0.5095143121344764 |
| 2023Q4 | -0.5678428031469726 |
| 2024Q1 | 0.15685974722987023 |
| 2024Q2 | -2.534309432783517 |
| 2024Q3 | -0.7005858591083469 |
| 2024Q4 | -1.6995431220347115 |
| 2025Q1 | -0.18625777319503825 |
| 2025Q2 | -2.0699765218943833 |
| 2025Q3 | 0.026382038450007236 |
| 2025Q4 | 1.8624465667507468 |
| 2026Q1 | 1.0894126043565011 |
First-order one-year ΔNII from a parallel shift, off the 2026Q1 sector repricing ladder (≤1y buckets, bucket midpoints). Assumes no repricing beta or behavioral offsets — a sizing device, not a forecast.