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PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I. OF SECTION THREE
TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI
UNCONSOLIDATED FINANCIAL REPORT
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)
28,685,961
19,080,631
CASH OUTFLOWS
2 Retail deposits and deposits from small business customers, of which:
47,000,587
17,301,374
3,731,637
1,507,532
3 Stable deposits
19,368,439
4,452,105
968,422
222,605
4 Less stable deposits
27,632,148
12,849,269
2,763,215
1,284,927
5 Unsecured wholesale funding, of which:
56,964,767
17,007,270
24,077,564
9,130,630
6 Operational deposits
39,077,820
8,563,008
9,769,455
2,140,752
7 Non-operational deposits
11,500,011
6,314,138
8,043,800
4,884,740
8 Unsecured debt
6,386,936
2,130,124
6,264,309
2,105,138
9 Secured wholesale funding
-
-
10 Additional requirements of which:
12,161,941
10,353,586
12,161,941
10,353,586
11 Outflows related to derivative exposures and other collateral
requirements
12,161,941
10,353,586
12,161,941
10,353,586
12 Outflows related to loss of funding on debt products
-
-
-
-
13 Credit and liquidity facilities
-
-
-
-
14 Other contractual funding obligations
11,692,693
11,197,196
584,635
559,860
15 Other contingent funding obligations
41,049,749
12,616,503
6,408,586
1,602,636
16 TOTAL CASH OUTFLOWS
46,964,363
23,154,244
CASH INFLOWS
17 Secured lending
-
-
-
-
18 Inflows from fully performing exposures
12,711,460
6,817,505
9,415,639
6,073,582
19 Other cash inflows
10,364,930
7,662,569
10,364,930
7,662,569
20 TOTAL CASH INFLOWS
23,076,390
14,480,074
19,780,569
13,736,151
Upper Limit
Applied Values
21 TOTAL HQLA
28,685,961
19,080,631
22 TOTAL NET CASH OUTFLOWS
27,183,794
9,418,093
23 LIQUIDITY COVERAGE RATIO (%)
105.53
202.60
(*)
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.
