VKF_FRAE_2017

177 VakıfBank Annual Report 2017 CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUEDIN TURKISH, SEE NOTE I. OF SECTION THREE TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI EXPLANATIONS AND NOTES RELATED TO THE UNCONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED DECEMBER 31, 2017 (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 6,977,725 252,551 758,827 1,571,397 83,714,372 Claims on regional governments or local authorities 9,682 9,196 28,124 235,613 6,628,475 Claims on administrative bodies and other non-commercial undertakings 1,426 1,690 3,390 66,488 365,788 Claims on multilateral development banks 1,583 - - - - Claims on international organizations - - - - - Claims on banks and intermediary institutions 3,692,962 1,869,140 240,445 57,924 9,652,281 Claims on corporate 2,712,960 4,078,255 6,484,943 12,519,643 60,679,261 Claims included in the regulatory retail portfolios 592,658 1,398,041 2,388,791 5,872,574 39,775,383 Claims secured by residential property 715,960 1,295,000 2,647,802 6,139,142 37,592,106 Past due loans - - - - 1,039,387 Higher risk categories decided by the Agency 4,083 1,105 2,265 887 212,327 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 - - - - 263 Stock Investments - - - - 2,606,386 Other claims - - - - 8,395,667 Total 14,709,039 8,904,978 12,554,587 26,463,668 250,661,696 (*) Risk amounts are given before credit risk mitigation, after multiplied by credit risk conversion ratio. Distribution of maturity risk factors according to their outstanding maturities (*) 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 5,152,323 225,795 409,148 1,583,377 49,914,042 Claims on regional governments or local authorities 1,782 21,645 28,086 388,267 4,314,618 Claims on administrative bodies and other non-commercial undertakings 42,633 278,512 9,991 64,845 915,003 Claims on multilateral development banks - - - - 5 Claims on international organizations - - - - - Claims on banks and intermediary institutions 5,786,026 1,671,798 269,398 481,624 7,397,267 Claims on corporate 2,015,469 3,296,230 5,939,490 9,868,195 48,667,765 Claims included in the regulatory retail portfolios 716,137 1,483,217 2,596,991 6,293,038 34,635,340 Claims secured by residential property 672,308 1,262,277 2,192,724 5,051,029 34,768,422 Past due loans - - - - 1,093,383 Higher risk categories decided by the Agency - 300 - - 288,397 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 - - - - - Stock Investments - - - - 2,124,212 Other claims - - - - 6,149,265 Total 14,386,678 8,239,774 11,445,828 23,730,375 190,267,719 (*) Risk amounts are given before credit risk mitigation, after multiplied by credit risk conversion ratio.