VKF_FRAE_2017

185 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.) Interest rate sensitivity of assets, liabilities and off balance sheet items based on repricing dates Current Period Up to 1 Month 1-3 Months 3-12 Months 1-5 Years 5 Years and Over Non-Interest Bearing Total Assets : Cash and balances with CBRT 16,440,969 - - - - 12,203,855 28,644,824 Banks 10,420,962 339,044 8,187 - - 1,119,635 11,887,828 Financial assets at fair value through profit/loss 362,422 478,847 160,593 821,339 113,324 263 1,936,788 Interbank money market placements 1,652,102 - - - - - 1,652,102 Available-for-sale financial assets 3,068,976 1,572,628 4,215,856 3,919,288 729,596 43,370 13,549,714 Loans and receivables 80,792,041 10,839,504 31,219,398 40,081,705 19,999,580 1,039,387 183,971,615 Held-to-maturity investments 986,375 2,743,646 6,217,027 4,327,554 2,491,469 - 16,766,071 Other assets (*) 10,495 7 253 361 - 12,151,652 12,162,768 Total assets 113,734,342 15,973,676 41,821,314 49,150,247 23,333,969 26,558,162 270,571,710 Liabilities: Bank deposits 8,268,276 842,741 177,301 - - 489,785 9,778,103 Other deposits 82,004,246 23,910,761 9,926,461 30,065 - 29,627,486 145,499,019 Interbank money market takings 21,616,184 - 140,509 449,402 64,742 - 22,270,837 Miscellaneous payables - - - - - 6,848,328 6,848,328 Securities issued 1,089,758 2,007,529 5,838,303 9,383,681 1,165,827 - 19,485,098 Funds borrowed 8,690,010 11,049,075 5,215,950 1,453,908 1,663,576 235,102 28,307,621 Other liabilities (**) 21,457 175,115 517,987 4,116,157 2,292,989 31,258,999 38,382,704 Total liabilities 121,689,931 37,985,221 21,816,511 15,433,213 5,187,134 68,459,700 270,571,710 On balance sheet long position - - 20,004,803 33,717,034 18,146,835 - 71,868,672 On balance sheet short position (7,955,589) (22,011,545) - - - (41,901,538) (71,868,672) Off-balance sheet long position 1,267,350 3,559,363 140,118 - 162,518 - 5,129,349 Off-balance sheet short position - - - (2,683,485) - - (2,683,485) Net Position (6,688,239) (18,452,182) 20,144,921 31,033,549 18,309,353 (41,901,538) 2,445,864 (*) Subsidiaries, associates and tangible and intangible assets, and deferred tax are stated in non-interest bearing column. (**) Equity is included in non-interest bearing column in other liabilities line. Prior Period Up to 1 Month 1-3 Months 3-12 Months 1-5 Years 5 Years and Over Non-Interest Bearing Total Assets: Cash and balances with CBRT 13,369,291 - - - - 10,996,006 24,365,297 Banks 2,753,824 307,863 22,306 - - 806,329 3,890,322 Financial assets at fair value through profit/loss 531,009 601,147 22,021 372,093 84,709 201 1,611,180 Interbank money market placements - - - - - - - Available-for-sale financial assets 2,895,405 2,103,852 4,371,742 5,781,463 2,638,985 27,610 17,819,057 Loans and receivables 47,139,973 34,356,861 33,175,198 21,061,924 10,885,036 1,093,383 147,712,375 Held-to-maturity investments 674,843 1,937,819 4,047,247 1,287,620 233,006 - 8,180,535 Other assets (*) 9,528 1,648 9,541 1,029 - 8,939,393 8,961,139 Total assets 67,373,873 39,309,190 41,648,055 28,504,129 13,841,736 21,862,922 212,539,905 Liabilities : Bank deposits 4,344,954 455,862 94,424 - - 236,382 5,131,622 Other deposits 66,462,963 20,624,829 7,383,419 37,889 - 24,197,655 118,706,755 Interbank money market takings 11,349,237 1,031,916 - 449,439 64,742 - 12,895,334 Miscellaneous payables - - - - - 5,162,994 5,162,994 Securities issued 538,113 1,528,432 3,599,819 9,041,381 - - 14,707,745 Fund borrowed 3,933,704 8,899,174 8,633,401 1,102,037 1,625,454 - 24,193,770 Other liabilities (**) 518,727 184,455 263,038 1,439,164 3,772,851 25,563,450 31,741,685 Total liabilities 87,147,698 32,724,668 19,974,101 12,069,910 5,463,047 55,160,481 212,539,905 On balance sheet long position - 6,584,522 21,673,954 16,434,219 8,378,689 - 53,071,384 On balance sheet short position (19,773,825) - - - - (33,297,559) (53,071,384) Off-balance sheet long position 2,073,148 3,048,601 - - - - 5,121,749 Off-balance sheet short position - - (522,353) (3,391,353) (210,900) - (4,124,606) Net Position (17,700,677) 9,633,123 21,151,601 13,042,866 8,167,789 (33,297,559) 997,143 (*) Subsidiaries, associates and tangible and intangible assets are stated in non-interest bearing column. (**) Equity is included in non-interest bearing column in other liabilities line.