VKF_FRAE_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.) PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT 190 VakıfBank Annual Report 2017 The Bank’s Foreign Currency (FC) and total (TL+FC) liquidity coverage ratio (LCR) averages for current period.The highest value and the lowest value occurred in this period are given below: Liquidity Coverage Ratio TL+FC FC DATE RATIO (%) DATE RATIO (%) The lowest value 03.11.2017 92.80 10.11.2017 217.96 The highest value 29.12.2017 116.18 29.12.2017 255.77 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) 35,096,294 25,035,823 CASH OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: 70,032,187 23,622,856 5,934,881 2,362,286 3 Stable deposits 21,366,750 - 1,068,337 - 4 Less stable deposits 48,665,437 23,622,856 4,866,544 2,362,286 5 Unsecured wholesale funding, of which: 72,669,268 22,549,754 30,645,411 11,790,610 6 Operational deposits 44,462,727 9,075,213 11,115,682 2,268,803 7 Non-operational deposits 20,242,152 10,138,320 11,787,501 6,407,237 8 Unsecured debt 7,964,389 3,336,221 7,742,228 3,114,570 9 Secured wholesale funding - - 10 Additional requirements of which: 8,310,024 7,076,659 8,310,024 7,076,659 11 Outflows related to derivative exposures and other collateral requirements 8,310,024 7,076,659 8,310,024 7,076,659 12 Outflows related to loss of funding on debt products - - - - 13 Credit and liquidity facilities - - - - 14 Other contractual funding obligations 21,058,862 20,540,725 1,052,943 1,027,036 15 Other contingent funding obligations 56,786,818 13,481,508 6,485,099 1,238,265 16 TOTAL CASH OUTFLOWS 52,428,358 23,494,856 CASH INFLOWS 17 Secured lending - - - - 18 Inflows from fully performing exposures 16,761,213 8,319,742 12,170,931 7,340,331 19 Other cash inflows 5,761,250 5,478,192 5,761,250 5,478,192 20 TOTAL CASH INFLOWS 22,522,463 13,797,934 17,932,181 12,818,523 Upper Limit Applied Values 21 TOTAL HQLA 35,096,294 25,035,823 22 TOTAL NET CASH OUTFLOWS 34,496,177 10,676,333 23 LIQUIDITY COVERAGE RATIO (%) 102.23 235.38 (*) Simple arithmetic average, calculated for the last three months, of the values calculated by taking weekly simple arithmetic average.