VKF_FRAE_2017

191 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.) Prior Period Total unweighted value * Total weighted value* TL+FC FC TL+FC FC HIGH QUALITY LIQUID ASSETS 1 Total High Quality Liquid Assets (HQLA) 30,911,865 17,187,025 CASH OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: 56,094,081 18,064,063 4,674,027 1,806,406 3 Stable deposits 18,707,617 - 935,381 - 4 Less stable deposits 37,386,464 18,064,063 3,738,646 1,806,406 5 Unsecured wholesale funding, of which: 62,416,947 15,846,190 24,240,183 7,659,013 6 Operational deposits 42,745,940 8,687,042 10,686,485 2,171,760 7 Non-operational deposits 10,454,745 5,701,889 6,886,996 4,064,477 8 Unsecured debt 9,216,262 1,457,259 6,666,702 1,422,776 9 Secured wholesale funding - - 10 Additional requirements of which: 11,436,793 10,467,385 11,436,793 10,467,385 11 Outflows related to derivative exposures and other collateral requirements 11,436,793 10,467,385 11,436,793 10,467,385 12 Outflows related to loss of funding on debt products - - - - 13 Credit and liquidity facilities - - - - 14 Other contractual funding obligations 16,068,573 15,621,541 803,429 781,077 15 Other contingent funding obligations 44,619,198 11,874,367 6,579,804 1,116,914 16 TOTAL CASH OUTFLOWS 47,734,236 21,830,795 CASH INFLOWS 17 Secured lending - - - - 18 Inflows from fully performing exposures 11,938,083 5,431,272 8,394,971 4,704,964 19 Other cash inflows 9,183,453 4,946,269 9,183,453 4,946,269 20 TOTAL CASH INFLOWS 21,121,536 10,377,541 17,578,424 9,651,233 Upper Limit Applied Values 21 TOTAL HQLA 30,911,865 17,187,025 22 TOTAL NET CASH OUTFLOWS 30,155,812 12,179,562 23 LIQUIDITY COVERAGE RATIO (%) 102.69 143.21 (*) Simple arithmetic average, calculated for the last three months, of the values calculated by taking weekly simple arithmetic average. With the “Liquidity Coverage Rate” which is prepared under the framework of “Regulations Regarding Banks’ Calculations of Liquidity Coverage Rate” published by BRSA, the balance between banks’ net cash outflows and high quality liquid asset stock. Bank’s high quality liquid asset stock consists of cash and debt instruments issued by CBRT and Republic of Turkey Undersecretariat of Treasury. Whereas the Banks’ important fund sources are deposits, funds obtained from other financial institutions, marketable securities issued and funds obtained from repo transactions. Derivatives transactions with 30 or less days to maturity are included into liquidity coverage calculation with cash outflows created by the transactions as of the calculated liquidity coverage rate. In case of a liability resulting from derivatives transactions and security fulfillment liability resulting from other liabilities, actions are taken accordingly to the related regulation.