VKF_FRAE_2017

PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT 216 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.) Standardized approach CCR exposures by risk class and risk weights Prior Period Risk Classes / Risk Weights 0% 10% 20% 35% Secured by real estate 50% 75% 100% 150% Others Total credit exposure (*) Claims from central governments and central banks 3,885,875 - - - - - - - - - Claims from regional and local governments 1,216 - 38 - - - - - - 8 Claims from administration and non-commercial entity 16,486 - - - - - 1,339 - - 1,339 Claims from multilateral development banks - - - - - - - - - - Claims from international organizations - - - - - - - - - - Claims from institutions 6,537,261 - 1,635,775 - 3,110,686 - - - - 1,882,498 Corporates 1,689 - - - - - 211,962 - - 211,962 Retail portfolios 406 - - - - 37,453 - - - 28,089 Claims on landed real estate - - - - - - - - - - Past-due loans - - - - - - - - - - Claims which are determined as high risk by the board of BRSA - - - - - - - - - - Mortgage securities - - - - - - - - - - Securitization positions - - - - - - - - - - Claims from corporates, banks and financial intermediaries which have short term credit rating - - - - - - - - - - Investments which are qualified as collective investment institutions - - - - - - - - - - Stock investment - - - - - - - - - - Other claims - - - - - - - - - - Other assets (**) - - - - - - - - - - Total 10,442,933 - 1,635,813 - 3,110,686 37,453 213,301 - - 2,123,896 (*) Total credit risk: The amount related to capital adequacy calculation after counterparty credit risk measurement techniques are applied. (**) Other assets: The counterparty reported in the counter counterparty risks includes amounts not included in the credit risk.