VKF_FRAE_2017

217 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.) Collaterals for counterparty credit risk Collateral for derivative transactions Collateral for other transactions Fair value of collateral received Fair value of collateral given Current Period Segregated Unsegregated Segregated Unsegregated Fair value of collateral received Fair value of collateral given Cash-domestic currency - - - - 7,193,065 - Cash-foreign currency - - - - 2,412,978 - Domestic sovereign debts - - - - - - Other sovereign debts - - - - - - Government agency debts - - - - - - Corporate debts - - - - - - Equity securities - - - - - - Other collateral - - - - - - Total - - - - 9,606,043 - Collateral for derivative transactions Collateral for other transactions Fair value of collateral received Fair value of collateral given Prior Period Segregated Unsegregated Segregated Unsegregated Fair value of collateral received Fair value of collateral given Cash-domestic currency - - - - - - Cash-foreign currency - - - - 5,462,076 - Domestic sovereign debts - - - - - - Other sovereign debts - - - - - - Government agency debts - - - - - - Corporate debts - - - - - - Equity securities - - - - - - Other collateral - - - - - - Total - - - - 5,462,076 - Loan Derivatives Current Period Protection bought Protection sold Nominals Single-name credit default swaps 72,125 140,118 Index credit default swaps - - Total return swaps - - Credit options - - Other credit derivatives - - Total Nominals 72,125 140,118 Fair Values 7,631 24,444 Positive fair values (asset) 7,631 - Negative fair values (liability) - 24,444