VKF_FRAE_2017

CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED CONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE IN NOTE I. OF SECTION THREE TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI AND ITS FINANCIAL SUBSIDIARIES EXPLANATIONS AND NOTES RELATED TO THE CONSOLIDATED 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 328 VakıfBank Annual Report 2017 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) 33,505,586 25,644,408 CASH OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: 70,335,436 23,781,944 5,969,007 2,378,195 3 Stable deposits 21,290,720 - 1,064,536 - 4 Less stable deposits 49,044,716 23,781,944 4,904,471 2,378,195 5 Unsecured wholesale funding, of which: 74,578,648 24,655,317 33,317,354 13,190,345 6 Operational deposits 42,220,678 9,265,950 10,555,169 2,316,487 7 Non-operational deposits 21,448,893 10,756,239 12,468,677 6,856,026 8 Unsecured debt 10,909,077 4,633,128 10,293,508 4,017,832 9 Secured wholesale funding - - 10 Additional requirements of which: 8,543,708 7,227,802 8,543,708 7,227,802 11 Outflows related to derivative exposures and other collateral requirements 8,543,708 7,227,802 8,543,708 7,227,802 12 Outflows related to loss of funding on debt products - - - - 13 Credit and liquidity facilities - - - - 14 Other contractual funding obligations 20,138,527 19,648,287 1,006,926 982,414 15 Other contingent funding obligations 58,701,959 14,361,983 6,142,479 1,249,107 16 TOTAL CASH OUTFLOWS 54,979,474 25,027,863 CASH INFLOWS 17 Secured lending - - - - 18 Inflows from fully performing exposures 20,616,630 9,611,013 15,834,400 8,660,526 19 Other cash inflows 5,979,988 5,657,958 5,979,988 5,657,958 20 TOTAL CASH INFLOWS 26,596,618 15,268,971 21,814,388 14,318,484 Upper Limit Applied Values 21 TOTAL HQLA 33,505,586 25,644,408 22 TOTAL NET CASH OUTFLOWS 33,165,086 10,709,379 23 LIQUIDITY COVERAGE RATIO (%) 101.92 239.48 (*) Simple arithmetic average, calculated for the last three months, of the values calculated by taking monthly simple arithmetic average.