VKF_FRAE_2017

355 VakıfBank Annual Report 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.) 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 - - - - 2,593,898 - Domestic sovereign debts - - - - - 3,486 Other sovereign debts - - - - - - Government agency debts - - - - - - Corporate debts - - - - - - Equity securities - - - - - - Other collateral - - - - - - Total - - - - 9,786,963 3,486 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 - - - - 5,533,270 - Domestic sovereign debts - - - - - 1,804 Other sovereign debts - - - - - - Government agency debts - - - - - - Corporate debts - - - - - - Equity securities - - - - - - Other collateral - - - - - - Total - - - - 5,533,270 1,804 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 Positive fair values (asset) 7,631 - Negative fair values (liability) - 24,444 Prior Period Protection bought Protection sold Nominals Single-name credit default swaps 165,000 246,050 Index credit default swaps - - Total return swaps - - Credit options - - Other credit derivatives - - Total Nominals 165,000 246,050 Fair Values Positive fair values (asset) 11,131 - Negative fair values (liability) - 24,801