VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 203 CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED UNCONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE NOTE I. OF SECTION THREE TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI AND ITS FINANCIAL SUBSIDIARIES NOTES TO THE UNCONSOLIDATED FINANCIAL STATEMENTS AS AT AND FOR THE YEAR ENDED DECEMBER 31, 2018 (Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) The Bank’s Foreign Currency (FC) and total (TL+FC) liquidity coverage ratio (LCR) averages are calculated weekly related to the last three months.The highest value and the lowest value occurred in this period are given below: Liquidity Coverage Ratio TL+FC FC DATE RATIO (%) DATE RATIO (%) The lowest value October 5, 2018 95.45 October 5, 2018 194.23 The highest value December 14, 2018 130.18 December 14, 2018 340.64 Liquidity Coverage Ratio Current Period - December 31, 2018 Total unweighted value (*) Total weighted value (*) TL+FC FC TL+FC FC HIGH QUALITY LIQUID ASSETS 1 Total High Quality Liquid Assets (HQLA) 43,326,256 27,330,227 CASH OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: 96,482,965 36,239,024 8,340,482 3,623,902 3 Stable deposits 26,156,290 - 1,307,814 - 4 Less stable deposits 70,326,675 36,239,024 7,032,668 3,623,902 5 Unsecured wholesale funding, of which: 83,031,298 30,773,958 39,016,863 15,675,331 6 Operational deposits 42,634,113 12,852,329 10,658,528 3,213,082 7 Non-operational deposits 27,836,224 14,090,166 16,185,672 8,711,863 8 Unsecured debt 12,560,961 3,831,463 12,172,663 3,750,386 9 Secured wholesale funding - - 10 Additional requirements of which: 10,961,366 8,803,754 10,961,366 8,803,754 11 Outflows related to derivative exposures and other collateral requirements 10,961,366 8,803,754 10,961,366 8,803,754 12 Outflows related to loss of funding on debt products - - - - 13 Credit and liquidity facilities - - - - 14 Other contractual funding obligations 26,016,225 25,270,742 1,300,811 1,263,537 15 Other contingent funding obligations 77,534,230 20,261,289 6,787,435 1,549,908 16 TOTAL CASH OUTFLOWS 66,406,957 30,916,432 CASH INFLOWS 17 Secured lending - - - - 18 Inflows from fully performing exposures 26,648,871 14,858,466 18,666,234 12,028,063 19 Other cash inflows 8,669,301 8,180,202 8,669,301 8,180,202 20 TOTAL CASH INFLOWS 35,318,172 23,038,668 27,335,535 20,208,265 Upper Limit Applied Amounts 21 TOTAL HQLA 43,326,256 27,330,227 22 TOTAL NET CASH OUTFLOWS 39,071,422 10,708,167 23 LIQUIDITY COVERAGE RATIO (%) 111.56 263.98 (*) Simple arithmetic average, calculated for the last three months, of the values calculated by taking weekly simple arithmetic average.