VKF_FRAE_2018_uyg11

206 Part III: Financial Highlights and Assessment of Risk Management 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.) VII. LEVERAGE RATIO Information on Issues that Cause Differences between Current Period and Previous Period Leverage Ratios The Bank’s unconsolidated leverage rate which is calculated due to “Regulation on Banks’ Measurement and Evaluation of Leverage Level” actualised as %7.59%. Increase in balance sheet assets and Tier I Capital transactions resulted in change in comparison with previous period (December 31, 2017: %6.80%) leverage rate. The Regulation adjudicated minimum leverage rate as 3%. Leverage ratio common disclosure template On-balance sheet exposures Current Period - December 31, 2018 (*) 1. On-balance sheet items (excluding derivatives and SFTs; including collateral) 328,997,028 2. Assets deducted in determining Basel III Tier 1 capital (420,604) 3. Total on-balance sheet exposures (excluding derivatives and SFTs) 328,576,424 Derivative exposures 4. Replacement cost 4,834,634 5. Add-on amount 944,792 6. Total derivative exposures 5,779,426 Securities financing transaction exposures 7. Gross SFT assets (with no recognition of accounting netting) 4,429,709 8. Agent transaction exposures - 9. Total securities financing transaction exposures 4,429,709 Other off-balance sheet exposures 10. Off-balance sheet exposures with gross nominal amount 131,078,486 11. Adjustment amount off-balance sheet exposures with credit conversion factor (46,071,519) 12. Total off-balance sheet exposures 85,006,967 Capital and total exposures 13. Tier 1 capital 32,143,363 14. Total exposures 423,792,526 Leverage ratio 15. Leverage ratio 7.59