VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 207 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.) On-balance sheet exposures Prior Period - December 31, 2017 (*) 1. On-balance sheet items (excluding derivatives and SFTs; including collateral) 261,224,004 2. Assets deducted in determining Basel III Tier 1 capital (386,413) 3. Total on-balance sheet exposures (excluding derivatives and SFTs) 260,837,591 Derivative exposures 4. Replacement cost 2,314,960 5. Add-on amount 620,408 6. Total derivative exposures 2,935,368 Securities financing transaction exposures 7. Gross SFT assets (with no recognition of accounting netting) 657,737 8. Agent transaction exposures - 9. Total securities financing transaction exposures 657,737 Other off-balance sheet exposures 10. Off-balance sheet exposures with gross nominal amount 98,674,402 11. Adjustment amount off-balance sheet exposures with credit conversion factor (34,365,170) 12. Total off-balance sheet exposures 64,309,232 Capital and total exposures 13. Tier 1 capital 22,349,984 14. Total exposures 328,739,927 Leverage ratio 15. Leverage ratio 6.80 (*) Calculated by using three month average of balances in Leverage Rate Notification table. VIII. FAIR VALUES OF FINANCIAL ASSETS AND LIABILITIES Current Period - December 31, 2018 Carrying Value Fair Value Financial Assets: Receivables from Interbank Money Markets - - Banks 5,018,593 5,018,593 Financial Assets at Fair Value through Other Comprehensive Income 9,002,378 9,002,378 Assets Measured at Amortised Cost 39,980,510 36,328,383 Loans 221,546,517 216,707,894 Financial Liabilities: Bank Deposits 7,064,544 7,064,544 Other Deposits 172,343,363 172,442,808 Funds Borrowed 41,349,836 41,240,106 Marketable Securities 22,347,064 22,354,253 Subordinated Loans 13,022,023 13,103,514