VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 215 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.) Prior Period - December 31, 2017 Risk Weighted Amount Minimum Capital Requirements 1 Credit Risk (excluding counterparty credit risk) (*) 168,059,840 13,444,787 2 Standardised approach 168,059,840 13,444,787 3 İnternal rating based approach - - 4 Counterparty Credit Risk 2,832,891 226,631 5 Standardised approach for counterparty credit risk 2,832,891 226,631 6 Internal model method - - 7 Equity position in banking book under basic risk weighting or internal rating based - - 8 Equity investments in funds - look-through approach 263 21 9 Equity investments in funds - mandate-based approach - - 10 Equity investments in funds - 1250% weighted risk approach - - 11 Settlement Risk - - 12 Securitization positions in banking accounts - - 13 IRB ratings-based approach - - 14 IRB Supervisory formula approach - - 15 SA/simplified supervisory formula approach - - 16 Market risk 652,375 52,190 17 Standardised approach 652,375 52,190 18 Internal model approaches - - 19 Operational Risk 14,255,142 1,140,412 20 Basic Indicator Approach 14,255,142 1,140,412 21 Standardised approach - - 22 Advanced measurement approach - - 23 The amounts below the thresholds for deduction from capital (subject to a 250% risk weight) - - 24 Floor adjustment - - 25 Total (1+4+7+8+9+10+11+12+16+19+23+24) 185,800,511 14,864,041 (*) Except for the amount of the discount threshold under the equit