VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 229 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.) Counterparty credit risk (CCR) approach analysis Current Period - December 31, 2018 Renewal Cost Potentially the amount of credit risk EBPRT Legal risk Alpha used for the calculation of the amount of The amount of risk after credit risk mitigation Risk -weighted amounts 1 Fair value method - KKR (for derivatives) 4,362,775 859,649 5,222,424 2,749,166 2 Standard approach - KKR (for derivatives) - - 1.4 - - 3 Internal Model Method(for derivative financial instruments,repurchase agreement, securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap için) - - - - 4 Simple methods that can be used to mitigate credit risk-(for derivative financial instruments,securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap) 1,412,843 456,616 5 A comprehensive method for credit risk reduction- (for derivative financial instruments,securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap) - - 6 Repurchase transactions, securities or commodities lending or borrowing transactions, trade credit transactions in securities value at risk for processes with long time - - 7 Total 3,205,782 Prior Period - December 31, 2017 Renewal Cost Potentially the amount of credit risk EBPRT Legal risk Alpha used for the calculation of the amount of The amount of risk after credit risk mitigation Risk- weighted amounts 1 Fair value method - KKR (for derivatives) 2,150,962 593,723 2,744,685 1,535,780 2 Standard approach - KKR (for derivatives) - - 1.4 - - 3 Internal Model Method(for derivative financial instruments,repurchase agreement, securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap için) - - 568,751 141,930 4 Simple methods that can be used to mitigate credit risk-(for derivative financial instruments,securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap) - - 5 A comprehensive method for credit risk reduction-(for derivative financial instruments,securities or commodities lending or borrowing transactions, long duration credit transactions with securities transactions of the swap) - - 6 Repurchase transactions, securities or commodities lending or borrowing transactions, trade credit transactions in securities value at risk for processes with long time - - 7 Total 1,677,710