VKF_FRAE_2018_uyg11

230 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.) Capital requirement for credit valuation adjustment (CVA) Current Period - December 31, 2018 EAD post CRM RWA Total portfolios subject to the Advanced CVA capital obligation - - 1 (i) VaR component (including the 3xmultiplier) - 2 (ii) Stressed VaR component (including the 3xmultiplier) - 3 All portfolios subject to the Standardised CVA capital obligation 5,222,424 1,879,874 4 Total subject to the CVA capital obligation 5,222,424 1,879,874 Prior Period - December 31, 2017 EAD post CRM RWA Total portfolios subject to the Advanced CVA capital obligation - - 1 (i) VaR component (including the 3xmultiplier) - 2 (ii) Stressed VaR component (including the 3xmultiplier) - 3 All portfolios subject to the Standardised CVA capital obligation 2,744,685 1,154,771 4 Total subject to the CVA capital obligation 2,744,685 1,154,771