VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 235 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 Exposure at default (post-CRM) RWA 1 Exposure to Qualified Central Counterparties (QCCPs) (total) 410 2 Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which 20,494 410 3 (i) OTC Derivatives 20,494 410 4 (ii) Exchange-traded Derivatives - - 5 (iii) Securities financing transactions - - 6 (iv) Netting sets where cross-product netting has been approved - - 7 Segregated initial margin - 8 Non-segregated initial margin - - 9 Pre-funded default fund contributions - - 10 Unfunded default fund contributions - - 11 Exposures to non-QCCPs (total) - 12 Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which - - 13 (i) OTC Derivatives - - 14 (ii) Exchange-traded Derivatives - - 15 (iii) Securities financing transactions - - 16 (iv) Netting sets where cross-product netting has been approved - - 17 Segregated initial margin - 18 Non-segregated initial margin - - 19 Pre-funded default fund contributions - - 20 Unfunded default fund contributions - -