VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 401 CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED CONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE IN NOTE I. OF SECTION THREE TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI AND ITS FINANCIAL SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED DECEMBER 31, 2018 (Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) The Parent Bank’s Foreign Currency and total liquidity coverage ratio averages are calculated weekly related to the last three months. The highest value and the lowest value occurred in this period are given below: Liquidity Coverage Ratio TL+FC FC DATE RATIO (%) DATE RATIO (%) The lowest value October 2018 106.95 November 2018 234.68 The highest value December 2018 117.88 December 2018 304.93 Liquidity Coverage Ratio Current Period Total unweighted value * Total weighted value* TL+FC FC TL+FC FC HIGH QUALITY LIQUID ASSETS 1 Total High Quality Liquid Assets (HQLA) 43,468,473 27,375,648 CASH OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: 100,957,621 40,735,666 8,788,105 4,073,567 3 Stable deposits 26,153,141 - 1,307,657 - 4 Less stable deposits 74,804,480 40,735,666 7,480,448 4,073,567 5 Unsecured wholesale funding, of which: 83,912,365 30,918,793 39,910,245 15,824,340 6 Operational deposits 42,622,201 12,836,563 10,655,550 3,209,141 7 Non-operational deposits 27,814,918 14,100,576 16,166,214 8,714,234 8 Unsecured debt 13,475,246 3,981,654 13,088,481 3,900,965 9 Secured wholesale funding - - 10 Additional requirements of which: 11,035,583 8,865,609 11,035,582 8,865,610 11 Outflows related to derivative exposures and other collateral requirements 11,035,583 8,865,609 11,035,582 8,865,610 12 Outflows related to loss of funding on debt products - - - - 13 Credit and liquidity facilities - - - - 14 Other contractual funding obligations 26,008,917 25,263,488 1,300,446 1,263,174 15 Other contingent funding obligations 77,507,441 20,231,762 6,782,949 1,547,262 16 TOTAL CASH OUTFLOWS 67,817,327 31,573,953 CASH INFLOWS 17 Secured lending - - - - 18 Inflows from fully performing exposures 27,946,175 15,443,207 19,986,679 12,625,851 19 Other cash inflows 8,769,763 8,282,356 8,769,763 8,282,356 20 TOTAL CASH INFLOWS 36,715,938 23,725,563 28,756,442 20,908,207 Upper Limit Applied Values 21 TOTAL HQLA 43,468,473 27,375,648 22 TOTAL NET CASH OUTFLOWS 39,060,885 10,665,746 23 LIQUIDITY COVERAGE RATIO (%) 111.88 265.08 (*) Simple arithmetic average, calculated for the last three months, of the values calculated by taking monthly simple arithmetic average.