VKF_FRAE_2018_uyg11

VakıfBank Annual Report 2018 405 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.) Leverage ratio common disclosure template On-balance sheet exposures Current Period – December 31, 2018 (*) 1. On-balance sheet items (excluding derivatives and SFTs; including collateral) 341,611,734 2. Assets deducted in determining Basel III Tier 1 capital (498,291) 3. Total on-balance sheet exposures (excluding derivatives and SFTs) 341,113,443 Derivative exposures - 4. Replacement cost 4,856,647 5. Add-on amount 948,387 6. Total derivative exposures 5,805,034 Securities financing transaction exposures - 7. Gross SFT assets (with no recognition of accounting netting) 4,467,510 8. Agent transaction exposures - 9. Total securities financing transaction exposures 4,467,510 Other off-balance sheet exposures - 10. Off-balance sheet exposures with gross nominal amount 133,891,351 11. Adjustment amount off-balance sheet exposures with credit conversion factor (46,071,519) 12. Total off-balance sheet exposures 87,819,832 Capital and total exposures - 13. Tier 1 capital 32,931,165 14. Total exposures 439,205,819 Leverage ratio - 15. Leverage ratio 7.50 On-balance sheet exposures Prior Period– December 31, 2017 (*) 1. On-balance sheet items (excluding derivatives and SFTs; including collateral) 271,106,074 2. Assets deducted in determining Basel III Tier 1 capital (416,652) 3. Total on-balance sheet exposures (excluding derivatives and SFTs) 270,689,422 Derivative exposures 4. Replacement cost 2,364,565 5. Add-on amount 625,658 6. Total derivative exposures 2,990,223 Securities financing transaction exposures 7. Gross SFT assets (with no recognition of accounting netting) 657,737 8. Agent transaction exposures 9. Total securities financing transaction exposures 657,737 Other off-balance sheet exposures 10. Off-balance sheet exposures with gross nominal amount 100,555,644 11. Adjustment amount off-balance sheet exposures with credit conversion factor (18,084,578) 12. Total off-balance sheet exposures 82,471,066 Capital and total exposures 13. Tier 1 capital 22,786,340 14. Total exposures 356,808,448 Leverage ratio 15. Leverage ratio 6.39 (*) Calculated by using three month average of balances in Leverage Rate Notification table.