VKF_FRAE_2018_uyg11

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.) 414 Part III: Financial Highlights and Assessment of Risk Management Prior Period – December 31, 2017 Risk Weighted Amount Minimum Capital Requirements 1 Credit Risk (excluding counterparty credit risk) (*) 176,588,946 14,127,116 2 Standardised approach 176,588,946 14,127,116 3 İnternal rating based approach - - 4 Counterparty Credit Risk 2,834,489 226,759 5 Standardised approach for counterparty credit risk 2,834,489 226,759 6 Internal model method - - 7 Equity position in banking book under basic risk weighting or internal rating based - - 8 Equity investments in funds – look-through approach 263 21 9 Equity investments in funds – mandate-based approach - - 10 Equity investments in funds – 1250% weighted risk approach - - 11 Settlement Risk - - 12 Securitization positions in banking accounts - - 13 IRB ratings-based approach - - 14 IRB Supervisory formula approach - - 15 SA/simplified supervisory formula approach - - 16 Market risk 799,860 63,989 17 Standardised approach 799,860 63,989 18 Internal model approaches - - 19 Operational Risk 14,523,725 1,161,898 20 Basic Indicator Approach 14,523,725 1,161,898 21 Standardised approach - - 22 Advanced measurement approach - - 23 The amounts below the thresholds for deduction from capital (subject to a 250% risk weight) 156,490 12,519 24 Floor adjustment - - 25 Total (1+4+7+8+9+10+11+12+16+19+23+24) 194,903,773 15,592,302 (*) Except for the amount of the discount threshold under the equity.