PASHA_BANK ANNUAL REPORT 2021

(Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) (Convenience Translation of Publicly Announced Financial Statements Originally Issued in Turkish, See Note I of Section Three) PASHA Yatırım Bank A.Ş. Notes to Unconsolidated Financial Statements At 31 December 2021 General Information Remarks on Financial Information and Risk Management Information on Management and Corporate Governance Practices INFORMATION RELATED TO UNCONSOLIDATED FINANCIAL POSITION AND RISK MANAGEMENT (Continued) b. General view to risk weighted amounts Risk weighted amounts Minimum capital requirements Current Period Prior Period Current Period Credit risk (excluding counterparty credit risk) (CCR) 3,418,692 2,009,956 273,495 Of which standardised approach (SA) 3,418,692 2,009,956 273,495 Of which internal rating-based (IRB) approach - - - Counterparty credit risk 36,679 5,575 2,934 Of which standardised approach for counterparty credit risk (SA- CCR) 36,679 5,575 2,934 Of which internal model method (IMM) - - - Equity positions in banking book under market-based approach - - - Equity investments in funds - look-through approach - - - Equity investments in funds - mandate-based approach 20,956 25,366 1,676 Equity investments in funds - fallback approach - - - Settlement risk - - - Securitisation exposures in banking book - - - Of which IRB ratings-based approach (RBA) - - - Of which IRB Supervisory Formula Approach (SFA) - - - Of which SA/simplified supervisory formula approach (SSFA) - - - Market risk 70,000 37,100 5,600 Of which standardised approach (SA) 70,000 37,100 5,600 Of which internal model approaches (IMM) - - - Operational risk 168,175 141,044 13,454 Of which Basic Indicator Approach 168,175 141,044 13,454 Of which Standardised Approach - - - Of which Advanced Measurement Approach - - - Amounts below the thresholds for deduction (subject to 250% risk weight) - - - Floor adjustment - - - Total 3,714,502 2,219,041 297,159