PASHA_BANK ANNUAL REPORT 2021

191 Annual Report 2021 PASHA Bank (Convenience Translation of Publicly Announced Financial Statements Originally Issued in Turkish, See Note I of Section Three) (Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) PASHA Yatırım Bank A.Ş. Notes to Unconsolidated Financial Statements At 31 December 2021 INFORMATION RELATED TO UNCONSOLIDATED FINANCIAL POSITION AND RISK MANAGEMENT (Continued) e.3) CCR3 - Standardised approach - CCR exposures by regulatory portfolio and risk weights: Current Period Risk Weights Risk Classifications 0% 10% 20% 50% 75% 100% 150% Other Total Credit Risk (1) Receivables from Central Governments or Central Banks - - - - - - - - - Receivables from Regional Management or Local Governments - - - - - - - - - Receivables from Administrative Units or Non- commercial Ventures - - - - - - - - - Receivables from Multilateral Development Banks - - - - - - - - - Receivables from International Organizations - - - - - - - - - Receivables from Banks and Brokerage Corporation - - 16,395 - - - - - 16,395 Corporate receivables - - - - - 33,264 - - 33,264 Retail receivables - - - - 181 - - - 181 Other assets (2) - - - - - - - - - Total - - 16,395 - 181 33,264 - - 49,840 (1) Total credit risk: The amount to be considered in the capital adequacy calculation after the CRM is applied (2) Other receivables: Includes amounts not included in the counterparty credit risk reported in CCR8 Prior Period Risk Weights Risk Classifications 0% 10% 20% 50% 75% 100% 150% Other Total Credit Risk (1) Receivables from Central Governments or Central Banks - - - - - - - - - Receivables from Regional Management or Local Governments - - - - - - - - - Receivables from Administrative Units or Non- commercial Ventures - - - - - - - - - Receivables from Multilateral Development Banks - - - - - - - - - Receivables from International Organizations - - - - - - - - - Receivables from Banks and Brokerage Corporation - - 4,134 1,567 - 23,011 - - 28,712 Corporate receivables - - - - - - - 8,955 8,955 Retail receivables - - - - 18,060 - - - 18,060 Other assets (2) - - - - - - - - - Total - - 4,134 1,567 18,060 23,011 - 8,955 55,727 (1) Total credit risk: The amount to be considered in the capital adequacy calculation after the CRM is applied (2) Other receivables: Includes amounts not included in the counterparty credit risk reported in CCR8