PASHA_BANK ANNUAL REPORT 2021

193 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.5) CCR6 - Credit derivatives The Bank does not have credit derivatives. e.6) CCR8 - Exposures to central counterparties Current Period Prior Period Exposure at default (post-CRM) RWA Exposure at default (post-CRM) RWA Exposure to Qualified Central Counterparties (QCCPs) (total) - 540 Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which - - 27,016 540 (i) OTC Derivatives - - - - (ii) Exchange-traded Derivatives - - - - (iii) Securities financing transactions - - 27,016 540 (iv) Netting sets where cross-product netting has been approved - - - - Segregated initial margin - - - - Non-segregated initial margin - - - - Pre-funded default fund contributions - - - - Unfunded default fund contributions - - - - Exposures to non-QCCPs (total) - - Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which - - - - (i) OTC Derivatives - - - - (ii) Exchange-traded Derivatives - - - - (iii) Securities financing transactions - - - - (iv) Netting sets where cross-product netting has been approved - - - - Segregated initial margin - - - - Non-segregated initial margin - - - - Pre-funded default fund contributions - - - - Unfunded default fund contributions - - - -