PASHA BANK ANNUAL REPOT 2024

INFORMATION RELATED TO FINANCIAL POSITION AND RISK MANAGEMENT (Continued) VIII. EXPLANATIONS ON THE RISK MANAGEMENT (Continued) d. Explanations on Credit Risk (Continued) d.5) Qualitative explanations using the rating grades to calculate the banks’ credit risk by standard approach (Continued) CR4: Standardised approach - Credit risk exposure and credit risk mitigation effects Current Period Exposures before credit risk mitigation and credit conversion factors Exposures after credit risk mitigation and credit conversion factors Risk weighted assets (RWA) amounts and RWA density Risk Classifications On balance sheet amount Off balance sheet amount On balance sheet amount Off balance sheet amount RWA RWA Density (%) 1 Receivables from Central Governments or Central Banks 3,266,472 - 3,266,472 - 571,353 17.49 2 Receivables from Regional Management or Local Governments - - - - - - 3 Receivables from Administrative Units or Non-commercial Ventures - - - - - - 4 Receivables from Multilateral Development Banks - - - - - - 5 Receivables from International Organizations - - - - - - 6 Receivables from Banks and Brokerage Corporation 2,453,984 650,463 2,453,984 492,437 2,641,588 89.65 7 Corporate receivables 6,193,065 662,078 6,074,197 463,663 4,664,930 71.35 8 Retail receivables 15,644 - 15,644 - 11,733 75.00 9 Collateralized by real estate mortgages receivables 48,087 614 48,087 307 16,938 35.00 10 Collateralized by trading mortgages receivables 814,873 10,277 814,874 5,138 574,303 70.04 11 Non-performing receivables 35,268 - 8,458 - 8,458 100.00 12 Receivables defined in high risk category by BRSA - - - - - - 13 Collateralized securities 16,048 - 16,048 - 16,048 100.00 14 Short-term receivables and short- term corporate receivables from Banks and Brokerage corporations - - - - - - 15 Investments in nature of Collective Investment funds 96,092 - 96,092 - 96,092 100.00 16 Other receivables 415,532 - 415,532 - 415,422 99.97 17 Equity security investments 7,659 - 7,659 - 7,659 100.00 Total 13,362,724 1,323,432 13,217,047 961,545 9,024,524 63.65 202 PASHA Yatırım Bankası A.Ş. Notes to the Unconsolidated Financial Statements As of and for the Year Ended 31 December 2024 (Continued) PASHA Bank 2024 Annual Report (Convenience translation of publicly announced financial statements originally issued in Turkish) (Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)