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 (Continued) Prior 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 2,503,769 - 2,503,769 - 515,966 20.61 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 1,619,989 421,420 1,383,710 329,943 1,186,575 69.24 7 Corporate receivables 5,059,343 738,105 4,896,070 630,952 4,942,748 89.43 8 Retail receivables 1,696 - 1,696 - 1,272 75.00 9 Collateralized by real estate mortgages receivables 37,303 734 37,303 367 13,184 35.00 10 Collateralized by trading mortgages receivables 564,475 210 564,475 105 323,627 57.32 11 Non-performing receivables 13,787 - - - - - 12 Receivables defined in high risk category by BRSA - - - - - - 13 Securities collateralized by mortgages - - - - - - 14 Short-term receivables and short- term corporate receivables from Banks and Brokerage corporations - - - - - - 15 Investments in nature of Collective Investment funds 90,602 - 90,602 - 90,602 100.00 16 Other receivables 341,833 - 341,833 - 341,760 99.98 17 Equity security investments 7,659 - 7,659 - 7,659 100.00 Total 10,240,456 1,160,469 9,827,117 961,367 7,423,393 68.81 203 Financial Information and Risk Management Review PASHA Yatırım Bankası A.Ş. Notes to the Unconsolidated Financial Statements As of and for the Year Ended 31 December 2024 (Continued) (Convenience translation of publicly announced financial statements originally issued in Turkish) (Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)