PASHA BANK ANNUAL REPOT 2024

INFORMATION RELATED TO FINANCIAL POSITION AND RISK MANAGEMENT (Continued) VIII. EXPLANATIONS ON THE RISK MANAGEMENT (Continued) e. Issues related to counterparty credit risk (CCR) (Continued) e.1) CCR1 - Analysis of counterparty credit risk (CCR) exposure by approach (Continued) Prior Period Revaluation Cost Potential credit risk exposure EEPE Alpha Exposure after credit risk mitigation Risk Weighted Amounts 1 Standard approach-CCR (for derivatives) 1,238 6 1.40 1,743 350 2 Internal Model Method (for derivatives, Repo Transactions, Marketable Securities or EMTIA lending or borrowing transactions, transactions with a long settlement time, Marketable Security transactions with credit) - - - - 3 Simple Approach for credit risk mitigation (for derivatives, Repo Transactions, Marketable Securities or EMTIA lending or borrowing transactions, transactions with a long settlement time, Marketable Security transactions with credit) - - 4 Comprehensive Approach for credit risk mitigation (for derivatives, Repo Transactions, Marketable Securities or EMTIA lending or borrowing transactions, transactions with a long settlement time, Marketable Security transactions with credit) 269,789 267,089 5 VaR for derivatives, Repo Transactions, Marketable Securities or EMTIA lending or borrowing transactions, transactions with a long settlement time, Marketable Security transactions with credit - - Total 267,439 e.2) CCR2 - Credit valuation adjustment (CVA) capital charge Current Period Prior Period Risk amount (after credit risk mitigation techniques) Risk weighted amounts Risk amount (after credit risk mitigation techniques) Risk weighted amounts Total portfolios subject to the Advanced CVA capital charge - - - - 1 (i) Value at Risk (VaR) component (including the 3×multiplier) - - 2 (ii) Stressed VaR component (including the 3×multiplier) - - 3 All portfolios subject to the Standardised CVA capital charge - - 1,743 - Total subject to the CVA capital charge - - 1,743 - 207 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.)