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.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) - - 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 - - - - 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 - - - - 210 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.)