PASHA BANK ENG 20

PASHA Yatırım Bankası A.Ş. Notes to Unconsolidated Financial Statements at 31 December 2020 (Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) (Convenience Translation of Publicly Announced Financial Statements Originally Issued in Turkish, See Note I of Section Three) INFORMATION RELATED TO UNCONSOLIDATED FINANCIAL POSITION AND RISK MANAGEMENT(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) 142 117 1.40 384 130 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) 155,155 8,110 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) - - 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 8,240 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 1,567 49 384 62 Total subject to the CVA capital charge 1,567 49 384 62 Annual Report 2020 PASHA Bank Year-End Financial Report 181