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) 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) 540 148 Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which 27,016 540 7,423 148 (i) OTC Derivatives - - - - (ii) Exchange-traded Derivatives - - - - (iii) Securities financing transactions 27,016 540 7,423 148 (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 - - - - Annual Report 2020 PASHA Bank Year-End Financial Report 185