PASHA_BANK_ANNUAL REPORT 2022

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) 13,604 1,459 1.40 15,063 3,013 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) 34,777 33,666 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 36,679 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 531 2 15,063 76 Total subject to the CVA capital charge 531 2 15,063 76 200 PASHA Bank 2022 Annual Report Notes to Unconsolidated Financial Statements at 31 December 2022 Pasha Yatırım Bankası A.Ş. (Amounts are expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.) Convenience translation of publicly announced unconsolidated financial statements originally issued in turkish, see note I of section three