PASHA_BANK_ANNUAL REPORT 2022

General Information Financial Information and Risk Management Review Information on Management and Corporate Governance Principles 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) - - 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 - - - - 203 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