Investor Presentaiton
MORGAN STANLEY BANK ASIA LIMITED
UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION
Year ended 31 December 2020
H. PILLAR 3 DISCLOSURE (CONTINUED)
Template LR1: Summary comparison of accounting assets against leverage ratio exposure measure
As at 31 December 2020
Item
1
Total consolidated assets as per published financial disclosure statements
Value under the
LR framework
USD'000
7,993,225
2
3
Adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory consolidation
Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable
accounting standard but excluded from the LR exposure measure
4
Adjustments for derivative contracts
5
Adjustment for securities financing transactions ("SFTs") (i.e. repos and similar secured
lending)
6
Adjustment for off-balance sheet ("OBS") items (i.e. conversion to credit equivalent amounts
of OBS exposures)
6a
Adjustment for specific and collective provisions that are allowed to be excluded from
exposure measure
7
Other adjustments
8
Leverage ratio exposure measure
1,421
4,136
(37)
(25,016)
7,973,729
87
88View entire presentation