Investor Presentaiton
MORGAN STANLEY BANK ASIA LIMITED
UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION
Year ended 31 December 2020
H.
PILLAR 3 DISCLOSURE (CONTINUED)
Template CR4: Credit risk exposures and effects of recognised credit risk mitigation
for STC approach
Exposures pre-CCF
and pre-CRM
Exposures post-CCF RWA and RWA
and post-CRM
density
On-
balance
As at
sheet
31 December 2020
amount
Off-
balance
sheet
amount
On-
balance
sheet
amount
Off-
balance
sheet
amount
RWA
RWA
density
Exposure classes
USD'000
USD'000
USD'000
USD'000
USD'000
%
1
Sovereign exposures
3,210,795
-
3,210,795
2
Public Sector Entity
("PSE") exposures
2a
Of which: domestic
I
'
PSES
2b
26
Of which: foreign
PSES
Multilateral development
1
1
I
.
I
3
bank exposures
4
Bank exposures
672,178
672,178
5
Securities firm
81,838
76,318
exposures
6
Corporate exposures
2,789,568
907,065
7
CIS exposures
8
Cash items
9
Exposures in respect of
failed delivery on
transactions entered into
on a basis other than a
delivery-versus-
payment basis
10 Regulatory retail
.
exposures
11
Residential mortgage
loans
12
Other exposures which
are not past due
653,093
exposures
13
Past due exposures
14 Significant exposures to
commercial entities
15
Total
י
I
173,923
.
I
I
1
I
134,483
20%
38,159
50%
907,065 100%
.
I
.
173,923
I
100%
7,407,472
5,040,279
1,253,630
25%
86
98View entire presentation