Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED NOTES TO THE FINANCIAL STATEMENTS Year ended 31 December 2020 24. FINANCIAL RISK MANAGEMENT (CONTINUED) Credit risk (continued) Credit quality (continued) Exposure to credit risk by internal rating grades (continued) Investment grade At 31 December 2019 US$'000 AAA AA A BBB Non- Investment Grade Unrated (¹)/ Default Total Net of ECL Subject to ECL: Cash and short term deposits 158,037 76,224 399,302 Loans and advances 319 182,357 16 2,531,824 56,144 Investment securities 854,769 Trade and other receivables 14 1,012,820 76,224 56,695 455,997 315 182,991 5,455 2,537,295 91 56,235 633,898 2,770,325 854,769 62,570 4,321,562 633,898 2,770,325 854,769 62,570 4,321,562 Not subject to ECL: Trading financial assets: derivatives Secured financing Unrecognised financial instruments not subject to ECL: Unsettled securities purchased under agreements 441 362,047 362,488 51,800 (1) For the unrated loans and receivables and the corresponding interest receivable, a lifetime ECL is always calculated without considering whether SICR has occurred. 441 362,047 362,488 441 362,047 362,488 51,800 51,800 41

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