Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Template LI1: Differences between accounting and regulatory scopes of consolidation and mapping of financial statement categories with regulatory risk categories Carrying values Carrying values of items: as reported in not subject published financial statements/ under scope of regulatory consolidation subject to credit risk framework subject to counterparty credit risk framework subject to the securitization framework subject to market risk framework to capital requirements or subject to deduction from capital As at 31 December 2020 US$'000 US$'000 US$'000 US$'000 US$'000 US$'000 Assets Cash and short-term 1,256,705 1,256,705 deposits Trading financial assets 1,709 Secured Financing 582,265 1,709 582,265 Loans and advances 3,438,202 Investment securities 2,616,724 3,438,202 2,616,724 Trade and other 88,733 88,733 receivables Deferred tax assets Prepayments 7,801 1,086 7,801 1,086 Total assets 7,993,225 7,401,450 583,974 7,801 Liabilities Deposits 6,808,011 Trading financial 11,272 liabilities Trade and other payables 130,616 Current tax liabilities 16,889 Accruals 2,360 Total liabilities 6,969,148 11,272 11,272 6,808,011 130,616 16,889 2,360 6,957,876 The Company's scope of accounting consolidation and its scope of regulatory consolidation are the same. 77 17

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