Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Template CC1: Composition of regulatory capital (continued) Amount As at 31 December 2020 USD'000 50 Collective provisions and regulatory reserve for general banking risks eligible for inclusion in Tier 2 capital 15,718 51 Tier 2 capital before regulatory deductions 15,718 Tier 2 capital: regulatory deductions 52 Investments in own Tier 2 capital instruments 53 54 54a 55 55 55a Reciprocal cross-holdings in Tier 2 capital instruments and non-capital LAC liabilities Insignificant LAC investments in Tier 2 capital instruments issued by, and non-capital LAC liabilities of, financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold and, where applicable, 5% threshold) Insignificant LAC investments in non-capital LAC liabilities of financial sector entities that are outside the scope of regulatory consolidation (amount formerly designated for the 5% threshold but no longer meets the conditions) (for institutions defined as "section 2 institution" under §2(1) of Schedule 4F to BCR only) Significant LAC investments in Tier 2 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (net of eligible short positions) Significant LAC investments in non-capital LAC liabilities of financial sector entities that are outside the scope of regulatory consolidation (net of eligible short positions) National specific regulatory adjustments applied to Tier 2 capital 56 56a Add back of cumulative fair value gains arising from the revaluation of land and buildings (own-use and investment properties) eligible for inclusion in Tier 2 capital 56b Regulatory deductions applied to Tier 2 capital to cover the required deductions falling within §48(1)(g) of BCR 57 Total regulatory adjustments to Tier 2 capital 58 Tier 2 capital (T2) 59 Total regulatory capital (TC = T1 + T2) 60 Total RWA 15,718 1,014,779 1,973,727 Capital ratios (as a percentage of RWA) 61 CET1 capital ratio 62 Tier 1 capital ratio 63 Total capital ratio 51% 51% 51% 64 Institution-specific buffer requirement (capital conservation buffer plus countercyclical capital buffer plus higher loss absorbency requirements) 3.075% 65 of which: capital conservation buffer requirement 2.500% 66 of which: bank specific countercyclical capital buffer requirement 0.575% 67 of which: higher loss absorbency requirement 68 CET1 (as a percentage of RWA) available after meeting minimum capital requirements 43% Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation (Template CC2) 81

View entire presentation