Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Template KM1: Key Prudential Ratios As at As at As at As at As at 31 December 2020 30 30 31 September June March 2020 2020 2020 USD'000 USD'000 USD'000 USD'000 31 December 2019 USD'000 Regulatory capital (amount) 1 Common Equity Tier 1 ("CET1") 999,061 975,975 945,537 905,692 860,933 2 Tier 1 999,061 975,975 945,537 905,692 860,933 3 Total capital 1,014,779 992,788 961,002 923,513 879,176 RWA (amount) 4 Total RWA 1,973,727 2,117,187 1,979,754 2,033,105 2,022,152 Risk-based regulatory capital ratios (as a percentage of RWA) 5 CET1 ratio (%) 51% 46% 48% 45% 43% 6 Tier 1 ratio (%) 51% 46% 48% 45% 43% 7 Total capital ratio (%) 51% 47% 49% 45% 43% Additional CET1 buffer requirements (as a percentage of RWA) Capital conservation buffer 8 2.500% 2.500% 2.500% 2.500% 2.500% requirement (%) Countercyclical capital buffer 9 0.575% 0.511% 0.463% 0.444% 0.877% requirement (%) Higher loss absorbency requirements 10 (%) (applicable only to G-SIBS or D-SIBS) 0% 0% 0% 0% 0% Total Authorised Institution ("AI")- 11 specific CET1 buffer requirements 3.075% 3.011% 2.963% 2.944% 3.377% (%) CET1 available after meeting the 12 Al's minimum capital requirements 43% 39% 40% 37% 35% (%) Basel III leverage ratio Total leverage ratio ("LR") exposure 13 7,973,729 6,662,895 6,488,947 5,767,055 4,715,015 measure 14 LR (%) 13% 15% 15% 16% 18% Liquidity Maintenance Ratio ("LMR") 17a LMR (%) (¹) 64% 59% 57% 54% 63% Core Funding Ratio ("CFR") 20a CFR (%) (¹) 255% 224% 225% 208% 231% Note 1: The LMR and CFR disclosed above represent the arithmetic mean of the average LMR and average CFR of the 3 calendar months within each quarter respectively. The Company is not required, under the Banking (Liquidity) Rules, to calculate Liquidity Coverage Ratio or Net Stable Funding Ratio for its liquidity risk. 75

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