Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED NOTES TO THE FINANCIAL STATEMENTS Year ended 31 December 2020 28. ASSETS AND LIABILITIES MEASURED AT FAIR VALUE a. Financial assets and liabilities recognised at fair value on a recurring basis The following tables present the carrying value of the Company's financial assets and financial liabilities recognised at fair value on a recurring basis, classified according to the fair value hierarchy. 2020 Trading financial assets: - Derivatives Foreign exchange contracts Secured financing: - - Securities purchased under agreements to resell Investment securities: Quoted prices in Valuation techniques Valuation techniques with using significant active observable unobservable market inputs inputs (Level 1) US$'000 (Level 2) US$'000 (Level 3) US$'000 Total US$'000 1,709 1,709 582,265 582,265 - Government debt securities 2,224,669 392,055 2,616,724 Total financial assets measured at fair value 2,224,669 976,029 3,200,698 Trading financial liabilities: - Derivatives Foreign exchange contracts Total financial liabilities measured at fair value 11,272 11,272 11,272 11,272 52 52

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