Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Table CRB: Additional disclosure related to credit quality of exposures A financial asset is considered past due when a counterparty has failed to make a payment when contractually due. A financial instrument is credit-impaired when, based on current information and events, it is probable that the Company will be unable to collect all scheduled payments of principal or interest when due according to the contractual terms of the agreement. For details of methods adopted for determining impairments, please refer to the note 3(f) and 24 to the audited financial statements. As at 31 December 2020, the Company had no exposure which is past due for more than 90 days but is not impaired. Restructured exposures refer to assets that have been restructured and renegotiated between the Company and the counterparties because of a deterioration in the financial position of the counterparties or of the inability of the counterparties to meet the original repayment schedule and for which the revised repayment terms, either of interest or of repayment period, are non-commercial to the Company. As at 31 December 2020, the Company had no restructured exposures. The following tables show the breakdown of the Company's exposures by geographical areas, industry and residual maturity as at 31 December 2020. These amounts do not include the effects of recognised credit risk mitigation. Exposures by geographical areas Hong Kong Mainland China Others (1) Total Exposures by industry Industrial, commercial and financial Individuals Others (1) Total Exposures by residual maturity Less than 1 year Between 1 and 5 years Total 2020 US$'000 2,578,557 421,091 4,407,824 7,407,472 2020 US$'000 2,789,568 652,012 3,965,892 7,407,472 2020 US$'000 7,338,071 69,401 7,407,472 Note (1): Any segment which constitutes less than 10% of the Company's total RWA for credit risk (after taking into account of any recognised credit risk mitigation) is not separately disclosed and grouped on an aggregated basis under the category "others". 96 96

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