Investor Presentaiton
MORGAN STANLEY BANK ASIA LIMITED
UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION
Year ended 31 December 2020
H.
PILLAR 3 DISCLOSURE (CONTINUED)
Table CCA: Main features of regulatory capital instruments (continued)
35
Position in subordination hierarchy in liquidation (specify instrument type
immediately senior to instrument in the insolvency creditor hierarchy of the legal
entity concerned).
Quantitative qualitative information
Not applicable
36 Non-compliant transitioned features
37
If yes, specify non-compliant features
Footnote:
No
Not applicable
1. Regulatory treatment of capital instruments subject to transitional arrangements provided for in Schedule 4H to the BCR.
2. Regulatory treatment of capital instruments not subject to transitional arrangements provided for in Schedule 4H to the BCR.
Information relating to the disclosure of the full terms and conditions of the Company's capital instruments can be viewed on the
website: http://www.morganstanley.com/about-us/global-offices/hong-kong.
Template CCyB1: Geographical distribution of credit exposures used in countercyclical capital
buffer ("CCyB")
Applicable
JCCyB ratio in
effect
Geographical breakdown by
Jurisdiction (J)
As at 31 December 2020
RWA used in
computation of
CCyB ratio
%
US$'000
AI-specific
CCyB ratio
%
CCyB amount
US$'000
Hong Kong SAR
1.000%
608,851
2
Luxembourg
0.500%
69,442
3
Sum
678,293
4
Total (Note)
1,119,146
0.575%
11,349
Note:
The geographical allocation of private sector credit exposures to the various jurisdictions is based on "ultimate risk basis". "Ultimate
risk basis" means the allocation of exposures to the jurisdictions where the risk ultimately lies, as defined as the location where the
"ultimate obligor" resides.
Total RWA on Row 4 represents total sum of the RWA for private sector credit exposures across all jurisdictions to which the
Company is exposed, including jurisdictions with no applicable JCCyB ratio or with applicable JCCyB ratio set at zero.
The CCyB amount as at 31 December 2020 represents the Company's specific CCyB ratio multiplied by the Company's total RWA,
as specified by the standard disclosure templates issued by the HKMA, instead of the Company's RWA relating to private sector
credit exposures.
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