Investor Presentaiton
MORGAN STANLEY BANK ASIA LIMITED
UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION
Year ended 31 December 2020
H. PILLAR 3 DISCLOSURE (CONTINUED)
Template CCR5: Composition of collateral for counterparty default risk exposures (including
those for contracts or transactions cleared through CCPs)
As at
31 December
2020
Cash domestic
currency
Other sovereign
debt
Total
Derivative contracts
SFTs
Fair value of recognised
collateral received
Segregated Unsegregated Segregated Unsegregated
of
recognised
collateral
Fair value of posted
collateral
Fair value
Fair value
of posted
collateral
received
US$'000
US$'000
US$'000
US$'000
US$'000
US$'000
8,532
571,023
8,532
571,023
Domestic currency refers to the reporting currency of the Company, i.e. USD.
103View entire presentation