Investor Presentaiton

26c 26d MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Template CC1: Composition of regulatory capital (continued) As at 31 December 2020 Securitization exposures specified in a notice given by the MA Cumulative losses below depreciated cost arising from the institution's holdings of land and buildings 26e Capital shortfall of regulated non-bank subsidiaries 26f Capital investment in a connected company which is a commercial entity (amount above 15% of the reporting institution's capital base) 27 Regulatory deductions applied to CET1 capital due to insufficient AT1 capital and Tier 2 capital to cover deductions 28 Total regulatory deductions to CET1 capital 29 CET1 capital AT1 capital: instruments 30 Qualifying AT1 capital instruments plus any related share premium 31 32 33 34 35 36 of which: classified as equity under applicable accounting standards of which: classified as liabilities under applicable accounting standards Capital instruments subject to phase-out arrangements from ATI capital AT1 capital instruments issued by consolidated bank subsidiaries and held by third parties (amount allowed in AT1 capital of the consolidation group) of which: ATI capital instruments issued by subsidiaries subject to phase-out arrangements AT1 capital before regulatory deductions AT1 capital: regulatory deductions 37 Investments in own AT1 capital instruments 38 Reciprocal cross-holdings in AT1 capital instruments 39 40 Insignificant LAC investments in AT1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation (amount above 10% threshold) Significant LAC investments in AT1 capital instruments issued by financial sector entities that are outside the scope of regulatory consolidation 41 National specific regulatory adjustments applied to AT1 capital 42 Regulatory deductions applied to AT1 capital due to insufficient Tier 2 capital to cover deductions 43 Total regulatory deductions to AT1 capital 44 AT1 capital 45 Tier 1 capital (T1 = CET1 + AT1) Tier 2 capital: instruments and provisions 46 Qualifying Tier 2 capital instruments plus any related share premium 47 Capital instruments subject to phase-out arrangements from Tier 2 capital 48 49 Tier 2 capital instruments issued by consolidated bank subsidiaries and held by third parties (amount allowed in Tier 2 capital of the consolidation group) of which: capital instruments issued by subsidiaries subject to phase-out arrangements Amount USD'000 25,016 999,061 999,061 Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation (Template CC2) 88 80

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