Investor Presentaiton
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
As at 31 December 2020
Amount
USD'000
Source based on
reference
numbers/letters of the
balance sheet under
the regulatory scope of
consolidation
(Template CC2)
CET1 capital: instruments and reserves
1
Directly issued qualifying CET1 capital instruments plus any related share premium
670,000
(1)
2
Retained earnings
354,042
(2)
3
Disclosed reserves
35
(3)
4
Directly issued capital subject to phase-out arrangements from CETI (only applicable to
non-joint stock companies)
Not applicable
Not applicable
5
Minority interests arising from CET1 capital instruments issued by consolidated bank
subsidiaries and held by third parties (amount allowed in CET1 capital of the
consolidation group)
6
CET1 capital before regulatory deductions
1,024,077
CET1 capital: regulatory deductions
7
Valuation adjustments
61
8
Goodwill (net of associated deferred tax liabilities)
9
Other intangible assets (net of associated deferred tax liabilities)
10
Deferred tax assets (net of associated deferred tax liabilities)
7,801
(4)
11
Cash flow hedge reserve
12
Excess of total EL amount over total eligible provisions under the IRB approach
13
Credit-enhancing interest-only strip, and any gain-on-sale and other increase in the
CET1 capital arising from securitization transactions
14
15
16
Gains and losses due to changes in own credit risk on fair valued liabilities
Defined benefit pension fund net assets (net of associated deferred tax liabilities)
Investments in own CET1 capital instruments (if not already netted off paid-in capital on
reported balance sheet)
17
Reciprocal cross-holdings in CET1 capital instruments
18
Insignificant LAC investments in CET1 capital instruments issued by financial sector
entities that are outside the scope of regulatory consolidation (amount above 10%
threshold)
19
Significant LAC investments in CET1 capital instruments issued by financial sector
entities that are outside the scope of regulatory consolidation (amount above 10%
threshold)
20
Mortgage servicing rights (net of associated deferred tax liabilities)
Not applicable
Not applicable
21
Deferred tax assets arising from temporary differences (net of associated deferred tax
liabilities)
Not applicable
Not applicable
22
Amount exceeding the 15% threshold
Not applicable
Not applicable
23
of which: significant investments in the ordinary share of financial sector entities
Not applicable
Not applicable
24
of which: mortgage servicing rights
Not applicable
Not applicable
25
of which: deferred tax assets arising from temporary differences
Not applicable
Not applicable
26
National specific regulatory adjustments applied to CET1 capital
26a
Cumulative fair value gains arising from the revaluation of land and buildings (own-use
and investment properties)
26b
Regulatory reserve for general banking risks
17,154
12
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