Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION Year ended 31 December 2020 H. PILLAR 3 DISCLOSURE (CONTINUED) Table LIQA: Liquidity risk management (continued) (d) Liquidity risk mitigation techniques (continued) Maturity analysis The table below shows the analysis of on- and off- balance sheet items by remaining maturity and the resultant liquidity gaps. This presentation is considered by the Company to appropriately reflect the liquidity risk arising from those assets and liabilities, presented in a way that is consistent with how the liquidity risk is managed by the Company. The below information is prepared in accordance with the numbers reported in the Return of Liquidity Monitoring Tools as at 31 December 2020, based on the completion instruction from the HKMA. Accordingly, the classification of on-balance sheet assets, on- balance sheet liabilities, off-balance sheet claims and off-balance sheet obligations are not the same as that disclosed under the audited financial statements. Breakdown of cash flows by remaining maturity As at 31 December 2020 More than 1 month but not more than 3 months Not more than 1 month USD'000 USD'000 More than 3 months but not more than 6 months USD'000 More than 6 months but not more than 1 More than 1 year but not more than 5 year years Over 5 years Balancing amount USD'000 USD'000 USD'000 USD'000 On-balance sheet items Amount receivable arising from securities financing transactions 582,265 Amount receivable arising 591,959 84,205 96,289 from derivative contracts Due from banks and central banks 1,265,954 29 Debt securities 2,386,173 Loans and advances to non- bank customers 2,988,062 86,981 364,993 143,570 11,868 7,228 69,457 Other assets 81,768 Total on-balance sheet assets 7,896,181 108 536,287 157 8,888 251,727 7,385 69,457 8,917 Total off-balance sheet claims On-balance sheet items Deposits from non-bank 5,968,910 440,016 356,248 42,727 56 customers Amount payable arising from 595,921 87,032 98,384 derivative contracts Due to banks 2,053 Other liabilities 47,857 54,282 3,544 13,770 34,399 Capital and reserves 1,024,077 Total on-balance sheet liabilities 6,614,741 581,330 458,176 56,497 34,455 1,024,077 Total off-balance sheet obligations 791,390 Contractual Maturity Mismatch 490,050 (45,043) (206,449) (49,112) 35,002 NA Cumulative Contractual Maturity Mismatch 490,050 445,007 238,558 189,446 224,448 224,448 ΝΑ Footnote: 1. "Due from banks and central banks" includes due from banks, due from HKMA for accounts of exchange fund, and due from overseas central banks 22 92

View entire presentation