Investor Presentaiton
MORGAN STANLEY BANK ASIA LIMITED
UNAUDITED SUPPLEMENTARY FINANCIAL INFORMATION
Year ended 31 December 2020
H. PILLAR 3 DISCLOSURE (CONTINUED)
Template CCR3: Counterparty default risk exposures (other than those to CCPs) by asset classes and by risk weights - for STC approach
As at 31 December 2020
Total
default risk
0%
10%
20%
35%
50%
75%
100%
150% 250%
Others
exposure
Risk Weight
after CRM
Exposure class
US$
US$
US$
US$
US$
US$
US$
US$
US$
US$
US$
'000
'000
'000
'000
'000
'000
'000
'000
'000
'000
'000
1
Sovereign exposures
2
PSE exposures
2a
Of which: domestic PSES
2b
Of which: foreign PSEs
3
Multilateral development bank exposures
4
Bank exposures
5
6
Corporate exposures
7
8
9
10
11
Securities firm exposures
CIS exposures
Regulatory retail exposures
Residential mortgage loans
Other exposures which are not past due
exposures
Significant exposures to commercial
entities
12
Total
.
ידידי
.
I
I
.
I
11,242
.
I
11,242
3,130
.
3,130
I
I
.
I
I
I
I
.
.
1
.
.
.
.
I
.
1
1
.
.
.
I
יי
-
.
.
.
.
יי
יי
ייי
-
-
14,372
102
I
14,372
.
1
.
1
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