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Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED NOTES TO THE FINANCIAL STATEMENTS Year ended 31 December 2020 27. FINANCIAL ASSETS AND FINANCIAL LIABILITIES SUBJECT TO OFFSETTING (CONTINUED) Amounts not offset Not subject to legally enforceable Gross Amount amount US$'000 offset US$'000 Net Financial Cash amount instruments collateral (1) US$'000 US$'000 US$'000 Net exposure US$'000 master netting agreement US$'000 31 December 2020 Assets Secured Financing: Securities purchased under agreements to resell 582,265 582,265 (578,129) 4,136 Trading financial assets: Derivatives 1,709 TOTAL ASSETS 583,974 1,709 583,974 (1,709) (579,838) 4,136 Liabilities Trading financial liabilities: Derivatives TOTAL LIABILITIES 11,272 11,272 (1,709) (9,274) 289 11,272 11,272 (1,709) (9,274) 289 31 December 2019 Assets Secured Financing: Securities purchased under agreements to resell 362,047 Trading financial assets: Derivatives TOTAL ASSETS Liabilities Trading financial liabilities: Derivatives TOTAL LIABILITIES 362,047 (359,010) 3,037 441 362,488 441 362,488 (441) (359,451) 3,037 3,552 3,552 3,552 (441) (3,111) 3,552 (441) (3,111) (1) The cash collateral is recognised in the statement of financial position within 'Trade and other receivables' and 'Trade and other payables' respectively. 51
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