Morgan Stanley's market risk capital disclosures presented below are required by Section 12 of Risk-based Capital Guidelines: Market Risk, published in the Federal Register (Vol. 77, No. 169) on August 30, 2012. Morgan Stanley's market risk disclosures required by the SEC in its Annual Reports on Form 10-K and its Quarterly Reports on Form 10-Q can be found here.
MS Market Risk Capital Disclosures 03/31/13 PDF