Investor Relations

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The following table presents an index of Morgan Stanley's risk and capital disclosures in the 2018 Annual Report on Form 10-K, the Quarterly  Report on Form 10-Q and the Basel III Pillar 3 Disclosure Report for the quarterly period ended September 30, 2019.

Morgan Stanley's Pillar 3 Disclosures are not required to be, and have not been, audited by an independent registered public accounting firm. Morgan Stanley's Pillar 3 Disclosures were based on our current understanding of U.S. Basel III and other factors, which may be subject to change as additional clarification and implementation guidance from regulators relating to U.S. Basel III are received, and as the interpretation of the final rule evolves over time. Some measures of exposures may not be consistent with U.S. GAAP, and may not be comparable with measures reported in Morgan Stanley's Annual Reports on Form 10-K or Quarterly Reports on Form 10-Q.

  Details 2018
Annual
Report on
Form 10-K
3Q19
Quarterly
Report on
Form 10-Q
3Q19
Basel III
Pillar 3
Disclosures
  (Disclosure starts on page number)
Risk Overview Risk factors 11    
Liquidity risk management framework 50 20  
Regulatory requirements 55 24  
Regulatory developments 61 28  
Risk management 64 30  
Liquidity Risk
and Funding
Liquidity risk 81 38  
Required Liquidity Framework 50 21  
Global Liquidity Reserve 51 20  
Funding management 52 21  
Off-Balance sheet arrangements and contractual obligations 55 23  
Borrowings and other secured financings 126 66  
Commitments, guarantees and contingencies 128 67  
Operational
Risk
Supervision and regulation 2    
Risk governance structure 64    
Risk management process 67    
Monitoring and control 72    
Operational risk 79 38 22
Legal and compliance risk 81 38  
Capital Adequacy and Risk-Weighted Assets Regulatory capital framework 55,138 24,74 1
Regulatory capital requirements 56,138 24,74 1
Regulatory capital ratios 56,138 25,74 3
Capital conservation buffer, countercyclical capital buffer and global systemically important bank surcharge 56 24 4
Internal ratings system exposures     9
Regulatory capital roll-forward 57 25  
Risk-weighted assets roll-forward 58 26  
Supplementary leverage ratio 56 24 23
Attribution of average common equity according to the required capital framework 60 27  
Market risk Market risk 67 30 18
Risk limits framework 67    
Trading risks 68 30  
Non-trading risks 71 31  
Credit spread sensitivity to our own credit spread 71 31  
Funding liabilities 71 31  
Interest rate risk sensitivity 71 31 18
Model methodology, assumptions and exposure measures     19
Model limitations     20
Model validation     21
Regulatory VaR backtesting     21
Covered positions     21
Stress testing of covered positions     22
Credit Risk Credit risk 71 32 4
Credit risk: General disclosures     4
Monitoring and control 72    
Credit exposures - Derivatives 76,113 36,55  
Country risk exposure 77 36  
Derivative instruments and hedging activities 112 55  
Loans, lending commitments and allowance for credit losses 73,122 32,63 5
Credit risk mitigation     12
Equities not subject to the Market Risk Capital Rule     13
Securitization exposures     14