Investor Relations

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The following table presents an index of Morgan Stanley's risk and capital disclosures in the 2016 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, 2017.

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 2016
Annual
Report on
Form 10-K
3Q17
Quarterly
Report on
Form 10-Q
3Q17
Basel III
Pillar 3
Disclosures
  (Disclosure starts on page number)
Risk Overview Risk factors 12    
Liquidity risk management framework 59 21  
Regulatory requirements 64 24  
Regulatory developments 72 29  
Risk management 75 32  
Liquidity Risk
and Funding
Liquidity and funding risk 15 41  
Required Liquidity Framework 59    
Global Liquidity Reserve 60 21  
Funding management 61 22  
Off-Balance sheet arrangements and contractual obligations 73 31  
Borrowings and other secured financings 149 22, 75  
Commitments, guarantees and contingencies 152 76  
Operational
Risk
Supervision and regulation 2    
Risk governance structure 75    
Risk management process 78 32  
Monitoring and control 83    
Operational risk 91 41 22
Legal and compliance risk 93 41  
Capital Adequacy and Risk-Weighted Assets Regulatory capital framework 64 24, 83 1
Regulatory capital 65 24, 84 2
Regulatory capital ratios 67 25, 84 3
Capital conservative buffer, countercyclical capital buffer and global systemically important bank surcharge   25 4
Internal ratings system exposures     9
Common equity tier 1 capital, additional tier 1 capital and tier 2 capital roll-forward 68 26  
Credit risk, market risk and operational risk RWAs roll-forward 69 27  
Supplementary leverage ratio 69 28 23
Attribution of average common equity according to the required capital framework 71 29  
Market risk Market risk 78 32 18
Risk limits framework 78    
Trading risks 81 32  
Non-trading risks 82 33  
Counterparty exposure related to our own credit spread 82 33  
Funding liabilities 82 33  
Interest rate risk sensitivity 82 33  
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 83 34 4
Credit risk: General disclosures     4
Monitoring and control 83    
Lending activities 84 34  
Credit exposures - Derivatives 87 38, 65  
Country risk exposure 88 39  
Loans 106 35, 72 5, 6, 7
Derivative instruments and hedging activities 129 63  
Loans and allowance for credit losses 143 34, 72 5, 6, 7
Credit risk mitigation     12