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 March 31, 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
1Q19
Quarterly
Report on
Form 10-Q
1Q19
Basel III
Pillar 3
Disclosures
  (Disclosure starts on page number)
Risk Overview Risk factors 11    
Liquidity risk management framework 50 15  
Regulatory requirements 55 19  
Regulatory developments 61 23  
Risk management 64 24  
Liquidity Risk
and Funding
Liquidity risk 81 32  
Required Liquidity Framework 50    
Global Liquidity Reserve 51 15  
Funding management 52 16  
Off-Balance sheet arrangements and contractual obligations 55 18  
Borrowings and other secured financings 126 16,58  
Commitments, guarantees and contingencies 128 58  
Operational
Risk
Supervision and regulation 2    
Risk governance structure 64    
Risk management process 67 24  
Monitoring and control 72    
Operational risk 79 31 22
Legal and compliance risk 81 32  
Capital Adequacy and Risk-Weighted Assets Regulatory capital framework 55 19,65 1
Regulatory capital requirements 56 19,65 1
Regulatory capital ratios 56 20,65 3
Capital conservation buffer, countercyclical capital buffer and global systemically important bank surcharge 56 19 4
Internal ratings system exposures     9
Regulatory capital roll-forward 57 20  
Risk-weighted assets roll-forward 58 21  
Supplementary leverage ratio 56 19 23
Attribution of average common equity according to the required capital framework 60 22  
Market risk Market risk 67 24 18
Risk limits framework 67    
Trading risks 68 24  
Non-trading risks 71 25  
Credit spread sensitivity to our own credit spread 71 25  
Funding liabilities 71 25  
Interest rate risk sensitivity 71 25  
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 26 4
Credit risk: General disclosures     4
Monitoring and control 72    
Credit exposures - Derivatives 76 29,48  
Country risk exposure 77 30  
Derivative instruments and hedging activities 112 48  
Loans, lending commitments and allowance for credit losses 73,122 26,55 5
Credit risk mitigation     12
Equities not subject to the Market Risk Capital Rule     13
Securitization exposures     14