Investor Relations

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The following table presents an index of Morgan Stanley's risk and capital disclosures in the 2017 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 June 30, 2018.

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 2017
Annual
Report on
Form 10-K
2Q18
Quarterly
Report on
Form 10-Q
2Q18
Basel III
Pillar 3
Disclosures
  (Disclosure starts on page number)
Risk Overview Risk factors 11    
Liquidity risk management framework 58 20  
Regulatory requirements 63 24  
Regulatory developments 69 29  
Risk management 71 32  
Liquidity Risk
and Funding
Liquidity risk 14 40  
Required Liquidity Framework 58    
Global Liquidity Reserve 59 21  
Funding management 60 22  
Off-Balance sheet arrangements and contractual obligations 70 31  
Borrowings and other secured financings 140 22, 72  
Commitments, guarantees and contingencies 142 72  
Operational
Risk
Supervision and regulation 2    
Risk governance structure 71    
Risk management process 74 32  
Monitoring and control 79    
Operational risk 88 40 22
Legal and compliance risk 90 40  
Capital Adequacy and Risk-Weighted Assets Regulatory capital framework 63 24, 79 1
Regulatory capital requirements 63 24, 79 2
Regulatory capital ratios 64 25, 79 3
Capital conservative buffer, countercyclical capital buffer and global systemically important bank surcharge 63 25 4
Internal ratings system exposures     9
Regulatory capital roll-forward 65 26  
Risk-weighted assets roll-forward 66 27  
Supplementary leverage ratio 66 25 23
Attribution of average common equity according to the required capital framework 68 28  
Market risk Market risk 74 32 18
Risk limits framework 74    
Trading risks 77 32  
Non-trading risks 78 33  
Credit spread sensitivity to our own credit spread 78 33  
Funding liabilities 78 33  
Interest rate risk sensitivity 78 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 79 34 4
Credit risk: General disclosures     4
Monitoring and control 79    
Lending Activities Included in Loans and Trading Assets 80 34  
Credit exposures - Derivatives 84 37, 63  
Country risk exposure 85 38  
Loans 103 34, 69 5, 6, 7
Derivative instruments and hedging activities 124 61  
Loans and allowance for credit losses 136 34, 69 5, 6, 7
Credit risk mitigation     12
Equities not subject to the Market Risk Capital Rule     13
Securitization Exposures     14