{ "docId": "019de073-5afe-77cf-aa56-f23afd9145ee", "docSlug": "2afdc2ff07d8d401522d5fd14cd99045", "documentTitle": "Morgan Stanley | Fixed Income Presentation Deck | 11 slides", "authorId": "morgan-stanley", "authorName": "Morgan Stanley", "documentKindSlug": "conference-presentation", "documentKindLabel": "Conference presentation", "sourceTypeSlug": "investor_relations", "sourceTypeLabel": "Investor relations", "presentationDate": "2022-08-01 00:00:00", "orientation": "landscape", "aspectRatio": 1.3333334, "pageNumber": 10, "pageCount": 11, "prevPage": 9, "nextPage": 11, "slideType": "appendix_disclosure", "function": "appendix", "density": "overcrowded", "nDataPoints": 0, "notes": "Contains specific definitions for financial terms like TCE, SLR, LCR, HQLA, TLAC, and ACL.", "elementsJson": null, "metadataConfidence": 1, "imagePath": null, "slideHref": "/slides/019de073-5afe-77cf-aa56-f23afd9145ee/10", "deckHref": "/decks/019de073-5afe-77cf-aa56-f23afd9145ee", "deckJsonHref": "/decks/019de073-5afe-77cf-aa56-f23afd9145ee.json", "deckAnchorHref": "/decks/019de073-5afe-77cf-aa56-f23afd9145ee#slide-10", "components": [ { "bbox": { "h": 0.12, "w": 0.9, "x": 0.05, "y": 0.7 }, "kind": "list", "text": "1. Unsecured Debt includes senior unsecured debt, subordinated debt and structured notes. 2. Unsecured Debt balances represent current notional values. 3. Required ratios are inclusive of applicable buffers. 4. External TLAC consists of Common Equity Tier 1 capital and Additional Tier 1 capital, as well as eligible LTD. 5. Consists of TLAC-eligible LTD reduced by 50% for amounts of unpaid principal due to be paid in more than one year but less than two years from the balance sheet date.", "attrs": null, "subkind": "numbered", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "52c1246b-4af5-42e2-8a71-7420cdb54220", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.15, "w": 0.9, "x": 0.05, "y": 0.23 }, "kind": "list", "text": "1. Net Income Applicable to Morgan Stanley. 2. Tangible Common Equity ('TCE') equals common equity less goodwill and intangible assets net of allowable mortgage servicing rights. 3. Prior to January 1, 2018, the Firm estimated its pro forma fully phased-in Supplementary Leverage ratio (SLR) and pro forma fully phased-in Common Equity Tier 1 ratio based on the Firm's assessment of the Basel III final rules and other factors. 4. For purposes of determining regulatory compliance, and as reflected in the charts, the capital ratios are the lower of the Standardized or Advanced approaches. 5. At December 31, 2020, our SLR reflects the impact of a Federal Reserve interim final rule.", "attrs": null, "subkind": "numbered", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "96bb5e49-b5c3-458e-8361-e0d490480041", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.08, "w": 0.9, "x": 0.05, "y": 0.58 }, "kind": "list", "text": "1. Secured funding equals securities sold under agreements to repurchase, securities loaned and other secured financings. 2. On August 2, 2022, the Firm issued 40 million depositary shares of Series P Preferred Stock, for an aggregate price of $1.0 billion. 3. Weighted average maturity only includes borrowings with original maturities greater than one year.", "attrs": null, "subkind": "numbered", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "ad80581a-8a15-4b83-80d0-fd9a81b61e21", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.12, "w": 0.9, "x": 0.05, "y": 0.86 }, "kind": "list", "text": "1. Includes loans held for investment net of ACL, loans held for sale and fair value loans. 2. IM Loans for years ending 2017, 2018, 2019, 2020, 2021, and Q2 2022 were $0.03Bn, $0.03Bn, $0.28Bn, $0.44Bn, $0.14Bn, and $0.22Bn, respectively. 3. Represents the weighted average LTV weighted by funded balances as of June 30, 2022. 4. Represents last twelve months net charge-offs divided by last twelve months total average loans held for investment before allowance for the period ending June 30, 2022. 5. Represents total nonaccrual loans held for investment, which are loans that are 90 days or more past due. 6. Allowance for credit losses for loans to total loans held for investment for the period ending June 30, 2022.", "attrs": null, "subkind": "numbered", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "c56a78f6-b1da-4b33-a554-c8a71c856eab", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.12, "w": 0.9, "x": 0.05, "y": 0.42 }, "kind": "list", "text": "1. The Firm's U.S. LCR calculations are based on our current understanding of the U.S. LCR and other factors. 2. Represents average daily balance for three months ending the period. 3. In the first quarter of 2020, the Firm changed its internal measure of liquidity from the Global Liquidity Reserve to Liquidity Resources. 4. Primarily composed of unencumbered Japanese, U.K., German, French and Dutch government obligations.", "attrs": null, "subkind": "numbered", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "cdb8515f-6756-42b1-9d7f-c51d44cf8666", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.9, "x": 0.05, "y": 0.2 }, "kind": "paragraph", "text": "These notes refer to the financial metrics presented on Slide 3.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "021fe4e2-7301-44bd-b673-ba8c9ef89c8f", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.9, "x": 0.05, "y": 0.39 }, "kind": "paragraph", "text": "These notes refer to the financial metrics presented on Slide 4.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "1b81fe76-8163-4a29-8a06-424b8e0510b1", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.9, "x": 0.05, "y": 0.55 }, "kind": "paragraph", "text": "These notes refer to the financial metrics presented on Slide 5.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "2f9a3e6f-17a0-41e6-9793-1ec438ea7f62", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.9, "x": 0.05, "y": 0.67 }, "kind": "paragraph", "text": "These notes refer to the financial metrics presented on Slide 6.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "3335bb46-2572-4401-b207-1210d2affe88", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.9, "x": 0.05, "y": 0.83 }, "kind": "paragraph", "text": "These notes refer to the financial metrics presented on Slide 7.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "cbb772fd-67b7-431d-8f8b-b167bb973038", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.05, "w": 0.2, "x": 0.05, "y": 0.1 }, "kind": "title", "text": "End Notes", "attrs": null, "subkind": "headline", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "b67a6072-4528-4344-a34b-77e6b99843df", "frameworkName": null, "frameworkSlug": null } ], "metrics": [], "tools": [], "frameworks": [], "arcBeats": [ { "to": 10, "from": 8, "beatId": "629a9e8b-b251-4263-9b11-745eef6c0040", "arcName": "The Sparkline", "arcSlug": "sparkline", "beatName": "What Is", "beatSlug": "sparkline-what-is-3", "evidence": "Slides 8-10 provide additional data and disclosures, further detailing Morgan Stanley's financial situation.", "position": 1, "confidence": 0.8, "parentBeatName": "Complication", "parentBeatSlug": "complication" } ], "loops": [], "imagePathAlt": null, "thumbSrc": null, "thumbSrcAlt": null, "locked": true }