Deutsche Bank Results Presentation Deck slide image

Deutsche Bank Results Presentation Deck

Capital metrics Movements in basis points (bps), unless stated otherwise, period end CET1 ratio 13.8% Q2 2023 FX effect (1) > > 28 RWA change (8) CET1 ratio up by 19bps compared to Q2 2023: > Capital change 13.9% Q3 2023 Notes: for footnotes refer to slides 44 and 45 Deutsche Bank Investor Relations (38)bps regulatory changes predominantly from initial recognition of newly approved wholesale and retail models of which (19)bps through CET1 capital and (18)bps through RWA 46bps including data and process improvement from optimization initiatives and diligent risk management across businesses 11bps principally from earnings net of deductions for share buybacks, dividends and AT1 coupons Q3 2023 results October 25, 2023 Leverage ratio 4.7% (3) 6 (2) Q2 2023 FX effect Leverage Capital exposure change change > 4.7% Q3 2023 > Leverage ratio up by 1bp compared to Q2 2023: 6bps from leverage exposure mainly driven by updated regulatory treatment of specific cash pooling structures > (2)bps Tier 1 capital change in line with CET1 capital movement > Tier 1 capital buffer over leverage MDA of € 11bn MREL/TLAC, in € bn Surplus above requirements Senior preferred¹ Senior non- preferred 125 8 47 11 T2 AT1 8 CET1 49 17 108 33 83 TLAC Q3 2023 available MREL MREL/TLAC² requirement requirement 12
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