Deutsche Bank Fixed Income Presentation Deck

Stable 12-months rolling average LCR of 136% In € bn 12-months average high-quality liquid assets (HQLA) 12-months average 12-M rolling avg. LCR HQLA securities 64 61 Securities Cash Other Loans/Facilities Derivatives Deposits 135% Deutsche Bank Investor Relations 218 61 157 161 Q4 2022 Q1 2023 12-months average net cash outflows (NCO) 13 14 12 121 136% Q4 2022 219 64 154 161 13 15 13 120 57 Q1 2023 Q4 2022 121 15 22 59 12-months average deposits NCO assumptions 84 Q1 2023 120 15 22 83 Q4 2022 Q1 2023 Q1 2023 Fixed Income Investor Call April 28, 2023 Level 2B Level 2A Level 1 Retail/SME Operational Non-operational / Robust liquidity position with 12-months rolling average LCR at 136% > Average LCR broadly stable with surplus of € 57bn above the net cash outflow assumptions under the LCR requirement > Overwhelming majority of average HQLA held in cash and securities with high liquidity value > Cash mainly placed with ECB and FED > Level 1 securities comprise of highly-rated government bonds, covered bonds and SSAs > Prudent management of HQLA securities via daily monitoring and stress testing > 100% requirement implies to hold a stock of HQLA at least in the amount of net cash outflows assumed over 30-day period 22

View entire presentation