Q2 2018 Fixed Income Investor Conference Call
Provision for credit losses and stage 3 loans under IFRS 9
€ m
Provision for credit losses
|Corporate & Investment Bank (CIB)
Private & Commercial Bank (PCB)
95
88
11
86
888
88
Stage 3 at amortised cost under IFRS9, at period end
| Purchased or Originated Credit Impaired assets (POCI)
CIB (ex-POCI) PCB (ex-POCI)
Group Stage 3 at
amortized cost %(2):
2.5%
2.5%
10.0
9.7
2.1
1.9
3.2
3.2
4.7
4.7
Cost of risk
Q2 2018(1)
(3)
Q1 2018
Coverage ratio(3)
Q2 2018
Q1 2018
Group
0.09%
0.09%
Group
44%
44%
CIB
0.01%
(0.01)%
CIB
34%
35%
PCB
0.13%
0.13%
PCB
51%
50%
Note:
(1)
Provisions for credit losses in the Corporate & Other and Asset Management segments are not shown on this chart but are included in the Group totals
2018 Year-to-date provision for credit losses annualised as % of loans at amortized cost (€ 395bn as of 30 June 2018)
(2)
IFRS 9 stage 3 financial assets at amortized cost including POCI as % of loans at amortized cost (€ 395bn as of 30 June 2018)
IFRS 9 stage 3 allowance for credit losses for financial assets at amortized cost excluding POCI divided by stage 3 financial assets at amortized cost excluding POCI
Deutsche Bank
Investor Relations
Q2 2018 Fixed Income Investor Call
27 July 2018
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