Q2 2018 Fixed Income Investor Conference Call
USD
EUR
Net interest income sensitivity
€ bn, hypothetical +100bps parallel shift impact
First year
0.7
0.8
PCB
CIB
Group
> 3M
0.3
0.1
0.4
≤ 3M
0.4
0.7
1.1
> 3M
0.0
0.0
0.0
≤ 3M
0.0
0.0
0.0
USD
1.5
EUR
Second year
0.9
0.9
PCB
CIB
Group
> 3M
0.5
0.1
0.6
≤ 3M
0.4
0.7
1.1
> 3M
0.0
0.0
0.0
≤ 3M
0.0
0.1
0.1
Note:
All estimates are based on a static balance sheet, excluding trading positions & Deutsche Asset Management, and at constant exchange rates. The parallel yield curve shift by +100
basis points assumes an immediate increase of all interest rate tenors and no additional management action. Figures do not include Mark-to-Market / Other Comprehensive Income
effects on centrally managed positions not eligible for hedge accounting
Deutsche Bank
Investor Relations
Q2 2018 Fixed Income Investor Call
27 July 2018
25
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