Deutsche Bank Results Presentation Deck
Net interest income sensitivity
Hypothetical +/-25bps shift in yield curve, in € m
Net interest income (NII) sensitivity¹
+25bps shift in yield curve
~75
2024
~100
~(105)
Deutsche Bank
Investor Relations
~50
2024
2025
Breakdown of sensitivity by currency for +25bps shift in yield curve
2025
EUR
~85
2026
Notes: for footnotes refer to slides 44 and 45
-25bps shift in yield curve
~5
2024
~100
~(100)
Q3 2023 results
October 25, 2023
~30
2025
USD
~30
20
~20
~145
2024
~(145)
2026
~20
2025
Other
~30
2026
Key highlights
/
Current observations on client
pricing show a continued slower
pass-through of interest rates to
clients amplifying the impact of rate
moves
> This currently improves NII and also
increases NII sensitivity; following
re-pricings and ongoing risk
management NII sensitivity is
expected to normalize
> 2025 and beyond, the positive
impact from NII sensitivity is
dominated by higher EUR long-term
rates (rollover of hedges, overlay
hedges maturing, etc.)
31View entire presentation