Deutsche Bank Fixed Income Presentation Deck
Capital ratios well above regulatory requirements
In % of RWA, unless stated otherwise, period end
T2
AT1
CET1
18.5
2.6
2.3
13.6
Available capital
272bps
251bps
Note: For footnotes refer to slides 35 and 36
Deutsche Bank
Investor Relations
15.8
2.7
2.0
11.1
T2 requirement4
AT1 requirement³
CET1 requirement²
Capital requirement¹
Q1 2023 Fixed Income Investor Call
April 28, 2023
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Buffer to CET1 requirement of 251bps down 37bps quarter on quarter
> 62bps higher requirement as previously communicated
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Higher Pillar 2 requirement (20bps of which 11bps CET1)
Introduction of a countercyclical (30bps) and a systemic
risk buffer for residential mortgages (20bps) in Germany
> 25bps offset from higher CET1 capital ratio
> Capital buffer over CET1 requirement of now € 9bn
Buffer to total capital requirement at 272bps, down 58bps with 21bps
additional movement compared to buffer over CET1 requirement
> 13bps from increase in regulatory maturity haircuts/deductions
> 9bps from higher Pillar 2 requirement described above
> T2 issuance in February fully offset by T2 call in May
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