Deutsche Bank Fixed Income Presentation Deck slide image

Deutsche Bank Fixed Income Presentation Deck

Continued high loss-absorbing capacity In € bn, period end Senior preferred¹ Senior non-preferred T2 AT1 CET1 121 7 45 11 8 49 Q2 2023 available MREL/TLAC² Notes: for footnotes refer to slides 35 and 36 Deutsche Bank Investor Relations 12 109 MREL requirement 26 88 1 MREL subordination requirement 31 Q2 2023 Fixed Income Investor Call July 28, 2023 83 Surplus above I requirements TLAC requirement / > Q2 2023 loss-absorbing capacity significantly above all regulatory requirements, with MREL remaining the most binding constraint € 12bn MREL surplus down € 7bn quarter on quarter: > € 4bn lower surplus from higher MREL requirement and general prior permissions becoming subject to deduction > € 2bn lower surplus from eligible liabilities losing MREL recognition with remaining maturity falling below one year > € 1bn lower surplus from senior non-preferred tender offer executed in May 2023 > MREL buffer at comfortable level allowing us the flexibility to pause issuances of eligible instruments for around one year 10
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