Deutsche Bank Fixed Income Presentation Deck

Stable 12-months rolling average LCR of 136% In € bn 12-months average high-quality liquid assets (HQLA) 12-months average 12-M rolling avg. LCR HQLA securities 64 65 Securities Cash Other Loans/facilities Derivatives Deposits 136% Deutsche Bank Investor Relations 219 64 154 Q1 2023 161 Q2 2023 12-months average net cash outflows (NCO) 15 13 13 120 136% Q1 2023 217 65 151 160 16 13 15 117 59 Q2 2023 Q1 2023 120 15 22 60 12-months average deposits NCO assumptions 83 Q2 2023 117 15 21 81 Q1 2023 Q2 2023 Q2 2023 Fixed Income Investor Call July 28, 2023 Level 2B Level 2A Level 1 Retail/SME Operational Non-operational / Robust liquidity position with 12-months rolling average LCR unchanged at 136% > Surplus of about € 57bn above the net cash outflow assumptions under the LCR requirement > 97% of average HQLA held in cash and Level 1 securities > Cash mainly placed with ECB and FED > Level 1 securities comprise of highly-rated government bonds, covered bonds and sovereigns, supra-nationals and agencies > Prudent management of HQLA securities via daily monitoring and stress testing > 100% LCR requirement implies to hold a stock of HQLA at least in the amount of NCO assumed over 30-day period 20

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