Investor Presentaiton
Capital metrics
Movements in basis points (bps), unless stated otherwise, period end
CET1 ratio
Leverage ratio
28
6
13.9%
4.7%
4.7%
13.8%
(1)
(8)
(2)
(3)
MREL/TLAC, in € bn
Surplus above requirements
125
Senior
preferred¹
8
17
Senior
non-
preferred
333
47
Q2 2023 FX effect
RWA
change
Capital
change
Q3 2023
Q2 2023 FX effect Leverage Capital
exposure change
change
Q3 2023
T2 11
>
CET1 ratio up by 19bps compared to Q2 2023:
>
Leverage ratio up by 1bp compared to Q2 2023:
AT1
8
108
> (38)bps regulatory changes predominantly from
initial recognition of newly approved wholesale
and retail models of which (19)bps through CET1
capital and (18)bps through RWA
>
6bps from leverage exposure mainly driven by
updated regulatory treatment of specific cash
pooling structures
83
>
>
(2)bps Tier 1 capital change in line with CET1.
capital movement
CET1
49
49
>
46bps including data and process improvement
from optimization initiatives and diligent risk
management across businesses
11bps principally from earnings net of deductions
for share buybacks, dividends and AT1 coupons
Tier 1 capital buffer over leverage MDA of € 11bn
Notes: for footnotes refer to slides 44 and 45
Deutsche Bank
Investor Relations
Q3 2023 results
October 25, 2023
Q3 2023 available MREL
TLAC
MREL/TLAC² requirement requirement
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