Deutsche Bank Fixed Income Presentation Deck
CET1 ratio increase driven by earnings
Period end
CET1 ratio (movements in basis points (bps))
13.6%
360
Q1 2023
Risk-weighted assets (in € bn)
Q1 2023
FX effect RWA change Capital change
(1)
(1)
2
FX effect Credit risk
Notes: for footnotes refer to slides 35 and 36
Deutsche Bank
Investor Relations
16
-~
13.8%
Q2 2023
359
Market risk¹ Operational Q2 2023
risk
Q2 2023 Fixed Income Investor Call
July 28, 2023
> CET1 ratio up by 15bps compared to Q1 2023:
>
>
16bps from organic capital build of € 0.6bn, reflecting
strong Q2 2023 earnings net of deductions for dividends
and AT1 coupons
(1)bp RWA change principally from reduction in
quantitative market risk multiplier add-on
/
RWA remained flat as compared to Q1 2023 (excluding FX
impact) mainly due to:
>
€ 2bn in credit risk due to higher share of equity
investments in guaranteed funds
>
€ (2)bn in market risk principally from reduction in
quantitative market risk multiplier add-on
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