Q2 2018 Fixed Income Investor Conference Call slide image

Q2 2018 Fixed Income Investor Conference Call

Non-strategic legacy assets in CIB € bn Risk weighted assets excluding operational risk (35)% 13 8 30 Jun 2017 30 Jun 2018 Leverage exposure Deutsche Bank Investor Relations 43 30 Jun 2017 (35)% 28 30 Jun 2018 Q2 2018 Fixed Income Investor Call 27 July 2018 ☑ Background - Non-strategic portfolio created to facilitate the run-down of residual CIB assets in the former non-core operations unit and other items not consistent with the CIB strategy Recent performance - - Risk weighted assets and leverage exposure reduced by approximately half since inception driven by run-off and portfolio sales Portfolio now primarily includes rates, credit, residual non-core and shipping assets Natural portfolio run-off will continue over coming years, particularly credit assets. We will if economic to do so Figures do not yet include the ~ € 800m reduction to risk-weighted assets from the sale of a shipping portfolio which is expected to close in the third quarter As a result of recent strategy changes, a small amount of US inflation options inventory to be added in Q3 2018 H1 2018 revenues less credit loss provisions of € 60m 15
View entire presentation