Q2 2018 Fixed Income Investor Conference Call
A conservatively managed balance sheet
As of 30 June 2018
Common Equity Tier 1 capital ratio
Total loss-absorbing capacity
13.7% (1)
CET1 excess above SREP
requirement: € 11bn (2)
☑
€ 119bn
Excess above MREL and TLAC
requirement: € 18bn / € 40bn (3)
Provision for credit losses as a % of loans
H1 2018
9 bps(4)
Strong underwriting track record
Average Value-at-Risk H1 2018
Loans as a % of deposits
Liquidity coverage ratio
€ 27m
Tightly controlled market risk
75%
147%
>70% of loans are mortgages
and investment grade
corporates
Excess above LCR requirement
of 100%: € 77bn
(1)
(2)
CET1 capital excludes H1 2018 net income of € 0.5bn (~15 bps) on CRR/ECB guidance requiring an assumed 100% payout ratio
Requirement for 2018, as part of Supervisory Review and Evaluation Process (SREP): 10.6%
(3)
(4)
2018 requirement for Minimum Requirement for Eligible Liabilities (MREL) set at 9.14% of Total Liabilities and Own Funds of € 1,102bn. Most binding 2019 requirement for Total Loss
Absorbing Capacity (TLAC) set at 6.0% of leverage exposure
Year-to-date provision for credit losses annualized as a % of loans at amortized cost
Deutsche Bank
Investor Relations
Q2 2018 Fixed Income Investor Call
27 July 2018
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