Deutsche Bank Fixed Income Presentation Deck
Increase in buffer above requirements
In % of risk-weighted assets, unless stated otherwise, period end
T2
AT1
CET1
18.6
2.5
2.3
13.8
Available capital
278bps
262bps
Notes: for footnotes refer to slides 35 and 36
Deutsche Bank
Investor Relations
15.8
2.7
2.0
11.1
T2 requirement4
AT1 requirement³
CET1 requirement²
Capital requirement¹
Q2 2023 Fixed Income Investor Call
July 28, 2023
/
> Buffer to CET1 requirement of 262bps, up by 11bps quarter on quarter:
> 15bps higher CET1 ratio partially offset by (3)bps impact from
higher countercyclical capital buffer settings in the Netherlands,
Ireland, France and Sweden
> Capital buffer over CET1 requirement of € 9bn
> Buffer to total capital requirement at 278bps, up by 6bps quarter on
quarter:
> 11bps movement in buffer over CET1 requirement
> (6)bps from increase in regulatory T2 maturity haircuts
1bps from lower RWA reducing the combined AT1 and T2
requirement
>
8View entire presentation