Deutsche Bank Results Presentation Deck
Footnotes 2/2
Slide 18-Loan book composition
1. Mainly includes Corporate & Other and Institutional Client Services in the Corporate Bank
2. Other businesses with exposure less than 2% each
3. Includes Strategic Corporate Lending
Slide 19 Provision for credit losses
1. Quarterly provision for credit losses annualized as basis points of average loans gross of allowance at
amortized cost
Slide 20 Provision for credit losses and stage 3 loans
1. Quarterly provision for credit losses annualized as basis points of average loans gross of allowance at
amortized cost
2. IFRS 9 Stage 3 assets at amortized cost including POCI as % of loans at amortized cost (€ 485bn as of
September 30, 2023)
3. IFRS 9 Stage 3 allowance for credit losses for assets at amortized cost excluding POCI divided by Stage 3
assets at amortized cost excluding POCI
4. IFRS 9 stage 1 coverage ratio for assets at amortized cost (excluding country risk allowance) is 0.1% and IFRS
9 stage 2 coverage ratio for assets at amortized cost (excluding country risk allowance) is 1.3% as of
September 30, 2023
Slide 22 Derivatives bridge
1. Excludes real estate and other non-financial instrument collateral
2. Master netting agreements allow counterparties with multiple derivative contracts to settle through a single
payment
Slide 23 Level 3 assets and liabilities
1. Issuances include cash amounts paid/ received on the primary issuance of a loan to a borrower
2. Includes other transfers into (out of) Level 3, including methodology refinements on opening balance and
mark-to-market adjustments
3. Additional value adjustments deducted from CET 1 capital pursuant to Article 34 of Regulation (EU) No.
2019/876 (CRR)
Slide 24- Commercial Real Estate (CRE) 1/2
1. Based on Deutsche Bank's definition of non-recourse CRE loans
Slide 27-Net interest income sensitivity
1. Based on a static balance sheet per August 2023 (adjusted for risk changes as per month end September) vs.
current market-implied forward rates as of September 29, 2023
Slide 28 - Additional funding disclosure
1. Senior structured excludes new structured issuance off the FIC platform
Deutsche Bank
Investor Relations
Q3 2023 Fixed Income Investor Call
October 27, 2023
Slide 29 - Leverage exposure and risk-weighted assets
1. Excludes any derivatives-related market risk RWA, which have been fully allocated to non-derivatives trading
assets
2. Includes contingent liabilities
Slide 32 - Sustainability
1. Cumulative figures include sustainable financing and investment activities as defined in DB's Sustainable
Finance Framework and related documents, which are published on our website
Slide 35 - Pre-provision profit, CAGR and operating leverage
1. Pre-provision profit defined as net revenues less noninterest expenses
2. Compound annual growth rates of the total of net revenues of the last twelve months over the 21 months
between FY 2021 and Q3 2023
3. Operating leverage defined as the difference between the year-on-year growth rates of revenues and
noninterest expenses
Slide 36-Adjusted post-tax ROTE, CIR and operating leverage
1. Adjusted profit (loss) before tax estimated as the reported profit (loss) before tax excluding the impact of
nonoperating costs and pro rating the impact of bank levies
Slide 37 Last 12 months (LTM) revenues reconciliation
1. 2021 figures based on reporting structure as disclosed in Annual Report 2022
2. Q3 2022 LTM figures refer to the sum of Q4 2021, Q1 2022, Q2 2022 and Q3 2022
3. Q3 2023 LTM figures refer to the sum of Q4 2022, Q1 2023, Q2 2023 and Q3 2023
4. Estimated as percentage share of individual operating business revenues to the total of operating businesses
5. Group revenues include C&O revenues, and prior to 2022 the then CRU revenues
39View entire presentation