Deutsche Bank Results Presentation Deck
Net interest income sensitivity
Hypothetical +/-25bps shift in yield curve, in € m
Net interest income (NII) sensitivity¹
+25bps shift in yield curve
~80
~(80)
~65
2023
Deutsche Bank
Investor Relations
2023
2024
Breakdown of sensitivity by currency for +25bps shift in yield curve
EUR
~100
2025
Note: for footnotes refer to slides 45 and 46
-25bps shift in yield curve
~(5)
2023
~80
~(90)
Q1 2023 results
April 27, 2023
USD
~30
2025
~20
2023
~160
Other
~(170)
2025
~30
2025
Key highlights
/
Current observations on client
pricing show a slower pass through
of interest rate hikes to clients
amplifying the impact of incremental
rate moves
> This improves NII for 2023 and also
increases NII sensitivity; note that
2023 has only 9 months of
sensitivity compared to 2024
> 2025 and beyond, the positive
impact from NII sensitivity is
dominated by higher EUR long term
rates
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