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2018 EU-wide Transparency Exercise Summary - Deutsche Bank AG

Core Capital and Capital Ratios

Own Funds (Transitional Period)

• Own Funds: Decreased from 64,016 mln EUR (31/12/2017) to 61,712 mln EUR (30/06/2018)
• CET1 Capital:
  • Net CET1: Decreased from 50,808 mln EUR to 47,884 mln EUR
  • CET1 Fully Loaded: Decreased from 48,300 mln EUR to 47,884 mln EUR
• Capital Ratios:
  • CET1 Ratio (Fully Loaded): Decreased from 14.03% to 13.75%
  • Tier 1 Ratio (Transitional): Decreased from 16.79% to 15.92%
  • Total Capital Ratio (Transitional): Decreased from 18.65% to 17.72%

Capital Components and Deductions

• CET1 Capital Elements:
  • Capital instruments eligible as CET1: Increased slightly from 45,051 mln EUR to 45,305 mln EUR
  • Retained Earnings: Decreased from 17,207 mln EUR to 16,346 mln EUR
  • Accumulated Other Comprehensive Income: Decreased from 696 mln EUR to 449 mln EUR
  • Minority Interest: Increased from 0 to 861 mln EUR
• Adjustments:
  • Adjustments to CET1 due to prudential fibers: Decreased from -1,306 mln EUR to -1,678 mln EUR
  • Transitional Adjustments:
    • Grandfathered CET1 instruments: 0
    • Additional minority interests: 33 mln EUR (June 2018)
    • Other transitional adjustments: 2,474 mln EUR (December 2017)

Tier 2 Capital

• Tier 2 Capital: Decreased from 6,384 mln EUR (31/12/2017) to 6,260 mln EUR (30/06/2018)
• Tier 2 Capital Instruments: Decreased from 6,405 mln EUR to 6,260 mln EUR
• Tier 2 Transitional Adjustments: Decreased from -21 mln EUR to 0

Leverage Ratio

• Tier 1 Capital (Transitional Definition): Decreased from 57,631 mln EUR to 55,452 mln EUR
• Leverage Ratio (Transitional Definition): Increased from 4.1% to 4.2%
• Leverage Ratio (Fully Phased-in Definition): Increased from 3.8% to 4.0%

Risk Exposure Amounts

• Total Risk Exposure Amount: Increased from 343,316 mln EUR (31/12/2017) to 348,319 mln EUR (30/06/2018)
• Credit Risk Exposure:
  • Total: Increased from 214,142 mln EUR to 215,149 mln EUR
  • Securitisation and Re-securitisation: Decreased from 10,170 mln EUR to 7,541 mln EUR
  • Exposures in Default: Decreased from 1,956 mln EUR to 1,361 mln EUR
• Market Risk Exposure:
  • Total: Increased from 4,831 mln EUR to 4,224 mln EUR
  • Traded Debt Instruments: Decreased from 4,744 mln EUR to 4,085 mln EUR
  • Foreign Exchange Risk: Increased from 87 mln EUR to 139 mln EUR
  • Commodities Risk: Remained at 0 mln EUR
• Other Risk Exposures:
  • Securitisation: Remained at 1,794 mln EUR
  • Other Exposures: Remained at 1,863 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net: Decreased from 25,894 mln EUR (31/12/2017) to 13,181 mln EUR (30/06/2018)
• Interest Income: Decreased from 22,866 mln EUR to 11,941 mln EUR
• Interest Expenses: Decreased from 11,558 mln EUR to 7,331 mln EUR
• Net Fee and Commission Income: Decreased from 10,839 mln EUR to 5,288 mln EUR
• Gains or Losses on Financial Assets:
  • Derecognition: Decreased from 561 mln EUR to 438 mln EUR
  • Trading: Decreased from 3,470 mln EUR to 1,029 mln EUR
  • Fair Value through Profit or Loss: Increased from -511 mln EUR to 387 mln EUR
• Other P&L Items:
  • Impairment on Financial Assets: Decreased from 587 mln EUR to 187 mln EUR
  • Profit or Loss After Tax: Increased from -688 mln EUR to 639 mln EUR

Capital Requirements

• Own Funds Requirements:
  • Total Risk Exposure Amount: Increased from 343,316 mln EUR to 348,319 mln EUR
  • Transitional Adjustments Included: Decreased from -896 mln EUR to 0

Regulatory References

• CET1 Capital: Covered under Articles 4(118), 72, 50, 26(1) points (a)-(e), 36(1) points (f)-(k), 42, 48, and 494-487 of CRR
• Tier 2 Capital: Covered under Article 71 of CRR
• Leverage Ratio: Covered under Article 429 of CRR and Delegated Regulation (EU) 2015/62
• Risk Exposure Amounts: Covered under Articles 338.3, 8(3), 95, 96, and 98 of CRR

Notes

• The fully loaded CET1 capital estimation may differ from published Pillar 3 data due to the formula used.
• "Zero" in the "Increases or Decreases of the fund for general banking risks, net" column is interpreted as "n.a." for IFRS compliance banks.
• Original exposure is reported before credit conversion factors and credit risk mitigation techniques.