EBA欧洲银行-DE_7LTWFZYICNSX8D621K86_TR_2015_25页_4mb

报告摘要

2015 EU-wide Transparency Exercise Summary for Deutsche Bank AG

Core Information

Bank Name: Deutsche Bank AG
LEI Code: 7LTWFZYICNSX8D621K86
Country Code: DE (Germany)

Capital Structure Overview

Own Funds

As of 31/12/2014: 67,787 mln EUR
As of 30/06/2015: 68,832 mln EUR
Regulation: Articles 4(118) and 72 of CRR

Common Equity Tier 1 (CET1) Capital

As of 31/12/2014: 59,608 mln EUR
As of 30/06/2015: 59,094 mln EUR
Regulation: Article 50 of CRR

Capital Instruments Eligible as CET1 Capital

As of 31/12/2014: 37,090 mln EUR
As of 30/06/2015: 37,256 mln EUR
Regulation: Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

Retained Earnings

As of 31/12/2014: 26,164 mln EUR
As of 30/06/2015: 26,626 mln EUR
Regulation: Articles 26(1) point (c), 26(2) and 36(1) points (a) and (f) of CRR

Accumulated Other Comprehensive Income

As of 31/12/2014: 1,617 mln EUR
As of 30/06/2015: 3,996 mln EUR
Regulation: Articles 4(100), 26(1) point (d) and 36(1) point (f) of CRR

Other Reserves

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR
Regulation: Articles 4(117) and 26(1) point (e) of CRR

Funds for General Banking Risk

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR
Regulation: Articles 4(112), 26(1) point (f) and 36(1) point (f) of CRR

Minority Interest in CET1 Capital

As of 31/12/2014: 0 mln EUR
As of 30/06/2015: 0 mln EUR
Regulation: Article 84 of CRR

Adjustments to CET1 due to Prudential Filters

As of 31/12/2014: -725 mln EUR
As of 30/06/2015: -763 mln EUR
Regulation: Articles 32 to 35 and 36(1) point (f) of CRR

Deductions from CET1 Capital

Intangible Assets (including Goodwill):
- As of 31/12/2014: -12,979 mln EUR
- As of 30/06/2015: -13,814 mln EUR
- Regulation: Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs:
- As of 31/12/2014: -2,620 mln EUR
- As of 30/06/2015: -2,938 mln EUR
- Regulation: Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses:
- As of 31/12/2014: -712 mln EUR
- As of 30/06/2015: -673 mln EUR
- Regulation: Articles 36(1) point (d), 40 and 159 of CRR
Defined Benefit Pension Fund Assets:
- As of 31/12/2014: -961 mln EUR
- As of 30/06/2015: -955 mln EUR
- Regulation: Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal Cross Holdings in CET1 Capital:
- As of 31/12/2014: 0 mln EUR
- As of 30/06/2015: 0 mln EUR
- Regulation: Articles 4(122), 36(1) point (g) and 44 of CRR
Excess Deduction from AT1 Items over AT1 Capital:
- As of 31/12/2014: 0 mln EUR
- As of 30/06/2015: 0 mln EUR
- Regulation: Article 36(1) point (j) of CRR
Deductible DTAs that rely on future profitability and arise from temporary differences:
- As of 31/12/2014: -126 mln EUR
- As of 30/06/2015: 0 mln EUR
- Regulation: Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
Amount Exceeding the 17.65% Threshold:
- As of 31/12/2014: -1,236 mln EUR
- As of 30/06/2015: -1,375 mln EUR
- Regulation: Article 470 of CRR

Transitional Adjustments

As of 31/12/2014: 14,098 mln EUR
As of 30/06/2015: 11,732 mln EUR
Regulation: Articles 469 to 472, 478 and 481 of CRR

Additional Tier 1 (AT1) Capital

As of 31/12/2014: 3,789 mln EUR
As of 30/06/2015: 3,107 mln EUR
Regulation: Article 61 of CRR

Tier 1 Capital

As of 31/12/2014: 63,397 mln EUR
As of 30/06/2015: 62,200 mln EUR
Regulation: Article 25 of CRR

Tier 2 Capital

As of 31/12/2014: 4,390 mln EUR
As of 30/06/2015: 6,632 mln EUR
Regulation: Article 71 of CRR

Risk Exposure Amounts

Total Risk Exposure Amount:
- As of 31/12/2014: 396,468 mln EUR
- As of 30/06/2015: 416,594 mln EUR
- Regulation: Articles 92(3), 95, 96 and 98 of CRR

Breakdown of Risk Exposure Amounts

Risk Exposure Type	As of 31/12/2014	As of 30/06/2015
Credit Risk	243,948 mln EUR	255,540 mln EUR
Securitisation Risk	14,484 mln EUR	17,231 mln EUR
CCP Default Fund	1,693 mln EUR	1,269 mln EUR
Other Credit Risk	227,771 mln EUR	237,040 mln EUR
Market Risk	63,883 mln EUR	61,151 mln EUR
Operational Risk	67,082 mln EUR	80,332 mln EUR
Other Risk Exposure	352 mln EUR	498 mln EUR

Profit and Loss (P&L)

Operating Income

As of 31/12/2014: 30,414 mln EUR
As of 30/06/2015: 18,613 mln EUR

Operating Expenses

As of 31/12/2014: 25,303 mln EUR
As of 30/06/2015: 15,315 mln EUR

Net Profit or Loss

Before Tax from Continuing Operations:
- As of 31/12/2014: 2,486 mln EUR
- As of 30/06/2015: 2,732 mln EUR
After Tax from Continuing Operations:
- As of 31/12/2014: 1,043 mln EUR
- As of 30/06/2015: 1,442 mln EUR
Profit or Loss for the Year:
- As of 31/12/2014: 1,043 mln EUR
- As of 30/06/2015: 1,442 mln EUR

Capital Ratios

Common Equity Tier 1 Capital Ratio:
- As of 31/12/2014: 15.03%
- As of 30/06/2015: 14.18%
Tier 1 Capital Ratio:
- As of 31/12/2014: 15.99%
- As of 30/06/2015: 14.93%
Total Capital Ratio:
- As of 31/12/2014: 17.10%
- As of 30/06/2015: 16.52%

Risk Exposure by Country

Germany:
- Standardised Total: 11,765 mln EUR (As of 31/12/2014) and 12,557 mln EUR (As of 30/06/2015)
United States:
- Standardised Total: 5,816 mln EUR (As of 31/12/2014) and 5,505 mln EUR (As of 30/06/2015)
United Kingdom:
- Standardised Total: 5,816 mln EUR (As of 31/12/2014) and 5,505 mln EUR (As of 30/06/2015)
Italy:
- Standardised Total: 4,408 mln EUR (As of 31/12/2014) and 4,029 mln EUR (As of 30/06/2015)

Key Notes

Original Exposure: Reported before credit conversion factors and credit risk mitigation techniques.
Value Adjustments and Provisions: May vary by country and are reported separately.
Securitisation Exposures: Excluded from value adjustments and provisions in some countries.

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