Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 495

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 495
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1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position

2 Other financial assets include € 104million of other trading assets, € 2.4billion of other non-trading financial assets mandatory at fair value, and € 117million other financial assets at fair value through other comprehensive income

3 Other financial liabilities include € 154million of securities sold under repurchase agreements designated at fair value

| 252 |

| Deutsche Bank      |
| Annual Report 2024 |

|                                                          |     | Dec 31, 2023 |     |             |     |                          |     |                                            |     |        |     |       |
|:---------------------------------------------------------|:----|-------------:|:----|------------:|:----|:-------------------------|:----|:-------------------------------------------|:----|-------:|:----|------:|
|                                                          |     |   Fair value |     |             |     |                          |     |                                            |     |        |     |       |
| in € m.(unless stated otherwise)                         |     |       Assets |     | Liabilities |     | Valuation technique(s)   |     | Significant unobservableinput(s) (Level 3) |     |  Range |     |       |
| Financial instruments held at fair value:                |     |              |     |             |     |                          |     |                                            |     |        |     |       |
| Market values from derivativefinancial instruments:      |     |              |     |             |     |                          |     |                                            |     |        |     |       |
| Interest rate derivatives                                |     |        4,997 |     |       4,070 |     | Discounted cash flow     |     | Swap rate (bps)                            |     | -3,932 |     | 4,150 |
|                                                          |     |              |     |             |     |                          |     | Inflation swap rate                        |     |     1% |     |   15% |
|                                                          |     |              |     |             |     |                          |     | Constant default rate                      |     |     0% |     |   18% |
|                                                          |     |              |     |             |     |                          |     | Constant prepayment rate                   |     |     0% |     |   26% |