Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 592

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 592
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 the bank holds fund units and notional of derivatives when the bank’s interest comprises of derivatives

– Securitizations – notional of notes in issue (excluding interest only and excess notes where applicable) when the Group derives its interests through notes its holds and notional of derivatives when the bank’s interests is in the form of derivatives

– Third party funding entities – Total assets in entities

– Repackaging and investment entities – Fair value of notes in issue

For third party funding entities, size information is not publicly available, therefore the Group has disclosed the greater of the collateral received/pledged or the notional of the exposure the bank has to the entity.

Based on the above definitions, the total size of structured entities is € 3,156 billion, of which the majority of € 1,828 billion is from Funds. In 2023, it was € 2,329 billion and € 1,223 billion, respectively.

The following table shows, by type of structured entity, the carrying amounts of the Group’s interests recognized in the consolidated statement of financial position as well as the maximum exposure to loss resulting from these interests. The carrying amounts presented below do not reflect the true variability of returns faced by the Group because they do not take into account the effects of collateral or hedges.

Carrying amounts and size relating to Deutsche Bank’s interests

|                                                                             |     |                       Dec 31, 2024 |     |                            |     |                  |     |         |     |         |
|:----------------------------------------------------------------------------|:----|-----------------------------------:|:----|---------------------------:|:----|-----------------:|:----|--------:|:----|--------:|
| in € m.                                                                     |     | Repacka-ging andInvestmentEntities |     | Third PartyFundingEntities |     | Securiti-zations |     |   Funds |     |   Total |
| Assets                                                                      |     |                                    |     |                            |     |                  |     |         |     |         |
| Cash and central bank balances                                              |     |                                  0 |     |                          0 |     |                0 |     |       0 |     |       0 |
| Interbank balances (w/o central banks)                                      |     |                                  1 |     |                          0 |     |                0 |     |       2 |     |       3 |
| Central bank funds sold and securitiespurchased under resale agreements     |     |                                  0