Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 230

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 230
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 of reforms with respect to European Union banking rules which implement the Final Basel III set of global reforms, changing how banks calculate their RWA (Regulation (EU) 2024/1623 (CRR3)), applicable from January 1, 2025. It includes, among other things, an until 2030 gradually introduced output floor establishing minimum RWA that will ultimately be set at 72.5% of the RWA calculated under the standardized approach, changes to standardized and internal ratings-based approaches for determining credit risk, changes to the credit valuation adjustment, a revision of the approaches for operational risks and reforms to the market risk framework as set out in the Fundamental Review of the Trading Book (FRTB, applicable as of January 1, 2026). The implementation of the changes to CRR affect among others Deutsche Bank’s risk-weighted assets and regulatory capital.

| 42 |

| Deutsche Bank      |
| Annual Report 2024 |

Risk and capital overview Key risk metrics The following section provides qualitative and quantitative disclosures about credit, market, liquidity and other risk metrics and its developments within the twelve months ended December 31, 2024. Disclosures according to Pillar 3 of the Basel III Capital Framework, which are implemented in the European Union by the Capital Requirements Regulation (CRR) and supported by EBA Implementing Technical Standards or the EBA Guideline, are published in the Group’s separate Pillar 3 report. The following selected key risk ratios and corresponding metrics form part of the bank’s holistic risk management across individual risk types. The Common Equity Tier 1 ratio, Economic Capital Adequacy ratio, Leverage ratio, Total Loss Absorbing Capacity, Minimum Requirement for Own Funds and Eligible Liabilities, Liquidity Coverage Ratio, Stressed Net Liquidity Position and Net Stable Funding Ratio serve as high-level metrics and are fully integrated across strategic planning, risk appetite framework, stress testing as well as recovery and resolution planning practices, which are reviewed and approved by the Management Board at least annually.

| Common Equity Tier 1 (CET1) Ratio      |     |        |
| 31.12.2024                             |     | 13.8%1 |
| 31.12.2023                             |     | 13.7%  |
| Economic Capital Adequacy (ECA) Ratio  |     |        |
| 31.12.2024                             |     | 199%   |
| 31.12.2023