Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 476

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 476
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 |     |       72,377 |
| Loan commitments                                                            |     |            6 |     |            5 |
| Long-term debt                                                              |     |       22,203 |     |       10,709 |
| Other financial liabilities designated at fair value through profit or loss |     |          717 |     |          636 |
| Total financial liabilities designated at fair value through profit or loss |     |       92,047 |     |       83,727 |
| Investment contract liabilities                                             |     |          454 |     |          484 |
| Total financial liabilities at fair value through profit or loss            |     |      412,409 |     |      366,494 |

Financial assets & liabilities designated at fair value through profit or loss

The Group has designated various lending relationships at fair value through profit or loss. Lending facilities consist of drawn loan assets and undrawn irrevocable loan commitments. The maximum exposure to credit risk on a drawn loan is its fair value. The Group’s maximum exposure to credit risk on drawn loans was € 0 million and € 75 million as of December 31, 2024, and 2023, respectively. Exposure to credit risk also exists for undrawn irrevocable loan commitments and is predominantly counterparty credit risk.

The credit risk on the securities purchased under resale agreements and securities borrowed designated under the fair value option is mitigated by the holding of collateral. The valuation of these instruments considers the credit enhancement in the form of the collateral received. As such there is no material movement during the year or cumulatively due to movements in counterparty credit risk on these instruments.

| 237 |

| Deutsche Bank      |
| Annual Report 2024 |

Changes in fair value of financial assets attributable to movements in counterparty credit risk

| in € m.                                                              |     | Dec 31, 2024 |     | Dec 31, 2023 |
|:---------------------------------------------------------------------|:----|-------------:|:----|-------------:|
| Notional value of financial assets exposed to credit risk            |     |            0 |     |           75 |
| Annual change in the fair value reflected in the Statement of Income |     |            0 |     |            1 |
| Cumulative change in the fair value                                  |     |            0 |     |           -0 |
| Notional of credit derivatives used to mitigate credit risk          |     |            0 |     |