Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 402

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 402
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 compared to 140% as at the end of 2023, a surplus to regulatory requirements of € 62 billion. Significant deposit growth and new issuance activity were more than offset by increased business assets, TLTRO repayment and increased modelled outflows under commitments and guarantees.The Group’s twelve month weighted average LCR was 134%. This has been calculated in accordance with the Commission Delegated Regulation (EU) 2015/61 and the EBA Guidelines on LCR disclosure to complement the disclosure of liquidity risk management under Article 435 CRR.LCR componentsDec 31, 2024Dec 31, 2023in € bn. (unless stated otherwise)Total adjustedweighted value(average)Total adjustedweighted value(average)Number of data points used in the calculation of averages1212High Quality Liquid Assets224215Total net cash outflows167157Liquidity Coverage Ratio (LCR) in %134 %137 %Funding Risk ManagementStructural FundingAll funding matrices (the aggregate currency, the USD and the GBP funding matrix) were in line with the targets as at year ends 2024 and 2023.163
| Deutsche Bank      |
| Annual Report 2024 |

Stress Testing and Scenario Analysis At the end of 2024 the Group’s stressed Net Liquidity Position stood at €56 billion compared to € 58 billion as at the end of 2023.

Global All Currency Daily Stress Testing Results

|                                 |     | Dec 31, 2024 |     |             |     |                       |     | Dec 31, 2023 |     |             |     |                       |
|:--------------------------------|:----|-------------:|:----|------------:|:----|----------------------:|:----|-------------:|:----|------------:|:----|----------------------:|
| in € bn.                        |     |  FundingGap¹ |     | GapClosure² |     | Net LiquidityPosition |     |  FundingGap¹ |     | GapClosure² |     | Net LiquidityPosition |
| Systemic market risk            |     |          208 |     |         265 |     |                    56 |     |          123 |     |         242 |     |                   119 |
| 1 notch downgrade (DB specific) |     |           34 |     |         174 |     |                   140 |     |           38 |     |         180 |     |                   142