Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 494

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 494
---
bps)                        |     |   226 |     |   954 |
|                                                                                                    |     |              |     |             |     |                         |     | Recovery rate                              |     |   40% |     |   84% |
|                                                                                                    |     |              |     |             |     | Loan pricing model      |     | Utilization                                |     |    0% |     |  100% |
| Other financial instruments                                                                        |     |       2,2082 |     |         513 |     | Discounted cash flow    |     | IRR                                        |     |    7% |     |   13% |
|                                                                                                    |     |              |     |             |     |                         |     | Repo rate (bps)                            |     |    30 |     |   285 |
| Total non-derivative financialinstruments held at fair value                                       |     |       18,336 |     |       4,688 |     |                         |     |                                            |     |       |     |       |

1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position

2 Other financial assets include € 253million of other trading assets, € 1.8billion of other non-trading financial assets mandatory at fair value, and € 123million other financial assets at fair value through other comprehensive income

3 Other financial liabilities include € 51million of securities sold under repurchase agreements designated at fair value

| 250 |

| Deutsche Bank      |
| Annual Report 2024 |

|                                                          |     | Dec 31, 2024 |     |             |     |                          |     |                                            |     |        |     |       |
|:---------------------------------------------------------|:----|-------------:|:----|------------:|:----|:-------------------------|:----|:-------------------------------------------|:----|-------:|:----|------:|
|                                                          |     |   Fair value |     |             |     |                          |     |                                            |     |        |     |       |
| in € m.(unless stated otherwise)                         |     |       Assets |     | Liabilities |     | Valuation technique(s)   |     | Significant unobservableinput(s) (Level 3) |     |  Range |     |       |
| Financial instruments held at fair value:                |     |              |     |             |     |                          |