Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 340

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 340
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ional amount of purchased credit derivative protection on the same reference name provided certain conditions are met. The SFT component includes the gross receivables for SFTs, which are netted with SFT payables if specific conditions are met. In addition to the gross exposure a regulatory add-on for the counterparty credit risk is included. The off-balance sheet exposure component follows the standardized approach for credit risk with credit risk conversion factors (CCF) depending on the risk category (0% for low risk, 20% for medium/low risk, 50% for medium risk, or 100% for full risk). For the determination of the leverage exposure a floor of 10% is applied leading to a 10% CCF for the low risk category. The on-balance sheet exposures (excluding derivatives and SFTs) component reflects the accounting values of the assets (excluding derivatives, SFTs and regular-way purchases and sales awaiting settlement). The exposure value of regular-way purchases and sales awaiting settlement is determined as offset between those cash receivables and cash payables where the related regular-way sales and purchases are both settled on a delivery-versus payment basis. Assets can be excluded from the leverage ratio exposure measure if they have been deducted in the determination of Tier 1 capital. The corresponding regulatory adjustments are reflected in the asset amounts deducted in determining Tier 1 capital component.

| 113 |

| Deutsche Bank      |
| Annual Report 2024 |

The following tables show the leverage ratio exposure and the leverage ratio. For further details on Tier 1 capital please also refer to the section “Development of Own Funds”. Summary reconciliation of accounting assets and leverage ratio exposures

| in € bn.                                                                                                                    |     | Dec 31, 2024 |     | Dec 31, 2023 |
|:----------------------------------------------------------------------------------------------------------------------------|:----|-------------:|:----|-------------:|
| Total assets as per published financial statements                                                                          |     |        1,387 |     |        1,312 |
| Adjustment for entities which are consolidated for accounting purposes but are outside the scope ofregulatory consolidation |     |            2 |     |            2 |
| Adjustments for derivative financial instruments                                                                            |     |         -156 |     |         -122 |
| Adjustment for securities financing transactions (SFTs)                                                                     |     |            4 |     |            4 |
| Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balancesheet exposures