Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 390

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 390
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 FIC financing business.

| 153 |

| Deutsche Bank      |
| Annual Report 2024 |

Trading Market Risk Exposures Value-at-Risk Metrics of Trading Units of Deutsche Bank Group

The tables and graph below present the Historic Simulation value-at-risk metrics calculated with a 99% confidence level and a one-day holding period for the Group’s trading units.

Value-at-Risk of Trading Units by Risk Type¹

|            |     | Total |     |      |     | Diversificationeffect |     |       |     | Interest raterisk |     |      |     | Credit spreadrisk |     |      |     | Equity pricerisk |     |      |     | Foreign exchangerisk² |     |      |     | Commodity pricerisk |     |      |
| in € m.    |     |  2024 |     | 2023 |     |                  2024 |     |  2023 |     |              2024 |     | 2023 |     |              2024 |     | 2023 |     |             2024 |     | 2023 |     |                  2024 |     | 2023 |     |                2024 |     | 2023 |
| Average    |     |  31.4 |     | 40.7 |     |                 -41.2 |     | -46.3 |     |              26.9 |     | 27.5 |     |              22.9 |     | 38.6 |     |             10.2 |     |  7.8 |     |                  11.6 |     | 12.1 |     |                 1.0 |     |  0.9 |
| Maximum    |     |  60.6 |     | 74.3 |     |                 -27.2 |     | -21.2 |     |              55.1 |     | 40.1 |     |              35.5 |     | 68.4 |     |             15.6 |     | 14.9 |     |                  19.0 |     | 17.4 |     |                 1.8 |     |  2.8 |
| Minimum    |     |  19.0 |     | 23.2 |     |                 -56.2 |