Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 392

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 392
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 |     |             2024 |     |  2023 |     |  2024 |     |  2023 |
| Average    |     | 604.9 |     | 563.3 |     |          191.8 |     |  -15.0 |     |        210.1 |     | 363.4 |     |            205.9 |     | 228.1 |     |  -2.9 |     | -13.2 |
| Maximum    |     | 755.5 |     | 904.6 |     |          247.3 |     |  121.4 |     |        375.7 |     | 892.5 |     |            350.1 |     | 349.9 |     |  49.5 |     |  32.0 |
| Minimum    |     | 501.5 |     | 330.3 |     |           95.3 |     | -130.9 |     |        125.4 |     | 198.7 |     |            142.9 |     | 122.4 |     | -54.2 |     | -80.6 |
| Period-end |     | 501.5 |     | 570.3 |     |          176.5 |     |   90.8 |     |        125.4 |     | 198.7 |     |            229.5 |     | 284.5 |     | -29.9 |     |  -3.6 |

1 Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2024 and December 31, 2023, respectively

2 Business line breakdowns have been updated for 2024 reporting to better reflect the current business structure

3 All liquidity horizons are set to 12 months

The incremental risk charge as at the end of 2024 was € 501 million, which has reduced by € 69 million (-12%) compared to year-end 2023. The change was driven by risk reduction under Global Rates and Emerging Markets business. Results of Regulatory Backtesting of Trading Market Risk In 2024, the Group observed two outliers where the Group’s loss on a buy-and-hold basis exceeded the value-at-risk of the Trading books. The outliers in August