Company: ADZCF
Filing Date: 2025-03-13
Form Type: 20-F
Source: 0001159508-25-000020
Chunk: 359

Company: DEUTSCHE BANK AKTIENGESELLSCHAFT
Filing Date: 2025-03-13
Form: 20-F
Chunk 359
---
 limited to securities purchased under resale agreements and securities borrowed

8 Thematic addition on back of the ongoing border conflict between the Russian Federation and Ukraine

9 Ukraine trading loan exposure driven by financing, materially guaranteed by supranational development bank. Net exposure considering broader risk mitigation structure is deminimis

The tables above provide an overview of Deutsche Bank’s credit exposure by geographical region, allocated based on the counterparty’s country of domicile. The domicile view might differ from any internal risk based view applied elsewhere in this report.

The Group’s largest concentration of credit risk within loans from a regional perspective is in its home market Germany, with a significant share in households, which includes the majority of the mortgage lending and home loan business.

Within OTC derivatives, tradable assets as well as repo and repo-style transactions, the largest concentrations from a regional perspective were in Europe and North America.

| 130 |

| Deutsche Bank      |
| Annual Report 2024 |

Credit Exposure Classification Deutsche Bank also classifies its credit exposure along business divisions, which is in line with the divisionally aligned chief risk officer mandates.The section below discloses the credit exposure of the Corporate Bank and the Investment Bank together. The subsequent section provides the credit exposure for the Private Bank. Corporate Bank and Investment Bank credit exposure The tables below show the main Corporate Bank and Investment Bank Credit Exposure by product types and internal rating bands. Please refer to section "Measuring Credit Risk" for more details about the bank’s internal ratings. Main Corporate Bank and Investment Bank credit exposure categories according to the bank’s internal creditworthiness categories of the counterparties – gross

|                                  |     |                             |     |      Dec 31, 2024 |     |                                   |     |                                               |     |                          |     |                                              |     |                       |     |                           |
|:---------------------------------|:----|:----------------------------|:----|------------------:|:----|----------------------------------:|:----|----------------------------------------------:|:----|-------------------------:|:----|---------------------------------------------:|:----|----------------------:|:----|--------------------------:|
| in € m.(unless stated otherwise) |     |                             |     |             Loans |     |                                   |     |                                               |     |                          |     |                            Off-balance sheet |     |                       |     |           OTC derivatives |
| Ratingband                       |     | Probabilityof default in %1 |     | at amortized cost |     | trading -at fair valuethrough P&L |     |