Deutsche Bank Ag · XETR:DBK
Deutsche Bank — Corporate Update (March 2022)
12 slides from Deutsche Bank's corporate update, Mar 9, 2022
Slide 1: Risk disclosure on Russia
Deutsche Bank Risk disclosure on Russia #PositiveImpact 9 March 2022
Slide 2: Summary
Summary Local footprint significantly reduced (since 2014) in order to reduce risk and complexity Direct risks limited and well managed Credit exposures account for a fraction of the bank’s total loans, protected by a number of risk mitigants Scenario planning intensified in 2021 amidst growing tens
Slide 3: Credit risk
Credit risk As of year-end 2021 Loan exposure to Russia Additional contingent risk € 1.4 bn(1) € 0.6 bn € 1.5bn ~0.3% of Group loans on a net basis(2) Material operations and cash flows 1.1 1.0 outside of Russia Largely mitigated via € bn € bn Booked offshore − Export Credit Agency coverage La
Slide 4: Market risk
Market risk Repeated assessment of risk profile well in advance of market events unfolding Russia specific stress scenario part of ongoing assessment since mid 2020, with increasing Assessment frequency of management discussion in the weeks prior to current events Modest defensive position in Ru
Slide 5: Trading book Value at Risk (VaR)
Trading book Value at Risk (VaR) DB Group, 99%, 1 day, in € m Quarterly average 33 34 29 80 60 40 20 0 -20 -40 -60 -80 Q3 2021 Q4 2021 Q1 2022(1) Historical Simulation VaR Buy-and-hold income of Trading units Actual income of Trading units (1) Q1 2022 through 28 February 2022 Deutsche Bank 4 I
Slide 6: Balance sheet of our local operating subsidiary
Balance sheet of our local operating subsidiary As of year-end 2021, unless stated otherwise Balance Sheet Capital Liquidity € 1.5bn € 0.2bn (2) ~ € 0.7bn(1) excess liquidity Deposits with DB placed with Group ~€ 0.7bn(1) AG for currency Assets ~ € 0.5bn of Central Bank management > 20% CET1 rat
Slide 7: Non-financial risk
Non-financial risk - Consistent investments in cyber capabilities to minimize cyber risk - Heightened alert status due to the current geopolitical tensions and quickly Cyber risk evolving threats - Global security teams have increased protection and monitoring controls in accordance with the identif
Slide 8: Well positioned to support our clients in volatile times
Well positioned to support our clients in volatile times As of year-end 2021, unless stated otherwise Geographical composition of loan book(1) ~0.3% Latin America Others Russian 1% Federation Asia Pacific 8% 2% € 10bn Buffer above CET1 minimum regulatory requirement (or 279bps) North America 18% 49%
Slide 9: Key take-aways
Key take-aways Key implications of this crisis Deutsche Bank is well prepared Persistently high inflation on back of energy and Conservative risk appetite with low CLPs commodity shocks and supply chain disruption Market environment will remain uncertain with Strong balance sheet periodic spikes of
Slide 10: Appendix
Appendix Deutsche Bank
Slide 11: Additional disclosure
Additional disclosure Country exposure, in € m Dec 31, 2021 Dec 31, 2020 Loans Off-balance sheet OTC derivatives Debt Securities Repo and repo-style transactions Total Total Designated / Revocable trading - mandatory at and irrevo- at fair value fair value at fair value cable lending Contingent at f
Slide 12: Cautionary statements
Cautionary statements Non-IFRS Financial Measures This document contains non-IFRS financial measures. For a reconciliation to directly comparable figures reported under IFRS, to the extent such reconciliation not provided herein, please refer to the Financial Data Supplement which can be downloaded