Financial Instruments carried at Fair Value - Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail) - Valuation technique unobservable parameters (Level 3) € in Millions | 6 Months Ended | 12 Months Ended |
Jun. 30, 2021EUR (€) | Dec. 31, 2020EUR (€) |
Assets [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial mortgage-backed securities | | € 36 | | € 28 | |
Mortgage and other asset-backed securities | | 108 | | 155 | |
Total mortgage- and other asset-backed securities | | 144 | | 183 | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 4,753 | | 4,625 | |
Equity securities [Abstract] | | | | | |
Equity securities | | 1,046 | | 727 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 6,978 | | 7,888 | |
Loan commitments [Abstract] | | | | | |
Loan commitments (financial instruments) | | 0 | | 0 | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments | | 1,504 | [1] | 1,432 | [2] |
Total non-derivative financial instruments held at fair value | | 14,425 | | 14,854 | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives | | 4,963 | | 4,708 | |
Credit derivatives | | 747 | | 575 | |
Equity derivatives | | 777 | | 800 | |
FX derivatives | | 1,214 | | 1,749 | |
Other derivatives | | 816 | | 898 | |
Total market values from derivative financial instruments | | 8,518 | | 8,729 | |
Liabilities [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial mortgage-backed securities | | 0 | | 0 | |
Mortgage and other asset-backed securities | | 0 | | 0 | |
Total mortgage- and other asset-backed securities | | 0 | | 0 | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 835 | | 769 | |
Equity securities [Abstract] | | | | | |
Equity securities | | 0 | | 0 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 58 | | 0 | |
Loan commitments [Abstract] | | | | | |
Loan commitments (financial instruments) | | 2 | | 1 | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments | | 65 | [3] | 198 | [4] |
Total non-derivative financial instruments held at fair value | | 961 | | 968 | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives | | 4,526 | | 4,025 | |
Credit derivatives | | 589 | | 585 | |
Equity derivatives | | 2,265 | | 1,916 | |
FX derivatives | | 1,142 | | 1,427 | |
Other derivatives | [5] | 234 | | (54) | |
Total market values from derivative financial instruments | | € 8,756 | | € 7,899 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Price based | Price, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial Mortgage Backed Securities, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 0.00% | | 0.00% | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securities and other debt obligations, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Credit Spread, in bps [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial Mortgage Backed Securities, significant unobservable input, absolute | [6] | 80 | | 133 | |
Mortgage and other asset-backed securities, significant unobservable input, absolute | [6] | 0 | | 109 | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securities and other debt obligations, significant unobservable input, absolute | [6] | 12 | | 21 | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, absolute | [6] | 160 | | 51 | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, absolute | [6] | 6 | | 6 | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, absolute | [6] | 0 | | 0 | |
Other derivatives, significant unobservable input, absolute | [6] | 0 | | 0 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Recovery Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 60.00% | | 10.00% | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, percent | [6] | 10.00% | | 20.00% | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, percent | [6] | 10.00% | | 25.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Constant Default Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 0.00% | | 1.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Constant Prepayment Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 0.00% | | 1.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 5.00% | | 2.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Weighted Average Cost Capital, in percent [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 8.00% | | 8.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | IRR, in percent [Member] | | | | | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments, significant unobservable input, percent | [6] | 7.00% | | 7.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Repo Rate, in bps [Member] | | | | | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments, significant unobservable input, absolute | [6] | (2) | | 0 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Swap rate, in bps [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, absolute | [6] | (70) | | (77) | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Inflation Swap Rate, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 0.00% | | 1.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Market Approach | Price, in percent [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 0.00% | | 42.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Market Approach | Enterprise value EBITDA, multiple [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, absolute | [6] | 5 | | 5 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Loan pricing model | Utilization, in percent [Member] | | | | | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Inflation Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Interest Rate Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | IR correlation, in percent [member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | (25.00%) | | (25.00%) | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Hybrid correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | (70.00%) | | (70.00%) | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 4.00% | | 4.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 8.00% | | 17.00% | |
Other derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Correlation [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, absolute | [6] | 75 | | 68 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 41.00% | | 41.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Forwards, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Forwards, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 0.00% | | 0.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
FX derivatives, significant unobservable input, percent | [6] | (17.00%) | | (16.00%) | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Commodity Correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Other derivatives, significant unobservable input, percent | [6] | 0.00% | | 16.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Correlation pricing model | Credit correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, percent | [6] | 16.00% | | 31.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Price based | Price, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial Mortgage Backed Securities, significant unobservable input, percent | [6] | 112.00% | | 114.00% | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 105.00% | | 106.00% | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securities and other debt obligations, significant unobservable input, percent | [6] | 198.00% | | 200.00% | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 100.00% | | 108.00% | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, percent | [6] | 326.00% | | 373.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Credit Spread, in bps [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Commercial Mortgage Backed Securities, significant unobservable input, absolute | [6] | 1,220 | | 1,270 | |
Mortgage and other asset-backed securities, significant unobservable input, absolute | [6] | 1,130 | | 1,295 | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securities and other debt obligations, significant unobservable input, absolute | [6] | 542 | | 544 | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, absolute | [6] | 1,764 | | 2,233 | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, absolute | [6] | 3,038 | | 2,444 | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, absolute | [6] | 1,086 | | 1,759 | |
Other derivatives, significant unobservable input, absolute | [6] | 0 | | 0 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Recovery Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 100.00% | | 90.00% | |
Loans, at fair value [Abstract] | | | | | |
Loans, significant unobservable input, percent | [6] | 85.00% | | 85.00% | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, percent | [6] | 100.00% | | 100.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, percent | [6] | 40.00% | | 77.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Constant Default Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 3.00% | | 2.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 15.00% | | 10.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Constant Prepayment Rate, in percent [Member] | | | | | |
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: | | | | | |
Mortgage and other asset-backed securities, significant unobsevable input, percent | [6] | 26.00% | | 25.00% | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 23.00% | | 30.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Weighted Average Cost Capital, in percent [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 20.00% | | 20.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | IRR, in percent [Member] | | | | | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments, significant unobservable input, percent | [6] | 16.00% | | 16.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Repo Rate, in bps [Member] | | | | | |
Other financial instruments [Abstract] | | | | | |
Other financial instruments, significant unobservable input, absolute | [6] | 300 | | 75 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Swap rate, in bps [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, absolute | [6] | 843 | | 787 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Inflation Swap Rate, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 3.00% | | 3.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Market Approach | Price, in percent [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, percent | [6] | 106.00% | | 100.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Market Approach | Enterprise value EBITDA, multiple [Member] | | | | | |
Equity securities [Abstract] | | | | | |
Equity securities, significant unobservable input, absolute | [6] | 17 | | 23 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Loan pricing model | Utilization, in percent [Member] | | | | | |
Loan commitments [Abstract] | | | | | |
Loan commitments, significant unobservable input, percent | [6] | 100.00% | | 100.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Inflation Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 9.00% | | 8.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Interest Rate Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 22.00% | | 19.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | IR correlation, in percent [member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 99.00% | | 97.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Hybrid correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Interest rates derivatives, significant unobservable input, percent | [6] | 100.00% | | 100.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 99.00% | | 85.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 81.00% | | 75.00% | |
Other derivatives, significant unobservable input, percent | [6] | 98.00% | | 113.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Correlation [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, absolute | [6] | 91 | | 96 | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 60.00% | | 67.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Forwards, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 5.00% | | 5.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Forwards, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Equity derivatives, significant unobservable input, percent | [6] | 5.00% | | 4.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Volatility, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
FX derivatives, significant unobservable input, percent | [6] | 33.00% | | 42.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Commodity Correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Other derivatives, significant unobservable input, percent | [6] | 0.00% | | 52.00% | |
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Correlation pricing model | Credit correlation, in percent [Member] | | | | | |
Financial instruments held at fair value: Market values from derivative financial instruments: | | | | | |
Credit derivatives, significant unobservable input, percent | [6] | 84.00% | | 63.00% | |
Assets: Held for Trading [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | € 3,148 | | € 2,813 | |
Corporate, sovereign and other debt securities (held for trading) | | 3,148 | | 2,813 | |
Equity securities [Abstract] | | | | | |
Equity securities | | 374 | | 70 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 4,137 | | 5,101 | |
Assets: Non-Trading mandatory at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 1,432 | | 1,652 | |
Equity securities [Abstract] | | | | | |
Equity securities | | 672 | | 657 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 758 | | 910 | |
Assets: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 0 | | 0 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 5 | | | |
Assets: At fair value through other comprehensive income [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 173 | | 160 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 2,079 | | 1,877 | |
Liabilities: Held for Trading [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 18 | | 2 | |
Equity securities [Abstract] | | | | | |
Equity securities | | 0 | | 0 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | 58 | | 0 | |
Liabilities: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3 | | | | | |
Debt securities and other debt obligations [Abstract] | | | | | |
Debt securites and other debt obligations | | 817 | | € 768 | |
Loans, at fair value [Abstract] | | | | | |
Loans, at Fair Value | | € 0 | | | |
| |
[1] | Other financial assets include € 15 million € 1.5 billion | |
[2] | Other financial assets include € 16 million € 1.4 billion | |
[3] | Other financial liabilities include € 59 million € 6 million | |
[4] | Other financial liabilities include € 192 million € 6 million | |
[5] | Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. | |
[6] | Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position. | |