Deutsche Bank (DB) 6-K/A 28 Jul 23 Current report (foreign) (amended) Financial data

Document and Entity information

Document and Entity information	6 Months Ended
	Jun. 30, 2023
Document and Entity Information [Abstract]
Entity Registrant Name	Deutsche Bank Aktiengesellschaft
Entity Address Street	Taunusanlage 12
Entity Address City	Frankfurt am Main
Entity Address Postal Code	60325
Entity Address Country	DE
Entity File Number	1-15242
Entity Central Index Key	0001159508
Current Fiscal Year End Date	--12-31
Document Type	6-K/A
Document Period End Date	Jun. 30, 2023
Amendment Flag	true
Amendment Description	Details of amendment are listed in the 6-K/A wrapper

Consolidated statement of incom

Consolidated statement of income - EUR (€) € in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Consolidated Statement of Income [Line Items]
Interest and similar income	[1]	€ 10,489	€ 5,323		€ 20,063	€ 9,801
Interest expense		6,296	1,959		11,988	3,584
Provision for credit losses, Statement of Income		401	233		772	525
Net interest income		4,192	3,364		8,074	6,217
Net interest income after provision for credit losses		3,792	3,131		7,302	5,692
Commissions and fee income		2,321	2,501		4,669	5,257
Net gains (losses) on financial assets/liabilities at fair value through profit or loss		643	1,815		2,178	3,119
Net gains (losses) on derecognition of financial assets at amortized cost		(2)	(4)		(4)	(4)
Net gains (losses) on financial assets at fair value through other comprehensive income		(2)	(39)		22	(34)
Net income (loss) from equity method investments		11	67		7	95
Other income (loss)		(101)	(5)		(106)	237
Total noninterest income		2,870	4,335		6,765	8,670
Compensation and benefits		2,812	2,690	[2]	5,508	5,346	[3]
General and administrative expenses		2,657	2,217	[2]	5,417	4,981	[3]
Impairment of goodwill and other intangible assets		0	0	[2]	0	0	[3]
Restructuring activities		134	(36)	[2]	134	(80)	[3]
Total noninterest expenses		5,602	4,870	[2]	11,059	10,247	[3]
Profit (loss) before tax		1,059	2,596	[2]	3,008	4,115	[3]
Income tax expense (benefit)		366	561		924	959
Profit (loss)		693	2,035		2,084	3,155
Profit (loss) attributable to noncontrolling interests		(39)	(33)		(64)	(73)
Profit (loss) attributable to Deutsche Bank shareholders and additional equity components		€ 654	€ 2,002		€ 2,020	€ 3,083
[1]Interest and similar income of € 8.1 billion for the three months ended June 30, 2023 and € 4.3 billion for the three months ended June 30, 2022 Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Consolidated statement of inc_2

Consolidated statement of income (Parenthetical) - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Consolidated Statement of Income [Abstract]
Interest and similar income	[1]	€ 10,489	€ 5,323	€ 20,063	€ 9,801
of which: calculated based on the effective interest rate method		€ 8,100	€ 4,300	€ 15,800	€ 7,900
[1]Interest and similar income of € 8.1 billion for the three months ended June 30, 2023 and € 4.3 billion for the three months ended June 30, 2022

Earnings per common share

Earnings per common share - € / shares shares in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Earnings per share [Abstract]
Basic	[1]	€ 0.07	€ 0.73	€ 0.73	€ 1.25
Diluted	[1]	€ 0.07	€ 0.72	€ 0.72	€ 1.22
Number of shares in million [Abstract]
Denominator for basic earnings per share, weighted-average shares outstanding		2,079	2,080.7	2,073	2,086.5
Denominator for diluted earnings per share, adjusted weighted-average shares after assumed conversions		2,108.7	2,115.2	2,109.6	2,128.4
[1]Earnings were adjusted by € 498 million and € 479 million before tax for the coupons paid on Additional Tier 1 Notes in the second quarter of 2023 and 2022, respectively. The coupons paid on Additional Tier 1 Notes are not attributable to Deutsche Bank shareholders and therefore need to be deducted in the calculation in accordance with IAS 33

Earnings per common share (Pare

Earnings per common share (Parenthetical) - EUR (€) € in Millions	3 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Earnings per Common Share [Abstract]
Earnings adjusted for coupons paid in April for Additional Tier 1 Notes, before tax	€ 498	€ 479

Consolidated statement of compr

Consolidated statement of comprehensive income - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Consolidated Statement of Comprehensive Income [Line Items]
Profit (loss) recognized in the income statement	€ 693	€ 2,035	€ 2,084	€ 3,155
Other Comprehensive Income: Items that will not be reclassified to profit or loss [Abstract]
Remeasurement gains (losses) related to defined benefit plans, before tax	(57)	797	188	946
Net fair value gains (losses) attributable to credit risk related to financial liabilities designated as at fair value through profit or loss, before tax	(72)	55	10	54
Total of income tax related to items that will not be reclassified to profit or loss	50	(513)	(30)	(597)
Items that are or may be reclassified to profit or loss: Financial assets at fair value through other comprehensive income [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(145)	(554)	107	(971)
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	2	39	(22)	34
Derivatives hedging variability of cash flows [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(268)	(80)	(72)	(317)
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	92	(2)	191	(13)
Assets classified as held for sale [Abstract]
Unrealized net gains (losses) arising during the period, before tax	0	0	0	0
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	0	0	0	0
Foreign currency translation [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(276)	896	(782)	1,279
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	0	0	1	0
Equity Method Investments [Abstract]
Net gains (losses) arising during the period	(1)	23	(31)	25
Total of income tax related to items that are or may be reclassified to profit or loss	110	242	124	447
Other comprehensive income (loss), net of tax	(564)	905	(317)	888
Total comprehensive income (loss), net of tax	128	2,941	1,767	4,043
Attributable to [Abstract]
Noncontrolling interests	31	91	31	150
Deutsche Bank shareholders and additional equity components	€ 97	€ 2,850	€ 1,737	€ 3,892

Consolidated balance sheet

Consolidated balance sheet - EUR (€) € in Millions		Jun. 30, 2023	Dec. 31, 2022
Assets [Abstract]
Cash and central bank balances		€ 164,586	€ 178,896
Interbank balances (w/o central banks)		6,567	7,195
Central bank funds sold and securities purchased under resale agreements		11,547	11,478
Securities borrowed		104	0
Financial assets at fair value through profit or loss [Abstract]
Trading assets		108,465	92,867
Positive market values from derivative financial instruments		258,737	299,856
Non-trading financial assets mandatory at fair value through profit and loss		91,915	89,654
Financial assets designated at fair value through profit or loss		166	168
Total financial assets at fair value through profit or loss		459,283	482,545
Financial assets at fair value through other comprehensive income		29,824	31,675
Equity method investments		1,023	1,124
Loans at amortized cost		483,784	491,175
Property and equipment		6,010	6,103
Goodwill and other intangible assets		7,141	7,092
Other assets	[1]	128,438	118,124
Assets for current tax		1,552	1,584
Deferred tax assets		6,962	7,225
Total assets		1,306,820	1,344,217
Liabilities and equity [Abstract]
Deposits		600,224	629,183
Central bank funds purchased and securities sold under repurchase agreements		2,331	573
Securities loaned		10	13
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities		54,006	50,616
Negative market values from derivative financial instruments		243,296	282,418
Financial liabilities designated at fair value through profit or loss		79,146	54,634
Investment contract liabilities		483	469
Total financial liabilities at fair value through profit or loss		376,931	388,138
Other short-term borrowings		7,081	5,122
Other liabilities	[1]	121,138	113,648
Provisions		2,806	2,449
Liabilities for current tax		599	388
Deferred tax liabilities		537	538
Long-term debt		122,323	131,525
Trust preferred securities		513	500
Total liabilities		1,234,493	1,272,076
Common shares, no par value, nominal value of EUR 2.56		5,223	5,291
Additional paid-in capital		39,958	40,513
Retained earnings		18,841	17,769
Common shares in treasury, at cost		(54)	(331)
Accumulated other comprehensive income (loss), net of tax		(1,914)	(1,470)
Total shareholders equity		62,054	61,772
Additional equity components		8,551	8,578
Noncontrolling interests		1,723	1,791
Total equity		72,328	72,141
Total liabilities and equity		€ 1,306,820	€ 1,344,217
[1]Includes non-current assets and disposal groups held for sale

Consolidated statement of chang

Consolidated statement of changes in equity - EUR (€) € in Millions		Total equity [Member]	Common shares (no par value) [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Common shares in treasury, at cost [Member]	Unrealized net gains (losses) on financial assets at FVOCI, net of tax and other		Unrealized net gains (losses) Attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		Unrealized net gains (losses) on derivatives hedging variability of cash flows, net of tax [Member]		Unrealized net gains (losses) on assets classified as held for sale, net of tax [Member]		Foreign currency translation, net of tax [Member]		Unrealized net gains (losses) from equity method investments [Member]	Accumulated other comprehensive income, net of tax [Member]		Total shareholders equity [Member]	Additional equity components [Member]		Noncontrolling interests [Member]
Equity, Balance at Dec. 31, 2021		€ 68,099	€ 5,291	€ 40,580	€ 12,680	€ (6)	€ (124)	[1]	€ (3)	[1]	€ (33)	[1]	€ 0	[1]	€ (282)	[1]	€ (6)	€ (449)	[2]	€ 58,096	€ 8,305	[3]	€ 1,698
Total comprehensive income (loss), net of tax	[2]	3,678	0	0	3,083	0	(666)	[1]	38	[1]	(245)	[1]	0	[1]	1,305	[1]	18	450		3,533	0	[3]	145
Gains (losses) attributable to Equity instruments designated at FVOCI, net of tax		0	0	0	0	0	0		0		0		0		0		0	0		0	0		0
Gains (losses) upon early ext. attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Common shares cancelled		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Cash dividends paid		(489)	0	0	(406)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(406)	0	[3]	(82)
Coupon on additional equity components, net of tax		(479)	0	0	(479)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(479)	0	[3]	0
Remeasurement gains (losses) related to defined benefit plans, net of tax		365	0	0	360	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	360	0	[3]	5
Net change in share awards in the reporting period		(175)	0	(175)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(175)	0	[3]	0
Treasury shares distributed under share-based compensation plans		305	0	0	0	305	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	305	0	[3]	0
Tax benefits related to share-based compensation plans		34	0	34	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	34	0	[3]	0
Option premiums and other effects from options on common shares		(58)	0	(58)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(58)	0	[3]	0
Purchases of treasury shares		(695)	0	0	0	(695)	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(695)	0	[3]	0
Sale of treasury shares		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Net gains (losses) on treasury shares sold		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Other		(917)	0	55	1	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	56	(977)	[3],[4]	4
Equity, Balance at Jun. 30, 2022		69,599	5,291	40,367	15,239	(396)	(791)	[1]	34	[1]	(277)	[1]	0	[1]	1,023	[1]	12	1	[2]	60,502	7,328	[3]	1,769
Equity, Balance at Dec. 31, 2022		72,141	5,291	40,513	17,769	(331)	(1,143)	[1]	62	[1]	(570)	[1]	0	[1]	172	[1]	10	(1,470)	[2]	61,772	8,578	[3]	1,791
Total comprehensive income (loss), net of tax	[2]	1,606	0	0	2,020	0	176	[1]	7	[1]	90	[1]	0	[1]	(696)	[1]	(20)	(444)		1,576	0	[3]	30
Gains (losses) attributable to Equity instruments designated at FVOCI, net of tax		0	0	0	0	0	0		0		0		0		0		0	0		0	0		0
Gains (losses) upon early ext. attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Common shares cancelled	[5]	0	(68)	(232)	0	300	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Cash dividends paid		(702)	0	0	(610)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(610)	0	[3]	(92)
Coupon on additional equity components, net of tax		(498)	0	0	(498)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(498)	0	[3]	0
Remeasurement gains (losses) related to defined benefit plans, net of tax		162	0	0	161	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	161	0	[3]	1
Net change in share awards in the reporting period		(275)	0	(274)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(274)	0	[3]	0
Treasury shares distributed under share-based compensation plans		384	0	0	0	384	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	384	0	[3]	0
Tax benefits related to share-based compensation plans		35	0	34	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	34	0	[3]	1
Option premiums and other effects from options on common shares		(65)	0	(65)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(65)	0	[3]	0
Purchases of treasury shares		(407)	0	0	0	(407)	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(407)	0	[3]	0
Sale of treasury shares		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Net gains (losses) on treasury shares sold		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Other		18	0	51	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	51	(27)	[3],[4]	(6)
Equity, Balance at Jun. 30, 2023		€ 72,328	€ 5,223	€ 39,958	€ 18,841	€ (54)	€ (967)	[1]	€ 68	[1]	€ (480)	[1]	€ 0	[1]	€ (524)	[1]	€ (11)	€ (1,914)	[2]	€ 62,054	€ 8,551	[3]	€ 1,723
[1]Excluding unrealized net gains (losses) from equity method investments[2]Excluding remeasurement gains (losses) related to defined benefit plans, net of tax[3]Includes Additional Tier 1 Notes, which constitute unsecured and subordinated notes of Deutsche Bank and are classified as equity in accordance with IFRS[4]Includes net effect from issuance, repayment, purchase and sale of Additional Equity Components[5]At February 28, 2023, Deutsche Bank cancelled 27 million of its common shares. The cancellation reduced the nominal value of the shares by € 68 million. The cancelled shares had been held in common shares in treasury, at their acquisition cost of € 300 million. The difference between the common shares at cost and their nominal value has reduced additional paid-in capital by € 232 million.

Consolidated statement of cha_2

Consolidated statement of changes in equity (Parenthetical) € in Millions, shares in Millions	Jun. 30, 2023 EUR (€) shares
Consolidated Statement of Changes in Equity [Abstract]
Number of common shares, cancelled | shares	27
Nominal value of common shares cancelled	€ 68
Aquisition cost of common shares in treasury	300
Impact in APIC due to common shares cancelled	€ 232

Consolidated statement of cash

Consolidated statement of cash flows - EUR (€) € in Millions		6 Months Ended
		Jun. 30, 2023		Jun. 30, 2022
Consolidated Statement of Cash Flows [Line Items]
Profit (loss)		€ 2,084		€ 3,155
Cash flows from operating activities: Adjustments to reconcile net income to net cash provided by (used in) operating activities [Abstract]
Provision for credit losses		772		525
Restructuring activities		134		(80)	[1]
Gain on sale of financial assets at fair value through other comprehensive income, equity method investments and other		(65)		14
Deferred income taxes, net		231		525
Impairment, depreciation and other amortization, and accretion		1,420		1,911
Share of net income from equity method investments		70		(94)
Income (loss) adjusted for noncash charges, credits and other items		4,646		5,956
Adjustments for net change in operating assets and liabilities [Abstract]
Interest-earning time deposits with central banks and banks		(919)		(2,286)
Central bank funds sold, securities purchased under resale agreements, securities borrowed		(172)		(853)
Non-Trading financial assets mandatory at fair value through profit and loss		(2,826)		1,403
Financial assets designated at fair value through profit or loss		2		42
Loans at amortized cost		5,621		(18,239)
Other assets		(13,923)		(18,190)
Deposits		(27,840)		9,761
Financial liabilities designated at fair value through profit or loss and investment contract liabilities	[2]	24,869		462
Central bank funds purchased, securities sold under repurchase agreements, securities loaned		1,756		448
Other short-term borrowings		1,988		1,143
Other liabilities		7,846		26,819
Senior long-term debt	[3]	(8,873)		(4,121)
Trading assets and liabilities, positive and negative market values from derivative financial instruments, net		(10,481)		(3,340)
Other, net		1,828		(2,584)
Net cash provided by (used in) operating activities		(16,477)		(3,581)
Cash flows from investing activities: Proceeds from [Abstract]
Sale of financial assets at fair value through other comprehensive income		12,100		11,458
Maturities of financial assets at fair value through other comprehensive income		9,504		7,550
Sale of debt securities held to collect at amortized cost		0		0
Maturities of debt securities held to collect at amortized cost		4,735		2,284
Sale of equity method investments		4		2
Sale of property and equipment		6		14
Purchase of [Abstract]
Financial assets at fair value through other comprehensive income		19,683		22,653
Debt securities held to collect at amortized cost		2,364		13,436
Equity method investments		17		121
Property and equipment		178		183
Net cash received in (paid for) business combinations/divestitures		0		34
Other, net		(604)		(506)
Net cash provided by (used in) investing activities		3,505		(15,559)
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt		1,400	[4]	2,681
Repayments and extinguishments of subordinated long-term debt		(1,379)	[4]	(52)
Issuances of trust preferred securities		0	[5]	0
Repayments and extinguishments of trust preferred securities		0	[5]	0
Principal portion of lease payments		(264)		(320)
Common shares issued		0		0
Purchases of treasury shares		(407)		(695)
Sale of treasury shares		0		0
Additional Equity Components (AT1) issued		0		750
Additional Equity Components (AT1) repaid		0		(1,750)
Purchases of Additional Equity Components (AT1)		(173)		(1,648)
Sale of Additional Equity Components (AT1)		175		1,641
Coupon on additional equity components, pre tax		(498)		(479)
Dividends paid to noncontrolling interests		(92)		(82)
Net change in noncontrolling interests		(6)		4
Cash dividends paid to Deutsche Bank shareholders		610		406
Other, net		0		0
Net cash provided by (used in) financing activities		(1,855)		(357)
Net effect of exchange rate changes on cash and cash equivalents		(772)		2,234
Net increase (decrease) in cash and cash equivalents		(15,599)		(17,263)
Cash and cash equivalents at beginning of period		165,626		179,946
Cash and cash equivalents at end of period		150,026		162,683
Net cash provided by (used in) operating activities include [Abstract]
Income taxes paid (received), net		412		515
Interest paid		10,861		3,335
Interest and dividends received [Abstract]
Interest received		19,828		8,890
Dividend received		60		50
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	[7]	145,475	[6]	156,533
Interbank balances (w/o central banks)		4,552		6,150	[6]
Total		€ 150,026		€ 162,683
[1] Prior year’s comparatives aligned to presentation in the current year

Consolidated statement of cas_2

Consolidated statement of cash flows (Parenthetical) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Financial Liabilities Designated at Fair Value Through Profit or Loss and Investment Contract Liabilities [Abstract]
of which: Senior long-term debt issuances	€ 2,800	€ 1,600
of which: Repayments and extinguishments	921	505
Senior long-term debt [Abstract]
of which: Issuances	15,400	21,100
of which: Repayments and extinguishments	24,100	21,700
Total non-cash changes for Subordinated Long Term Debt	(130)
of which: Driven by FX movements	(151)
of which: Driven by FV changes	18
Non-cash changes for Trust Preferred Securities	13
of which: Driven by FV Changes	10
Cash and cash equivalents comprise [Abstract]
Of which at Russian Central Bank	652	554
Of which Demand Deposit at Russian Central Bank	30	27
Interest earning time deposits with central banks	19,100	20,500
Interest earning time deposits with banks	€ 2,000	€ 1,800

Accounting Policies, Basis of p

Accounting Policies, Basis of preparation/ impact of changes in accounting principles	6 Months Ended
	Jun. 30, 2023
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Basis of preparation/ impact of changes in accounting policies [text block]	Basis of preparation/impact of changes in accounting principles The consolidated interim financial statements of Deutsche Bank Aktiengesellschaft, Taunusanlage 12, Frankfurt am Main, Germany and its subsidiaries (collectively the “Group” or “Deutsche Bank”) for the six-month period ended June 30, 2023, are stated in euros, the presentation currency of the Group. It has been prepared based on the International Financial Reporting Standards (IFRS) as issued by the International Accounting Standards Board (IASB) and endorsed by the European Union (EU). The consolidated interim financial statements take particular account of the requirements of IAS 34 relating to interim financial reporting. The Group’s consolidated interim financial statements are unaudited and include the consolidated balance sheet as of June 30, 2023, the related consolidated statements of income, comprehensive income, changes in equity and cash flows for the six-month period ended June 30, 2023, as well as other information. The Group’s consolidated interim financial statements should be read in conjunction with the audited consolidated financial statements of Deutsche Bank for the year ended December 31, 2022, for which the same accounting policies, critical accounting estimates and changes in accounting estimates have been applied with the exception of the newly adopted accounting pronouncements outlined in section “Recently adopted accounting pronouncements”. The Group applies fair value hedge accounting for portfolio hedges of interest rate risk (fair value macro hedges) in accordance with the EU carve out version of IAS 39. The purpose of applying the EU carve out version of IAS 39 is to align the Group’s hedge accounting approach with its risk management practice and the accounting practice of its major European peers. Under the EU carve out version of IAS 39 fair value macro hedge accounting may be applied to core deposits. In addition, the EU carve out version of IAS 39 hedge ineffectiveness is only recognized when the revised estimate of the amount of cash flows in scheduled time buckets falls below the original designated amount of that bucket. If the revised amount of cash flows in scheduled time buckets is more than the original designated amount then there is no hedge ineffectiveness. Under IFRS as issued by the IASB, hedge accounting for fair value macro hedges cannot be applied to core deposits. In addition, under IFRS as issued by the IASB hedge ineffectiveness arises for all fair value macro hedge accounting relationships whenever the revised estimate of the amount of cash flows in scheduled time buckets is either more or less than the original designated amount of that bucket. The application of the EU carve out version of IAS 39 had a positive impact of € 250 million on profit before tax and of € 177 million on profit after tax for the six-month period ended June 30, 2023, compared to a negative impact of € 910 million on profit before taxes and of € 717 million on profit post taxes for the six-month period ended June 30, 2022. The application of the EU carve out version of IAS 39 had a positive impact of € 346 million on profit before tax and of € 247 million on profit after tax for the three-month period ended June 30, 2023, compared to a negative impact of € 1 billion on profit before taxes and of € 823 million on profit post taxes for the three-month period ended June 30, 2022. The Group’s regulatory capital and ratios thereof are also reported on the basis of the EU carve-out version of IAS 39. For the six-month period ended June 30, 2023, application of the EU carve-out had a positive impact on the CET1 capital ratio of about 5 basis points and a negative impact of about 19 basis points for the six-month period ended June 30, 2022. The preparation of financial information under IFRS requires management to make estimates and assumptions for certain categories of assets and liabilities. These estimates and assumptions affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the balance sheet date and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from management’s estimates, especially in relation to potential impacts from the rise in inflation and resulting increases in interest rates since the start of the war in Ukraine, and the results reported should not be regarded as necessarily indicative of results that may be expected for the entire year. As of January 1, 2023, the Group discontinued its COVID-19 related disclosures based on recent regulatory and accounting guidance and its own assessment that such specific disclosures are no longer relevant. The Group has considered the war in Ukraine and its impact on the financial statements. Further details on the related risks, exposures and the impact on financial instrument impairment can be found in the sections, “IFRS 9 impairment” and “Exposure to Russia”.

Accounting Policies, Recently a

Accounting Policies, Recently adopted and new accounting pronouncements	6 Months Ended
	Jun. 30, 2023
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Disclosure of changes in accounting policies [text block]	Recently adopted accounting pronouncements The following are those accounting pronouncements which are relevant to the Group, and which have been newly applied in the first six months of 2023. IFRS 17 “Insurance Contracts” On January 1, 2023, the Group adopted IFRS 17, “Insurance Contracts”, which establishes the principles for the recognition, measurement, presentation and disclosure of insurance contracts within the scope of the standard. IFRS 17 replaced IFRS 4 which has given companies dispensation to carry on accounting for insurance contracts using national accounting standards, resulting in a multitude of different approaches. IFRS 17 solves the comparison problems created by IFRS 4 by requiring all insurance contracts to be accounted for in a consistent manner, benefiting both investors and insurance companies. Insurance obligations will be accounted for using current values – instead of historical cost. The information will be updated regularly, providing more useful information to users of financial statements. Based on the Group’s current business activities IFRS 17 did not have a material impact on the Group’s consolidated financial statements. Therefore, the Group does not provide the transition related disclosures under IFRS 17. On January 1, 2023, the Group also adopted amendments to IFRS 17 “Insurance Contracts” that (1) addressed concerns and implementation challenges that were identified after IFRS 17 was published in 2017 and (2) narrow-scope amendments to the transition requirements of IFRS 17 for entities that first apply IFRS 17 and IFRS 9 at the same time. Neither of these amendments had a material impact on the Group’s consolidated financial statements. IAS 12 “Income Taxes” On January 1, 2023, the Group adopted amendments to IAS 12 “Income Taxes”. These amendments changed the deferred tax treatment related to assets and liabilities in a single transaction such that they introduce an exemption from the initial recognition exemption provided in IAS 12.15(b) and IAS 12.24. Accordingly, the initial recognition exemption does not apply to transactions in which both deductible and taxable temporary differences arise on initial recognition that result in the recognition of equal deferred tax assets and liabilities. Neither of these amendments had a material impact on the Group’s consolidated financial statements. In December 2021, the Organization for Economic Co-Operation and Development (OECD) issued Global Anti-Base Erosion and Profit Shifting (BEPS) Rules under the Pillar 2 Framework. In May 2023, the IASB issued amendments to IAS 12 “Income Taxes” to introduce a mandatory temporary exception to the accounting for deferred taxes arising from the implementation of Pillar 2 model rules and disclosure requirements. The application of the exception outlined above has to be applied immediately with the disclosure requirements to be effective for annual periods beginning on or after January 1, 2023. The mandatory temporary exception has been applied and there has been no impact on the Group’s consolidated financial statements. IAS 1 “Presentation of Financial Statements” On January 1, 2023, the Group adopted amendments to IAS 1 and “IFRS Practice Statement 2” that are intended to provide guidance on deciding which accounting policies to disclose in financial statements. Accordingly, an entity is now required to disclose its material accounting policies instead of its significant accounting policies. The amendments did not have an impact on the Group’s consolidated financial statements. New accounting pronouncements The following accounting pronouncements were not effective as of June 30, 2023, and therefore have not been applied in the first six months of 2023. IFRS 16 “Leases” In September 2022, the IASB issued amendments to IFRS 16 “Leases” that clarify how a seller-lessee subsequently measures sale and leaseback transactions that satisfy the IFRS 15 requirements to be accounted for as a sale. The amendments are effective for annual periods beginning on or after January 1, 2024, with early adoption permitted. The amendment is not expected to have a material impact on the Group’s consolidated financial statements. These amendments have yet to be endorsed by the EU. IAS 1 “Presentation of Financial Statements” In January 2020 and July 2020, the IASB issued amendments to IAS 1 “Presentation of Financial Statements: Classification of Liabilities as Current or Non-Current”. The amendments clarify that the classification of liabilities as current or non-current should be based on rights that are in existence at the end of the reporting period. The amendments also clarify that the classification is unaffected by expectations about whether an entity will exercise its right to defer settlement of a liability and make clear that settlement refers to the transfer to the counterparty of cash, equity instruments, other assets or services. The amendments are effective for annual periods beginning on or after January 1, 2024, with early adoption permitted. They will not have a material impact on the Group’s consolidated financial statements. The amendments have yet to be endorsed by the EU. In October 2022, the IASB issued a further amendment to IAS 1 that modifies the requirements described above on how an entity classifies debt and other financial liabilities as current or non-current in particular circumstances. Accordingly, it clarifies that only covenants with which an entity is required to comply on or before the reporting date affect the classification of a liability as current or non-current. In line with the previous amendments, the new amendments are effective for annual periods beginning on or after January 1, 2024, with early adoption permitted. The amendments will not have a material impact on the Group’s consolidated financial statements. The amendments have yet to be endorsed by the EU. IAS 12 “Income Taxes” In December 2021, the Organization for Economic Co-Operation and Development (OECD) issued Global Anti-Base Erosion and Profit Shifting (BEPS) Rules under the Pillar 2 Framework. In May 2023, the IASB issued amendments to IAS 12 “Income Taxes” to introduce a mandatory temporary exception to the accounting for deferred taxes arising from the implementation of Pillar 2 model rules and disclosure requirements. The application of the exception outlined above has to be applied immediately with the disclosure requirements to be effective for annual periods beginning on or after January 1, 2023. The amendments have yet to be endorsed by the EU. The Group’s accounting for income taxes in accordance with IAS 12 is consistent with the IASB’s amendments and there has been no impact on the Group’s consolidated financial statements.

Accounting Policies, Business s

Accounting Policies, Business segments	6 Months Ended
	Jun. 30, 2023
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Business Segments [text block]	Business Segments Changes in business segments As announced in the Annual Report 2022, having fulfilled the Capital Release Unit’s de-risking and cost reduction mandate from 2019 through year end 2022, the Capital Release Unit ceased to be reported as a separate segment with effect from the first quarter of 2023. Its remaining portfolio, resources and employees are reported within the Corporate & Other segment. In line with that change, the Core Bank, which previously represented the Group excluding the Capital Release Unit, ceased to be reported as of the first quarter of 2023. The Group consists of the following reportable segments: Corporate Bank, Investment Bank, Private Bank, Asset Management and Corporate & Other. Prior-period segment information has been restated to reflect these changes. Driver-Based Cost Management allocations methodology change

Segment information

Segment information	6 Months Ended
	Jun. 30, 2023
Segment Results of Operations [Abstract]
Disclosure of Segment Results [text block]	Segment results Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,943 2,361 2,400 620 (261) 7,062 Provision for credit losses 117 141 147 (0) (4) 401 Noninterest expenses: Compensation and benefits 375 646 716 234 841 2,812 General and administrative expenses 781 990 1,231 241 (586) 2,657 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) 135 (0) 0 134 Total noninterest expenses 1,156 1,636 2,082 474 255 5,602 Noncontrolling interests 0 8 0 43 (51) 0 Profit (loss) before tax 670 576 171 103 (461) 1,059 N/M – Not meaningful Three months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,551 2,646 2,160 656 686 7,699 Provision for credit losses 56 72 96 (0) 8 233 Noninterest expenses: Compensation and benefits 356 588 700 224 821 2,690 General and administrative expenses 700 943 986 229 (642) 2,217 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (2) 2 (35) 0 (1) (36) Total noninterest expenses 1,054 1,533 1,652 453 178 4,870 Noncontrolling interests 0 2 (0) 46 (49) 0 Profit (loss) before tax 441 1,038 412 157 549 2,596 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,916 5,052 4,838 1,209 (175) 14,839 Provision for credit losses 182 181 413 (1) (3) 772 Noninterest expenses: Compensation and benefits 736 1,259 1,405 456 1,652 5,508 General and administrative expenses 1,506 2,169 2,433 454 (1,144) 5,417 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) 135 0 (1) 134 Total noninterest expenses 2,242 3,427 3,973 910 507 11,059 Noncontrolling interests 0 6 0 82 (89) 0 Profit (loss) before tax 1,492 1,437 452 218 (591) 3,008 N/M – Not meaningful Six months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,013 5,969 4,380 1,338 187 14,887 Provision for credit losses 204 108 197 (0) 16 525 Noninterest expenses: Compensation and benefits 709 1,200 1,383 453 1,602 5,346 General and administrative expenses 1,415 2,127 2,074 421 (1,056) 4,981 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (2) 3 (80) 0 (1) (80) Total noninterest expenses 2,122 3,330 3,377 875 544 10,247 Noncontrolling interests 0 3 (0) 101 (104) 0 Profit (loss) before tax 687 2,528 805 362 (268) 4,115 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Corporate Bank Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Corporate Treasury Services 1,076 946 130 14 2,264 1,845 419 23 Institutional Client Services 492 394 98 25 939 744 195 26 Business Banking 376 211 164 78 713 424 289 68 Total net revenues 1,943 1,551 392 25 3,916 3,013 903 30 Of which: Net interest income 1,312 825 488 59 2,645 1,604 1,040 65 Commissions and fee income 573 622 (49) (8) 1,149 1,192 (43) (4) Remaining income 58 104 (47) (45) 122 217 (95) (44) Provision for credit losses 117 56 62 110 182 204 (22) (11) Noninterest expenses: Compensation and benefits 375 356 19 5 736 709 27 4 General and administrative expenses 781 700 81 12 1,506 1,415 91 6 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) (2) 2 (92) 0 (2) 2 N/M Total noninterest expenses 1,156 1,054 102 10 2,242 2,122 120 6 Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 670 441 228 52 1,492 687 805 117 Employees (front office, full-time equivalent) 1 7,627 7,331 297 4 7,627 7,331 297 4 Employees (business-aligned operations, full-time equivalent) 1 6,971 5,980 991 17 6,971 5,980 991 17 Employees (allocated central infrastructure, full-time equivalent) 1 8,716 7,586 1,130 15 8,716 7,586 1,130 15 Total employees (full-time equivalent) 1 23,314 20,897 2,417 12 23,314 20,897 2,417 12 Total assets (in € bn) 1,2 245 258 (13) (5) 245 258 (13) (5) Risk-weighted assets (in € bn) 1 71 72 (1) (1) 71 72 (1) (1) of which: operational risk RWA (in € bn) 1 5 5 (0) (0) 5 5 (0) (0) Leverage exposure (in € bn) 1 306 317 (11) (3) 306 317 (11) (3) Deposits (in € bn) 1 271 275 (4) (1) 271 275 (4) (1) Loans (gross of allowance for loan losses, in € bn) 1 116 129 (13) (10) 116 129 (13) (10) Cost/income ratio 59.5% 68.0% (8.5)ppt N/M 57.3% 70.4% (13.2)ppt N/M Post-tax return on average shareholders’ equity 13.6% 9.9% 3.7ppt N/M 15.3% 7.7% 7.6ppt N/M Post-tax return on average tangible shareholders’ equity 14.8% 10.8% 4.0ppt N/M 16.6% 8.4% 8.2ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 Investment Bank Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Fixed Income, Currency (FIC) Sales & Trading 2,146 2,385 (240) (10) 4,506 5,226 (720) (14) Debt Origination 212 21 191 N/M 425 328 97 30 Equity Origination 30 45 (15) (33) 52 79 (27) (34) Advisory 48 166 (118) (71) 140 299 (159) (53) Origination & Advisory 291 232 59 25 618 707 (89) (13) Other (76) 28 (104) N/M (71) 37 (108) N/M Total net revenues 2,361 2,646 (285) (11) 5,052 5,969 (917) (15) Provision for credit losses 141 72 68 94 181 108 73 68 Noninterest expenses: Compensation and benefits 646 588 58 10 1,259 1,200 59 5 General and administrative expenses 990 943 47 5 2,169 2,127 42 2 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (1) 2 (3) N/M (0) 3 (3) N/M Total noninterest expenses 1,636 1,533 102 7 3,427 3,330 98 3 Noncontrolling interests 8 2 6 N/M 6 3 3 75 Profit (loss) before tax 576 1,038 (462) (44) 1,437 2,528 (1,090) (43) Employees (front office, full-time equivalent) 1 4,377 4,199 177 4 4,377 4,199 177 4 Employees (business-aligned operations, full-time equivalent) 1 3,547 3,012 535 18 3,547 3,012 535 18 Employees (allocated central infrastructure, full-time equivalent) 1 11,476 9,914 1,562 16 11,476 9,914 1,562 16 Total employees (full-time equivalent) 1 19,400 17,126 2,274 13 19,400 17,126 2,274 13 Total assets (in € bn) 1,2 662 706 (45) (6) 662 706 (45) (6) Risk-weighted assets (in € bn) 1 145 144 1 1 145 144 1 1 of which: operational risk RWA (in € bn) 1 23 24 (1) (6) 23 24 (1) (6) Leverage exposure (in € bn) 1 546 557 (11) (2) 546 557 (11) (2) Deposits (in € bn) 1 12 17 (5) (29) 12 17 (5) (29) Loans (gross of allowance for loan losses, in € bn) 1 103 99 3 3 103 99 3 3 Cost/income ratio 69.3% 58.0% 11.3ppt N/M 67.8% 55.8% 12.1ppt N/M Post-tax return on average shareholders’ equity 5.0% 10.6% (5.6)ppt N/M 6.6% 13.2% (6.7)ppt N/M Post-tax return on average tangible shareholders’ equity 5.3% 11.1% (5.9)ppt N/M 6.9% 13.9% (7.0)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 Private Bank Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Private Bank Germany 1,535 1,326 209 16 3,085 2,683 402 15 International Private Bank 865 834 31 4 1,752 1,696 56 3 Premium Banking 257 232 25 11 499 477 22 5 Wealth Management & Bank for Entrepreneurs 608 602 6 1 1,253 1,220 34 3 Total net revenues 2,400 2,160 240 11 4,838 4,380 458 10 Of which: Net interest income 1,543 1,274 269 21 3,075 2,457 618 25 Commissions and fee income 724 783 (59) (8) 1,501 1,740 (239) (14) Remaining income 132 102 29 29 262 182 79 43 Provision for credit losses 147 96 50 52 413 197 216 109 Noninterest expenses: Compensation and benefits 716 700 15 2 1,405 1,383 22 2 General and administrative expenses 1,231 986 245 25 2,433 2,074 359 17 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 135 (35) 170 N/M 135 (80) 215 N/M Total noninterest expenses 2,082 1,652 430 26 3,973 3,377 596 18 Noncontrolling interests 0 (0) 0 N/M 0 (0) 0 N/M Profit (loss) before tax 171 412 (240) (58) 452 805 (354) (44) Employees (front office, full-time equivalent) 1 20,957 21,683 (725) (3) 20,957 21,683 (725) (3) Employees (business-aligned operations, full-time equivalent) 1 5,819 5,982 (164) (3) 5,819 5,982 (164) (3) Employees (allocated central infrastructure, full-time equivalent) 1 11,168 9,675 1,493 15 11,168 9,675 1,493 15 Total employees (full-time equivalent) 1 37,944 37,340 604 2 37,944 37,340 604 2 Total assets (in € bn) 1,2 330 330 0 0 330 330 0 0 Risk-weighted assets (in € bn) 1 87 88 (1) (2) 87 88 (1) (2) of which: operational risk RWA (in € bn) 1 8 7 1 8 8 7 1 8 Leverage exposure (in € bn) 1 341 341 (0) (0) 341 341 (0) (0) Deposits (in € bn) 1 307 319 (12) (4) 307 319 (12) (4) Loans (gross of allowance for loan losses, in € bn) 1 263 264 (1) (0) 263 264 (1) (0) Assets under Management (in € bn) 1,3 541 529 13 2 541 529 13 2 Net flows (in € bn) 7 7 (0) (3) 13 17 (4) (24) Cost/income ratio 86.8% 76.5% 10.3ppt N/M 82.1% 77.1% 5.0ppt N/M Post-tax return on average shareholders’ equity 2.6% 7.9% (5.4)ppt N/M 3.7% 7.8% (4.1)ppt N/M Post-tax return on average tangible shareholders’ equity 2.8% 8.6% (5.9)ppt N/M 4.0% 8.5% (4.5)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 Asset Management Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Management Fees 580 619 (39) (6) 1,151 1,239 (89) (7) Performance and transaction fees 57 31 26 82 68 58 11 18 Other (17) 6 (23) N/M (10) 41 (51) N/M Total net revenues 620 656 (36) (6) 1,209 1,338 (129) (10) Provision for credit losses (0) (0) 0 (93) (1) (0) (1) N/M Noninterest expenses: Compensation and benefits 234 224 10 4 456 453 3 1 General and administrative expenses 241 229 11 5 454 421 33 8 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) 0 (0) N/M 0 0 (0) (83) Total noninterest expenses 474 453 21 5 910 875 35 4 Noncontrolling interests 43 46 (3) (7) 82 101 (19) (18) Profit (loss) before tax 103 157 (54) (34) 218 362 (145) (40) Employees (front office, full-time equivalent) 1 1,999 1,907 92 5 1,999 1,907 92 5 Employees (business-aligned operations, full-time equivalent) 1 2,313 2,326 (13) (1) 2,313 2,326 (13) (1) Employees (allocated central infrastructure, full-time equivalent) 1 522 485 37 8 522 485 37 8 Total employees (full-time equivalent) 1 4,834 4,718 117 2 4,834 4,718 117 2 Total assets (in € bn) 1,2 10 11 (1) (7) 10 11 (1) (7) Risk-weighted assets (in € bn) 1 14 13 1 7 14 13 1 7 of which: operational risk RWA (in € bn) 1 3 3 0 3 3 3 0 3 Leverage exposure (in € bn) 1 9 9 (0) (4) 9 9 (0) (4) Assets under Management (in € bn) 1 859 833 26 3 859 833 26 3 Net flows (in € bn) 9 (25) 34 N/M 15 (26) 41 N/M Cost/income ratio 76.5% 69.1% 7.4ppt N/M 75.3% 65.4% 9.9ppt N/M Post-tax return on average shareholders’ equity 5.3% 8.1% (2.7)ppt N/M 5.6% 9.5% (3.9)ppt N/M Post-tax return on average tangible shareholders’ equity 12.5% 18.6% (6.1)ppt N/M 13.0% 22.0% (9.0)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 Corporate & Other Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues (261) 686 (947) N/M (175) 187 (362) N/M Provision for credit losses (4) 8 (12) N/M (3) 16 (18) N/M Noninterest expenses: Compensation and benefits 841 821 20 2 1,652 1,602 51 3 General and administrative expenses (586) (642) 55 (9) (1,144) (1,056) (88) 8 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 (1) 1 N/M (1) (1) 0 (29) Total noninterest expenses 255 178 77 44 507 544 (37) (7) Noncontrolling interests (51) (49) (3) 5 (89) (104) 16 (15) Profit (loss) before tax (461) 549 (1,009) N/M (591) (268) (323) 120 Employees (C&O, net, full-time equivalent) 1 1,563 2,835 (1,272) (45) 1,563 2,835 (1,272) (45) Employees (central infrastructure allocated to businesses, full-time equivalent) 1 31,882 27,660 4,222 15 31,882 27,660 4,222 15 Employees (full-time equivalent) 1 33,445 30,495 2,950 10 33,445 30,495 2,950 10 Risk-weighted assets (in € bn) 1 41 52 (11) (21) 41 52 (11) (21) Leverage exposure (in € bn) 1 34 56 (22) (39) 34 56 (22) (39) N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1

Net interest income and net gai

Net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	6 Months Ended
	Jun. 30, 2023
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Disclosure of Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block]	Net interest income and net gains (losses) on financial Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Net interest income 4,192 3,364 8,074 6,217 Trading income 1 674 1,812 2,070 2,771 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss 7 (107) 123 37 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (38) 110 (15) 311 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 643 1,815 2,178 3,119 Total net interest income and net gains (losses) on financial assets/liabilities 2 4,835 5,179 10,252 9,336 Corporate Treasury Services 740 584 1,546 1,145 Institutional Client Services 244 117 466 234 Business Banking 315 154 593 307 Corporate Bank 1,299 856 2,604 1,686 FIC Sales & Trading 2,084 2,356 4,472 5,157 Remaining Products (78) (196) (65) (228) Investment Bank 2,006 2,160 4,408 4,929 Private Bank Germany 1,089 1,309 2,108 2,255 International Private Bank 550 474 1,101 904 Private Bank 1,639 1,783 3,208 3,159 Asset Management 18 (69) (2) (137) Corporate & Other (127) 449 34 (300) Total net interest income and net gains (losses) on financial assets/liabilities 4,835 5,179 10,252 9,336 1 2 Interest and similar income included negative interest expense of € 25 million for the three months ended June 30, 2023, and € 388 million for the three months ended June 30, 2022, and € 61 million for the six months ended June 30, 2023, and € 745 million for the six months ended June 30, 2022. The negative interest expense resulted from financial liabilities due to banks, client deposits and cash collateral payables on derivative instruments. In addition, interest expense included negative interest income of € 15 million for the three months ended June 30, 2023, and € 192 million for the three months ended June 30, 2022, and € 37 million for the six months ended June 30, 2023, and € 376 million for the six months ended June 30, 2022. The negative interest income resulted from financial assets due to cash and balances at central banks, loans and advances to banks, and cash collateral receivables on derivative instruments.
Impact of ECB Targeted Longer term Refinancing Operations (TLTRO III) [text block]	Impact of ECB Targeted Longer-term Refinancing Operations (TLTRO III) The Governing Council of the ECB decided on a number of modifications to the terms and conditions of its TLTRO III-refinancing program in order to support funding of credit to households and firms and the current economic disruption. The Group considered the initial benefits that arose from borrowing under TLTRO III as government grant from a below-market loan under IAS 20 and recognizes subsequent benefits in accordance IFRS 9. The current interest rate on all remaining TLTRO III operations is indexed on the average applicable key ECB interest rates from that date onward. As of June 30, 2023, the Group has borrowed € 22.4 billion (June 30, 2022: € 44.7 billion) under the TLTRO III-refinancing program. The resulting net interest income includes € (216) million for the three months ended June 30, 2023 (June 30, 2022: € 109 million) and € (385) million for the six months ended June 30, 2023 (June 30, 2022: € 223 million) under the TLTRO III program.

Commission and fee income

Commission and fee income	6 Months Ended
	Jun. 30, 2023
Commissions and Fee Income [Abstract]
Disclosure of fee and commission income (expense) [text block]	Commissions and fee income Disaggregation of revenues by product type and business segment Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 52 12 64 4 (1) 130 Commissions for assets under management 4 0 100 904 (0) 1,008 Commissions for other securities 122 (0) 9 0 0 132 Underwriting and advisory fees 7 247 4 0 3 260 Brokerage fees 5 69 234 10 0 318 Commissions for local payments 116 0 251 0 (0) 366 Commissions for foreign commercial business 116 3 6 0 (7) 118 Commissions for foreign currency/exchange business 2 0 1 0 (0) 3 Commissions for loan processing and guarantees 155 87 53 0 1 296 Intermediary fees 6 (0) 86 0 1 93 Fees for sundry other customer services 73 70 (4) 29 1 169 Total fee and commissions income 660 487 804 947 (3) 2,894 Gross expense (573) Net fees and commissions 2,321 Three months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 57 7 67 4 (1) 135 Commissions for assets under management 5 0 90 914 0 1,009 Commissions for other securities 151 0 12 0 0 163 Underwriting and advisory fees 7 336 3 0 (6) 341 Brokerage fees 4 82 283 20 1 390 Commissions for local payments 119 0 242 0 1 362 Commissions for foreign commercial business 120 8 19 0 (1) 145 Commissions for foreign currency/exchange business 5 0 1 0 0 6 Commissions for loan processing and guarantees 157 72 83 0 2 315 Intermediary fees 1 1 142 0 2 145 Fees for sundry other customer services 69 90 0 29 0 188 Total fee and commissions income 696 596 941 967 (1) 3,200 Gross expense (699) Net fees and commissions 2,502 Prior years’ comparatives aligned to segmental presentation in the current year Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 102 25 122 7 (1) 255 Commissions for assets under management 9 0 187 1,759 (0) 1,955 Commissions for other securities 223 (0) 20 0 0 243 Underwriting and advisory fees 23 583 10 0 (3) 613 Brokerage fees 10 139 543 15 (9) 698 Commissions for local payments 237 1 494 0 0 732 Commissions for foreign commercial business 239 13 12 0 (13) 251 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 309 159 115 0 0 584 Intermediary fees 12 (0) 164 0 5 181 Fees for sundry other customer services 148 122 6 57 2 335 Total fee and commissions income 1,316 1,042 1,674 1,838 (17) 5,853 Gross expense (1,185) Net fees and commissions 4,669 Six months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 112 13 132 9 (1) 265 Commissions for assets under management 10 0 193 1,829 0 2,032 Commissions for other securities 262 0 24 0 0 286 Underwriting and advisory fees 19 832 6 0 (22) 835 Brokerage fees 11 149 696 36 1 894 Commissions for local payments 236 2 485 0 7 730 Commissions for foreign commercial business 237 14 39 0 (2) 288 Commissions for foreign currency/exchange business 10 0 2 0 0 12 Commissions for loan processing and guarantees 299 130 162 0 3 595 Intermediary fees 6 1 330 0 6 344 Fees for sundry other customer services 139 173 3 62 2 379 Total fee and commissions income 1,341 1,315 2,072 1,937 (6) 6,658 Gross expense (1,401) Net fees and commissions 5,257 Prior years’ comparatives aligned to segmental presentation in the current year As of June 30, 2023 and June 30, 2022 the Group’s balance of receivables from commission and fee income was € 928 million and € 865 million, respectively. As of June 30, 2023 and June 30, 2022 the Group’s balance of contract liabilities associated to commission and fee income was € 93 million and € 79 million, respectively. Contract liabilities arise from the Group’s obligation to provide future services to a customer for which the Group has received consideration from the customer prior to completion of the services. The balances of receivables and contract liabilities do not vary significantly from period to period reflecting the fact that they predominately relate to recurring service contracts with service periods of less than one year such as monthly current account services and quarterly asset management services. Customer payment in exchange for services provided are generally subject to performance by the Group over the specific service period such that the Group’s right to payment arises at the end of the service period when its performance obligations are fully completed. Therefore, no material balance of contract asset is reported.

Gains and losses on derecogniti

Gains and losses on derecognition of financial assets measured at amortized cost	6 Months Ended
	Jun. 30, 2023
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Disclosure - Gain and Losses on derecognition of Financial Assets at Amortized costs [text block]	Gains and losses on derecognition of financial assets measured at amortized cost For the six months ended June 30, 2023, the Group sold financial assets measured at amortized cost of € 93 million (June 30, 2022: € 78 million). The table below presents the gains and (losses) arising from derecognition of these assets. Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Gains 0 1 1 3 Losses (2) (5) (4) (7) Net gains (losses) from derecognition of assets measured at amortized cost (2) (4) (4) (4)

Restructuring

Restructuring	6 Months Ended
	Jun. 30, 2023
Restructuring [Abstract]
Disclosure of Restructuring [text block]	Restructuring In 2023, Restructuring is primarily driven by the implementation of the Group’s Global Hausbank strategic agenda. The Group has defined and is in the process of implementing efficiency measures that aim to contribute to achieving the bank’s 2025 targets. Restructuring in prior periods relates to measures as part of the previous strategy “Compete to win” which the bank continues to implement. Restructuring expense is comprised of termination benefits, additional expenses covering the acceleration of deferred compensation awards not yet amortized due to the discontinuation of employment and contract termination costs related to real estate. Net restructuring expense by business segment Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Corporate Bank (0) (2) 0 (2) Investment Bank (1) 2 (0) 3 Private Bank 135 (35) 135 (80) Asset Management (0) 0 0 0 Corporate & Other 0 (1) (1) (1) Total Net Restructuring Charges 134 (36) 134 (80) Net restructuring expense by type Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Restructuring – Staff related 134 (36) 134 (79) Of which: Termination Payments 134 (42) 132 (85) Retention Acceleration (0) 5 1 6 Social Security 0 0 1 0 Restructuring – Non Staff related 1 (0) (0) (0) (1) Total net restructuring Charges 134 (36) 134 (80) 1 Provisions for restructuring amounted to € 353 million and € 248 million as of June 30, 2023 and December 31, 2022, respectively. The majority of the current provisions for restructuring should be utilized by the end of 2024. During the six months ended June 30, 2023, 97 full-time equivalent staff were reduced as part of our restructuring program. These reductions were identified within: Organizational changes Full-time equivalent staff Three months ended Six months ended Corporate Bank 3 12 Investment Bank 0 2 Private Bank 28 58 Asset Management 0 0 Infrastructure 4 25 Total full-time equivalent staff 35 97

Effective tax rate

Effective tax rate	6 Months Ended
	Jun. 30, 2023
Effective Tax Rate [Abstract]
Disclosure of effective tax rate [text block]	Effective tax rate 2023 to 2022 three months comparison Income tax expense in the current quarter was € 366 million (second quarter of 2022: € 561 million). The effective tax rate was 35% in the second quarter of 2023 due to litigation charges being partly non-tax deductible and compares to 22% in the second quarter of 2022 which had benefitted from a change in the geographical mix of income. 2023 to 2022 six months comparison Income tax expense in the first six months of 2023 was € 924 million (first six months of 2022: € 959 million). The effective tax rate in the first six months of 2023 was 31% compared to 23% in the first six months of 2022.

Financial Instruments carried a

Financial Instruments carried at fair value	6 Months Ended
	Jun. 30, 2023
Financial Instruments carried at Fair Value [Abstract]
Disclosure of financial instruments carried at fair value [text block]	Financial instruments carried at fair value  Valuation techniques The Group has an established valuation control framework which governs internal control standards, methodologies, valuation techniques and procedures over the valuation process and fair value measurement. The current market conditions including the ongoing macro-economic challenges and geopolitical uncertainties required additional focus and review in certain areas-during the first half of 2023, including assessment of bid-offer spreads to ensure they are representative of fair value. The following is an explanation of the valuation techniques used in establishing the fair value of the different types of financial instruments that the Group trades. Sovereign, Quasi-sovereign and Corporate Debt and Equity Securities – Where there are no recent transactions then fair value may be determined from the last market price adjusted for all changes in risks and information since that date. Where a close proxy instrument is quoted in an active market then fair value is determined by adjusting the proxy value for differences in the risk profile of the instruments. Where close proxies are not available then fair value is estimated using more complex modeling techniques. These techniques include discounted cash flow models using current market rates for credit, interest, liquidity and other risks. For equity securities modeling techniques may also include those based on earnings multiples. Mortgage- and Other Asset-Backed Securities (MBS/ABS) include residential and commercial MBS and other ABS including CDOs. ABS have specific characteristics as it has different underlying assets and the issuing entities have different capital structures. The complexity increases further where the underlying assets are themselves ABS, as is the case with many of the CDO instruments. Where no reliable external pricing is available, ABS are valued, where applicable, using either relative value analysis which is performed based on similar transactions observable in the market, or industry standard valuation models incorporating available observable inputs. The industry standard external models calculate principal and interest payments for a given deal based on assumptions that can be independently price tested. The inputs include prepayment speeds, loss assumptions (timing and severity) and a discount rate (spread, yield or discount margin). These inputs/assumptions are derived from actual transactions, external market research and market indices where appropriate. Loans – For certain loans fair value may be determined from the market price on a recently occurring transaction adjusted for all changes in risks and information since that transaction date. Where there are no recent market transactions then broker quotes, consensus pricing, proxy instruments or discounted cash flow models are used to determine fair value. Discounted cash flow models incorporate parameter inputs for credit risk, interest rate risk, foreign exchange risk, loss given default estimates and amounts utilized given default, as appropriate. Credit risk, loss given default and utilization given default parameters are determined using information from the loan or CDS markets, where available and appropriate. Leveraged loans can have transaction-specific characteristics which can limit the relevance of market-observed transactions. Where similar transactions exist for which observable quotes are available from external pricing services then this information is used with appropriate adjustments to reflect the transaction differences. When no similar transactions exist, a discounted cash flow valuation technique is used with credit spreads derived from the appropriate leveraged loan index, incorporating the industry classification, subordination of the loan, and any other relevant information on the loan and loan counterparty. Over-The-Counter Derivative Financial Instruments – Market standard transactions in liquid trading markets, such as interest rate swaps, foreign exchange forward and option contracts in G7 currencies, and equity swap and option contracts on listed securities or indices are valued using market standard models and quoted parameter inputs. Parameter inputs are obtained from pricing services, consensus pricing services and recently occurring transactions in active markets wherever possible. More complex instruments are modeled using more sophisticated modeling techniques specific for the instrument and are calibrated to available market prices. Where the model output value does not calibrate to a relevant market reference then valuation adjustments are made to the model output value to adjust for any difference. In less active markets, data is obtained from less frequent market transactions, broker quotes and through extrapolation and interpolation techniques. Where observable prices or inputs are not available, management judgment is required to determine fair values by assessing other relevant sources of information such as historical data, fundamental analysis of the economics of the transaction and proxy information from similar transactions. Financial Liabilities Designated at Fair Value through Profit or Loss under the Fair Value Option – The fair value of financial liabilities designated at fair value through profit or loss under the fair value option incorporates all market risk factors including a measure of the Group’s credit risk relevant for that financial liability (i.e. debt valuation adjustments (DVA) for derivatives and own credit adjustment (OCA) for structured notes). Under IFRS 9, the own credit component of change in the fair value is reported under Other Comprehensive Income (OCI). Financial liabilities included in this classification are structured note issuances, structured deposits, and other structured securities issued by consolidated vehicles, and OTC derivative liabilities which may not be quoted in an active market. The fair value of these financial liabilities is determined by discounting the contractual cash flows using the relevant credit-adjusted yield curve (i.e. utilizing the spread at which similar instruments would be issued or bought back at the measurement date as this reflects the value from the perspective of a market participant who holds the identical item as an asset). The market risk parameters are valued consistently to similar instruments held as assets, for example, any derivatives embedded within the structured notes are valued using the same methodology discussed in the “Over-The-Counter Derivative Financial Instruments” section above. Where the financial liabilities designated at fair value through profit or loss under the fair value option and are collateralized, such as securities loaned and securities sold under repurchase agreements, the credit enhancement is factored into the fair valuation of the liability. Investment Contract Liabilities – Assets which are linked to the investment contract liabilities are owned by the Group. The investment contract obliges the Group to use these assets to settle these liabilities. Therefore, the fair value of investment contract liabilities is determined by the fair value of the underlying assets (i.e. amount payable on surrender of the policies). Fair value hierarchy The financial instruments carried at fair value have been categorized under the three levels of the IFRS fair value hierarchy as follows: Level 1 – Instruments valued using quoted prices in active markets are instruments where the fair value can be determined directly from prices which are quoted in active, liquid markets and where the instrument observed in the market is representative of that being priced in the Group’s inventory. These include: government bonds, exchange-traded derivatives and equity securities traded on active, liquid exchanges. Level 2 – Instruments valued with valuation techniques using observable market data are instruments where the fair value can be determined by reference to similar instruments trading in active markets, or where a technique is used to derive the valuation but where all inputs to that technique are observable. These include: many OTC derivatives; many investment-grade listed credit bonds; some CDS; many collateralized debt obligations (CDO); and many less-liquid equities. Level 3 – Instruments valued using valuation techniques using market data which is not directly observable are instruments where the fair value cannot be determined directly by reference to market-observable information, and some other pricing technique must be employed. Instruments classified in this category have an element which is unobservable and which has a significant impact on the fair value. These include: more-complex OTC derivatives; distressed debt; highly-structured bonds; illiquid asset-backed securities (ABS); illiquid CDO’s (cash and synthetic); some private equity placements; many commercial real estate (CRE) loans; illiquid loans; and some municipal bonds. Financial instruments carried at fair value1 Jun 30, 2023 Dec 31, 2022 in € m. Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 42,581 56,372 9,511 42,035 42,285 8,547 Trading securities 42,379 54,098 3,293 41,826 39,133 3,053 Other trading assets 203 2,275 6,218 209 3,152 5,494 Positive market values from derivative financial instruments 2,533 247,338 8,866 4,937 285,355 9,564 Non-trading financial assets mandatory at fair value through profit or loss 2,025 85,339 4,551 1,605 82,259 5,790 Financial assets designated at fair value through profit or loss 0 0 166 0 75 94 Financial assets at fair value through other comprehensive income 13,335 13,213 3,276 15,892 13,108 2,676 Other financial assets at fair value 1,362 (591)2 6 1,684 (440)2 5 Total financial assets held at fair value 61,837 401,672 26,376 66,153 422,640 26,675 Financial liabilities held at fair value: Trading liabilities 44,616 9,296 94 43,163 7,419 34 Trading securities 44,616 8,220 77 43,162 6,667 30 Other trading liabilities 0 1,076 17 2 752 3 Negative market values from derivative financial instruments 2,877 233,409 7,010 3,256 270,662 8,500 Financial liabilities designated at fair value through profit or loss 0 76,006 3,141 0 51,843 2,792 Investment contract liabilities 0 483 0 0 469 0 Other financial liabilities at fair value 277 1,451 2 (240)3 240 1,687 2 (511)3 Total financial liabilities held at fair value 47,770 320,644 10,005 46,660 332,080 10,815 1 Amounts in this table are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments, as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Annual Report 2022 2 Predominantly relates to derivatives qualifying for hedge accounting 3 Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications During the six months ended on June 30, 2023 transfers in trading securities from Level 1 to Level 2 amounted to € 3.6 billion and € 1.5 billion, whereas transfers from Level 2 to Level 1 amounted to € 4.1 billion and € 1.8 billion, under assets and liabilities, respectively. The assessment of Level 1 versus Level 2 is based on liquidity testing procedures Analysis of financial instruments with fair value derived from valuation techniques containing significant unobservable parameters (Level 3) Some of the instruments in Level 3 of the fair value hierarchy have identical or similar offsetting exposures to the unobservable input. However, according to IFRS the financial instruments are required to be presented as gross assets and liabilities. Trading securities – Certain illiquid emerging market corporate bonds and illiquid highly structured corporate bonds are included in this level of the hierarchy. In addition, some of the holdings of notes issued by securitization entities, commercial and residential MBS, collateralized debt obligation securities and other ABS are reported as trading securities. The increase in the period is mainly due to purchases and transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments, partially offset by sales, settlements and losses. Positive and negative market values from derivative instruments categorized in this level of the fair value hierarchy are valued based on one or more significant unobservable parameters. The unobservable parameters may include certain correlations, certain longer-term volatilities, certain prepayment rates, credit spreads and other transaction-specific parameters. Level 3 derivatives include certain options where the volatility is unobservable; certain basket options in which the correlations between the referenced underlying assets are unobservable; longer-term interest rate option derivatives; multi-currency foreign exchange derivatives; and certain credit default swaps for which the credit spread is not observable. The decrease in assets during the period are driven by net transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments and losses. The decrease in liabilities during the period are driven by transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments, losses and settlements. Other trading instruments classified in Level 3 of the fair value hierarchy mainly consist of traded loans valued using valuation models based on one or more significant unobservable parameters. Level 3 loans comprise illiquid leveraged loans and illiquid residential and commercial mortgage loans. The increase in the period refers to purchases, issuances, transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments partially offset by sales and settlements. Non trading financial assets mandatory at fair value through profit or loss classified in Level 3 of fair value hierarchy consist of financial instruments included in the other business model at origination, acquired principally for the purpose of selling or repurchasing in the near future and unlisted equity instruments where there is no close proxy and the market is very illiquid. Additionally, this classification includes any instrument for which the contractual cash flow characteristics are not solely payments of principal and interest. The decrease in the period is driven by settlements, sales, transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments and losses, partially offset by issuances and purchases. Financial assets/liabilities designated at fair value through profit or loss – Certain corporate loans and structured liabilities which were designated at fair value through profit or loss under the fair value option are categorized in this level of the fair value hierarchy. The corporate loans are valued using valuation techniques which incorporate observable credit spreads, recovery rates and unobservable utilization parameters. Revolving loan facilities are reported as level 3 in the hierarchy because the utilization in the event of the default parameter is significant and unobservable. In addition, certain hybrid debt issuances designated at fair value through profit or loss containing embedded derivatives are valued based on significant unobservable parameters. These unobservable parameters include single stock volatility correlations. The increase in assets during the period is driven by transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments and gains, partially offset by losses. The increase in liabilities during the period is driven by issuances, partially offset by settlements and losses. Financial assets at fair value through other comprehensive income include non-performing loan portfolios where there is no trading intent and the market is very illiquid. The increase in the period is driven by purchases, issuances and transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments, partially offset by sales, settlements and losses. Reconciliation of financial instruments classified in Level 3 Reconciliation of financial instruments classified in Level 3 Jun 30, 2023 in € m. Balance,beginningof year Changesin thegroup ofconsoli-datedcom-panies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofperiod Financial assetsheld at fair value: Trading securities 3,053 0 (40) 955 (598) 0 (288) 576 (364) 3,293 Positive marketvalues fromderivative finan-cial instruments 9,564 0 (323) 0 0 0 (75) 2,110 (2,410)

Fair value of financial instrum

Fair value of financial instruments not carried at fair value	6 Months Ended
	Jun. 30, 2023
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Disclosure of fair value financial instruments not carried at fair value [text block]	Fair value of financial instruments not carried at fair value This section should be read in conjunction with Note 14 “Fair Value of Financial Instruments not carried at Fair Value” of the Group’s Annual Report 2022. The valuation techniques used to establish fair value for the Group’s financial instruments which are not carried at fair value in the balance sheet are consistent with those outlined in Note 13 “Financial Instruments carried at Fair Value” of the Group’s Annual Report 2022. Financial instruments not carried at fair value are not managed on a fair value basis. For these instruments fair values are calculated for disclosure purposes only and do not impact the Group balance sheet or income statement. Additionally, since the instruments generally do not trade there is significant management judgment required to determine the fair values. Differences in carrying value versus fair value as of June 30, 2023 is consistent with rising interest rate environment as compared to December 31, 2022. For the following financial instruments which are predominantly short-term the carrying value represents a reasonable estimate of the fair value: Assets Liabilities Cash and central bank balances Deposits Interbank balances (w/o central banks) Central bank funds purchased and securities sold under repurchase agreements Central bank funds sold and securities purchased under resale agreements Securities loaned Securities borrowed Other short-term borrowings Other financial assets Other financial liabilities For retail lending portfolios with a large number of homogenous loans (e.g. residential mortgages), the fair value is calculated for each product type by discounting the portfolio’s contractual cash flows using the Group’s new loan rates for lending to issuers of similar credit quality. Key inputs for retail mortgages are the difference between historic and current product margins and the estimated prepayment rates. Capitalized broker fees included in the carrying value are considered to also be at fair value. The fair value of the corporate lending portfolio is estimated predominantly by discounting the loan until its maturity based on loan specific credit spreads and funding costs for the Group. For long-term debt and trust preferred securities, fair value is determined from quoted market prices, where available. Where quoted market prices are not available, fair value is estimated using a valuation technique that discounts the remaining contractual cash flows at a rate at which an instrument with similar characteristics is quoted in the market. Estimated fair value of financial instruments not carried at fair value on the balance sheet1 Jun 30, 2023 Dec 31, 2022 in € m. Carrying value Fair value Carrying value Fair value Financial assets: Cash and central bank balances 164,586 164,586 178,896 178,896 Interbank balances (w/o central banks) 6,567 6,567 7,195 7,195 Central bank funds sold and securities purchased under resale agreements 11,547 11,584 11,478 11,505 Securities borrowed 104 104 0 0 Loans 483,784 453,504 491,175 461,070 Other financial assets 119,957 118,015 110,066 107,878 Financial liabilities: Deposits 600,224 600,996 629,183 629,629 Central bank funds purchased and securities sold under repurchaseagreements 2,331 2,331 573 572 Securities loaned 10 10 13 13 Other short-term borrowings 7,081 7,080 5,122 5,121 Other financial liabilities 107,928 107,928 93,135 93,135 Long-term debt 122,323 118,209 131,525 127,743 Trust preferred securities 513 407 500 426 1 Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2022 The difference between the fair value and the carrying value of loans is primarily driven by the current interest rates on long-dated retail mortgages in Germany compared to the contractual rate. For long-term debt and trust preferred securities, the difference between the fair value and the carrying value is due to the changes in interest rates at which the Group could issue debt with similar maturity and subordination at the balance sheet date compared to the rate the instrument was issued at. The carrying values included in the table do not include any impacts from economic hedges.

Allowance for credit losses

Allowance for credit losses	6 Months Ended
	Jun. 30, 2023
Allowance for Credit Losses [Abstract]
Disclosure of allowance for credit losses [text block]	Allowance for credit losses Development of allowance for credit losses for financial assets at amortized cost Six months ended Jun 30, 2023 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business (106) 176 757 6 833 Transfers due to changes in creditworthiness¹ 90 (113) 23 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (442) (40) (482) Recovery of written off amounts 0 0 36 0 36 Foreign exchange and other changes 2 (10) (139) 0 (147) Balance, end of reporting period 519 679 3,890 146 5,235 Provision for credit losses excluding country risk3,4 (16) 63 780 6 833 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 Movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models add up to provision for credit losses excluding country risk 4 Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023 5 Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023 Six months ended Jun 30, 2022 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business 15 177 295 1 488 Transfers due to changes in creditworthiness¹ 79 (85) 6 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0- 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (439) 0 (439) Recovery of written off amounts 0 0 32 3 35 Foreign exchange and other changes 7 11 24 4 46 Balance, end of reporting period 541 634 3,658 190 5,024 Provision for credit losses excluding country risk3,4 94 92 301 1 488 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 4 Credit loss provision does include € 29 million reimbursement gain as of June 30, 2022 5 Allowance for credit losses does not include allowance for country risk amounting to € 12 million as of June 30, 2022 Development of allowance for credit losses for off-balance sheet positions Six months ended Jun 30, 2023 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 144 97 310 0 551 Movements including new business (17) 12 (53) 0 (58) Transfers due to changes in creditworthiness1 7 (8) 1 N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes (0) (2) 1 0 (1) Balance, end of reporting period 134 98 260 0 492 of which: Financial guarantees 91 54 188 0 333 Provision for credit losses excluding country risk2 (10) 3 (52) 0 (58) 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2023 Six months ended Jun 30, 2022 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 108 111 225 0 443 Movements including new business 25 1 (25) 0 1 Transfers due to changes in creditworthiness1 9 (10) 2 N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 7 4 9 0 19 Balance, end of reporting period 147 105 211 0 464 of which: Financial guarantees 110 59 132 0 300 Provision for credit losses excluding country risk2 33 (9) (23) 0 1 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of June 30, 2022

IFRS 9 Impairment

IFRS 9 Impairment	6 Months Ended
	Jun. 30, 2023
IFRS 9 Impairment [Abstract]
IFRS 9 Impairment [text block]	IFRS 9 Impairment During the first half of 2023, Deutsche Bank continued to apply the same IFRS 9 impairment model and methodologies, key assumptions and risk management activities as disclosed in the Annual Report 2022. In July 2023, the Group completed the migration of Postbank clients into the IT systems of Deutsche Bank through its project Unity, which will impact Deutsche Bank’s application of the IFRS 9 impairment model and methodologies thereafter. As outlined in the Annual Report 2022, the Group leverages existing models used for the determination of capital demand under the Basel Internal Ratings Based Approach and internal risk management practices to calculate ECL. Deutsche Bank has applied specific models for Postbank clients, which will be partially decommissioned after the migration and the Deutsche Bank infrastructure will be used going forward. In the first half of 2023, two migrations waves were successfully executed and resulted in an immaterial impact on the Group’s credit loss allowances. The last wave of the migration in July 2023 will include the German mortgages and consumer finance portfolios. See details on potential migration related risks in section Risks and Opportunities of this report. The section below focuses on the latest developments and uncertainties in the first half of 2023 and their consideration in the bank’s expected credit loss (ECL) calculation, along with the bank’s ongoing credit risk management activities and governance framework. These activities include, but are not limited to, regular emerging risk reviews as well as portfolio deep dives, day to day risk management on the level of individual borrowers, and regular model validations. The Group also considers each reporting period if there are any potential model imprecision or uncertainties not included in the model that require an overlay. Lastly, the Group presents a sensitivity analysis for one of the key inputs into the IFRS 9 model (i.e., forward looking macroeconomic variables). Forward-looking information The tables below contain the macroeconomic variables (MEV’s) included in the application of forward-looking information in the IFRS 9 model as of June 30, 2023 and as of December 31, 2022. At each reporting date, the consensus data included the latest macroeconomic developments and no overlays were required. Macroeconomic variables applied as of June 2023¹ ² Year 1 Year 2 Commodity - Gold 1,948.85 1,972.20 Commodity - WTI 77.82 82.31 Credit - CDX Emerging Markets 247.55 222.05 Credit - CDX High Yield 486.44 464.74 Credit - CDX IG 78.74 76.23 Credit - High Yield Index 4.71% 4.38% Credit - ITX Europe 125 85.68 82.17 Equity - MSCI Asia 1,279 1,290 Equity - Nikkei 30,573 31,183 Equity - S&P500 4,178 4,215 GDP - Developing Asia 5.07 % 4.70 % GDP - Emerging Markets 4.20 % 4.05 % GDP - Eurozone 0.44 % 0.99 % GDP - Germany 0.14 % 1.27 % GDP - Italy 0.73 % 0.95 % GDP - USA 1.02 % 1.13 % Real Estate Prices - US CRE Index 350.73 342.32 Unemployment - Eurozone 6.77 % 6.72 % Unemployment - Germany 3.15 % 3.28 % Unemployment - Italy 8.09 % 8.15 % Unemployment - Japan 2.58 % 2.47 % Unemployment - Spain 12.85 % 12.46 % Unemployment - USA 4.05 % 4.51 % 1 2 as of December 2022¹ ² Year 1 Year 2 Commodity - Gold 1,745.84 1,797.74 Commodity - WTI 90.19 88.79 Credit - CDX Emerging Markets 260.99 239.03 Credit - CDX High Yield 489.77 476.53 Credit - CDX IG 85.33 84.94 Credit - High Yield Index 4.46% 4.31% Credit - ITX Europe 125 101.26 96.50 Equity - MSCI Asia 1,178 1,176 Equity - Nikkei 28,427 29,287 Equity - S&P500 3,933 4,011 GDP - Developing Asia 3.95 % 4.60 % GDP - Emerging Markets 3.31 % 3.94 % GDP - Eurozone 0.87 % 0.53 % GDP - Germany (0.26) % 1.00 % GDP - Italy 0.32 % 0.68 % GDP - USA 0.62 % 0.61 % Real Estate Prices - US CRE Index 352.41 343.97 Unemployment - Eurozone 7.03 % 7.15 % Unemployment - Germany 3.22 % 3.33 % Unemployment - Italy 8.24 % 8.53 % Unemployment - Japan 2.56 % 2.42 % Unemployment - Spain 13.06 % 12.98 % Unemployment - USA 4.05 % 4.75 % 1 2 Commercial Real Estate Commercial Real Estate (CRE) markets continue to face headwinds due to the impacts of rising interest rates, decreasing market liquidity combined with tightened lending conditions which have an additional negative impact in particular to the US office market. The combination of risk factors leads to higher refinancing risk for maturing loans as some transactions may have to be adjusted to qualify for an extension to ensure appropriate debt service coverage and loan-to-value (LTV) ratios. The CRE portfolio across the Group consists of financing/lending arrangements that are recourse and non-recourse financing, across various parts of the Group and client segments. While the exact definition of what constitutes a CRE exposure is subjective, the Group’s CRE portfolio includes exposures reported under the Main Credit Exposure Categories by Industry Sectors for Real Estate Activities NACE was € 49.8 billion and € 48.0 billion as of June 30, 2023 and December 31, 2022, respectively. Please refer to “Risk Report” in the Combined Management Report in the Annual Report 2022. Exposures reported under Real Estate Activities NACE which are recourse CRE financing have an inherently lower risk profile as they typically benefit from recourse to creditworthy entities or individuals, in addition to mortgage collateral, with internal ratings based on the financial strength of the guaranteeing entities / individuals. Exposures range from secured recourse lending to property companies, secured recourse lending to Wealth Management clients, as well as private and corporate clients for business or commercial properties. Non-recourse financings are subject to increased risk since sources of repayment are typically limited to the cash flows generated by the financed property and the ability to refinance may be constrained by the underlying property value and income stream generated by such property at the time of refinancing. Non-recourse exposures reported under Real Estate Activities (NACE) was € 25.8 billion and € 24.8 billion as of June 30, 2023, and December 31, 2022, respectively. Based on Deutsche Bank’s definition of non-recourse CRE loans, the total non-recourse portfolio as of June 30, 2023 and December 31, 2022, respectively, amounted to € 40.1 billion and € 38.9 billion, respectively, which included exposures not reported under the Real Estate Activities (NACE). These non-recourse portfolios are primarily in the core CRE business units of the Investment Bank and Corporate Bank, with additional smaller portfolios added across other business units. Amidst interest rate hikes commencing in 2022 and real estate market stresses increasing, the Group has been proactively working with borrowers to address upcoming maturities in the non-recourse portfolio. One of the key mitigants to refinancing risks remains that Deutsche Bank is primarily lending to strong institutional sponsors with significant equity invested in the financed properties. For the three and six months ended June 30, 2023, and June 30, 2022, the total provision for credit losses for the total non-recourse CRE financing portfolio was € 109 million (2022: € 20 million) and € 143 million (2022: € 31 million), respectively. As of June 30, 2023, 17 % and 5 % of the exposure were in Stage 2 and Stage 3, and 14 %and 4 % as of December 31, 2022, respectively. To obtain a more comprehensive understanding of potential downside risks, Deutsche Bank has run a severe stress test on a subset of the non-recourse financing portfolio deemed higher risk, which includes all non-recourse loans except for sub-portfolios subject to different risk drivers such as data centers and municipal social housing. As of June 30, 2023, the stress-tested non-recourse portfolio amounted to € 32.9 billion of the € 40.1 billion non-recourse portfolio, based on Deutsche Bank’s definition. This portfolio is diversified by property type, with the largest concentration of 41 % in Office space, while Hospitality and Retail account for 11 % and 9 %, respectively as of June 30, 2023 and 41 %, 11 % and 9 % as of December 31, 2022. Weighted average loan-to-value (LTV) is around 63 % in the Investment Bank, 52 % in the Corporate Bank, and 58 % in other business units as of June 30, 2023 and 62 %, 53 % and 56 % as of December 31, 2022. From a regional perspective, 55 % of the portfolio is in the US, 37 % in Europe, and 8 % in the APAC region as of June 30, 2023 and 55 %, 39 % and 7 % as of December 31, 2022, respectively, with loan originations primarily focused on larger, institutional quality assets in more liquid primary markets. As of June 30, 2023, the Group considered the impact of its severe stress scenario on higher-risk non-recourse CRE loans focused on property values. The stress scenario applied additional haircuts ranging from 10 %-25 % on top of the observed market index decline for each property type assuming a liquidation scenario. Based on these assumptions, such a severe stress could result in approximately € 800 million of additional credit losses spread over multiple years, which would equate to 16bps of the total loan book. The likelihood and magnitude of occurrence will depend on the developments of the CRE markets, particularly in the US, and depend on the exposure specific fundamentals which allow a borrower to refinance. It is important to emphasize that this stress scenario is only an estimation and does not assume additional sponsor support, which could significantly reduce the actual expected credit losses. Residential Real Estate The Group’s Residential Real Estate portfolio consists of mainly private client mortgage loans which are regularly repaid and fully recourse. The majority of these loans are in Germany where mortgage loans have a long-fixed period. Current unemployment rates in Germany, Italy and Spain are stable so there is no major increase in risk related to private clients. In instances where Deutsche Bank has identified counterparties where credit quality has or is expected to deteriorate to the point where they present a heightened risk of default / loss, the respective counterparty is placed on the watchlist, and the counterparty is generally transferred to Stage 2. Deutsche Bank aims to identify those counterparties well in advance of payment issues materializing and continues to refine its early warning capabilities to support the identification of vulnerable clients or portfolios. Overall Assessment of ECL’s To ensure that Deutsche Bank’s ECL model accounted for the uncertainties in the macroeconomic environment throughout the second quarter and first half of 2023, the Group continued to review emerging risks, assessed potential baseline and downside impacts and required actions to manage the bank’s credit strategy and risk appetite. The outcome of these reviews concluded that the bank adequately provisioned for its expected credit losses as of June 30, 2023 and December 31, 2022. Results from the above reviews and development of key portfolio indicators are regularly discussed at the Credit Risk Appetite and Management Forum and Group Risk Committee. Where necessary, actions and measures are taken to mitigate the risks. Client ratings are regularly reviewed to reflect the latest macroeconomic developments and where potentially significant risks are identified clients are moved to the watchlist (Stage 2), forbearance measures may be negotiated, and credit limits and collateralization are reviewed. Overall, the Group believes that based on its day-to-day risk management activities and regular reviews of emerging risks it has adequately provided for its ECL. Overlays applied to the IFRS 9 model output The Group regularly reviews the IFRS 9 methodology and processes, key inputs into the ECL calculation and discusses upcoming model changes, potential model imprecisions or other estimation uncertainties, for example in the macroeconomic environment to determine if any material overlays are required. As of June 30, 2023, the Group did not identify any additional downside risks not reflected in the IFRS 9 ECL model or other material model imprecisions that would require an additional overlay other than the existing € 92 million overlay related to the new definition of default as disclosed in the Annual Report 2022. Model sensitivity The Group has identified three key model assumptions included in the IFRS 9 model. These include forward looking macroeconomic variables, the quantitative criteria for determining if a borrower has incurred a significant increase in credit risk and transferred to Stage 2, and the LGD setting on homogenous portfolios in Stage 3. Below the bank provides sensitivity analysis on the potential impact on forward looking macroeconomic variables, if these key assumptions applied in the ECL model were to deviate from the bank’s base case expectations. The sensitivity of the quantitative criteria for determining if a borrower has incurred a significant increase in credit risk and transferred to Stage 2 and the LGD setting on homogenous portfolios in Stage 3 have not materially changed versus amounts disclosed in the Annual Report 2022. Macroeconomic Variables The sensitivity of the ECL model with respect to potential changes in projections for key MEVs is shown in the tables below, which provides ECL impacts for Stages 1 and 2 from one sigma downward and upward shifts applied separately to each group of MEV as of June 30, 2023, and December 31, 2022. – – – – – – Although interest rates and inflation are not separately included in the MEVs above, the economic impact of these risks is reflected in other macroeconomic variables, such as GDP growth rates, unemployment, equities and credit spreads as higher rates and inflation would filter through these forecasts and be included in the ECL model and sensitivity analysis below. In addition, the sensitivity analysis only includes the impact of the aggregated MEV group (i.e., potential correlation between different MEV groups or the impact of management overlays is not taken into consideration). ECLs for Stage 3 are not affected and not reflected in the following tables as its calculation is independent of the macroeconomic scenarios. Sensitivity impact is slightly lower as of June 30, 2023, compared to December 31, 2022, due to portfolio changes and minor improvements of base MEV projections which the analyses were based on. IFRS 9 – Sensitivities of Forward-Looking Information applied on Stage 1 and Stage 2 – Group Level Jun 30, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impact Downward shift ECL impact GDP growth rates 1pp (80.7) (1)pp 98.7 Unemployment rates (0.5)pp (41.7) 0.5pp 56.0 Real estate prices 5% (5.9) (5)% 6.2 Equities 10% (13.1) (10)% 17.5 Credit spreads (40)% (33.5) 40% 39.6 Commodities¹ 10% (12.7) (10)% 13.6 1 December 31, 2022 Upward sensitivity Downward sensitivity Upward shift ECL impact Downward shift ECL impact GDP growth rates 1pp (83.3) (1)pp 101.4 Unemployment rates (0.5)pp (40.8) 0.5pp 58.0 Real estate prices 5% (5.6) (5)% 6.0 Equities 10% (15.8) (10)% 19.6 Credit spreads (40)% (37.9) 40% 42.6 Commodities¹ 10% (14.8) (10)% 15.6 1 IFRS 9 Expected Credit Losses In the first six months of 2023, provision for credit losses was € 773 million, which is higher than the € 525 million recorded for the same period in 2022 and was mainly driven by the Private Bank which recorded credit loss provisions of € 414 million. This includes two larger Stage 3 events in the International Private Bank of € 118 million in total which occurred in the first quarter of 2023. For the second quarter the Group reported credit loss provisions of € 401 million significantly higher than the € 233 million in the second quarter of 2022. The quarter over quarter increase was mainly driven by increased provisioning levels across all businesses in a less favorable macroeconomic environment with Commercial Real Estate as one of the main drivers in the Investment Bank and German MidCaps in the Corporate Bank, while Private Bank returned to rather normalized provisioning levels. Stage 1 and Stage 2 provisions increased in the second quarter of 2023 by € 63 million compared to € 52 million increase recorded in the same period in 2022, which was driven by portfolio and rating changes especially in the Investment Bank, most notably in CRE. Stage 3 provisions increased in the second quarter of 2023 to € 338 million compared to € 181 million recorded for the same period in 2022. This was primarily driven by an increased number of impairment events across all businesses with Commercial Real Estate as main driver in the Investment Bank, while Corporate Bank was mainly affected by higher provisions in German MidCaps, across various sectors. In regard to the business segments, Corporate Bank recorded credit loss provisions of € 117 million in the second quarter of 2023 versus € 56 million in the second quarter of 2022. The Investment Bank recorded € 141 million credit loss provisions in the second quarter of 2023 versus € 72 million in the second quarter of 2022. Private Bank recorded credit loss provisions of € 147 million in the second quarter of 2023 versus € 96 million reported in the second quarter of 2022 which was benefitting from portfolio sales.

Exposure to Russia

Exposure to Russia	6 Months Ended
	Jun. 30, 2023
Exposure to Russia [Abstract]
Exposure to Russia [text block]	Exposure to Russia As disclosed in the Annual Report 2022, Deutsche Bank continues to have limited exposure to Russia. The following table provides an overview of total Russian exposures, including overnight deposits with the Central Bank of Russia in the amount of € 0.7 billion as of June 30, 2023 (€ 0.8 billion as of December 31, 2022) and other receivables, which are subject to IFRS 9 impairment, and correspondent allowance for credit losses by stages as of June 30, 2023 and December 31, 2022. Breakdown of total exposure and allowance for credit losses by stages Jun 30, 2023 Dec 31, 2022 in € m. Total Exposure Allowance for Credit Losses1 Total collateral and guarantees Total Exposure Allowance for Credit Losses1 Total collateral and guarantees Stage 1 105 0 59 209 0 59 Stage 2 1,032 6 435 1,182 10 375 Stage 3 277 46 106 336 68 152 Total 1,414 53 599 1,726 79 586 1 Allowance for credit losses do not include allowance for country risk amounting to € 3 million as of June 30, 2023 and € 11 million as of December 31, 2022 Total exposure of € 1.4 billion consists of € 0.7 billion loan exposure to Russia, € 37 million of undrawn commitments and € 0.7 billion of unsecured overnight deposits in Rubles with the Central Bank of Russia (which continues to be reflected in Stage 2 as of June 30, 2023); the residual unsecured exposure, excluding the unsecured overnight deposits in Rubles with the Central Bank of Russia, is mainly driven by loans with large Russian companies.

Goodwill and other intangible a

Goodwill and other intangible assets in light of geopolitical events	6 Months Ended
	Jun. 30, 2023
Goodwill and other intangible assets in light of geopolitical events [Abstract]
Goodwill and other intangible assets in light of geopolitical events [text block]	Impact on goodwill and other intangible assets from geopolitical events Goodwill, indefinite and definite life intangible assets are tested for impairment annually in the fourth quarter or more frequently if there are indications that the carrying value may be impaired. Goodwill is tested for impairment purposes on the cash-generating unit (CGU) level. Definite life intangible assets are generally tested on CGU level as they do not generate cash inflows that are largely independent of those from other assets. Indefinite life intangible assets are tested at the individual asset level. As of June 30, 2023, an analysis was performed to evaluate if an impairment loss needed to be recognized for the Group’s goodwill allocated to the Asset Management CGU or the indefinite life intangible asset related to Asset Management’s retail investment management agreements (shown under unamortized intangible assets). As part of the analysis, the assumptions and their sensitivities of the annual goodwill impairment test and the main input parameters for the retail investment management agreement intangible asset were reviewed and neither asset had any indication of impairment.

Non-current assets and disposal

Non-current assets and disposal groups held for sale	6 Months Ended
	Jun. 30, 2023
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Disclosure of non-current assets or disposal groups classified as held for sale [text block]	Non-current assets and disposal groups held for sale Within the balance sheet, non-current assets and disposal groups held for sale are reported in Other assets and Other liabilities. This note provides further explanation on the nature and the financial impact of the non-current assets and disposal groups held for sale as of June 30, 2023. Non-current assets and disposal groups held for sale at the reporting date Total assets held for sale amounted to € 13 million as of June 30, 2023 (December 31, 2022: € 40 million) and the disposal groups included liabilities of € 220 million as of June 30, 2023 (December 31, 2022: € 208 million). As of June 30, 2023 for the three and six months ended, there were no unrealized net gains or losses (December 31, 2022: € 0 million) relating to non-current assets and disposal groups classified as held for sale recognized directly in accumulated other comprehensive income (loss).

Provisions

Provisions	6 Months Ended
	Jun. 30, 2023
Provisions [Abstract]
Disclosure of provisions [text block]	Provisions As of June 30, 2023, the Group recognized € 2.8 billion (December 31, 2022: € 2.4 billion) in provisions on its balance sheet. The provisions relate to operational risk, civil litigation, regulatory enforcement, restructuring, allowances for credit related off-balance sheet positions and other matters, including bank levies. The provisions as of June 30, 2023 are described below for civil litigation and regulatory matters and included in the Restructuring and Allowance for credit losses disclosures in this Interim Report. Details on the bank’s provisions as of December 31, 2022, are disclosed in Deutsche Bank’s Annual Report 2022 in Note 10 “Restructuring”, Note 19 “Allowance for credit losses”, and Note 27 “Provisions”. Civil litigation and regulatory enforcement matters As of June 30, 2023, the Group recognized provisions relating to civil litigation of € 0.9 billion (December 31, 2022: € 0.6 billion) and provisions relating to regulatory enforcement matters of € 0.6 billion (December 31, 2022: € 0.6 billion). For some matters, for which the Group believes an outflow of funds is probable, but the Group could not reliably estimate the amount of the potential outflow, no provisions were recognized. General and administrative expenses included expenses for civil litigation and regulatory enforcement matters of € 395 million for the three months ended June 30, 2023 (€ 116 million for the three months ended June 30, 2022) and € 461 million for the six months ended June 30, 2023 (€ 142 million for the six months ended June 30, 2022). The increase in provisions during the first half of 2023 mainly related to a number of longstanding litigation matters settled in the second quarter. These matters include a settlement in a class action lawsuit brought by victims of Jeffrey Epstein for U.S. $ 75 million and a settlement in relation to a lawsuit filed in state court in California arising from bank’s role as an arranger of a second lien loan to SunEdison, Inc. for a confidential amount. In addition, as described in Note 27 “Provisions” in the Annual Report 2022, starting in 2016 certain clients of Deutsche Bank Polska S.A. alleged that their mortgage loan agreements in foreign currency include unfair clauses and are invalid. These clients have demanded reimbursement of the alleged overpayments under such agreements totaling over € 487 million with almost 3,900 civil claims having been commenced in Polish courts. In the second quarter of 2023, there was a deterioration in the risk profile with respect to the Polish FX mortgage portfolio, especially following an adverse decision from the European Court of Justice on June 15, 2023, which has affected the broader Polish banking sector. As a result, the provision for that matter increased by € 101 million and € 114 million in the three months ended and six months ended June 30, of 2023, respectively, to a total provision of € 391 million. On July 6, 2021, the bank and several Group entities were named as defendants in a civil litigation filed in the U.S. District Court for the Southern District of Florida, alleging that the defendants facilitated or negligently failed to uncover a scheme orchestrated by certain bank customers relating to a real estate development project in Florida. The action was brought by the liquidators appointed for these customer entities. The matter proceeded to trial in April 2023 and resulted in an adverse jury trial verdict of U.S. $ 95 million. The bank has since filed a motion for judgment as a matter of law and a motion for a new trial. These motions are pending. The Group has not disclosed whether it has established a provision or contingent liability with respect to this case as such disclosure can be expected to seriously prejudice the outcome of the matter. On July 19, 2023, Deutsche Bank, Deutsche Bank AG New York Branch, DB USA Corporation, Deutsche Bank Trust Company Americas and DWS USA Corporation entered into a Consent Order and Written Agreement with the Federal Reserve resolving previously disclosed regulatory discussions concerning adherence to prior orders and settlements related to sanctions and embargoes and AML compliance, and remedial agreements and obligations related to risk management issues. The Consent Order alleges insufficient and tardy implementation of the post-settlement sanctions and embargoes and AML control enhancement undertakings required by prior Consent Orders the Bank entered into with the Federal Reserve dated November 4, 2015, and May 26, 2017, respectively. The Written Agreement alleges various deficiencies in governance, risk management, and internal controls across the Bank’s U.S. Operations, and finds that the Bank must continue to implement additional improvements. The Consent Order requires the Bank to pay a civil monetary penalty of U.S. $ 186 million, including U.S. $ 140 million for the violations alleged with respect to the post-settlement sanctions and embargoes and AML control enhancement undertakings, as well as a separate penalty of U.S. $ 46 million for unsafe or unsound practices stemming from the Bank’s handling of its legacy correspondent banking relationship with Danske Bank Estonia, which was terminated in October 2015. The Written Agreement does not include a civil monetary penalty. Both the Consent Order and Written Agreement include certain post-settlement remediation and reporting undertakings. For the matters for which a reliable estimate can be made, but the probability of a future loss or outflow of resources is more than remote but less than probable, the Group currently estimates that as of June 30, 2023, these contingent liabilities are approximately € 2.0 billion for civil litigation matters (December 31, 2022: € 1.8 billion) and € 0.2 billion for regulatory enforcement matters (December 31, 2022: € 0.1 billion). These figures include matters where the Group’s potential liability is joint and several and where the Group expects any such liability to be paid by a third party. For other significant civil litigation and regulatory enforcement matters where the Group believes the possibility of an outflow of funds is more than remote but less than probable, but the amount is not reliably estimable, such matters are not included in the contingent liability estimates. In addition, where the Group believes the possibility of an outflow of funds is remote on other significant civil litigation and regulatory enforcement matters, the Group has neither recognized a provision nor included the matters in the contingent liability estimates. For additional details on civil litigation and regulatory enforcement matters or groups of similar matters (some of which consist of a number of proceedings or claims) for which the Group has taken material provisions, or for which there are material contingent liabilities that are more than remote, or for which there is the possibility of material business or reputational risk, see Note 27 “Provisions” in Deutsche Bank’s Annual Report 2022 in the section captioned “Current Individual Proceedings”. The disclosed matters include matters for which the possibility of a loss is more than remote, but for which the Group cannot reliably estimate the possible loss.

Credit related commitments and

Credit related commitments and contingent liabilities	6 Months Ended
	Jun. 30, 2023
Credit related Commitments and Contingent Liabilities [Abstract]
Disclosure of commitments and contingent liabilities [text block]	Credit related commitments and contingent liabilities Lending commitments and lending related contingent liabilities In the normal course of business the Group regularly enters into irrevocable lending commitments, including fronting commitments as well as contingent liabilities consisting of financial and performance guarantees, standby letters of credit and indemnity agreements on behalf of its customers. Under these contracts the Group is required to perform under an obligation agreement or to make payments to the beneficiary based on third party’s failure to meet its obligations. For these instruments it is not known to the Group in detail if, when and to what extent claims will be made. In the event that the Group has to pay out cash in respect of its fronting commitments, the Group would immediately seek reimbursement from the other syndicate lenders. The Group considers all the above instruments in monitoring the credit exposure and may require collateral to mitigate inherent credit risk. If the credit risk monitoring provides sufficient perception about a loss from an expected claim, a provision is established and recorded on the balance sheet. The following table shows the Group’s revocable lending commitments, irrevocable lending commitments and lending related contingent liabilities without considering collateral or provisions. It shows the maximum potential utilization of the Group in case all these liabilities entered into must be fulfilled. The table therefore does not show the expected future cash flows from these liabilities as many of them will expire without being drawn and arising claims will be honored by the customers or can be recovered from proceeds of arranged collateral. in € m. Jun 30, 2023 Dec 31, 2022 Irrevocable lending commitments 204,363 202,595 Revocable lending commitments 50,319 48,425 Contingent liabilities 62,824 67,214 Total 317,505 318,234 Other commitments and other contingent liabilities The Group’s other irrevocable commitments and other contingent liabilities without considering collateral or provisions amounted to € 75.2 million as of June 30, 2023 and to € 73.0 million as of December 31, 2022. The number considers the maximum potential utilization of the Group in case all these liabilities entered into must be fulfilled. It therefore does not contain the expected future cash flows from these liabilities as many of them will expire without being drawn and arising claims will be honored by the customers or can be recovered from proceeds of arranged collateral. Irrevocable payment commitments with regard to levies Irrevocable payment commitments related to bank levy according to Bank Recovery and Resolution Directive (BRRD), the Single Resolution Fund (SRF) and to the German deposit protection schemes amounted to € 1.4 billion as of June 30, 2023 and to € 1.3 billion as of December 31, 2022.

Long-term debt

Long-term debt	6 Months Ended
	Jun. 30, 2023
Long-Term Debt and Trust Preferred Securities [Abstract]
Disclosure of Long-Term Debt [text block]	Long-term debt in € m. Jun 30, 2023 Dec 31, 2022 Senior debt: Bonds and notes Fixed rate 73,541 63,986 Floating rate 7,441 14,571 Other 30,069 41,588 Subordinated debt: Bonds and notes Fixed rate 11,082 9,644 Floating rate 0 1,491 Other 189 245 Total long-term debt 122,323 131,525

Shares issued and outstanding

Shares issued and outstanding	6 Months Ended
	Jun. 30, 2023
Shares Issued and Outstanding [Abstract]
Disclosure of Shares Issued and Outstanding [text block]	Shares issued and outstanding in million Jun 30, 2023 Dec 31, 2022 Shares issued 2,040.2 2,066.8 Shares in treasury 4.6 28.9 Of which: Buyback 4.6 28.9 Other 0.0 0.0 Shares outstanding 2,035.6 2,037.8

Related party transactions

Related party transactions	6 Months Ended
	Jun. 30, 2023
Related Party Transactions [Abstract]
Disclosure of related party transactions [text block]	Related party transactions Parties are considered to be related if one party has the ability to directly or indirectly control the other party or exercise significant influence over the other party in making financial or operational decisions. The Group’s related parties include: – key management personnel including close family members and entities which are controlled, significantly influenced by, or for which significant voting power is held by key management personnel or their close family members, – subsidiaries, joint ventures and associates and their respective subsidiaries, and – post-employment benefit plans for the benefit of Deutsche Bank employees. Transactions with key management personnel Key management personnel are those persons having authority and responsibility for planning, directing and controlling the activities of Deutsche Bank Group, directly or indirectly. The Group considers the members of the Management Board as currently mandated and the Supervisory Board of the parent company to constitute key management personnel for purposes of IAS 24. Among the Group’s transactions with key management personnel as of June 30, 2023, were loans and commitments of € 5 million and deposits of € 15 million. As of December 31, 2022, there were loans and commitments of € 5 million and deposits of € 8 million among the Group’s transactions with key management personnel. In addition, the Group provides banking services, such as payment and account services as well as investment advice, to key management personnel and their close family members. Transactions with subsidiaries, associates and joint ventures Transactions between Deutsche Bank AG and its subsidiaries meet the definition of related party transactions. If these transactions are eliminated on consolidation, they are not disclosed as related party transactions. Transactions between the Group and its associated companies and joint ventures and their respective subsidiaries also qualify as related party transactions. Transactions for subsidiaries, joint ventures and associates are presented combined in below table as these are not material individually. Loans issued and guarantees granted in € m. Jun 30, 2023 Dec 31, 2022 Loans outstanding, beginning of period 119 153 Net movement in loans during the period (72) (34) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 22 0 Loans outstanding, end of period1 70 119 Other credit risk related transactions: Allowance for loan losses 1 0 Provision for loan losses 0 0 Guarantees and commitments 3 5 1 Loans past due were € 0 million as of June 30, 2023, and € 0 million as of December 31, 2022. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2023, and December 31, 2022, respectively Deposits received in € m. Jun 30, 2023 Dec 31, 2022 Deposits, beginning of period 31 63 Net movement in deposits during the period (3) (32) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits, end of period 28 31 Other transactions Trading assets and positive market values from derivative financial transactions with associated companies amounted to € 12 million as of June 30, 2023, and € 3 million as of December 31, 2022. Trading liabilities and negative market values from derivative financial transactions with associated companies were € 0 million as of June 30, 2023, and € 0 million as of December 31, 2022. Other assets related to transactions with associated companies amounted to € 2 million as of June 30, 2023, and € 33 million as of December 31, 2022. Other liabilities related to transactions with associated companies were € 4 million as of June 30, 2023, and € 3 million as of December 31, 2022. Transactions with pension plans The Group has business relationships with a number of pension plans pursuant to which it provides financial services, including investment management. Pension funds may hold or trade Deutsche Bank AG shares or securities. As of June 30, 2023, transactions with these plans were not material for the Group.

IBOR transition

IBOR transition	6 Months Ended
	Jun. 30, 2023
IBOR transition [Abstract]
IBOR transition [Text Block]	Interest rate benchmark reform As of June 30, 2023, Deutsche Bank materially completed the transition of its remaining transactions linked to USD LIBOR rates. All the positions previously referencing GBP LIBOR, CHF LIBOR, JPY LIBOR, EUR LIBOR, EONIA and those USD LIBOR tenors that ceased in early 2022 have been transitioned to an alternative reference rate. The bank panel to determine the USD LIBOR permanently ceased as of June 30, 2023. However, certain short-term US dollar LIBOR settings will continue to be published using a synthetic methodology until September 2024. Where the maturity is after June 30, 2023, Deutsche Bank’s financial instruments exposure linked to synthetic USD LIBOR settings is € 28 billion as of June 30, 2023, mainly related to loans and off-balance sheet exposure. Remaining USD LIBOR exposure post June 2023 cessation relate to positions temporarily utilizing the last available LIBOR fixing or synthetic LIBOR to complete transition. These positions are closely monitored and are on track to transition. IBOR reform Dec 31, 2022 in € m. USD LIBOR Non-Derivative Financial assets 33,862 Loans 31,416 Other 2,445 Derivative Financial assets 3,062,368 Total financial assets 3,096,230 Non-Derivative Financial liabilities 8,666 Bonds 7,731 Deposits 728 Other 207 Derivative Financial liabilities 2,835,216 Total financial liabilities 2,843,883 Off-balance sheet 34,914

Events after the reporting peri

Events after the reporting period	6 Months Ended
	Jun. 30, 2023
Events after the Reporting Period [Abstract]
Disclosure of events after the reporting period [text block]	Events after the reporting period On July 12, 2023, Private Bank introduced a new setup of its organization and the composition of its Executive Committee. The implementation of the new structure is expected to result in modifications to the presentation of segmental results in 2024.

Management Report - Segment Res

Management Report - Segment Results of Operations (Tables)	6 Months Ended
	Jun. 30, 2023
Segment Results of Operations [Abstract]
Segment Results of Operations [text block table]	Segment results Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,943 2,361 2,400 620 (261) 7,062 Provision for credit losses 117 141 147 (0) (4) 401 Noninterest expenses: Compensation and benefits 375 646 716 234 841 2,812 General and administrative expenses 781 990 1,231 241 (586) 2,657 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) 135 (0) 0 134 Total noninterest expenses 1,156 1,636 2,082 474 255 5,602 Noncontrolling interests 0 8 0 43 (51) 0 Profit (loss) before tax 670 576 171 103 (461) 1,059 N/M – Not meaningful Three months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,551 2,646 2,160 656 686 7,699 Provision for credit losses 56 72 96 (0) 8 233 Noninterest expenses: Compensation and benefits 356 588 700 224 821 2,690 General and administrative expenses 700 943 986 229 (642) 2,217 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (2) 2 (35) 0 (1) (36) Total noninterest expenses 1,054 1,533 1,652 453 178 4,870 Noncontrolling interests 0 2 (0) 46 (49) 0 Profit (loss) before tax 441 1,038 412 157 549 2,596 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,916 5,052 4,838 1,209 (175) 14,839 Provision for credit losses 182 181 413 (1) (3) 772 Noninterest expenses: Compensation and benefits 736 1,259 1,405 456 1,652 5,508 General and administrative expenses 1,506 2,169 2,433 454 (1,144) 5,417 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) 135 0 (1) 134 Total noninterest expenses 2,242 3,427 3,973 910 507 11,059 Noncontrolling interests 0 6 0 82 (89) 0 Profit (loss) before tax 1,492 1,437 452 218 (591) 3,008 N/M – Not meaningful Six months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,013 5,969 4,380 1,338 187 14,887 Provision for credit losses 204 108 197 (0) 16 525 Noninterest expenses: Compensation and benefits 709 1,200 1,383 453 1,602 5,346 General and administrative expenses 1,415 2,127 2,074 421 (1,056) 4,981 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (2) 3 (80) 0 (1) (80) Total noninterest expenses 2,122 3,330 3,377 875 544 10,247 Noncontrolling interests 0 3 (0) 101 (104) 0 Profit (loss) before tax 687 2,528 805 362 (268) 4,115 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year
Segment Results of Operations, Corporate Bank [text block table]	Corporate Bank Three months ended Six months ended in € m.(unless stated otherwise) Jun 30, 2023 Jun 30, 2022 AbsoluteChange Changein % Jun 30, 2023 Jun 30, 2022 AbsoluteChange Changein % Net revenues: Corporate Treasury Services 1,076 946 130 14 2,264 1,845 419 23 Institutional Client Services 492 394 98 25 939 744 195 26 Business Banking 376 211 164 78 713 424 289 68 Total net revenues 1,943 1,551 392 25 3,916 3,013 903 30 Of which: Net interest income 1,312 825 488 59 2,645 1,604 1,040 65 Commissions and fee income 573 622 (49) (8) 1,149 1,192 (43) (4) Remaining income 58 104 (47) (45) 122 217 (95) (44) Provision for credit losses 117 56 62 110 182 204 (22) (11) Noninterest expenses: Compensation and benefits 375 356 19 5 736 709 27 4 General and administrative expenses 781 700 81 12 1,506 1,415 91 6 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) (2) 2 (92) 0 (2) 2 N/M Total noninterest expenses 1,156 1,054 102 10 2,242 2,122 120 6 Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 670 441 228 52 1,492 687 805 117 Employees (front office, full-time equivalent)1 7,627 7,331 297 4 7,627 7,331 297 4 Employees (business-aligned operations, full-time equivalent)1 6,971 5,980 991 17 6,971 5,980 991 17 Employees (allocated central infrastructure, full-time equivalent)1 8,716 7,586 1,130 15 8,716 7,586 1,130 15 Total employees (full-time equivalent)1 23,314 20,897 2,417 12 23,314 20,897 2,417 12 Total assets (in € bn)1,2 245 258 (13) (5) 245 258 (13) (5) Risk-weighted assets (in € bn)1 71 72 (1) (1) 71 72 (1) (1) of which: operational risk RWA (in € bn)1 5 5 (0) (0) 5 5 (0) (0) Leverage exposure (in € bn)1 306 317 (11) (3) 306 317 (11) (3) Deposits (in € bn)1 271 275 (4) (1) 271 275 (4) (1) Loans (gross of allowance for loan losses, in € bn)1 116 129 (13) (10) 116 129 (13) (10) Cost/income ratio 59.5% 68.0% (8.5)ppt N/M 57.3% 70.4% (13.2)ppt N/M Post-tax return on average shareholders’ equity 13.6% 9.9% 3.7ppt N/M 15.3% 7.7% 7.6ppt N/M Post-tax return on average tangible shareholders’ equity 14.8% 10.8% 4.0ppt N/M 16.6% 8.4% 8.2ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e. the amounts do not include intersegment balances as of quarter-end
Segment Results of Operations, Investment Bank [text block table]	Investment Bank Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Fixed Income, Currency (FIC) Sales & Trading 2,146 2,385 (240) (10) 4,506 5,226 (720) (14) Debt Origination 212 21 191 N/M 425 328 97 30 Equity Origination 30 45 (15) (33) 52 79 (27) (34) Advisory 48 166 (118) (71) 140 299 (159) (53) Origination & Advisory 291 232 59 25 618 707 (89) (13) Other (76) 28 (104) N/M (71) 37 (108) N/M Total net revenues 2,361 2,646 (285) (11) 5,052 5,969 (917) (15) Provision for credit losses 141 72 68 94 181 108 73 68 Noninterest expenses: Compensation and benefits 646 588 58 10 1,259 1,200 59 5 General and administrative expenses 990 943 47 5 2,169 2,127 42 2 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (1) 2 (3) N/M (0) 3 (3) N/M Total noninterest expenses 1,636 1,533 102 7 3,427 3,330 98 3 Noncontrolling interests 8 2 6 N/M 6 3 3 75 Profit (loss) before tax 576 1,038 (462) (44) 1,437 2,528 (1,090) (43) Employees (front office, full-time equivalent) 1 4,377 4,199 177 4 4,377 4,199 177 4 Employees (business-aligned operations, full-time equivalent) 1 3,547 3,012 535 18 3,547 3,012 535 18 Employees (allocated central infrastructure, full-time equivalent) 1 11,476 9,914 1,562 16 11,476 9,914 1,562 16 Total employees (full-time equivalent) 1 19,400 17,126 2,274 13 19,400 17,126 2,274 13 Total assets (in € bn) 1,2 662 706 (45) (6) 662 706 (45) (6) Risk-weighted assets (in € bn) 1 145 144 1 1 145 144 1 1 of which: operational risk RWA (in € bn) 1 23 24 (1) (6) 23 24 (1) (6) Leverage exposure (in € bn) 1 546 557 (11) (2) 546 557 (11) (2) Deposits (in € bn) 1 12 17 (5) (29) 12 17 (5) (29) Loans (gross of allowance for loan losses, in € bn) 1 103 99 3 3 103 99 3 3 Cost/income ratio 69.3% 58.0% 11.3ppt N/M 67.8% 55.8% 12.1ppt N/M Post-tax return on average shareholders’ equity 5.0% 10.6% (5.6)ppt N/M 6.6% 13.2% (6.7)ppt N/M Post-tax return on average tangible shareholders’ equity 5.3% 11.1% (5.9)ppt N/M 6.9% 13.9% (7.0)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2
Segment Results of Operations, Private Bank [text block table]	Private Bank Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues: Private Bank Germany 1,535 1,326 209 16 3,085 2,683 402 15 International Private Bank 865 834 31 4 1,752 1,696 56 3 Premium Banking 257 232 25 11 499 477 22 5 Wealth Management & Bank for Entrepreneurs 608 602 6 1 1,253 1,220 34 3 Total net revenues 2,400 2,160 240 11 4,838 4,380 458 10 Of which: Net interest income 1,543 1,274 269 21 3,075 2,457 618 25 Commissions and fee income 724 783 (59) (8) 1,501 1,740 (239) (14) Remaining income 132 102 29 29 262 182 79 43 Provision for credit losses 147 96 50 52 413 197 216 109 Noninterest expenses: Compensation and benefits 716 700 15 2 1,405 1,383 22 2 General and administrative expenses 1,231 986 245 25 2,433 2,074 359 17 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 135 (35) 170 N/M 135 (80) 215 N/M Total noninterest expenses 2,082 1,652 430 26 3,973 3,377 596 18 Noncontrolling interests 0 (0) 0 N/M 0 (0) 0 N/M Profit (loss) before tax 171 412 (240) (58) 452 805 (354) (44) Employees (front office, full-time equivalent) 1 20,957 21,683 (725) (3) 20,957 21,683 (725) (3) Employees (business-aligned operations, full-time equivalent) 1 5,819 5,982 (164) (3) 5,819 5,982 (164) (3) Employees (allocated central infrastructure, full-time equivalent) 1 11,168 9,675 1,493 15 11,168 9,675 1,493 15 Total employees (full-time equivalent) 1 37,944 37,340 604 2 37,944 37,340 604 2 Total assets (in € bn) 1,2 330 330 0 0 330 330 0 0 Risk-weighted assets (in € bn) 1 87 88 (1) (2) 87 88 (1) (2) of which: operational risk RWA (in € bn) 1 8 7 1 8 8 7 1 8 Leverage exposure (in € bn) 1 341 341 (0) (0) 341 341 (0) (0) Deposits (in € bn) 1 307 319 (12) (4) 307 319 (12) (4) Loans (gross of allowance for loan losses, in € bn) 1 263 264 (1) (0) 263 264 (1) (0) Assets under Management (in € bn) 1,3 541 529 13 2 541 529 13 2 Net flows (in € bn) 7 7 (0) (3) 13 17 (4) (24) Cost/income ratio 86.8% 76.5% 10.3ppt N/M 82.1% 77.1% 5.0ppt N/M Post-tax return on average shareholders’ equity 2.6% 7.9% (5.4)ppt N/M 3.7% 7.8% (4.1)ppt N/M Post-tax return on average tangible shareholders’ equity 2.8% 8.6% (5.9)ppt N/M 4.0% 8.5% (4.5)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3
Segment Results of Operations, Asset Management [text block table]	Asset Management Three months ended Six months ended in € m.(unless stated otherwise) Jun 30, 2023 Jun 30, 2022 AbsoluteChange Changein % Jun 30, 2023 Jun 30, 2022 AbsoluteChange Changein % Net revenues: Management Fees 580 619 (39) (6) 1,151 1,239 (89) (7) Performance and transaction fees 57 31 26 82 68 58 11 18 Other (17) 6 (23) N/M (10) 41 (51) N/M Total net revenues 620 656 (36) (6) 1,209 1,338 (129) (10) Provision for credit losses (0) (0) 0 (93) (1) (0) (1) N/M Noninterest expenses: Compensation and benefits 234 224 10 4 456 453 3 1 General and administrative expenses 241 229 11 5 454 421 33 8 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) 0 (0) N/M 0 0 (0) (83) Total noninterest expenses 474 453 21 5 910 875 35 4 Noncontrolling interests 43 46 (3) (7) 82 101 (19) (18) Profit (loss) before tax 103 157 (54) (34) 218 362 (145) (40) Employees (front office, full-time equivalent)1 1,999 1,907 92 5 1,999 1,907 92 5 Employees (business-aligned operations, full-time equivalent)1 2,313 2,326 (13) (1) 2,313 2,326 (13) (1) Employees (allocated central infrastructure, full-time equivalent)1 522 485 37 8 522 485 37 8 Total employees (full-time equivalent)1 4,834 4,718 117 2 4,834 4,718 117 2 Total assets (in € bn)1,2 10 11 (1) (7) 10 11 (1) (7) Risk-weighted assets (in € bn)1 14 13 1 7 14 13 1 7 of which: operational risk RWA (in € bn)1 3 3 0 3 3 3 0 3 Leverage exposure (in € bn)1 9 9 (0) (4) 9 9 (0) (4) Assets under Management (in € bn)1 859 833 26 3 859 833 26 3 Net flows (in € bn) 9 (25) 34 N/M 15 (26) 41 N/M Cost/income ratio 76.5% 69.1% 7.4ppt N/M 75.3% 65.4% 9.9ppt N/M Post-tax return on average shareholders’ equity 5.3% 8.1% (2.7)ppt N/M 5.6% 9.5% (3.9)ppt N/M Post-tax return on average tangible shareholders’ equity 12.5% 18.6% (6.1)ppt N/M 13.0% 22.0% (9.0)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e. the amounts do not include intersegment balances
Segment Results of Operations, Corporate & Other [text block table]	Corporate & Other Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Absolute Change Jun 30, 2023 Jun 30, 2022 Absolute Change Net revenues (261) 686 (947) N/M (175) 187 (362) N/M Provision for credit losses (4) 8 (12) N/M (3) 16 (18) N/M Noninterest expenses: Compensation and benefits 841 821 20 2 1,652 1,602 51 3 General and administrative expenses (586) (642) 55 (9) (1,144) (1,056) (88) 8 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 (1) 1 N/M (1) (1) 0 (29) Total noninterest expenses 255 178 77 44 507 544 (37) (7) Noncontrolling interests (51) (49) (3) 5 (89) (104) 16 (15) Profit (loss) before tax (461) 549 (1,009) N/M (591) (268) (323) 120 Employees (C&O, net, full-time equivalent) 1 1,563 2,835 (1,272) (45) 1,563 2,835 (1,272) (45) Employees (central infrastructure allocated to businesses, full-time equivalent) 1 31,882 27,660 4,222 15 31,882 27,660 4,222 15 Employees (full-time equivalent) 1 33,445 30,495 2,950 10 33,445 30,495 2,950 10 Risk-weighted assets (in € bn) 1 41 52 (11) (21) 41 52 (11) (21) Leverage exposure (in € bn) 1 34 56 (22) (39) 34 56 (22) (39) N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1

Net Interest Income and Net G_2

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Tables)	6 Months Ended
	Jun. 30, 2023
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Net interest income 4,192 3,364 8,074 6,217 Trading income 1 674 1,812 2,070 2,771 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss 7 (107) 123 37 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (38) 110 (15) 311 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 643 1,815 2,178 3,119 Total net interest income and net gains (losses) on financial assets/liabilities 2 4,835 5,179 10,252 9,336 Corporate Treasury Services 740 584 1,546 1,145 Institutional Client Services 244 117 466 234 Business Banking 315 154 593 307 Corporate Bank 1,299 856 2,604 1,686 FIC Sales & Trading 2,084 2,356 4,472 5,157 Remaining Products (78) (196) (65) (228) Investment Bank 2,006 2,160 4,408 4,929 Private Bank Germany 1,089 1,309 2,108 2,255 International Private Bank 550 474 1,101 904 Private Bank 1,639 1,783 3,208 3,159 Asset Management 18 (69) (2) (137) Corporate & Other (127) 449 34 (300) Total net interest income and net gains (losses) on financial assets/liabilities 4,835 5,179 10,252 9,336 1 2

Commission and Fee Income (Tabl

Commission and Fee Income (Tables)	6 Months Ended
	Jun. 30, 2023
Commissions and Fee Income [Abstract]
Disaggregation of revenues by product type and business segment based on IFRS 15 [text block table]	Disaggregation of revenues by product type and business segment Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 52 12 64 4 (1) 130 Commissions for assets under management 4 0 100 904 (0) 1,008 Commissions for other securities 122 (0) 9 0 0 132 Underwriting and advisory fees 7 247 4 0 3 260 Brokerage fees 5 69 234 10 0 318 Commissions for local payments 116 0 251 0 (0) 366 Commissions for foreign commercial business 116 3 6 0 (7) 118 Commissions for foreign currency/exchange business 2 0 1 0 (0) 3 Commissions for loan processing and guarantees 155 87 53 0 1 296 Intermediary fees 6 (0) 86 0 1 93 Fees for sundry other customer services 73 70 (4) 29 1 169 Total fee and commissions income 660 487 804 947 (3) 2,894 Gross expense (573) Net fees and commissions 2,321 Three months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 57 7 67 4 (1) 135 Commissions for assets under management 5 0 90 914 0 1,009 Commissions for other securities 151 0 12 0 0 163 Underwriting and advisory fees 7 336 3 0 (6) 341 Brokerage fees 4 82 283 20 1 390 Commissions for local payments 119 0 242 0 1 362 Commissions for foreign commercial business 120 8 19 0 (1) 145 Commissions for foreign currency/exchange business 5 0 1 0 0 6 Commissions for loan processing and guarantees 157 72 83 0 2 315 Intermediary fees 1 1 142 0 2 145 Fees for sundry other customer services 69 90 0 29 0 188 Total fee and commissions income 696 596 941 967 (1) 3,200 Gross expense (699) Net fees and commissions 2,502 Prior years’ comparatives aligned to segmental presentation in the current year Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 102 25 122 7 (1) 255 Commissions for assets under management 9 0 187 1,759 (0) 1,955 Commissions for other securities 223 (0) 20 0 0 243 Underwriting and advisory fees 23 583 10 0 (3) 613 Brokerage fees 10 139 543 15 (9) 698 Commissions for local payments 237 1 494 0 0 732 Commissions for foreign commercial business 239 13 12 0 (13) 251 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 309 159 115 0 0 584 Intermediary fees 12 (0) 164 0 5 181 Fees for sundry other customer services 148 122 6 57 2 335 Total fee and commissions income 1,316 1,042 1,674 1,838 (17) 5,853 Gross expense (1,185) Net fees and commissions 4,669 Six months ended Jun 30, 2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 112 13 132 9 (1) 265 Commissions for assets under management 10 0 193 1,829 0 2,032 Commissions for other securities 262 0 24 0 0 286 Underwriting and advisory fees 19 832 6 0 (22) 835 Brokerage fees 11 149 696 36 1 894 Commissions for local payments 236 2 485 0 7 730 Commissions for foreign commercial business 237 14 39 0 (2) 288 Commissions for foreign currency/exchange business 10 0 2 0 0 12 Commissions for loan processing and guarantees 299 130 162 0 3 595 Intermediary fees 6 1 330 0 6 344 Fees for sundry other customer services 139 173 3 62 2 379 Total fee and commissions income 1,341 1,315 2,072 1,937 (6) 6,658 Gross expense (1,401) Net fees and commissions 5,257 Prior years’ comparatives aligned to segmental presentation in the current year

Gains and Losses on derecogni_2

Gains and Losses on derecognition of Financial Assets at measured at Amortized Cost (Tables)	6 Months Ended
	Jun. 30, 2023
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Table Text]	The table below presents the gains and (losses) arising from derecognition of these assets. Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Gains 0 1 1 3 Losses (2) (5) (4) (7) Net gains (losses) from derecognition of assets measured at amortized cost (2) (4) (4) (4)

Restructuring (Tables)

Restructuring (Tables)	6 Months Ended
	Jun. 30, 2023
Restructuring [Abstract]
Net Restructuring Expense by Division [text block table]	Net restructuring expense by business segment Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Corporate Bank (0) (2) 0 (2) Investment Bank (1) 2 (0) 3 Private Bank 135 (35) 135 (80) Asset Management (0) 0 0 0 Corporate & Other 0 (1) (1) (1) Total Net Restructuring Charges 134 (36) 134 (80)
Net Restructuring by Type [text block table]	Net restructuring expense by type Three months ended Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Jun 30, 2023 Jun 30, 2022 Restructuring – Staff related 134 (36) 134 (79) Of which: Termination Payments 134 (42) 132 (85) Retention Acceleration (0) 5 1 6 Social Security 0 0 1 0 Restructuring – Non Staff related1 (0) (0) (0) (1) Total net restructuring Charges 134 (36) 134 (80) 1 Contract costs, mainly related to real estate
Organizational Changes [text block table]	Organizational changes Full-time equivalent staff Three months endedJun 30, 2023 Six months endedJun 30, 2023 Corporate Bank 3 12 Investment Bank 0 2 Private Bank 28 58 Asset Management 0 0 Infrastructure 4 25 Total full-time equivalent staff 35 97

Financial Instruments carried_2

Financial Instruments carried at Fair Value (Tables)	6 Months Ended
	Jun. 30, 2023
Financial Instruments carried at Fair Value [Abstract]
Carrying Value of The Financial Instruments held at Fair Value [text block table]	Financial instruments carried at fair value1 Jun 30, 2023 Dec 31, 2022 in € m. Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 42,581 56,372 9,511 42,035 42,285 8,547 Trading securities 42,379 54,098 3,293 41,826 39,133 3,053 Other trading assets 203 2,275 6,218 209 3,152 5,494 Positive market values from derivative financial instruments 2,533 247,338 8,866 4,937 285,355 9,564 Non-trading financial assets mandatory at fair value through profit or loss 2,025 85,339 4,551 1,605 82,259 5,790 Financial assets designated at fair value through profit or loss 0 0 166 0 75 94 Financial assets at fair value through other comprehensive income 13,335 13,213 3,276 15,892 13,108 2,676 Other financial assets at fair value 1,362 (591)2 6 1,684 (440)2 5 Total financial assets held at fair value 61,837 401,672 26,376 66,153 422,640 26,675 Financial liabilities held at fair value: Trading liabilities 44,616 9,296 94 43,163 7,419 34 Trading securities 44,616 8,220 77 43,162 6,667 30 Other trading liabilities 0 1,076 17 2 752 3 Negative market values from derivative financial instruments 2,877 233,409 7,010 3,256 270,662 8,500 Financial liabilities designated at fair value through profit or loss 0 76,006 3,141 0 51,843 2,792 Investment contract liabilities 0 483 0 0 469 0 Other financial liabilities at fair value 277 1,451 2 (240)3 240 1,687 2 (511)3 Total financial liabilities held at fair value 47,770 320,644 10,005 46,660 332,080 10,815 1 Amounts in this table are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments, as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Annual Report 2022 2 Predominantly relates to derivatives qualifying for hedge accounting 3 Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications
Reconciliation of Financial Instruments Categorized in Level 3 [text block table]	Reconciliation of financial instruments classified in Level 3 Reconciliation of financial instruments classified in Level 3 Jun 30, 2023 in € m. Balance,beginningof year Changesin thegroup ofconsoli-datedcom-panies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofperiod Financial assetsheld at fair value: Trading securities 3,053 0 (40) 955 (598) 0 (288) 576 (364) 3,293 Positive marketvalues fromderivative finan-cial instruments 9,564 0 (323) 0 0 0 (75) 2,110 (2,410) 8,866 Other tradingassets 5,494 0 19 460 (588) 1,107 (582) 582 (275) 6,218 Non-trading financial assets mandatory at fair value through profit or loss 5,790 (1) (118) 198 (80) 77 (789) 120 (646) 4,551 Financial assetsdesignated at fairvalue throughprofit or loss 94 0 (2) 0 0 0 0 75 0 166 Financial assets at fair value through other comprehensive income 2,676 0 (71)5 249 (110) 723 (387) 355 (159) 3,276 Other financialassets at fair value 5 0 0 0 0 0 0 0 1 6 Total financial assetsheld at fair value 26,675 (1) (535)6,7 1,862 (1,377) 1,907 (2,121) 3,817 (3,852) 26,376 Financial liabilitiesheld at fair value: Trading securities 30 0 0 0 0 0 46 0 (0) 77 Negative marketvalues fromderivative financialinstruments 8,500 0 (673) 0 0 0 (205) 1,620 (2,232) 7,010 Other tradingliabilities 3 0 0 0 0 0 14 0 0 17 Financial liabilitiesdesignated at fairvalue throughprofit or loss 2,792 0 (44) 0 0 1,030 (626) 24 (36) 3,141 Other financialliabilities at fair value (511) 0 239 0 0 0 24 (8) 15 (240) Total financialliabilities held atfair value 10,815 0 (477)6,7 0 0 1,030 (746) 1,636 (2,253) 10,005 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year 5 Total gains and losses on financial assets at fair value through other comprehensive income include a loss of € 32 million recognized in other comprehensive income, net of tax 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 254 million and for total financial liabilities held at fair value this is a gain of € 39 million 7 For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains Jun 30, 2022 in € m. Balance,beginningof year Changes inthe groupof consoli-dated com-panies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofperiod Financial assetsheld at fair value: Trading securities 3,614 0 (316) 1,646 (1,274) 80 (79) 1,174 (785) 4,060 Positive marketvalues fromderivative finan-cial instruments 9,042 0 (2,034) 0 0 0 13 6,976 (2,477) 11,519 Other tradingassets 5,201 0 37 579 (1,063) 1,431 (660) 505 (567) 5,462 Non-trading financial assets mandatory at fair value through profit or loss 4,896 0 547 162 (61) 1,109 (535) 177 (912) 5,383 Financial assetsdesignated at fairvalue throughprofit or loss 49 0 4 0 0 0 (45) 88 0 96 Financial assets at fair value through other comprehensive income 2,302 0 5 5 62 (156) 313 (349) 566 (158) 2,585 Other financialassets at fair value 78 0 0 0 0 0 0 0 49 127 Total financial assetsheld at fair value 25,182 0 (1,757)6,7 2,449 (2,553) 2,932 (1,655) 9,486 (4,851) 29,232 Financial liabilitiesheld at fair value: Trading securities 33 0 (1) 0 0 0 0 0 0 33 Negative marketvalues fromderivative financialinstruments 9,781 0 (2,182) 0 0 0 (254) 5,517 (1,904) 10,958 Other tradingliabilities 49 0 (45) 0 0 0 0 0 0 4 Financial liabilitiesdesignated at fairvalue throughprofit or loss 1,740 0 125 0 0 1,163 (129) 80 (50) 2,928 Other financialliabilities atfair value (179) 0 (485)
Sensitivity Analysis by Type of Instrument [text block table]	Breakdown of the sensitivity analysis by type of instrument1 Jun 30, 2023 Dec 31, 2022 in € m. Positive fair valuemovement fromusing reasonablepossiblealternatives Negative fair valuemovement fromusing reasonablepossiblealternatives Positive fair valuemovement fromusing reasonablepossiblealternatives Negative fair valuemovement fromusing reasonablepossiblealternatives Securities: Debt securities 244 209 239 274 Commercial mortgage-backed securities 27 32 15 20 Mortgage and other asset-backed securities 18 18 20 26 Corporate, sovereign and other debt securities 199 160 204 228 Equity securities 80 66 114 80 Derivatives: Credit 228 132 218 125 Equity 42 38 70 63 Interest related 557 296 605 217 Foreign exchange 40 23 37 30 Other 89 84 59 110 Loans: Loans 514 429 618 459 Other 0 0 0 0 Total 1,793 1,276 1,959 1,357 1 Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table
Quantitative Information about Fair Value (Level 3) 1 [text block table]	Financial instruments classified in Level 3 and quantitative information about unobservable inputs Jun 30, 2023 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s)1 Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value –Non-Derivative financial instruments held at fair value Mortgage- and other asset-backedsecurities held for trading: Commercial mortgage-backedsecurities 79 0 Price based Price 0 % 100 % Discounted cash flow Credit spread (bps) 216 1,750 Mortgage- and other asset-backedsecurities 130 0 Price based Price 0 % 102 % Discounted cash flow Credit spread (bps) 120 1,473 Recovery rate 13 % 85 % Constant default rate 0 % 22 % Constant prepayment rate 2 % 31 % Total mortgage- and other asset-backedsecurities 209 0 Debt securities and other debtobligations 4,171 3,031 Price based Price 0 % 179 % Held for trading 2,963 77 Discounted cash flow Credit spread (bps) 63 1,333 Corporate, sovereign and otherdebt securities 2,963 Non-trading financial assets mandatory at fair value through profit or loss 1,071 Designated at fair value through profit or loss 0 2,954 Financial assets at fair value through other comprehensive income 138 Equity securities 763 0 Market approach Price per net asset value 0 % 100 % Held for trading 122 0 Enterprise value/EBITDA(multiple) 5 13 Non-trading financial assets mandatory at fair value through profit or loss 641 Discounted cash flow Weighted average cost capital 18 % 20 % Price based Price 0 % 119 % Loans 9,912 17 Price based Price 0 % 114 % Held for trading 6,120 17 Discounted cash flow Credit spread (bps) 118 1,364 Non-trading financial assets mandatory at fair value through profit or loss 611 Designated at fair value through profit or loss 166 0 Recovery rate 40 % 75 % Financial assets at fair value through other comprehensive income 3,015 Loan commitments 0 8 Discounted cash flow Credit spread (bps) 180 833 Recovery rate 40 % 76 % Loan pricing model Utilization 0 % 100 % Other financial instruments 2,449 2 179 3 Discounted cash flow IRR 7 % 13 % Repo rate (bps.) 2 643 Total non-derivative financialinstruments held at fair value 17,504 3,235 1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position 2 Other financial assets include € 98 million of other trading assets, € 2.2 billion of other non-trading financial assets mandatory at fair value and € 123 million of other financial assets at fair value through other comprehensive income 3 Other financial liabilities include € 136 million of securities sold under repurchase agreements designated at fair value and € 43 million other financial liabilities designated at fair value. Dec 31, 2022 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s)1 Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value –Non-Derivative financial instruments held at fair value Mortgage- and other asset-backedsecurities held for trading: Commercial mortgage-backedsecurities 22 0 Price based Price 0 % 100 % Discounted cash flow Credit spread (bps) 182 1,720 Mortgage- and other asset-backedsecurities 128 0 Price based Price 0 % 99 % Discounted cash flow Credit spread (bps) 169 2,672 Recovery rate 16 % 95 % Constant default rate 0 % 16 % Constant prepayment rate 3 % 29 % Total mortgage- and other asset-backedsecurities 151 0 Debt securities and other debtobligations 4,720 2,625 Price based Price 0 % 181 % Held for trading 2,741 30 Discounted cash flow Credit spread (bps) 62 1,369 Corporate, sovereign and otherdebt securities 2,741 Non-trading financial assets mandatory at fair value through profit or loss 1,844 Designated at fair value through profit or loss 0 2,594 Financial assets at fair value through other comprehensive income 135 Equity securities 787 0 Market approach Price per net asset value 0 % 100 % Held for trading 161 0 Enterprise value/EBITDA(multiple) 5 13 Non-trading financial assets mandatory at fair value through profit or loss 626 Discounted cash flow Weighted average cost capital 8 % 20 % Price based Price 0 % 150 % Loans 8,819 3 Price based Price 0 % 122 % Held for trading 5,298 3 Discounted cash flow Credit spread (bps) 133 1,520 Non-trading financial assets mandatory at fair value through profit or loss 925 Designated at fair value through profit or loss 94 0 Recovery rate 40 % 75 % Financial assets at fair value through other comprehensive income 2,502
Quantitative Information about Fair Value (Level 3) 2 [text block table]	Jun 30, 2023 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s) Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value: Market values from derivative financialinstruments: Interest rate derivatives 5,493 3,522 Discounted cash flow Swap rate (bps) (1,795) 3,550 Inflation swap rate 0 % 18 % Constant default rate 0 % 14 % Constant prepayment rate 2 % 22 % Option pricing model Inflation volatility 1 % 8 % Interest rate volatility 0 % 43 % IR - IR correlation (1) % 99 % Hybrid correlation (90) % 90 % Credit derivatives 604 501 Discounted cash flow Credit spread (bps) 1 5,554 Recovery rate 0 % 40 % Correlation pricingmodel Credit correlation 25 % 69 % Equity derivatives 416 921 Option pricing model Stock volatility 0 % 79 % Index volatility 6 % 21 % Index - index correlation 0 % 0 % Stock - stock correlation – – Stock Forwards 0 % 3 % Index Forwards 0 % 6 % FX derivatives 1,628 1,642 Option pricing model Volatility (14) % 46 % Quoted Vol 0 % 0 % Discounted cash flow Swap rate (bps) (16) 28 Other derivatives 731 185 1 Discounted cash flow Credit spread (bps) 519 519 Option pricing model Index volatility 0 % 144 % Price 72 % 83 % Commodity correlation 0 % 85 % Total market values from derivativefinancial instruments 8,872 6,770 1 Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated Dec 31, 2022 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s) Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value: Market values from derivative financialinstruments: Interest rate derivatives 6,360 4,546 Discounted cash flow Swap rate (bps) (1,748) 1,301 Inflation swap rate (1) % 14 % Constant default rate 0 % 15 % Constant prepayment rate 0 % 19 % Option pricing model Inflation volatility 1 % 6 % Interest rate volatility 0 % 43 % IR - IR correlation (1) % 99 % Hybrid correlation (90) % 90 % Credit derivatives 577 517 Discounted cash flow Credit spread (bps) 1 4,885 Recovery rate 0 % 40 % Correlation pricingmodel Credit correlation 25 % 69 % Equity derivatives 452 1,155 Option pricing model Stock volatility 0 % 75 % Index volatility 13 % 30 % Index - index correlation 88 % 96 % Stock - stock correlation 0 % 0 % Stock Forwards 1 % 11 % Index Forwards 0 % 6 % FX derivatives 1,646 1,976 Option pricing model Volatility (12) % 48 % Quoted Vol 0 % 0 % Discounted cash flow Swap rate (bps) (6) 46 Other derivatives 534 (205)1 Discounted cash flow Credit spread (bps) – – Option pricing model Index volatility 0 % 91 % Price 0 % 0 % Commodity correlation 0 % 85 % Total market values from derivativefinancial instruments 9,569 7,989 1 Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated
Unrealized Gains or Losses on Level 3 Instruments Held or in Issue at the Reporting Date [text block table]	Six months ended in € m. Jun 30, 2023 Jun 30, 2022 Financial assets held at fair value: Trading securities (9) (433) Positive market values from derivative financial instruments 441 (1,257) Other trading assets 55 (96) Non-trading financial assets mandatory at fair value through profit or loss (33) 453 Financial assets designated at fair value through profit or loss 0 1 Financial assets at fair value through other comprehensive income (3) 0 Other financial assets at fair value (4) 13 Total financial assets held at fair value 449 (1,318) Financial liabilities held at fair value: Trading securities (0) 1 Negative market values from derivative financial instruments (104) 1,504 Other trading liabilities (0) 45 Financial liabilities designated at fair value through profit or loss 40 (113) Other financial liabilities at fair value (187) 460 Total financial liabilities held at fair value (251) 1,897 Total 199 579
Recognitions of Trade Date Profit [text block table]	in € m. Jun 30, 2023 Jun 30, 2022 Balance, beginning of year 550 462 New trades during the period 187 99 Amortization (77) (49) Matured trades (41) (30) Subsequent move to observability (15) (9) Exchange rate changes (1) 4 Balance, end of period 603 477

Fair Value of Financial Instr_2

Fair Value of Financial Instruments not carried at Fair Value (Tables)	6 Months Ended
	Jun. 30, 2023
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Estimated Fair Value of the Financial Instruments not carried at Fair Value [text block table]	Estimated fair value of financial instruments not carried at fair value on the balance sheet1 Jun 30, 2023 Dec 31, 2022 in € m. Carrying value Fair value Carrying value Fair value Financial assets: Cash and central bank balances 164,586 164,586 178,896 178,896 Interbank balances (w/o central banks) 6,567 6,567 7,195 7,195 Central bank funds sold and securities purchased under resale agreements 11,547 11,584 11,478 11,505 Securities borrowed 104 104 0 0 Loans 483,784 453,504 491,175 461,070 Other financial assets 119,957 118,015 110,066 107,878 Financial liabilities: Deposits 600,224 600,996 629,183 629,629 Central bank funds purchased and securities sold under repurchaseagreements 2,331 2,331 573 572 Securities loaned 10 10 13 13 Other short-term borrowings 7,081 7,080 5,122 5,121 Other financial liabilities 107,928 107,928 93,135 93,135 Long-term debt 122,323 118,209 131,525 127,743 Trust preferred securities 513 407 500 426 1 Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2022

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2023
Allowance for Credit Losses [Abstract]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Text Block Table]	Development of allowance for credit losses for financial assets at amortized cost Six months ended Jun 30, 2023 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business (106) 176 757 6 833 Transfers due to changes in creditworthiness¹ 90 (113) 23 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (442) (40) (482) Recovery of written off amounts 0 0 36 0 36 Foreign exchange and other changes 2 (10) (139) 0 (147) Balance, end of reporting period 519 679 3,890 146 5,235 Provision for credit losses excluding country risk3,4 (16) 63 780 6 833 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 Movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models add up to provision for credit losses excluding country risk 4 Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023 5 Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023 Six months ended Jun 30, 2022 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business 15 177 295 1 488 Transfers due to changes in creditworthiness¹ 79 (85) 6 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0- 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (439) 0 (439) Recovery of written off amounts 0 0 32 3 35 Foreign exchange and other changes 7 11 24 4 46 Balance, end of reporting period 541 634 3,658 190 5,024 Provision for credit losses excluding country risk3,4 94 92 301 1 488 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 4 Credit loss provision does include € 29 million reimbursement gain as of June 30, 2022 5 Allowance for credit losses does not include allowance for country risk amounting to € 12 million as of June 30, 2022
Development Of Allowance For Off Balance Sheet Positions [Text Block Table]	Development of allowance for credit losses for off-balance sheet positions Six months ended Jun 30, 2023 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 144 97 310 0 551 Movements including new business (17) 12 (53) 0 (58) Transfers due to changes in creditworthiness1 7 (8) 1 N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes (0) (2) 1 0 (1) Balance, end of reporting period 134 98 260 0 492 of which: Financial guarantees 91 54 188 0 333 Provision for credit losses excluding country risk2 (10) 3 (52) 0 (58) 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2023 Six months ended Jun 30, 2022 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 108 111 225 0 443 Movements including new business 25 1 (25) 0 1 Transfers due to changes in creditworthiness1 9 (10) 2 N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 7 4 9 0 19 Balance, end of reporting period 147 105 211 0 464 of which: Financial guarantees 110 59 132 0 300 Provision for credit losses excluding country risk2 33 (9) (23) 0 1 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of June 30, 2022

Credit related Commitments an_2

Credit related Commitments and Contingent Liabilities (Tables)	6 Months Ended
	Jun. 30, 2023
Credit related Commitments and Contingent Liabilities [Abstract]
Commitments and Contingent Liabilities [text block table]	in € m. Jun 30, 2023 Dec 31, 2022 Irrevocable lending commitments 204,363 202,595 Revocable lending commitments 50,319 48,425 Contingent liabilities 62,824 67,214 Total 317,505 318,234

IFRS 9 Impairment (Tables)

IFRS 9 Impairment (Tables)	6 Months Ended
	Jun. 30, 2023
IFRS 9 Impairment [Abstract]
IFRS 9 Impairment Forward Looking Information [text block table]	Macroeconomic variables applied as of June 2023¹ ² Year 1 Year 2 Commodity - Gold 1,948.85 1,972.20 Commodity - WTI 77.82 82.31 Credit - CDX Emerging Markets 247.55 222.05 Credit - CDX High Yield 486.44 464.74 Credit - CDX IG 78.74 76.23 Credit - High Yield Index 4.71% 4.38% Credit - ITX Europe 125 85.68 82.17 Equity - MSCI Asia 1,279 1,290 Equity - Nikkei 30,573 31,183 Equity - S&P500 4,178 4,215 GDP - Developing Asia 5.07 % 4.70 % GDP - Emerging Markets 4.20 % 4.05 % GDP - Eurozone 0.44 % 0.99 % GDP - Germany 0.14 % 1.27 % GDP - Italy 0.73 % 0.95 % GDP - USA 1.02 % 1.13 % Real Estate Prices - US CRE Index 350.73 342.32 Unemployment - Eurozone 6.77 % 6.72 % Unemployment - Germany 3.15 % 3.28 % Unemployment - Italy 8.09 % 8.15 % Unemployment - Japan 2.58 % 2.47 % Unemployment - Spain 12.85 % 12.46 % Unemployment - USA 4.05 % 4.51 % 1 2 as of December 2022¹ ² Year 1 Year 2 Commodity - Gold 1,745.84 1,797.74 Commodity - WTI 90.19 88.79 Credit - CDX Emerging Markets 260.99 239.03 Credit - CDX High Yield 489.77 476.53 Credit - CDX IG 85.33 84.94 Credit - High Yield Index 4.46% 4.31% Credit - ITX Europe 125 101.26 96.50 Equity - MSCI Asia 1,178 1,176 Equity - Nikkei 28,427 29,287 Equity - S&P500 3,933 4,011 GDP - Developing Asia 3.95 % 4.60 % GDP - Emerging Markets 3.31 % 3.94 % GDP - Eurozone 0.87 % 0.53 % GDP - Germany (0.26) % 1.00 % GDP - Italy 0.32 % 0.68 % GDP - USA 0.62 % 0.61 % Real Estate Prices - US CRE Index 352.41 343.97 Unemployment - Eurozone 7.03 % 7.15 % Unemployment - Germany 3.22 % 3.33 % Unemployment - Italy 8.24 % 8.53 % Unemployment - Japan 2.56 % 2.42 % Unemployment - Spain 13.06 % 12.98 % Unemployment - USA 4.05 % 4.75 % 1 2
IFRS 9 Model Sensitivity [text block table]	IFRS 9 – Sensitivities of Forward-Looking Information applied on Stage 1 and Stage 2 – Group Level Jun 30, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (80.7) (1)pp 98.7 Unemployment rates (0.5)pp (41.7) 0.5pp 56.0 Real estate prices 5% (5.9) (5)% 6.2 Equities 10% (13.1) (10)% 17.5 Credit spreads (40)% (33.5) 40% 39.6 Commodities¹ 10% (12.7) (10)% 13.6 1 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign December 31, 2022 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (83.3) (1)pp 101.4 Unemployment rates (0.5)pp (40.8) 0.5pp 58.0 Real estate prices 5% (5.6) (5)% 6.0 Equities 10% (15.8) (10)% 19.6 Credit spreads (40)% (37.9) 40% 42.6 Commodities¹ 10% (14.8) (10)% 15.6 1 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign

Breakdown of total exposure and

Breakdown of total exposure and allowance for credit losses by stages to Russia (Tables)	6 Months Ended
	Jun. 30, 2023
Exposure to Russia [Abstract]
Breakdown of total exposure and allowance for credit losses by stages [text block table]	Breakdown of total exposure and allowance for credit losses by stages Jun 30, 2023 Dec 31, 2022 in € m. Total Exposure Allowance for Credit Losses1 Total collateral and guarantees Total Exposure Allowance for Credit Losses1 Total collateral and guarantees Stage 1 105 0 59 209 0 59 Stage 2 1,032 6 435 1,182 10 375 Stage 3 277 46 106 336 68 152 Total 1,414 53 599 1,726 79 586 1 Allowance for credit losses do not include allowance for country risk amounting to € 3 million as of June 30, 2023 and € 11 million as of December 31, 2022

Long-Term Debt (Tables)

Long-Term Debt (Tables)	6 Months Ended
	Jun. 30, 2023
Long-Term Debt and Trust Preferred Securities [Abstract]
Long-Term Debt [text block table]	Long-term debt in € m. Jun 30, 2023 Dec 31, 2022 Senior debt: Bonds and notes Fixed rate 73,541 63,986 Floating rate 7,441 14,571 Other 30,069 41,588 Subordinated debt: Bonds and notes Fixed rate 11,082 9,644 Floating rate 0 1,491 Other 189 245 Total long-term debt 122,323 131,525

Shares Issued and Outstanding (

Shares Issued and Outstanding (Tables)	6 Months Ended
	Jun. 30, 2023
Shares Issued and Outstanding [Abstract]
Shares Issued and Outstanding [text block table]	in million Jun 30, 2023 Dec 31, 2022 Shares issued 2,040.2 2,066.8 Shares in treasury 4.6 28.9 Of which: Buyback 4.6 28.9 Other 0.0 0.0 Shares outstanding 2,035.6 2,037.8

Related Party Transactions (Tab

Related Party Transactions (Tables)	6 Months Ended
	Jun. 30, 2023
Related Party Transactions [Abstract]
Loans Issued and Guarantees Granted (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Loans issued and guarantees granted in € m. Jun 30, 2023 Dec 31, 2022 Loans outstanding, beginning of period 119 153 Net movement in loans during the period (72) (34) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 22 0 Loans outstanding, end of period1 70 119 Other credit risk related transactions: Allowance for loan losses 1 0 Provision for loan losses 0 0 Guarantees and commitments 3 5 1 Loans past due were € 0 million as of June 30, 2023, and € 0 million as of December 31, 2022. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2023, and December 31, 2022, respectively
Deposits Received (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Deposits received in € m. Jun 30, 2023 Dec 31, 2022 Deposits, beginning of period 31 63 Net movement in deposits during the period (3) (32) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits, end of period 28 31

IBOR Transition (Tables)

IBOR Transition (Tables)	6 Months Ended
	Jun. 30, 2023
IBOR transition [Abstract]
IBOR Transition [Text Block Table]

Basis of Preparation_impact of

Basis of Preparation/impact of changes in accounting principles - Basis of Preparation (Detail: Text Values) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2023 EUR (€)	Jun. 30, 2022 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2022 EUR (€)
Application of the EU carve out version of IAS 39 [Abstract]
Positive impact on profit before tax	€ 346	€ 1,000	€ 250	€ 910
Positive impact on profit after tax	€ 247	€ 823	€ 177	€ 717
Calculation impact on CET capital ratio (in bps)			5	19

Accounting Policies Business Se

Accounting Policies Business Segments (Detail: Text values) - EUR (€) € in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2022	Jun. 30, 2022
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Impact on noninterest expenses from restatements for DBCM, Corporate Bank	€ 98	€ 151
Impact on noninterest expenses from restatements for DBCM, Investment Bank	19	33
Impact on noninterest expenses from restatements for DBCM, Private Bank	53	77
Impact on noninterest expenses from restatements for DBCM, Asset Management	13	14
Impact on noninterest expenses from restatements for DBCM, Corporate and Other	€ 183	€ 275

Segment Results - Segment Resul

Segment Results - Segment Results of Operations (Detail) - EUR (€) € in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Segment Results of Operations [Line Items]
Net revenues	€ 7,062	€ 7,699	[1]	€ 14,839	€ 14,887	[2]
Provision for credit losses	401	233	[1]	772	525	[2]
Noninterest expenses [Abstract]
Compensation and benefits	2,812	2,690	[1]	5,508	5,346	[2]
General and administrative expenses	2,657	2,217	[1]	5,417	4,981	[2]
Impairment of goodwill and other intangible assets	0	0	[1]	0	0	[2]
Restructuring activities	134	(36)	[1]	134	(80)	[2]
Total noninterest expenses	5,602	4,870	[1]	11,059	10,247	[2]
Noncontrolling interests	0	0	[1]	0	0	[2]
Profit (loss) before tax	1,059	2,596	[1]	3,008	4,115	[2]
Corporate Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	1,943	1,551	[3],[4]	3,916	3,013	[3],[4]
Provision for credit losses	117	56	[3],[4]	182	204	[3],[4]
Noninterest expenses [Abstract]
Compensation and benefits	375	356	[3],[4]	736	709	[3],[4]
General and administrative expenses	781	700	[3],[4]	1,506	1,415	[3],[4]
Impairment of goodwill and other intangible assets	0	0	[3],[4]	0	0	[3],[4]
Restructuring activities	0	(2)	[3],[4]	0	(2)	[3],[4]
Total noninterest expenses	1,156	1,054	[3],[4]	2,242	2,122	[3],[4]
Noncontrolling interests	0	0	[3],[4]	0	0	[3],[4]
Profit (loss) before tax	670	441	[3],[4]	1,492	687	[3],[4]
Investment Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	2,361	2,646	[5]	5,052	5,969	[5]
Provision for credit losses	141	72	[5]	181	108	[5]
Noninterest expenses [Abstract]
Compensation and benefits	646	588	[5]	1,259	1,200	[5]
General and administrative expenses	990	943	[5]	2,169	2,127	[5]
Impairment of goodwill and other intangible assets	0	0	[5]	0	0	[5]
Restructuring activities	(1)	2	[5]	0	3	[5]
Total noninterest expenses	1,636	1,533	[5]	3,427	3,330	[5]
Noncontrolling interests	8	2	[5]	6	3	[5]
Profit (loss) before tax	576	1,038	[5]	1,437	2,528	[5]
Private Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	2,400	2,160	[6]	4,838	4,380	[6]
Provision for credit losses	147	96	[6]	413	197	[6]
Noninterest expenses [Abstract]
Compensation and benefits	716	700	[6]	1,405	1,383	[6]
General and administrative expenses	1,231	986	[6]	2,433	2,074	[6]
Impairment of goodwill and other intangible assets	0	0	[6]	0	0	[6]
Restructuring activities	135	(35)	[6]	135	(80)	[6]
Total noninterest expenses	2,082	1,652	[6]	3,973	3,377	[6]
Noncontrolling interests	0	0	[6]	0	0	[6]
Profit (loss) before tax	171	412	[6]	452	805	[6]
Asset Management [Member]
Segment Results of Operations [Line Items]
Net revenues	620	656	[7]	1,209	1,338	[7]
Provision for credit losses	0	0	[7]	(1)	0	[7]
Noninterest expenses [Abstract]
Compensation and benefits	234	224	[7]	456	453	[7]
General and administrative expenses	241	229	[7]	454	421	[7]
Impairment of goodwill and other intangible assets	0	0	[7]	0	0	[7]
Restructuring activities	0	0	[7]	0	0	[7]
Total noninterest expenses	474	453	[7]	910	875	[7]
Noncontrolling interests	43	46	[7]	82	101	[7]
Profit (loss) before tax	103	157	[7]	218	362	[7]
Corporate & Other [Member]
Segment Results of Operations [Line Items]
Net revenues	(261)	686	[1]	(175)	187	[2]
Provision for credit losses	(4)	8	[1]	(3)	16	[2]
Noninterest expenses [Abstract]
Compensation and benefits	841	821	[1]	1,652	1,602	[2]
General and administrative expenses	(586)	(642)	[1]	(1,144)	(1,056)	[2]
Impairment of goodwill and other intangible assets	0	0	[1]	0	0	[2]
Restructuring activities	0	(1)	[1]	(1)	(1)	[2]
Total noninterest expenses	255	178	[1]	507	544	[2]
Noncontrolling interests	(51)	(49)	[1]	(89)	(104)	[2]
Profit (loss) before tax	€ (461)	€ 549	[1]	€ (591)	€ (268)	[2]
[1] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate Div

Segment Results - Corporate Divisions - Corporate Bank (Detail) - Corporate Bank [Member] - EUR (€) € in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2023		Jun. 30, 2022	[1],[2]	Jun. 30, 2023		Jun. 30, 2022	[1],[2]
Net revenues [Abstract]
Corporate Treasury Services		€ 1,076		€ 946		€ 2,264		€ 1,845
Institutional Client Services		492		394		939		744
Business Banking		376		211		713		424
Total net revenues		1,943		1,551		3,916		3,013
Of which [Abstract]
Net interest income		1,312		825		2,645		1,604
Commission and fee income		573		622		1,149		1,192
Remaining income		58		104		122		217
Provision for credit losses		117		56		182		204
Noninterest expenses [Abstract]
Compensation and benefits		375		356		736		709
General and administrative expenses		781		700		1,506		1,415
Impairment of goodwill and other intangible assets		0		0		0		0
Restructuring activities		0		(2)		0		(2)
Total noninterest expenses		1,156		1,054		2,242		2,122
Noncontrolling interests		0		0		0		0
Profit (loss) before tax		670		441		1,492		687
Total assets	[3],[4],[5],[6],[7]	245,000		258,000		245,000		258,000
Risk-weighted assets (RWA)	[3]	71,000		72,000		71,000		72,000
of which, operational risk RWA	[3]	5,000		5,000		5,000		5,000
Leverage exposure	[3]	306,000		317,000		306,000		317,000
Deposits	[3]	271,000		275,000		271,000		275,000
Loans gross of allowances for loan losses	[4]	€ 116,000	[3]	€ 129,000		€ 116,000	[3]	€ 129,000
Cost Income Ratio		59.50%		68%		57.30%		70.40%
Post tax return on average shareholders equity		13.60%		9.90%		15.30%		7.70%
Post tax return on average tangible shareholders equity		14.80%		10.80%		16.60%		8.40%
[1] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate D_2

Segment Results - Corporate Divisions - Investment Bank (Detail) - Investment Bank [Member] - EUR (€) € in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Net revenues [Abstract]
Fixed Income, Currency (FIC) Sales & Trading		€ 2,146	€ 2,385	[1]	€ 4,506	€ 5,226	[1]
Debt Origination		212	21	[1]	425	328	[1]
Equity Origination		30	45	[1]	52	79	[1]
Advisory		48	166	[1]	140	299	[1]
Origination and Advisory		291	232	[1]	618	707	[1]
Other		(76)	28	[1]	(71)	37	[1]
Total net revenues		2,361	2,646	[1]	5,052	5,969	[1]
Provision for credit losses		141	72	[1]	181	108	[1]
Noninterest expenses [Abstract]
Compensation and benefits		646	588	[1]	1,259	1,200	[1]
General and administrative expenses		990	943	[1]	2,169	2,127	[1]
Impairment of goodwill and other intangible assets		0	0	[1]	0	0	[1]
Restructuring activities		(1)	2	[1]	0	3	[1]
Total noninterest expenses		1,636	1,533	[1]	3,427	3,330	[1]
Noncontrolling interests		8	2	[1]	6	3	[1]
Profit (loss) before tax		576	1,038	[1]	1,437	2,528	[1]
Total assets	[2]	662,000	706,000	[1]	662,000	706,000	[1]
Risk-weighted assets (RWA)		145,000	144,000		145,000	144,000
of which, operational risk RWA		23,000	24,000		23,000	24,000
Leverage exposure		546,000	557,000		546,000	557,000
Deposits		12,000	17,000		12,000	17,000
Loans gross of allowances for loan losses	[2]	€ 103,000	€ 99,000	[1]	€ 103,000	€ 99,000	[1]
Cost Income Ratio		69.30%	58%	[1]	67.80%	55.80%	[1]
Post tax return on average shareholders equity		5%	10.60%		6.60%	13.20%
Post tax return on average tangible shareholders equity		5.30%	11.10%		6.90%	13.90%
[1] Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate D_3

Segment Results - Corporate Divisions - Private Bank (Detail) - Private Bank [Member] - EUR (€) € in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Net revenues [Abstract]
Private Bank Germany		€ 1,535	€ 1,326	[1]	€ 3,085	€ 2,683	[1]
International Private Bank		865	834	[1]	1,752	1,696	[1]
Premium Banking		257	232	[1]	499	477	[1]
Wealth Management and Bank for Entrpreneurs		608	602	[1]	1,253	1,220	[1]
Total net revenues		2,400	2,160	[1]	4,838	4,380	[1]
Of which [Abstract]
Net interest income		1,543	1,274	[1]	3,075	2,457	[1]
Commission and fee income		724	783	[1]	1,501	1,740	[1]
Remaining income		132	102	[1]	262	182	[1]
Provision for credit losses		147	96	[1]	413	197	[1]
Noninterest expenses [Abstract]
Compensation and benefits		716	700	[1]	1,405	1,383	[1]
General and administrative expenses		1,231	986	[1]	2,433	2,074	[1]
Impairment of goodwill and other intangible assets		0	0	[1]	0	0	[1]
Restructuring activities		135	(35)	[1]	135	(80)	[1]
Total noninterest expenses		2,082	1,652	[1]	3,973	3,377	[1]
Noncontrolling interests		0	0	[1]	0	0	[1]
Profit (loss) before tax		171	412	[1]	452	805	[1]
Total assets	[2],[3]	330,000	330,000	[1]	330,000	330,000	[1]
Risk-weighted assets (RWA)		87,000	88,000		87,000	88,000
of which, operational risk RWA		8,000	7,000		8,000	7,000
Leverage exposure		341,000	341,000		341,000	341,000
Deposits		307,000	319,000		307,000	319,000
Loans gross of allowances for loan losses	[2]	263,000	264,000	[1]	263,000	264,000	[1]
Assets under Management	[2],[4]	541,000	529,000	[1]	541,000	529,000	[1]
Net flows		€ 7,000	€ 7,000	[1]	€ 13,000	€ 17,000	[1]
Cost Income Ratio		86.80%	76.50%	[1]	82.10%	77.10%	[1]
Post tax return on average shareholders equity		2.60%	7.90%		3.70%	7.80%
Post tax return on average tangible shareholders equity		2.80%	8.60%		4%	8.50%
[1] Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate D_4

Segment Results - Corporate Divisions - Asset Management (Detail) - Asset Management [Member] - EUR (€) € in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Net revenues [Abstract]
Management Fees	€ 580	€ 619	[1]	€ 1,151	€ 1,239	[1]
Performance and transaction fees	57	31	[1]	68	58	[1]
Other	(17)	6	[1]	(10)	41	[1]
Total net revenues	620	656	[1]	1,209	1,338	[1]
Provision for credit losses	0	0	[1]	(1)	0	[1]
Noninterest expenses [Abstract]
Compensation and benefits	234	224	[1]	456	453	[1]
General and administrative expenses	241	229	[1]	454	421	[1]
Impairment of goodwill and other intangible assets	0	0	[1]	0	0	[1]
Restructuring activities	0	0	[1]	0	0	[1]
Total noninterest expenses	474	453	[1]	910	875	[1]
Noncontrolling interests	43	46	[1]	82	101	[1]
Profit (loss) before tax	103	157	[1]	218	362	[1]
Total assets	10,000	11,000	[1]	10,000	11,000	[1]
Risk-weighted assets (RWA)	14,000	13,000		14,000	13,000
of which, operational risk RWA	3,000	3,000		3,000	3,000
Leverage exposure	9,000	9,000		9,000	9,000
Assets under Management	859,000	833,000	[1]	859,000	833,000	[1]
Net flows	€ 9,000	€ (25,000)	[1]	€ 15,000	€ (26,000)	[1]
Cost Income Ratio	76.50%	69.10%		75.30%	65.40%
Post tax return on average shareholders equity	5.30%	8.10%		5.60%	9.50%
Post tax return on average tangible shareholders equity	12.50%	18.60%		13%	22%
[1] Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate D_5

Segment Results - Corporate Divisions - Corporate & Other (Detail) - Corporate & Other [Member] - EUR (€) € in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Corporate & Other [Line Items]
Net revenues		€ (261)	€ 686	[1]	€ (175)	€ 187	[2]
Provision for credit losses		(4)	8	[1]	(3)	16	[2]
Noninterest expenses [Abstract]
Compensation and benefits		841	821	[1]	1,652	1,602	[2]
General and administrative expenses		(586)	(642)	[1]	(1,144)	(1,056)	[2]
Impairment of goodwill and other intangible assets		0	0	[1]	0	0	[2]
Restructuring activities		0	(1)	[1]	(1)	(1)	[2]
Total noninterest expenses		255	178	[1]	507	544	[2]
Noncontrolling interests		(51)	(49)	[1]	(89)	(104)	[2]
Profit (loss) before tax		(461)	549	[1]	(591)	(268)	[2]
Risk-weighted assets in divisions(RWA)	[3]	41,000	52,000		41,000	52,000
Leverage exposure in divisions	[3]	€ 34,000	€ 56,000		€ 34,000	€ 56,000
[1] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Segment Results - Corporate D_6

Segment Results - Corporate Divisions - Employees Only (Detail)		Jun. 30, 2023	Jun. 30, 2022
Corporate Bank [Member]
Segment Results of Operations [Line Items]
Employees (full time equivalent)	[1]	23,314	20,897	[2],[3]
Employees (front office, full time equivalent)	[1]	7,627	7,331	[2],[3]
Employees (business aligned operations, full time equivalent)	[1]	6,971	5,980	[2],[3]
Employees (allocated central infrastructure, full time equivalent)	[1]	8,716	7,586	[2],[3]
Investment Bank [Member]
Segment Results of Operations [Line Items]
Employees (full time equivalent)		19,400	17,126
Employees (front office, full time equivalent)		4,377	4,199
Employees (business aligned operations, full time equivalent)		3,547	3,012
Employees (allocated central infrastructure, full time equivalent)		11,476	9,914
Private Bank [Member]
Segment Results of Operations [Line Items]
Employees (full time equivalent)		37,944	37,340
Employees (front office, full time equivalent)		20,957	21,683
Employees (business aligned operations, full time equivalent)		5,819	5,982
Employees (allocated central infrastructure, full time equivalent)		11,168	9,675
Asset Management [Member]
Segment Results of Operations [Line Items]
Employees (full time equivalent)		4,834	4,718
Employees (front office, full time equivalent)		1,999	1,907
Employees (business aligned operations, full time equivalent)		2,313	2,326
Employees (allocated central infrastructure, full time equivalent)		522	485
Corporate & Other [Member]
Segment Results of Operations [Line Items]
Employees (full time equivalent)	[4]	33,445	30,495
Employees (Corporate and Others, net, full time equivalent)	[4]	1,563	2,835
Employees (central infrastruture allocated to businesses, full time equivalent)	[4]	31,882	27,660
[1]As of quarter-end[2] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Net Interest Income and Net G_3

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Line Items]
Net interest income		€ 4,192	€ 3,364	€ 8,074	€ 6,217
Trading income	[1]	674	1,812	2,070	2,771
Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss		7	(107)	123	37
Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss		(38)	110	(15)	311
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss		643	1,815	2,178	3,119
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	[2]	4,835	5,179	10,252	9,336
Corporate Bank		1,299	856	2,604	1,686
Corporate Treasury Services		740	584	1,546	1,145
Institutional Client Services		244	117	466	234
Business Banking		315	154	593	307
Investment Bank		2,006	2,160	4,408	4,929
FIC Sales & Trading		2,084	2,356	4,472	5,157
Remaining Products		(78)	(196)	(65)	(228)
Private Bank		1,639	1,783	3,208	3,159
Private Bank Germany		1,089	1,309	2,108	2,255
International Private Bank		550	474	1,101	904
Asset Management		18	(69)	(2)	(137)
Corporate & Other		(127)	449	34	(300)
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss		€ 4,835	€ 5,179	€ 10,252	€ 9,336
[1]Trading income includes gains and losses from derivatives not qualifying for hedge accounting[2]Prior year segmental information has been aligned to presentation in the current year

Net Interest Income and Net G_4

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through P&L (Detail: Text Values) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Net Interest Income [Abstract]
Group borrowing under the TLTRO III-refinancing program	€ 22,400	€ 44,700	€ 22,400	€ 44,700
Net interest income related to EU government grants under the Targeted Longer-Term Refinancing Operations III (TLTRO III) program	(216)	109	(385)	223
Negative interest expense included in interest and similar income	25	388	61	745
Negative interest income included in interest expense	€ 15	€ 192	€ 37	€ 376

Commissions and Fee Income - Di

Commissions and Fee Income - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail) - EUR (€) € in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	[1]	Jun. 30, 2023	Jun. 30, 2022	[2]
Total Consolidated Segments [Domain Member]
Major type of services: [Abstract]
Commissions for administration	€ 130	€ 135		€ 255	€ 265
Commissions for assets under management	1,008	1,009		1,955	2,032
Commissions for other securities	132	163		243	286
Underwriting and advisory fees	260	341		613	835
Brokerage Fees	318	390		698	894
Commissions for local payments	366	362		732	730
Commissions for foreign commercial business	118	145		251	288
Commissions for foreign currency/exchange business	3	6		5	12
Commissions for loan processing and guarantees	296	315		584	595
Intermediary fees	93	145		181	344
Fees for sundry other customer services	169	188		335	379
Total fee and commissions income	2,894	3,200		5,853	6,658
Gross expense	(573)	(699)		(1,185)	(1,401)
Net fees and commissions	2,321	2,502		4,669	5,257
Corporate Bank [Member]
Major type of services: [Abstract]
Commissions for administration	52	57		102	112
Commissions for assets under management	4	5		9	10
Commissions for other securities	122	151		223	262
Underwriting and advisory fees	7	7		23	19
Brokerage Fees	5	4		10	11
Commissions for local payments	116	119		237	236
Commissions for foreign commercial business	116	120		239	237
Commissions for foreign currency/exchange business	2	5		3	10
Commissions for loan processing and guarantees	155	157		309	299
Intermediary fees	6	1		12	6
Fees for sundry other customer services	73	69		148	139
Total fee and commissions income	660	696		1,316	1,341
Investment Bank [Member]
Major type of services: [Abstract]
Commissions for administration	12	7		25	13
Commissions for assets under management	0	0		0	0
Commissions for other securities	0	0		0	0
Underwriting and advisory fees	247	336		583	832
Brokerage Fees	69	82		139	149
Commissions for local payments	0	0		1	2
Commissions for foreign commercial business	3	8		13	14
Commissions for foreign currency/exchange business	0	0		0	0
Commissions for loan processing and guarantees	87	72		159	130
Intermediary fees	0	1		0	1
Fees for sundry other customer services	70	90		122	173
Total fee and commissions income	487	596		1,042	1,315
Private Bank [Member]
Major type of services: [Abstract]
Commissions for administration	64	67		122	132
Commissions for assets under management	100	90		187	193
Commissions for other securities	9	12		20	24
Underwriting and advisory fees	4	3		10	6
Brokerage Fees	234	283		543	696
Commissions for local payments	251	242		494	485
Commissions for foreign commercial business	6	19		12	39
Commissions for foreign currency/exchange business	1	1		2	2
Commissions for loan processing and guarantees	53	83		115	162
Intermediary fees	86	142		164	330
Fees for sundry other customer services	(4)	0		6	3
Total fee and commissions income	804	941		1,674	2,072
Asset Management [Member]
Major type of services: [Abstract]
Commissions for administration	4	4		7	9
Commissions for assets under management	904	914		1,759	1,829
Commissions for other securities	0	0		0	0
Underwriting and advisory fees	0	0		0	0
Brokerage Fees	10	20		15	36
Commissions for local payments	0	0		0	0
Commissions for foreign commercial business	0	0		0	0
Commissions for foreign currency/exchange business	0	0		0	0
Commissions for loan processing and guarantees	0	0		0	0
Intermediary fees	0	0		0	0
Fees for sundry other customer services	29	29		57	62
Total fee and commissions income	947	967		1,838	1,937
Corporate & Other [Member]
Major type of services: [Abstract]
Commissions for administration	(1)	(1)		(1)	(1)
Commissions for assets under management	0	0		0	0
Commissions for other securities	0	0		0	0
Underwriting and advisory fees	3	(6)		(3)	(22)
Brokerage Fees	0	1		(9)	1
Commissions for local payments	0	1		0	7
Commissions for foreign commercial business	(7)	(1)		(13)	(2)
Commissions for foreign currency/exchange business	0	0		0	0
Commissions for loan processing and guarantees	1	2		0	3
Intermediary fees	1	2		5	6
Fees for sundry other customer services	1	0		2	2
Total fee and commissions income	€ (3)	€ (1)		€ (17)	€ (6)
[1] Prior years’ comparatives aligned to segmental presentation in the current year Prior years’ comparatives aligned to segmental presentation in the current year

Commissions and Fee Income - _2

Commissions and Fee Income - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail: Text values) - EUR (€) € in Millions	Jun. 30, 2023	Jun. 30, 2022
Disaggregation of revenues by product type and business segment - based on IFRS 15 [Abstract]
Balance of receivables from commission and fee income	€ 928	€ 865
Balance of contract liabilities associated to commission and fee income	€ 93	€ 79

Gains and Losses on derecogni_3

Gains and Losses on derecognition of Financial Assets measured at Amortized Cost (Detail) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Gains	€ 0	€ 1	€ 1	€ 3
Losses	2	5	4	7
Net gains (losses) from derecognition of securities measured at amortized cost	€ (2)	€ (4)	€ (4)	€ (4)

Gains and Losses on derecogni_4

Gains and Losses on derecognition of Financial Assets measured at Amortized Cost (Detail: Text Value) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Derecognition of Financial Assets at amortized cost [Abstract]
Total Derecognition	€ 93	€ 78

Restructuring - Net Restructuri

Restructuring - Net Restructuring Expense by Division (Detail) - EUR (€) € in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Corporate Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ 0	€ (2)	[1],[2]	€ 0	€ (2)	[1],[2]
Investment Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(1)	2	[3]	0	3	[3]
Private Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	135	(35)	[4]	135	(80)	[4]
Asset Management [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	0	[5]	0	0	[5]
Corporate & Other [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	(1)	[6]	(1)	(1)	[7]
Total Net Restructuring Charges [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ 134	€ (36)		€ 134	€ (80)
[1] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Restructuring - Net Restructu_2

Restructuring - Net Restructuring Expense by Type (Detail) - EUR (€) € in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2023	Jun. 30, 2022		Jun. 30, 2023	Jun. 30, 2022
Net Restructuring Expense by Type
Restructuring, Staff related		€ 134	€ (36)		€ 134	€ (79)
of which [Abstract]
Termination Payments		134	(42)		132	(85)
Retention Acceleration		0	5		1	6
Social Security		0	0		1	0
Restructuring, Non Staff related	[1]	0	0		0	(1)
Total Net Restructuring Charges		€ 134	€ (36)	[2]	€ 134	€ (80)	[3]
[1]Contract costs, mainly related to real estate[2] Prior year’s comparatives aligned to presentation in the current year Prior year’s comparatives aligned to presentation in the current year

Restructuring - Organizational

Restructuring - Organizational Changes (Detail) - Full Time Equivalent Staff [Member]	3 Months Ended	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2023
Organizational Changes [Line Items]
Corporate Bank	3	12
Investment Bank	0	2
Private Bank	28	58
Asset Management	0	0
Infrastructure	4	25
Total Full Time Equivalent Staff	35	97

Restructuring - Net Restructu_3

Restructuring - Net Restructuring Expense by Division (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Net Restructuring Expense by Division
Provisions for restructuring	€ 353	€ 248

Restructuring (Detail_ Text val

Restructuring (Detail: Text value)	6 Months Ended
	Jun. 30, 2023
Organizational Changes
Total Full Time Equivalent Staff Reduced Organizational Changes	97

Effective Tax Rate (Detail_ Tex

Effective Tax Rate (Detail: Text Values)	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Effective Tax Rate [Abstract]
Effective tax rate	35%	22%	31%	23%

Financial Instruments carried_3

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail) - EUR (€) € in Millions		Jun. 30, 2023	Dec. 31, 2022
Quoted prices in active market (Level 1)
Financial assets held at fair value:
Trading assets	[1]	€ 42,581	€ 42,035
Trading securities, assets	[1]	42,379	41,826
Other trading assets	[1]	203	209
Positive market values from derivative financial instruments	[1]	2,533	4,937
Non-trading financial assets mandatory at fair value through profit and loss	[1]	2,025	1,605
Financial assets designated at fair value through profit or loss	[1]	0	0
Financial assets at fair value through other comprehensive income	[1]	13,335	15,892
Other financial assets at fair value	[1]	1,362	1,684
Total financial assets held at fair value	[1]	61,837	66,153
Financial liabilities held at fair value:
Trading liabilities	[1]	44,616	43,163
Trading securities, liabilities	[1]	44,616	43,162
Other trading liabilities	[1]	0	2
Negative market values from derivative financial instruments	[1]	2,877	3,256
Financial liabilities designated at fair value through profit or loss	[1]	0	0
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1]	277	240
Total financial liabilities held at fair value	[1]	47,770	46,660
Valuation technique observable parameters (Level 2)
Financial assets held at fair value:
Trading assets	[1]	56,372	42,285
Trading securities, assets	[1]	54,098	39,133
Other trading assets	[1]	2,275	3,152
Positive market values from derivative financial instruments	[1]	247,338	285,355
Non-trading financial assets mandatory at fair value through profit and loss	[1]	85,339	82,259
Financial assets designated at fair value through profit or loss	[1]	0	75
Financial assets at fair value through other comprehensive income	[1]	13,213	13,108
Other financial assets at fair value	[1],[2]	(591)	(440)
Total financial assets held at fair value	[1]	401,672	422,640
Financial liabilities held at fair value:
Trading liabilities	[1]	9,296	7,419
Trading securities, liabilities	[1]	8,220	6,667
Other trading liabilities	[1]	1,076	752
Negative market values from derivative financial instruments	[1]	233,409	270,662
Financial liabilities designated at fair value through profit or loss	[1]	76,006	51,843
Investment contract liabilities	[1]	483	469
Other financial liabilities at fair value	[1],[2]	1,451	1,687
Total financial liabilities held at fair value	[1]	320,644	332,080
Valuation technique unobservable parameters (Level 3)
Financial assets held at fair value:
Trading assets	[1]	9,511	8,547
Trading securities, assets	[1]	3,293	3,053
Other trading assets	[1]	6,218	5,494
Positive market values from derivative financial instruments	[1]	8,866	9,564
Non-trading financial assets mandatory at fair value through profit and loss	[1]	4,551	5,790
Financial assets designated at fair value through profit or loss	[1]	166	94
Financial assets at fair value through other comprehensive income	[1]	3,276	2,676
Other financial assets at fair value	[1]	6	5
Total financial assets held at fair value	[1]	26,376	26,675
Financial liabilities held at fair value:
Trading liabilities	[1]	94	34
Trading securities, liabilities	[1]	77	30
Other trading liabilities	[1]	17	3
Negative market values from derivative financial instruments	[1]	7,010	8,500
Financial liabilities designated at fair value through profit or loss	[1]	3,141	2,792
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1],[3]	(240)	(511)
Total financial liabilities held at fair value	[1]	€ 10,005	€ 10,815
[1]Amounts in this table are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments, as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Annual Report 2022[2]Predominantly relates to derivatives qualifying for hedge accounting[3]Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications

Financial Instruments carried_4

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail: Text Values) € in Billions	Jun. 30, 2023 EUR (€)
Carrying Value of The Financial Instruments held at Fair Value
Transfers from Level 1 to Level 2, assets	€ 3.6
Transfers from Level 1 to Level 2, liabilities	1.5
Transfers from Level 2 to Level 1, assets	4.1
Transfers from Level 2 to Level 1, liabilities	€ 1.8

Financial Instruments carried_5

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail) - EUR (€) € in Millions	Jun. 30, 2023		Jun. 30, 2022
Balance, beginning of period [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	€ 3,053		€ 3,614
Positive market values from derivative financial instruments	9,564		9,042
Other trading assets	5,494		5,201
Non-trading financial assets mandatory at fair value through profit and loss	5,790		4,896
Financial assets designated at fair value through profit or loss	94		49
Financial assets at fair value through other comprehensive income	2,676		2,302
Other financial assets at fair value	5		78
Total financial assets held at fair value	26,675		25,182
Financial liabilities held at fair value:
Trading securities, liabilities	30		33
Negative market values from derivative financial instruments	8,500		9,781
Other trading liabilities	3		49
Financial liabilities designated at fair value through profit or loss	2,792		1,740
Other financial liabilities at fair value	(511)		(179)
Total financial liabilities held at fair value	10,815		11,424
Changes in the group of consolidated companies [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	0		0
Positive market values from derivative financial instruments	0		0
Other trading assets	0		0
Non-trading financial assets mandatory at fair value through profit and loss	(1)		0
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	0		0
Other financial assets at fair value	0		0
Total financial assets held at fair value	(1)		0
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Total gains/ losses [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(40)	[1]	(316)	[2]
Positive market values from derivative financial instruments	(323)	[1]	(2,034)	[2]
Other trading assets	19	[1]	37	[2]
Non-trading financial assets mandatory at fair value through profit and loss	(118)	[1]	547	[2]
Financial assets designated at fair value through profit or loss	(2)	[1]	4	[2]
Financial assets at fair value through other comprehensive income	(71)	[1],[3]	5	[2],[4]
Other financial assets at fair value	0	[1]	0	[2]
Total financial assets held at fair value	(535)	[1],[5],[6]	(1,757)	[2],[7],[8]
Financial liabilities held at fair value:
Trading securities, liabilities	0	[1]	(1)	[2]
Negative market values from derivative financial instruments	(673)	[1]	(2,182)	[2]
Other trading liabilities	0	[1]	(45)	[2]
Financial liabilities designated at fair value through profit or loss	(44)	[1]	125	[2]
Other financial liabilities at fair value	239	[1]	(485)	[2]
Total financial liabilities held at fair value	(477)	[1],[5],[6]	(2,588)	[2],[7],[8]
Purchases [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	955		1,646
Positive market values from derivative financial instruments	0		0
Other trading assets	460		579
Non-trading financial assets mandatory at fair value through profit and loss	198		162
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	249		62
Other financial assets at fair value	0		0
Total financial assets held at fair value	1,862		2,449
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Sales [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(598)		(1,274)
Positive market values from derivative financial instruments	0		0
Other trading assets	(588)		(1,063)
Non-trading financial assets mandatory at fair value through profit and loss	(80)		(61)
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	(110)		(156)
Other financial assets at fair value	0		0
Total financial assets held at fair value	(1,377)		(2,553)
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Issuances [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	0	[9]	80	[10]
Positive market values from derivative financial instruments	0	[9]	0	[10]
Other trading assets	1,107	[9]	1,431	[10]
Non-trading financial assets mandatory at fair value through profit and loss	77	[9]	1,109	[10]
Financial assets designated at fair value through profit or loss	0	[9]	0	[10]
Financial assets at fair value through other comprehensive income	723	[9]	313	[10]
Other financial assets at fair value	0	[9]	0	[10]
Total financial assets held at fair value	1,907	[9]	2,932	[10]
Financial liabilities held at fair value:
Trading securities, liabilities	0	[9]	0	[10]
Negative market values from derivative financial instruments	0	[9]	0	[10]
Other trading liabilities	0	[9]	0	[10]
Financial liabilities designated at fair value through profit or loss	1,030	[9]	1,163	[10]
Other financial liabilities at fair value	0	[9]	0	[10]
Total financial liabilities held at fair value	1,030	[9]	1,163	[10]
Settlements [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(288)	[11]	(79)	[12]
Positive market values from derivative financial instruments	(75)	[11]	13	[12]
Other trading assets	(582)	[11]	(660)	[12]
Non-trading financial assets mandatory at fair value through profit and loss	(789)	[11]	(535)	[12]
Financial assets designated at fair value through profit or loss	0	[11]	(45)	[12]
Financial assets at fair value through other comprehensive income	(387)	[11]	(349)	[12]
Other financial assets at fair value	0	[11]	0	[12]
Total financial assets held at fair value	(2,121)	[11]	(1,655)	[12]
Financial liabilities held at fair value:
Trading securities, liabilities	46	[11]	0	[12]
Negative market values from derivative financial instruments	(205)	[11]	(254)	[12]
Other trading liabilities	14	[11]	0	[12]
Financial liabilities designated at fair value through profit or loss	(626)	[11]	(129)	[12]
Other financial liabilities at fair value	24	[11]	(7)	[12]
Total financial liabilities held at fair value	(746)	[11]	(390)	[12]
Transfers into Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	576	[13]	1,174	[14]
Positive market values from derivative financial instruments	2,110	[13]	6,976	[14]
Other trading assets	582	[13]	505	[14]
Non-trading financial assets mandatory at fair value through profit and loss	120	[13]	177	[14]
Financial assets designated at fair value through profit or loss	75	[13]	88	[14]
Financial assets at fair value through other comprehensive income	355	[13]	566	[14]
Other financial assets at fair value	0	[13]	0	[14]
Total financial assets held at fair value	3,817	[13]	9,486	[14]
Financial liabilities held at fair value:
Trading securities, liabilities	0	[13]	0	[14]
Negative market values from derivative financial instruments	1,620	[13]	5,517	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	24	[13]	80	[14]
Other financial liabilities at fair value	(8)	[13]	1	[14]
Total financial liabilities held at fair value	1,636	[13]	5,598	[14]
Transfers out of Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(364)	[13]	(785)	[14]
Positive market values from derivative financial instruments	(2,410)	[13]	(2,477)	[14]
Other trading assets	(275)	[13]	(567)	[14]
Non-trading financial assets mandatory at fair value through profit and loss	(646)	[13]	(912)	[14]
Financial assets designated at fair value through profit or loss	0	[13]	0	[14]
Financial assets at fair value through other comprehensive income	(159)	[13]	(158)	[14]
Other financial assets at fair value	1	[13]	49	[14]
Total financial assets held at fair value	(3,852)	[13]	(4,851)	[14]
Financial liabilities held at fair value:
Trading securities, liabilities	0	[13]	0	[14]
Negative market values from derivative financial instruments	(2,232)	[13]	(1,904)	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	(36)	[13]	(50)	[14]
Other financial liabilities at fair value	15	[13]	40	[14]
Total financial liabilities held at fair value	(2,253)	[13]	(1,914)	[14]
Balance, end of period [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	3,293		4,060
Positive market values from derivative financial instruments	8,866		11,519
Other trading assets	6,218		5,462
Non-trading financial assets mandatory at fair value through profit and loss	4,551		5,383
Financial assets designated at fair value through profit or loss	166		96
Financial assets at fair value through other comprehensive income	3,276		2,585
Other financial assets at fair value	6		127
Total financial assets held at fair value	26,376		29,232
Financial liabilities held at fair value:
Trading securities, liabilities	77		33
Negative market values from derivative financial instruments	7,010		10,958
Other trading liabilities	17		4
Financial liabilities designated at fair value through profit or loss	3,141		2,928
Other financial liabilities at fair value	(240)		(630)
Total financial liabilities held at fair value	€ 10,005		€ 13,293
[1]Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters[2]Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters[3]Total gains and losses on financial assets at fair value through other comprehensive income include a loss of € 32 million recognized in other comprehensive income, net of tax[4]Total gains and losses on financial assets at fair value through other comprehensive income include a loss of € 104 million recognized in other comprehensive income, net of tax[5]For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains[6]This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 254 million and for total financial liabilities held at fair value this is a gain of € 39 million[7]For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains[8]This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a gain of € 537 million and for total financial liabilities held at fair value this is a loss of € 73 million[9]Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower[10]Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower[11]Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements[12]Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements[13]Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year[14]Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year

Financial Instruments carried_6

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail: Text Values) - Total gains/ losses [Member] - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Financial assets at fair value through other comprehensive income [Abstract]
of which gain (loss) recognized in other comprehensive income	€ 32	€ 104
Financial assets held at fair value:
of which effect of exchange rate changes	254	537
Financial liabilities held at fair value:
of which effect of exchange rate changes	€ 39	€ 73

Financial Instruments carried_7

Financial Instruments carried at Fair Value - Sensitivity Analysis by Type of Instrument (Detail) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions		Jun. 30, 2023	Dec. 31, 2022
Positive fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	€ 244	€ 239
Commercial mortgage-backed securities	[1]	27	15
Mortgage and other asset-backed securities	[1]	18	20
Corporate, sovereign and other debt securities	[1]	199	204
Equity securities	[1]	80	114
Derivatives [Abstract]
Credit	[1]	228	218
Equity	[1]	42	70
Interest related	[1]	557	605
Foreign exchange	[1]	40	37
Other	[1]	89	59
Loans [Abstract]
Loans	[1]	514	618
Other	[1]	0	0
Total	[1]	1,793	1,959
Negative fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	209	274
Commercial mortgage-backed securities	[1]	32	20
Mortgage and other asset-backed securities	[1]	18	26
Corporate, sovereign and other debt securities	[1]	160	228
Equity securities	[1]	66	80
Derivatives [Abstract]
Credit	[1]	132	125
Equity	[1]	38	63
Interest related	[1]	296	217
Foreign exchange	[1]	23	30
Other	[1]	84	110
Loans [Abstract]
Loans	[1]	429	459
Other	[1]	0	0
Total	[1]	€ 1,276	€ 1,357
[1]Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table

Financial Instruments carried_8

Financial Instruments carried at Fair Value - Sensitivity Analysis by Type of Instrument (Detail: Text Values)	6 Months Ended
	Jun. 30, 2023 EUR (€)
Changes in sensitive amounts from December 31
Changes in positive fair value movement	€ 166,000,000
Changes in negative fair value movement	€ 81,000,000
Percentage change in positive fair value movements	(0.09)
Percentage change in negative fair value movements	(0.06)
Percentage move in gross Level 3 assets and liabilities	(0.03)

Financial Instruments carried_9

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, 2023 EUR (€)		Dec. 31, 2022 EUR (€)
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		€ 79		€ 22
Mortgage and other asset-backed securities		130		128
Total mortgage- and other asset-backed securities		209		151
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		4,171		4,720
Equity securities [Abstract]
Equity securities		763		787
Loans, at fair value [Abstract]
Loans, at Fair Value		9,912		8,819
Loan commitments [Abstract]
Loan commitments (financial instruments)		0		0
Other financial instruments [Abstract]
Other financial instruments		2,449	[1]	2,629	[2],[3]
Total non-derivative financial instruments held at fair value		17,504		17,106
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives		5,493		6,360
Credit derivatives		604		577
Equity derivatives		416		452
FX derivatives		1,628		1,646
Other derivatives		731		534
Total market values from derivative financial instruments		8,872		9,569
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		3,031		2,625
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		17		3
Loan commitments [Abstract]
Loan commitments (financial instruments)		8		12
Other financial instruments [Abstract]
Other financial instruments		179	[4]	186	[5]
Total non-derivative financial instruments held at fair value		3,235		2,825
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives		3,522		4,546
Credit derivatives		501		517
Equity derivatives		921		1,155
FX derivatives		1,642		1,976
Other derivatives		185	[6]	(205)	[7]
Total market values from derivative financial instruments		€ 6,770		€ 7,989
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	[8]	0%		0%	[9]
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	0%		0%	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent	[8]	0%		0%	[9]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	0%		0%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent	[8]	0%		0%	[9]
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	[8]	216		182	[9]
Mortgage and other asset-backed securities, significant unobservable input, absolute	[8]	120		169	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute	[8]	63		62	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute	[8]	118		133	[9]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, absolute	[8]	180		94	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute	[8]	1		1	[9]
Other derivatives, significant unobservable input, absolute		519
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	[8]	13%		16%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		40		40
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	40%		35%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
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	[8]	0%		0%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
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	[8]	2%		3%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	2%		0%	[9]
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	[8]	18%		8%	[9]
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	[8]	7%		7%	[9]
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	[8]	2		2	[9]
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	[8]	(1,795)		(1,748)	[9]
FX derivatives, significant unobservable input, absolute		(16)		(6)
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	[8]	0%		(1.00%)	[9]
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	[8]	0%		0%	[9]
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	[8]	5		5	[9]
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	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Price, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent		72%
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	[8]	1%		1%	[9]
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	[8]	0%		0%	[9]
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	[8]	(1.00%)		(1.00%)	[9]
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	[8]	(90.00%)		(90.00%)	[9]
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	[8]	0%		0%	[9]
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	[8]	6%		13%	[9]
Other derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
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	[8]	0		88	[9]
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	[8],[9]			0%
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	[8]	0%		1%	[9]
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	[8]	0%		0%	[9]
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	[8]	(14.00%)		(12.00%)	[9]
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	[8]	0%		0%	[9]
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	[8]	25%		25%	[9]
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	[8]	100%		100%	[9]
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	102%		99%	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent	[8]	179%		181%	[9]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	119%		150%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent	[8]	114%		122%	[9]
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	[8]	1,750		1,720	[9]
Mortgage and other asset-backed securities, significant unobservable input, absolute	[8]	1,473		2,672	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute	[8]	1,333		1,369	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute	[8]	1,364		1,520	[9]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, absolute	[8]	833		925	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute	[8]	5,554		4,885	[9]
Other derivatives, significant unobservable input, absolute		519
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	[8]	85%		95%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		75		75
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	76%		76%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	40%		40%	[9]
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	[8]	22%		16%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	14%		15%	[9]
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	[8]	31%		29%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	22%		19%	[9]
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	[8]	20%		20%	[9]
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	[8]	13%		13%	[9]
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	[8]	643		525	[9]
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	[8]	3,550		1,301	[9]
FX derivatives, significant unobservable input, absolute		28		46
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	[8]	18%		14%	[9]
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	[8]	100%		100%	[9]
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	[8]	13		13	[9]
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	[8]	100%		100%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Price, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent		83%
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	[8]	8%		6%	[9]
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	[8]	43%		43%	[9]
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	[8]	99%		99%	[9]
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	[8]	90%		90%	[9]
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	[8]	79%		75%	[9]
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	[8]	21%		30%	[9]
Other derivatives, significant unobservable input, percent	[8]	144%		91%	[9]
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	[8]	0		96	[9]
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	[8],[9]			0%
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	[8]	3%		11%	[9]
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	[8]	6%		6%	[9]
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	[8]	46%		48%	[9]
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		85%		85%	[8],[9]
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	[8]	69%		69%	[9]
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		€ 2,963		€ 2,741
Corporate, sovereign and other debt securities (held for trading)		2,963		2,741
Equity securities [Abstract]
Equity securities		122		161
Loans, at fair value [Abstract]
Loans, at Fair Value		6,120		5,298
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		1,071		1,844
Equity securities [Abstract]
Equity securities		641		626
Loans, at fair value [Abstract]
Loans, at Fair Value		611		925
Assets: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Unobservable Input Paramenters [Member]
Loans, at fair value [Abstract]
Loans, at Fair Value				94
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		166
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		138		135
Loans, at fair value [Abstract]
Loans, at Fair Value		3,015		2,502
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		77		30
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		17		3
Liabilities: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Unobservable Input Paramenters [Member]
Loans, at fair value [Abstract]
Loans, at Fair Value				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		2,954		€ 2,594
Loans, at fair value [Abstract]
Loans, at Fair Value		€ 0
[1]Other financial assets include € 98 million of other trading assets, € 2.2 billion of other non-trading financial assets mandatory at fair value and € 123 million of other financial assets at fair value through other comprehensive income[2]Other financial assets include € 196 million of other trading assets, € 2.4 billion of other non-trading financial assets mandatory at fair value, and € 38 million other financial assets at fair value through other comprehensive income[3]Other financial assets include € 196 million of other trading assets, € 2.4 billion of other non-trading financial assets mandatory at fair value, and € 38 million other financial assets at fair value through other comprehensive income[4]Other financial liabilities include € 136 million of securities sold under repurchase agreements designated at fair value and € 43 million other financial liabilities designated at fair value.[5]Other financial liabilities include € 141 million of securities sold under repurchase agreements designated at fair value and € 45 million other financial liabilities designated at fair value[6]Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated[7]Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated[8]Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position[9]Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position

Financial Instruments carrie_10

Financial Instruments carried at Fair Value - Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail: Text Values) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Assets [Member]
Included in other financial assets [Abstract]
Other trading assets	€ 98	€ 196
Other financial assets mandatory at fair value	2,200	2,400
Other financial assets at fair value through other comprehensive income	123
Liabilities [Member]
Included in other financial liabilities [Abstract]
Securities sold under repurchase agreements designated at fair value	136	141
Other financial liabilities designated at fair value	€ 43	€ 45

Financial Instruments carrie_11

Financial Instruments carried at Fair Value - Unrealized Gains or Losses on Level 3 Instruments Held or in Issue at the Reporting Date (Detail) - Unrealized Gains or Losses [Member] - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Financial assets held at fair value [Abstract]
Trading securities, assets	€ (9)	€ (433)
Positive market values from derivative financial instruments	441	(1,257)
Other trading assets	55	(96)
Non-trading financial assets mandatory at fair value through profit or loss	(33)	453
Financial assets designated at fair value through profit or loss	0	1
Financial assets at fair value through other comprehensive income	(3)	0
Other financial assets at fair value	(4)	13
Total financial assets held at fair value	449	(1,318)
Financial liabilities held at fair value:
Trading securities, liabilites	0	1
Negative market values from derivative financial instruments	(104)	1,504
Other trading liabilities	0	45
Financial liabilities designated at fair value through profit or loss	40	(113)
Other financial liabilities at fair value	(187)	460
Total financial liabilities held at fair value	(251)	1,897
Total	€ 199	€ 579

Financial Instruments carrie_12

Financial Instruments carried at Fair Value - Recognition of Trade Date Profit (Detail) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Recognitions of Trade Date Profit
Balance, beginning of period	€ 550	€ 462
New trades during the period	187	99
Amortization	(77)	(49)
Matured trades	(41)	(30)
Subsequent move to observability	(15)	(9)
Exchange rate changes	(1)	4
Balance, end of period	€ 603	€ 477

Fair Value of Financial Instr_3

Fair Value of Financial Instruments not carried at Fair Value - Estimated Fair Value of the Financial Instruments not carried at Fair Value (Detail) - EUR (€) € in Millions		Jun. 30, 2023	Dec. 31, 2022
Carrying value [Member]
Financial assets:
Cash and central bank balances	[1]	€ 164,586	€ 178,896
Interbank balances (w/o central banks)	[1]	6,567	7,195
Central bank funds sold and securities purchased under resale agreements	[1]	11,547	11,478
Securities borrowed	[1]	104	0
Loans		483,784	491,175
Other financial assets	[1]	119,957	110,066
Financial liabilities:
Deposits	[1]	600,224	629,183
Central bank funds purchased and securities sold under repurchase agreements	[1]	2,331	573
Securities loaned	[1]	10	13
Other short-term borrowings	[1]	7,081	5,122
Other financial liabilities	[1]	107,928	93,135
Long-term debt	[1]	122,323	131,525
Trust preferred securities	[1]	513	500
Fair value [Member]
Financial assets:
Cash and central bank balances	[1]	164,586	178,896
Interbank balances (w/o central banks)	[1]	6,567	7,195
Central bank funds sold and securities purchased under resale agreements	[1]	11,584	11,505
Securities borrowed	[1]	104	0
Loans		453,504	461,070
Other financial assets	[1]	118,015	107,878
Financial liabilities:
Deposits	[1]	600,996	629,629
Central bank funds purchased and securities sold under repurchase agreements	[1]	2,331	572
Securities loaned	[1]	10	13
Other short-term borrowings	[1]	7,080	5,121
Other financial liabilities	[1]	107,928	93,135
Long-term debt	[1]	118,209	127,743
Trust preferred securities	[1]	€ 407	€ 426
[1]Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2022

Development Of Allowance For Cr

Development Of Allowance For Credit Losses For Financial Assets At Ammortized Cost (Detail) - EUR (€) € in Millions		6 Months Ended
		Jun. 30, 2023		Jun. 30, 2022
Total Stages [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year		€ 4,995	[1]	€ 4,895	[2]
Movements In Financial Assets Including New Business		833	[1]	488	[2]
Transfers Due To Credit Worthiness		0	[1],[3]	0	[2],[4]
Changes In Models In Financial Assets At Amortized Cost	[1]	0
Financial Assets That Have Been Derecognized During The Period		(482)	[1],[5]	(439)	[2],[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost		36	[1]	35	[2]
Foreign Exchange And Other Changes		(147)	[1]	46	[2]
Balance, end of reporting period		5,235	[1]	5,024	[2]
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost		833	[1],[7],[8]	488	[2],[9],[10]
Stage 1 [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year		533	[1]	440	[2]
Movements In Financial Assets Including New Business		(106)	[1]	15	[2]
Transfers Due To Credit Worthiness		90	[1],[3]	79	[2],[4]
Changes In Models In Financial Assets At Amortized Cost	[1]	0
Financial Assets That Have Been Derecognized During The Period		0	[1]	0
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost		0	[1]	0
Foreign Exchange And Other Changes		2	[1]	7	[2]
Balance, end of reporting period		519	[1]	541	[2]
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost		(16)	[1],[7],[8]	94	[2],[9],[10]
Stage 2 [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year		626	[1]	532	[2]
Movements In Financial Assets Including New Business		176	[1]	177	[2]
Transfers Due To Credit Worthiness		(113)	[1],[3]	(85)	[2],[4]
Changes In Models In Financial Assets At Amortized Cost	[1]	0
Financial Assets That Have Been Derecognized During The Period		0	[1]	0
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost		0	[1]	0
Foreign Exchange And Other Changes		(10)	[1]	11	[2]
Balance, end of reporting period		679	[1]	634	[2]
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost		63	[1],[7],[8]	92	[2],[9],[10]
Stage 3 [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year		3,656	[1]	3,740	[2]
Movements In Financial Assets Including New Business		757	[1]	295	[2]
Transfers Due To Credit Worthiness		23	[1],[3]	6	[2],[4]
Changes In Models In Financial Assets At Amortized Cost	[1]	0
Financial Assets That Have Been Derecognized During The Period		(442)	[1],[5]	(439)	[2],[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost		36	[1]	32	[2]
Foreign Exchange And Other Changes		(139)	[1]	24	[2]
Balance, end of reporting period		3,890	[1]	3,658	[2]
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost		780	[1],[7],[8]	301	[2],[9],[10]
Stage 3 POCI [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year		180	[1]	182	[2]
Movements In Financial Assets Including New Business		6	[1]	1	[2]
Changes In Models In Financial Assets At Amortized Cost	[1]	0
Financial Assets That Have Been Derecognized During The Period		(40)	[1],[5]	0
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost		0	[1]	3	[2]
Foreign Exchange And Other Changes		0	[1]	4	[2]
Balance, end of reporting period		146	[1]	190	[2]
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost		€ 6	[1],[7],[8]	€ 1	[2],[9],[10]
[1]Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023[2]Allowance for credit losses does not include allowance for country risk amounting to € 12 million as of June 30, 2022[3]Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement[4]Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement[5]This position includes charge offs of allowance for credit losses[6]This position includes charge offs of allowance for credit losses[7]Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023[8]Movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models add up to provision for credit losses excluding country risk[9]Credit loss provision does include € 29 million reimbursement gain as of June 30, 2022[10]The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models

Development Of Allowance For _2

Development Of Allowance For Credit Losses For Off Balance Sheet Positions (Detail) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2023		Jun. 30, 2022
Total Stages [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	€ 551	[1]	€ 443	[2]
Movements Including New Business	(58)	[1]	1	[2]
Transfers Due To Changes In Credit Worthiness	0	[1],[3]	0	[2],[4]
Foreign Exchange And Other Changes	(1)	[1]	19	[2]
Balance, end of reporting period	492	[1]	464	[2]
Of Which: Financial Guarantees	333	[1]	300	[2]
Provision For Credit Losses Excluding Country Risk	(58)	[1],[5]	1	[2],[6]
Stage 1 [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	144	[1]	108	[2]
Movements Including New Business	(17)	[1]	25	[2]
Transfers Due To Changes In Credit Worthiness	7	[1],[3]	9	[2],[4]
Foreign Exchange And Other Changes	0	[1]	7	[2]
Balance, end of reporting period	134	[1]	147	[2]
Of Which: Financial Guarantees	91	[1]	110	[2]
Provision For Credit Losses Excluding Country Risk	(10)	[1],[5]	33	[2],[6]
Stage 2 [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	97	[1]	111	[2]
Movements Including New Business	12	[1]	1	[2]
Transfers Due To Changes In Credit Worthiness	(8)	[1],[3]	(10)	[2],[4]
Foreign Exchange And Other Changes	(2)	[1]	4	[2]
Balance, end of reporting period	98	[1]	105	[2]
Of Which: Financial Guarantees	54	[1]	59	[2]
Provision For Credit Losses Excluding Country Risk	3	[1],[5]	(9)	[2],[6]
Stage 3 [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	310	[1]	225	[2]
Movements Including New Business	(53)	[1]	(25)	[2]
Transfers Due To Changes In Credit Worthiness	1	[1],[3]	2	[2],[4]
Foreign Exchange And Other Changes	1	[1]	9	[2]
Balance, end of reporting period	260	[1]	211	[2]
Of Which: Financial Guarantees	188	[1]	132	[2]
Provision For Credit Losses Excluding Country Risk	(52)	[1],[5]	(23)	[2],[6]
Stage 3 POCI [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Movements Including New Business	0		0
Foreign Exchange And Other Changes	0		0
Balance, end of reporting period	0		0
Of Which: Financial Guarantees	0		0
Provision For Credit Losses Excluding Country Risk	€ 0		€ 0
[1]Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2023[2]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of June 30, 2022[3]Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement[4]Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement[5]The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models[6]The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models

Allowance for Credit Losses (De

Allowance for Credit Losses (Detail: Text Values) - EUR (€) € in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Dec. 31, 2022
Allowance for Credit Losses on/off Balance Sheet Positions [Abstract]
Allowance for country risk not included in Allowance for credit losses for Financial Assets at Amortized Cost	€ 10	€ 12	€ 14
Reimbursement gain included in Provision for credit losses excluding country risk	(44)	29
Allowance for country risk not included in Allowance for credit losses for Off-balance Sheet Positions	€ 7	€ 9	€ 9

IFRS 9 Impairment Forward Looki

IFRS 9 Impairment Forward Looking information (Detail) - EUR (€)	6 Months Ended		12 Months Ended
	Jun. 30, 2023	[1],[2]	Dec. 31, 2022	[3],[4]
Year 1 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	1,948.85		1,745.84
Commodity - WTI	77.82		90.19
Credit [Abstract]
Credit - CDX Emerging Markets	247.55		260.99
Credit - CDX High Yield	486.44		489.77
Credit - CDX IG	78.74		85.33
Credit - High Yield Index	4.71		4.46
Credit - ITX Europe 125	85.68		101.26
Equity [Abstract]
Equity - MSCI Asia	1,279		1,178
Equity - Nikkei	30,573		28,427
Equity - S&P500	4,178		3,933
GDP [Abstract]
GDP - Developing Asia	5.07		3.95
GDP - Emerging Markets	4.20		3.31
GDP - Eurozone	0.44		0.87
GDP - Germany	0.14		(0.26)
GDP - Italy	0.73		0.32
GDP - USA	1.02		0.62
Real Estate Prices - US CRE Index	350.73		352.41
Unemployment [Abstract]
Unemployment - Eurozone	6.77		7.03
Unemployment - Germany	3.15		3.22
Unemployment - Italy	8.09		8.24
Unemployment - Japan	2.58		2.56
Unemployment - Spain	12.85		13.06
Unemployment - USA	4.05		4.05
Year 2 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	1,972.20		1,797.74
Commodity - WTI	82.31		88.79
Credit [Abstract]
Credit - CDX Emerging Markets	222.05		239.03
Credit - CDX High Yield	464.74		476.53
Credit - CDX IG	76.23		84.94
Credit - High Yield Index	4.38		4.31
Credit - ITX Europe 125	82.17		96.50
Equity [Abstract]
Equity - MSCI Asia	1,290		1,176
Equity - Nikkei	31,183		29,287
Equity - S&P500	4,215		4,011
GDP [Abstract]
GDP - Developing Asia	4.70		4.60
GDP - Emerging Markets	4.05		3.94
GDP - Eurozone	0.99		0.53
GDP - Germany	1.27		1
GDP - Italy	0.95		0.68
GDP - USA	1.13		0.61
Real Estate Prices - US CRE Index	342.32		343.97
Unemployment [Abstract]
Unemployment - Eurozone	6.72		7.15
Unemployment - Germany	3.28		3.33
Unemployment - Italy	8.15		8.53
Unemployment - Japan	2.47		2.42
Unemployment - Spain	12.46		12.98
Unemployment - USA	4.51		4.75
[1]MEV as of 27 June 2023[2]Year 1 equals second quarter of 2023 to first quarter of 2024, Year 2 equals second quarter of 2024 to first quarter of 2025[3]MEV as of December 12, 2022 which barely changed until December 30, 2022[4]Year 1 equals fourth quarter of 2022 to third quarter of 2023, Year 2 equals fourth quarter of 2023 to third quarter of 2024

IFRS 9 Model Sensitivity (Detai

IFRS 9 Model Sensitivity (Detail) - EUR (€)	6 Months Ended		12 Months Ended
	Jun. 30, 2023		Dec. 31, 2022
Upward Sensitivity - Upward Shift [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In PP	1		1
Unemployment Rates in pp	(0.5)		(0.5)
Real Estate Prices In Percent	0.05		0.05
Equities In Percent	0.10		0.10
Credit Spreads In Percent	(0.40)		(0.40)
Commodities In Percent	0.10	[1]	0.10	[2]
Upward Sensitivity - ECL Impact On Upward Sensitivity [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In Mn	€ (80,700,000)		€ (83.3)
Unemployment Rates in mn	(41,700,000)		(40.8)
Real Estate Prices in mn	(5,900,000)		(5.6)
Equities in mn	(13,100,000)		(15.8)
Credit Spreads in mn	(33,500,000)		(37.9)
Commodities in mn	€ (12,700,000)	[1]	€ (14.8)	[2]
Downward Sensitivity - Downward Shift [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In PP	(1)		(1)
Unemployment Rates in pp	0.5		0.5
Real Estate Prices In Percent	(0.05)		(0.05)
Equities In Percent	(0.10)		(0.10)
Credit Spreads In Percent	0.40		0.40
Commodities In Percent	(0.10)	[1]	(0.10)	[2]
Downward Sensitivity - ECL Impact On Downward Sensitivity [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In Mn	€ 98,700,000		€ 101.4
Unemployment Rates in mn	56,000,000		58
Real Estate Prices in mn	6,200,000		6
Equities in mn	17,500,000		19.6
Credit Spreads in mn	39,600,000		42.6
Commodities in mn	€ 13,600,000	[1]	€ 15.6	[2]
[1]The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign[2]The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign

IFRS 9 Impairment (Detail_ Text

IFRS 9 Impairment (Detail: Text Values) - EUR (€)	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022	Dec. 31, 2022
Focus areas in second quarter 2023
Groups total CRE portfolio reported under the Main Credit Exposure Categories for Real Estate Activities NACE	€ 49,800,000,000		€ 49,800,000,000		€ 48,000,000,000
Of which, Groups total CRE portfolio Nonrecourse financing reported	40,100,000,000		40,100,000,000		38,900,000,000
Of which, Non recourse financing reported under Real Estate Activities NACE	€ 25,800,000,000		€ 25,800,000,000		€ 24,800,000,000
CRE Portfolio of which non-recourse financing by Region [Abstract]
CRE Portfolio of which non-recourse financing in US, percent	5,500%		5,500%		5,500%
CRE Portfolio of which non-recourse financing in Europe, percent	3,700%		3,700%		3,900%
CRE Portfolio of which non-recourse financing in APAC, percent	800%		800%		700%
CRE Portfolio of which non-recourse financing by Property type [Abstract]
CRE Portfolio of which non-recourse financing in Office Space, percent	4,100%		4,100%		4,100%
CRE Portfolio of which non-recourse financing in Hospitality, percent	1,100%		1,100%		1,100%
CRE Portfolio of which non-recourse financing in Retail Account, percent	900%		900%		900%
Weighted average LTV across business units [Abstract]
Weighted average LTV in IB percent	6,300%		6,300%		6,200%
Weighted average LTV in CB percent	5,200%		5,200%		5,300%
Weighted average LTV in other business units percent	5,800%		5,800%		5,600%
Stress tested non recourse CRE portfolio	€ 32.9		€ 32.9
Provision for credit losses for CRE non-recourse financing portfolio in stages [Abstract]
Provision for credit losses for CRE non-recourse financing portfolio in stages	€ 109,000,000	€ 20,000,000	€ 143,000,000	€ 31,000,000
Provision for credit losses for CRE non-recourse financing portfolio in stage 2, percent	1,700%		1,700%		1,400%
Provision for credit losses for CRE non-recourse financing portfolio in stage 3, percent	500%		500%		400%
Assumption used in stress scenario for additional haircuts above market index, bottom range, in percent	1,000%		1,000%
Assumption used in stress scenario for additional haircuts above market index, top range, in percent	2,500%		2,500%
Additional credit losses based on assumptions of a severe stress scenario	€ 800		€ 800
Impact of additional credit losses based on assumptions of a severe stress scenario on total loan book in bps	16		16
Overlays applied to the IFRS 9 model output [Abstract]
Overlays related to new definition of default	€ 92		€ 92
IFRS 9 expected credit losses [Abstract]
IFRS9 provision for credit credit losses	401	233	773	€ 525
IFRS9 provision for credit credit losses, of which in PB			414
IFRS9 provision for credit credit losses, of which in Stage3 in IPB			€ 118
Increase of Stage 1 and Stage 2 provisions for credit losses	63	52
Increase of Stage 3 provisions for credit losses	338	181
Credit loss provisions in business divisions [Abstract]
Credit loss provisions in CB	117	56
Credit loss provisions in IB	141	72
Credit loss provisions in PB	€ 147	€ 96

Breakdown of total exposure a_2

Breakdown of total exposure and allowance for credit losses by stages to Russia (Detail) - EUR (€) € in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2023	Dec. 31, 2022
Total Exposure [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1		€ 105	€ 209
Stage 2		1,032	1,182
Stage 3		277	336
Total exposure to Russia by stages		1,414	1,726
Allowance For Credit Losses [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1	[1]	0	0
Stage 2	[1]	6	10
Stage 3	[1]	46	68
Total exposure to Russia by stages	[1]	53	79
Total Collateral and Gurantees [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1		59	59
Stage 2		435	375
Stage 3		106	152
Total exposure to Russia by stages		€ 599	€ 586
[1]Allowance for credit losses do not include allowance for country risk amounting to € 3 million as of June 30, 2023 and € 11 million as of December 31, 2022

Exposure To Russia (Detail_ Tex

Exposure To Russia (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Exposure to Russia [Abstract]
Total Group exposure to Russia	€ 700	€ 800
Total Groups loan exposure to Russia	700
Total Groups undrawn commitments to Russia	37
Overnight deposits with the Central Bank of Russia	700
Allowance for Credit losses without country risk related to Russia	€ 3	€ 11

Non-Current Assets and Dispos_2

Non-Current Assets and Disposal Groups Held for Sale - Components of Other Non-Current Assets and Disposal Groups Held for Sale (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Total assets held for sale	€ 13	€ 40
Liabilities included in disposal groups	€ 220	208
Unrealized net gains or losses relating to non-current assets and disposal groups classified as held for sale recognized directly in accumulated other comprehensive income (loss)		€ 0

Provisions - Parenthetical Inf

Provisions - Parenthetical Information Provisions (Detail: Text Values) € in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2023 EUR (€)	Jun. 30, 2022 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2022 EUR (€)	Jun. 30, 2023 USD ($)	Dec. 31, 2022 EUR (€)
Provisions [Abstract]
Total Provisions recognized by the Group on balance sheet	€ 2,800		€ 2,800			€ 2,400
Expenses for civil litigation and regulatory enforcement matters included in general and administrative expenses	395	€ 116	461	€ 142
Civil litigation matters [Abstract]
Provisions	900		900			600
Regulatory enforcement matters [Abstract]
Provisions	600		600			€ 600
Legacy litigation and regulatory matters resolved [Abstract]
Settlement in a class action lawsuit, Jeffrey Epstein in US Dollar | $					$ 75
Polish Mortgage Matters [Abstract]
Reimbursement of the alleged overpayments related to Polish Mortgage Matters	€ 487		€ 487
Number of civil claims commenced in Polish courts	3,900		3,900		3,900
Provsions, Polish Mortgage Matters	€ 391		€ 391
Increase of provisions for reimbursement of the alleged overpayments of Polish Mortgage matters	€ 101		€ 114
Civil litigations in Southern District of Florida [Abstract]
Adverse jury trial verdict, Southern District of Florida | $					$ 95
DB US Consent order matter
Civil monetary penalty for the Db US consent order, in US dollor | $					186
of which for the alleged violations | $					140
of which for the unsafe and unsound practices | $					$ 46

Credit related Commitments an_3

Credit related Commitments and Contingent Liabilities - Credit Related Commitments and Contingent Liabilities (Detail) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Commitments and Contingent Liabilities [Line Items]
Irrevocable lending commitments	€ 204,363	€ 202,595
Revocable lending commitments	50,319	48,425
Contingent liabilities	62,824	67,214
Total	€ 317,505	€ 318,234

Credit related Commitments an_4

Credit related Commitments and Contingent Liabilities - Other Commitments and Contingent Liabilities (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Other Commitments and Contingent Liabilities [Abstract]
Other contingent liabilities	€ 75.2	€ 73

Credit related Commitments an_5

Credit related Commitments and Contingent Liabilities - Irrevocable payment commitments with regard to levies (Detail: Text Values) - EUR (€) € in Billions	Jun. 30, 2023	Dec. 31, 2022
Commitments and Contingent Liabilities [Abstract]
Irrevocable payment commitments related to bank levy according to Bank Recovery and Resolution Directive (BRRD), the Single Resolution Fund (SRF) and the German statutory deposit protection	€ 1.4	€ 1.3

Long-Term Debt (Detail)

Long-Term Debt (Detail) - EUR (€) € in Millions	Jun. 30, 2023	Dec. 31, 2022
Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	€ 122,323	€ 131,525
Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	73,541	63,986
Floating rate	7,441	14,571
Other	30,069	41,588
Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,082	9,644
Floating rate	0	1,491
Other	€ 189	€ 245

Shares Issued and Outstanding_2

Shares Issued and Outstanding (Detail) - Shares Issued and Outstanding [Member] - shares shares in Millions	Jun. 30, 2023	Dec. 31, 2022
Shares Issued and Outstanding, in million [Line Items]
Shares issued	2,040.2	2,066.8
Shares in treasury	4.6	28.9
of which [Abstract]
Buyback	4.6	28.9
Other	0	0
Shares outstanding	2,035.6	2,037.8

Related Party Transactions - Tr

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Loans Issued and Guarantees Granted (Detail) - EUR (€) € in Millions		6 Months Ended		12 Months Ended
		Jun. 30, 2023		Dec. 31, 2022
Loans (Transactions with Subsidiaries, Joint Ventures and Associates)
Loans outstanding, beginning of period		€ 119	[1]	€ 153
Movement in loans during the period		(72)		(34)
Changes in the group of consolidated companies		0		0
Exchange rate changes/other		22		0
Loans outstanding, end of period	[1]	70		119
Other credit risk related transactions:
Allowance for loan losses		1		0
Provision for loan losses		0		0
Guarantees and commitments		€ 3		€ 5
[1]Loans past due were € 0 million as of June 30, 2023, and € 0 million as of December 31, 2022. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2023, and December 31, 2022, respectively

Related Party Transactions - _2

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Deposits Received (Detail) - EUR (€) € in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2023	Dec. 31, 2022
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates)
Deposits, beginning of period	€ 31	€ 63
Movement in deposits during the period	(3)	(32)
Changes in the group of consolidated companies	0	0
Exchange rate changes/other	0	0
Deposits, end of period	€ 28	€ 31

Related Party Transactions - Ke

Related Party Transactions - Key Mgm - Guarantees - Loans past due - Other Transactions (Detail: Text Values) - EUR (€) € in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2023	Dec. 31, 2022
Loans Issued and Guarantees Granted [Abstract]
Key Management Loans and commitments	€ 5	€ 5
Key Management Deposits	15	8
Collateral held for loans outstanding	0	0
Trading assets and positive market values from derivative financial transactions with associated companies	12	3
Trading liabilities and negative market values from derivative financial transactions with associated companies	0	0
Other assets related to transactions with associated companies	2	33
Other liabilities related to transactions with associated companies	€ 4	€ 3

IBOR Transition (Detail)

IBOR Transition (Detail) - USD LIBOR [Member] € in Millions	Dec. 31, 2022 EUR (€)
Interest Rate Benchmark Reform [Line Items]
Total financial assets	€ 3,096,230
Non-Derivative Financial assets [Abstract]
Non-Derivative Financial Assets	33,862
Loans	31,416
Other	2,445
Derivative Financial assets [Abstract]
Derivative Financial Assets	3,062,368
Total financial liabilities	2,843,883
Non-Derivative Financial liabilities [Abstract]
Total Non-Derivative Financial Liabilities	8,666
Bonds	7,731
Deposits	728
Other	207
Derivative Financial liabilities [Abstract]
Derivative Financial Liabilities	2,835,216
Off-balance sheet [Abstract]
Off-balance sheet	€ 34,914

IBOR Transition (Detail_ Text V

IBOR Transition (Detail: Text Values) € in Billions	Jun. 30, 2023 EUR (€)
IBOR transition [Abstract]
Notional value of contracts that utilize USD synthetic LIBOR	€ 28