Deutsche Bank (DB) 20-F 14 Mar 24 2023 FY Annual report (foreign) Financial data

Document and Entity information

Document and Entity information	12 Months Ended
	Dec. 31, 2023 shares
Entities [Table]
Entity Registrant Name	Deutsche Bank Aktiengesellschaft
Entity Central Index Key	0001159508
Entity Current Reporting Status	Yes
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Well Know Seasoned Issuer	No
Document Type	20-F
Document Period End Date	Dec. 31, 2023
Document Fiscal Year Focus	2023
Document Fiscal Period Focus	FY
Amendment Flag	false
Entity Common Stock, Shares Outstanding	1,992,047,850
Entity Shell Company	false
Entity Voluntary Filers	No
Entity Emerging Growth Company	false
Entity Interactive Data Current	Yes
Icfr Auditor Attestation Flag	true
Auditor Name	EY GmbH & Co. KG Wirtschaftspruefungsgesellschaft
Auditor Location	Eschborn
Auditor Firm ID	1251
Entity Address Line 1	Taunusanlage 12
Entity City	Frankfurt am Main
Entity Postal Code	60325
Entity Country Address	DE
Entity File Number	1-15242
Entity Incorporation State Country Code	2M
Document Accounting Standard	International Financial Reporting Standards
Document Registration Statement	false
Annual Report	true
Transition Report	false
Shell Company Report	false
Document Financial Statement Error Correction Flag	false
Business Contact [Member]
Entities [Table]
Entity Address Line 1	Taunusanlage 12
Entity City	Frankfurt am Main
Entity Postal Code	60325
Entity Country Address	DE
Contact Personnel Name	Andrea Schriber
Local Phone number	910-40493
Country Telephone Code	49
Area Telephone Code	69
Contact Personnel email Address	andrea.schriber@db.com

Section12 b - Securities regist

Section12 b - Securities registered or to be registered	12 Months Ended
	Dec. 31, 2023
DB Ordinary Share Member
Security 12(b) Title [Line items]
Title of 12(b) Security	Ordinary shares, no par value
Trading Symbol	DB
Security Exchange Name	NYSE
Fixed Rate percent 4,50 Subordinated Tier 2 Notes Due 2025 Member
Security 12(b) Title [Line items]
Title of 12(b) Security	4.50 % Fixed Rate Subordinated Tier 2 Notes Due 2025
Trading Symbol	DB 25
Security Exchange Name	NYSE
DB Gold Double Long Exchange Traded Notes due February 15, 2038 Member
Security 12(b) Title [Line items]
Title of 12(b) Security	DB Gold Double Long Exchange Traded Notes due February 15, 2038
Trading Symbol	DGP
Security Exchange Name	NYSEArca
DB Gold Double Short Exchange Traded Notes due February 15, 2038 Member
Security 12(b) Title [Line items]
Title of 12(b) Security	DB Gold Double Short Exchange Traded Notes due February 15, 2038
Trading Symbol	DZZ
Security Exchange Name	NYSEArca
DB Gold Short Exchange Traded Notes due February 15, 2038 Member
Security 12(b) Title [Line items]
Title of 12(b) Security	DB Gold Short Exchange Traded Notes due February 15, 2038
Trading Symbol	DGZ
Security Exchange Name	NYSEArca

Consolidated Statement of Incom

Consolidated Statement of Income - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022		Dec. 31, 2021
Consolidated Statement of Income [Line Items]
Interest and similar income	[1]	€ 43,546	€ 24,449		€ 16,773
Interest expense		27,424	10,466		5,655
Net interest income		16,122	13,983		11,117
Provision for credit losses		1,505	1,226		515
Net interest income after provision for credit losses		14,617	12,757		10,602
Commissions and fee income		9,206	9,838		10,934
Net gains (losses) on financial assets/liabilities at fair value through profit or loss		5,575	2,962		3,139
Net gains (losses) on derecognition of financial assets measured at amortized cost		(96)	(2)		1
Net gains (losses) on financial assets at fair value through other comprehensive income		0	(216)		237
Net income (loss) from equity method investments		(38)	152		98
Other income (loss)		387	346	[2]	13	[2]
Total noninterest income		15,033	13,080		14,421
Compensation and benefits		11,131	10,712		10,418
General and administrative expenses		10,112	9,728		10,821
Impairment of goodwill and other intangible assets		233	68		5
Restructuring activities		220	(118)		261
Total noninterest expenses		21,695	20,390		21,505
Profit (loss) before income taxes		7,955	5,447		3,518
Income tax expense (benefit)		1,503	(107)		923
Profit (loss)		6,452	5,554		2,595
Profit (loss) attributable to noncontrolling interests		120	134		144
Profit (loss) attributable to Deutsche Bank shareholders and additional equity components		€ 6,332	€ 5,420		€ 2,451
[1]Interest and similar income included € 34.0 billion, € 19.8 billion and € 13.4 billion for the year ended December 31, 2023, 2022 and 2021, respectively, calculated based on effective interest method[2]

Consolidated Statement of Inc_2

Consolidated Statement of Income (Parenthetical) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Consolidated Statement of Income [Abstract]
Interest and similar income	[1]	€ 43,546	€ 24,449	€ 16,773
of which: based on Effective Interest Rate Method		€ 34,000	€ 19,800	€ 13,400
[1]Interest and similar income included € 34.0 billion, € 19.8 billion and € 13.4 billion for the year ended December 31, 2023, 2022 and 2021, respectively, calculated based on effective interest method

Earnings per Common Share

Earnings per Common Share - € / shares shares in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Earnings per share [Abstract]
Basic	[1]	€ 2.83	€ 2.37	€ 1
Diluted	[1]	€ 2.77	€ 2.32	€ 0.97
Number of shares in million [Abstract]
Denominator for basic earnings per share, weighted-average shares outstanding		2,064.1	2,084.9	2,096.5
Denominator for diluted earnings per share, adjusted weighted-average shares after assumed conversions		2,104	2,125.6	2,143.2
[1]Earnings were adjusted by € 498 million, € 479 million and € 363 million before tax for the coupons paid on Additional Tier 1 Notes in May 2023, May 2022 and April 2021; in accordance with IAS 33 the coupons paid on Additional Tier 1 Notes are not attributable to Deutsche Bank shareholders and therefore need to be deducted in the calculation

Earnings per Common Share (Pare

Earnings per Common Share (Parenthetical) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Earnings per Common Share [Abstract]
Earnings adjustment for cupons paid on Additional Tier 1 Notes in April, before tax	€ 498	€ 479	€ 363

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Consolidated Statement of Comprehensive Income [Line Items]
Profit (loss) recognized in the income statement	€ 6,452	€ 5,554	€ 2,595
Other comprehensive income, Items that will not be reclassified to profit or loss [Abstract]
Remeasurement gains (losses) related to defined benefit plans, before tax	(286)	1,203	804
Net fair value gains (losses) attributable to credit risk related to financial liabilities designated as at fair value through profit or loss, before tax	(62)	91	(15)
Total of income tax related to items that will not be reclassified to profit or loss	(155)	667	202
Items that are or may be reclassified to profit or loss, Financial assets at fair value through other comprehensive income
Unrealized net gains (losses) arising during the period, before tax	(205)	1,496	351
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	0	216	(237)
Derivatives hedging variability of cash flows [Abstract]
Unrealized net gains (losses) arising during the period, before tax	439	(819)	1
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	(395)	(71)	54
Assets classified as held for sale [Abstract]
Unrealized net gains (losses) arising during the period, before tax	0	0	0
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	0	0	0
Foreign currency translation [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(1,284)	331	1,117
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	3	20	14
Equity Method Investments [Abstract]
Net gains (losses) arising during the period	(25)	20	(5)
Total of income tax related to items that are or may be reclassified to profit or loss	32	(654)	(286)
Other comprehensive income (loss), net of tax	(497)	(417)	1,329
Total comprehensive income (loss), net of tax	5,955	5,137	3,924
Attributable to [Abstract]
Noncontrolling interests	77	185	212
Deutsche Bank shareholders and additional equity components	€ 5,878	€ 4,952	€ 3,713

Consolidated Balance Sheet

Consolidated Balance Sheet - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Assets [Abstract]
Cash and central bank balances		€ 178,416	€ 178,896
Interbank balances (w/o central banks)		6,140	7,195
Central bank funds sold and securities purchased under resale agreements		14,725	11,478
Securities borrowed		39	0
Financial assets at fair value through profit or loss [Abstract]
Trading assets		125,275	92,867
Positive market values from derivative financial instruments		251,877	299,856
Non-trading financial assets mandatory at fair value through profit and loss		88,047	89,654
Financial assets designated at fair value through profit or loss		75	168
Total financial assets at fair value through profit or loss		465,273	482,545
Financial assets at fair value through other comprehensive income		35,546	31,675
Equity method investments		1,013	1,124
Loans at amortized cost		479,353	491,175
Property and equipment		6,185	6,103
Goodwill and other intangible assets		7,327	7,092
Other assets	[1]	114,698	118,124
Assets for current tax		1,513	1,584
Deferred tax assets		7,039	7,225
Total assets		1,317,266	1,344,217
Liabilities and equity [Abstract]
Deposits		625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements		3,038	573
Securities loaned		3	13
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities		44,005	50,616
Negative market values from derivative financial instruments		238,278	282,418
Financial liabilities designated at fair value through profit or loss		83,727	54,634
Investment contract liabilities		484	469
Total financial liabilities at fair value through profit or loss		366,494	388,138
Other short-term borrowings		9,620	5,122
Other liabilities	[1]	113,018	113,648
Provisions		2,448	2,449
Liabilities for current tax		631	388
Deferred tax liabilities		517	538
Long-term debt		119,390	131,525
Trust preferred securities	[2]	289	500
Total liabilities		1,240,935	1,272,076
Common shares, no par value, nominal value of EUR 2.56		5,223	5,291
Additional paid-in capital		40,187	40,513
Retained earnings		22,845	17,769
Common shares in treasury, at cost		481	331
Accumulated other comprehensive income (loss), net of tax		(1,775)	(1,470)
Total shareholders equity		65,999	61,772
Additional equity components		8,569	8,578
Noncontrolling interests		1,763	1,791
Total equity		76,330	72,141
Total liabilities and equity		€ 1,317,266	€ 1,344,217
[1]Includes non-current assets and disposal groups held for sale[2]Perpetual instruments, redeemable at specific future dates at the Group’s option.

Consolidated Statement of Chang

Consolidated Statement of Changes in Equity - EUR (€) € in Millions		Total equity [Member]		Common shares (no par value) [Member]		Capital Reserve [Member]		Common shares in treasury, at cost [Member]		Unrealized net gains (losses) on derivatives hedging variability of cash flows, 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]		Retained earnings [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 assets classified as held for sale, net of tax [Member]		Foreign currency translation, net of tax [Member]		Additional equity components [Member]		Noncontrolling interests [Member]
Equity, Balance at Dec. 31, 2020		€ 62,184		€ 5,291		€ 40,606		€ (7)		€ 7	[1]	€ (1)		€ (1,118)	[2]	€ 54,774		€ 10,002		€ 278	[1]	€ 7	[1]	€ 0	[1]	€ (1,411)	[1]	€ 5,824	[3]	€ 1,587
Total comprehensive income (loss), net of tax		3,325		0						(40)	[1]	(5)		667	[2]	3,118		2,451		(403)	[1]	(13)	[1]			1,128	[1]			207
Gains (losses) attributable to equity instruments designated as at fair value through other comprehensive income, net of tax				0
Gains (losses) upon early extinguishment attributable to change in own credit risk of financial liabilities designated as at fair value through profit and loss, net of tax				0										2				(2)				2
Cash dividends paid		(85)		0																										(85)
Coupon on additional equity components		(363)		0												(363)		(363)
Remeasurement gains (losses) related to defined benefit plans, net of tax		597		0												592		592												4
Net change in share awards in the reporting period		(101)		0		(99)										(99)														(2)
Treasury shares distributed under share-based compensation plans		312		0				312								312
Tax benefits related to share-based compensation plans		29		0		29										29
Option premiums and other effects from options on common shares		(50)		0		(50)										(50)
Purchases of treasury shares		(346)		0				(346)								(346)
Sale of treasury shares		35		0				35								35
Net gains (losses) on treasury shares sold				0
Other		2,562		0		94										94												2,481	[3]	(13)
Equity, Balance at Dec. 31, 2021		68,099		5,291		40,580		(6)		(33)	[1]	(6)		(449)	[2]	58,096		12,680		(124)	[1]	(3)	[1]	0		(282)	[1]	8,305	[3]	1,698
Total comprehensive income (loss), net of tax	[2]	4,576		0		0		0		(537)	[1]	16		(1,020)		4,399		5,420		(1,019)	[1]	65	[1]	0	[1]	454	[1]	0	[3]	177
Gains (losses) attributable to equity instruments designated as at fair value through other comprehensive income, net of tax		0		0		0		0		0	[1]	0		0	[2]	0		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Gains (losses) upon early extinguishment attributable to change in own credit risk of financial liabilities designated as at fair value through profit and loss, net of tax		0		0		0		0		0	[1]	0		0	[2]	0		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Common shares cancelled		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Cash dividends paid		(502)		0		0		0		0	[1]	0		0	[2]	(406)		(406)		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	(96)
Coupon on additional equity components		(479)		0		0		0		0	[1]	0		0	[2]	(479)		(479)		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Remeasurement gains (losses) related to defined benefit plans, net of tax		561		0		0		0		0	[1]	0		0	[2]	553		553		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	8
Net change in share awards in the reporting period		(49)		0		(48)		0		0	[1]	0		0	[2]	(48)		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	(1)
Treasury shares distributed under share-based compensation plans		370		0		0		370		0	[1]	0		0	[2]	370		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Tax benefits related to share-based compensation plans		17		0		17		0		0	[1]	0		0	[2]	17		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Option premiums and other effects from options on common shares		(58)		0		(58)		0		0	[1]	0		0	[2]	(58)		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Purchases of treasury shares		(695)		0		0		(695)		0	[1]	0		0	[2]	(695)		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Sale of treasury shares		0		0		0		0		0	[1]	0		0	[2]	0		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Net gains (losses) on treasury shares sold		0		0		0		0		0	[1]	0		0	[2]	0		0		0	[1]	0	[1]	0	[1]	0	[1]	0	[3]	0
Other		301		0		22		0		0	[1]	0		0	[2]	24		1		0	[1]	0	[1]	0	[1]	0	[1]	273	[3],[4]	5
Equity, Balance at Dec. 31, 2022		72,141		5,291		40,513		(331)		(570)	[1]	10		(1,470)	[2]	61,772		17,769		(1,143)	[1]	62	[1]	0	[1]	172	[1]	8,578	[3]	1,791
Total comprehensive income (loss), net of tax		6,104	[2]	0	[2]	0	[2]	0	[2]	592	[1],[2]	(16)	[2]	(306)	[2]	6,027	[2]	6,332	[2]	264	[1],[2]	(43)	[1],[2]	0	[1],[2]	(1,102)	[1],[2]	0		78	[2]
Gains (losses) attributable to equity instruments designated as at fair value through other comprehensive income, net of tax		0		0		0		0		0	[1]	0		0		0		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Gains (losses) upon early extinguishment attributable to change in own credit risk of financial liabilities designated as at fair value through profit and loss, net of tax		0		0		0		0		0	[1]	0		0		0		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Common shares cancelled	[5]	0		(68)		(232)		300		0		0		0		0		0		0		0		0		0		0		0
Cash dividends paid		(710)		0		0		0		0	[1]	0		0		(610)		(610)		0	[1]	0	[1]	0	[1]	0	[1]	0		(100)
Coupon on additional equity components		(498)		0		0		0		0	[1]	0		0		(498)		(498)		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Remeasurement gains (losses) related to defined benefit plans, net of tax		(149)		0		0		0		0	[1]	0		0		(148)		(148)		0	[1]	0	[1]	0	[1]	0	[1]	0		(1)
Net change in share awards in the reporting period		(95)		0		(94)		0		0	[1]	0		0		(94)		0		0	[1]	0	[1]	0	[1]	0	[1]	0		(1)
Treasury shares distributed under share-based compensation plans		407		0		0		407		0	[1]	0		0		407		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Tax benefits related to share-based compensation plans		26		0		27		0		0	[1]	0		0		27		0		0	[1]	0	[1]	0	[1]	0	[1]	0		(1)
Option premiums and other effects from options on common shares		(65)		0		(65)		0		0	[1]	0		0		(65)		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Purchases of treasury shares		(857)		0		0		(857)		0	[1]	0		0		(857)		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Sale of treasury shares		0		0		0		0		0	[1]	0		0		0		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Net gains (losses) on treasury shares sold		0		0		0		0		0	[1]	0		0		0		0		0	[1]	0	[1]	0	[1]	0	[1]	0		0
Other		26		0		39		0		0	[1]	0		0		39		0		0	[1]	0	[1]	0	[1]	0	[1]	(9)	[3]	(4)
Equity, Balance at Dec. 31, 2023		€ 76,330		€ 5,223		€ 40,187		€ (481)		€ 22	[1]	€ (6)		€ (1,775)	[2]	€ 65,999		€ 22,845		€ (879)	[1]	€ 18	[1]	€ 0	[1]	€ (930)	[1]	€ 8,569	[3]	€ 1,763
[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 proceeds from issuance, purchase and sale of Additional Equity Components

Consolidated Statement of Cash

Consolidated Statement of Cash Flows - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022	Dec. 31, 2021
Consolidated Statement of Cash Flows [Line Items]
Net income (loss)		€ 6,452		€ 5,554	€ 2,595
Cash flows from operating activities, Adjustments to reconcile net income to net cash provided by (used in) operating activities [Abstract]
Provision for credit losses		(1,505)		(1,226)	(515)
Restructuring activities		(220)		118	(261)
Gain on sale of financial assets at fair value through other comprehensive income, equity method investments and other		(84)		128	(276)
Impairment, depreciation and other amortization, and accretion		(3,601)		(3,338)	(3,169)
Share of net income from equity method investments		107		(129)	(197)
Deferred tax expense (benefit)		(163)		894	(62)
Income (loss) adjusted for noncash charges, credits and other items		11,964		9,104	6,129
Adjustments for net change in operating assets and liabilities [Abstract]
Interest-earning time deposits with central banks and banks		(699)		102	97
Central bank funds sold, securities purchased under resale agreements, securities borrowed		(3,285)		(3,046)	102
Non-Trading financial assets mandatory at fair value through profit and loss		793		1,511	(12,124)
Financial assets designated at fair value through profit or loss		93		(31)	309
Loans at amortized cost		9,686		(12,059)	(42,707)
Other assets		(1,384)		(459)	8,046
Deposits		(2,299)		19,191	34,625
Financial liabilities designated at fair value through profit or loss and investment contract liabilities	[1]	29,493		(6,046)	11,144
Central bank funds purchased, securities sold under repurchase agreements, securities loaned		2,456		(187)	(3,249)
Other short-term borrowings		4,534		1,065	477
Other liabilities		777		12,377	(17,823)
Senior long-term debt	[2]	(11,880)		(17,019)	(6,191)
Trading assets and liabilities, positive and negative market values from derivative financial instruments, net		(35,515)		2,145	19,598
Other, net		872		(8,762)	(1,386)
Net cash provided by (used in) operating activities		5,606		(2,113)	(2,952)
Income taxes paid (received), net		955		1,288	1,031
Interest paid	[3]	25,454		9,286	5,769
Interest received	[3]	42,886		22,817	15,981
Dividend received		106		87	364
Cash flows from investing activities, Proceeds from [Abstract]
Sale of financial assets at fair value through other comprehensive income		15,646		15,450	52,131
Maturities of financial assets at fair value through other comprehensive income		19,437		21,557	21,424
Sale of debt securities held to collect at amortized cost		0		0	67
Maturities of debt securities held to collect at amortized cost		8,025		6,519	5,468
Sale of equity method investments		20		118	23
Sale of property and equipment		33		22	114
Purchase of [Abstract]
Financial assets at fair value through other comprehensive income		(38,648)		(42,991)	(46,801)
Debt Securities held to collect at amortized cost		(4,859)		(16,696)	(7,166)
Equity method investments		60		171	100
Property and equipment		422		337	550
Net cash received in (paid for) business combinations/divestitures		(361)		439	(5)
Other, net		(1,386)		(1,086)	(1,010)
Net cash provided by (used in) investing activities		(2,576)		(17,175)	23,595
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt		1,432	[4]	2,716	1,146
Repayments and extinguishments of subordinated long-term debt		1,471	[4]	90	42
Issuances of trust preferred securities		0	[5]	0	0
Repayments and extinguishments of trust preferred securities		(225)	[5]	0	(504)
Principal portion of lease payments		534		607	679
Common shares issued		0		0	0
Purchases of treasury shares		857		695	346
Sale of treasury shares		0		0	35
Additional Equity Components (AT1) issued		0		2,000	2,500
Additional Equity Components (AT1) repaid		0		1,750	0
Purchases of Additional Equity Components (AT1)		400		4,058	2,662
Sale of Additional Equity Components (AT1)		415		4,074	2,642
Coupon on additional equity components, pre tax		498		479	363
Dividends paid to noncontrolling interests		100		96	85
Net change in noncontrolling interests		(5)		5	(13)
Cash dividends paid to Deutsche Bank shareholders		610		406	0
Net cash provided by (used in) financing activities		(2,852)		614	1,630
Net effect of exchange rate changes on cash and cash equivalents		(2,036)		4,354	1,345
Net increase (decrease) in cash and cash equivalents		(1,857)		(14,320)	23,618
Cash and cash equivalents at beginning of period		165,626		179,946	156,328
Cash and cash equivalents at end of period		163,768		165,626	179,946
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	[6]	159,326		159,876	174,089
Interbank balances (w/o central banks)	[7]	4,442		5,749	5,857
Cash and cash equivalents		€ 163,768		€ 165,626	€ 179,946
[1]Included are senior long-term debt issuances of € 6.5 billion and € 2.5 billion and repayments and extinguishments of € 1.2 billion and € 738 million through December 31, 2023 and December 31, 2022, respectively[2]

Consolidated Statement of Cas_2

Consolidated Statement of Cash Flows (Parenthetical) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Consolidated Statement of Cash Flows [Abstract]
Financial liabilities designated at fair value through profit or loss and investment contract liabilities	[1]	€ 29,493	€ (6,046)
of which: Senior long-term debt issuances		6,500	2,500
of which: Repayments and extinguishments		1,200	738
Senior long-term debt	[2]	(11,880)	(17,019)
of which: Issuances		26,800	36,400
of which: Repayments and extinguishments		40,100	44,200
Total non-cash changes for Subordinated Long Term Debt		(31)	(141)
of which: Driven by FV changes		139	(464)
of which: Driven by FX movements		(173)	321
Non-cash changes for Trust Preferred Securities		15	(28)
of which: Driven by FX movements		8	(33)
Time deposits not included in central bank balances		19,100	19,000
Time deposits not included in Interbank balances		1,700	1,400
Cash and central bank balances do not include time and demand deposits at the Russian Central Bank		612	759
There of Demand deposits qualifying as cash and cash equivalent at the Russian Central Bank		€ 30	€ 40
[1]Included are senior long-term debt issuances of € 6.5 billion and € 2.5 billion and repayments and extinguishments of € 1.2 billion and € 738 million through December 31, 2023 and December 31, 2022, respectively[2]

Material Accounting Policies an

Material Accounting Policies and Critical Accounting Estimates	12 Months Ended
	Dec. 31, 2023
Material Accounting Policies and Critical Accounting Estimates [Abstract]
Material Accounting Policies and Critical Accounting Estimates	01 – Basis of accounting Deutsche Bank Aktiengesellschaft, Taunusanlage 12, 60325 Frankfurt am Main, Germany (“Deutsche Bank” or the “Parent”) is a stock corporation organized under the laws of the Federal Republic of Germany. Deutsche Bank together with all entities in which Deutsche Bank has a controlling financial interest (collectively the “Group” or “Deutsche Bank” is a global provider of a full range of corporate and investment banking, private clients and asset management products and services. The accompanying consolidated financial statements are stated in euros, the presentation currency of the Group. All financial information presented in million euros has been rounded to the nearest million. The consolidated financial statements have been prepared in accordance with International Financial Reporting Standards (“IFRS”) as issued by the International Accounting Standards Board (“IASB”). Prior to publication on March 14, 2024, the Supervisory Board approved the Consolidated Financial Statements 2023 of the Group on March 13, 2024, which were drawn up by the Management Board on March 7, 2024. EU carve-out For purposes of the Group’s primary financial reporting outside the United States, the Group prepares its consolidated financial statements in accordance with IFRS as endorsed by the EU. For purposes of the Group’s consolidated financial statements prepared in accordance with IFRS as endorsed by the EU, 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 and hedge ineffectiveness is generally 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 EU carve out version of IAS 39 also removes the prohibition on identifying a benchmark risk component in a financial instrument priced at sub–benchmark. This may arise when financial instruments carry a negative spread such that the identified non–contractually specified risk component is larger than the interest carry on the contract itself. For the financial year ended December 31, 2023, the application of the EU carve-out version of IAS 39 had a negative impact of € 2.3 billion on profit before tax and of € 1.6 billion on profit after tax. For the financial year ended December 31, 2022, the application of the EU carve-out had a positive impact of € 147 million on profit before taxes and of € 105 million on profit post taxes. The Group’s regulatory capital and ratios thereof are also reported on the basis of the EU carve-out version of IAS 39. The impact on total equity also impacts the calculation of the CET1 capital ratio. For the financial year ended December 31, 2023, application of the EU carve-out had a negative impact on the CET1 capital ratio of about 43 basis points and a positive impact of about 5 basis points for the financial year ended December 31, 2022. IFRS 7 disclosures (including war in Ukraine and climate risk related disclosures) Disclosures on risks related to the macroeconomic environment can be found in the sections in “IFRS 9 Impairment”, line item “Focus areas in 2023” in the Risk Report, Note 35 “Derivatives”, section “Derivatives qualifying for hedge accounting”, Note 13 “Financial Instruments carried at Fair Value”, sections “Valuations techniques” and “Sensitivity analysis of unobservable parameters” as well as Note 14” Fair Value of Financial Instruments not carried at Fair Value”. Disclosures about the nature and the extent of risks arising from financial instruments as required by IFRS 7, “Financial Instruments: Disclosures” are set forth in the Risk Report section of the Combined Management Report and are an integral part of the Consolidated Financial Statements. Details on exposures and the impact on financial instrument impairment from the war in Ukraine can be found in the sections, “IFRS 9 impairment” and “Exposure to Russia” in the Risk Report. As of December 31, 2023, the Group discontinued its disclosure relating to Market Risk to Russia, Russian operations and Compliance and Anti Financial Crime risks. This considers the de-risking efforts the Group has undertaken. The Group continues to monitor its risks related to Russia and Ukraine as part of its regular risk management activities and enhanced governance oversight in place. Disclosures on climate related risk can be found in the sections, “Enterprise Risk Management”, line item “Environmental, social and governance risk” in the Risk Report. The Group is exposed to environmental, social and governance (ESG) risk. The following are examples of how such risk may impact the financial results of the Group: – Increases in the frequency and severity of climate events could impact client ability to service principal and interest payments under instruments subject to IFRS 9. – Failure to comply with environmental and social legislation may impact client ability to generate sustainable returns to service their loans. – If in the future clients do not hold sufficient insurance for physical assets against certain risks (e.g., flooding), this may impact the value of collateral held against certain type of loans. The Group considers such ESG risk as part of the credit risk assessment and due diligence process before relevant clients are granted credit. The Group also manages its credit portfolio within the established risk appetite and limits. Further accounting considerations, including risk consideration, for ESG indexed loans can be found in the section “Financial assets” in the description of the material accounting policies below. These audited disclosures are marked in light blue in the Risk Report. Critical accounting estimates The preparation of financial statements 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. The Group’s material accounting policies are described in “Material Accounting Policies”. Certain of the Group’s accounting policies require critical accounting estimates that involve complex and subjective judgments and the use of assumptions, some of which may be for matters that are inherently uncertain and susceptible to change. Such critical accounting estimates could change from period to period and may have a material impact on the Group’s financial condition, changes in financial condition or results of operations. Critical accounting estimates could also involve estimates where management could have reasonably used another estimate in the current accounting period. The Group has identified the following material accounting policies that involve critical accounting estimates: – Impairment of financial assets at fair value through other comprehensive income (see “Impairment of Loans and Provision for Off-balance Sheet Positions” below) – Determination of fair value (see “Determination of Fair Value” below) – Recognition of trade date profit (see “Recognition of Trade Date Profit” below) – Impairment of loans and provisions for off-balance sheet positions (see “Impairment of Loans and Provision for Off-balance Sheet Positions” below) – Impairment of goodwill and other intangibles (see “Goodwill and Other Intangible Assets” below) – Recognition and measurement of deferred tax assets (see “Income Taxes” below) – Accounting for legal and regulatory contingencies and uncertain tax positions (see “Provisions” below) Material accounting policies The following is a description of the significant accounting policies of the Group. Except for the changes in accounting policies and changes in accounting estimates described previously and noted below these policies have been consistently applied for 2021, 2022 and 2023. Principles of consolidation The financial information in the Consolidated Financial Statements includes the parent company, Deutsche Bank AG, together with its consolidated subsidiaries, including certain structured entities presented as a single economic unit. Subsidiaries The Group’s subsidiaries are those entities which it directly or indirectly controls. Control over an entity is evidenced by the Group’s ability to exercise its power in order to affect any variable returns that the Group is exposed to through its involvement with the entity. The Group sponsors the formation of structured entities and interacts with structured entities sponsored by third parties for a variety of reasons, including allowing clients to hold investments in separate legal entities, allowing clients to invest jointly in alternative assets, for asset securitization transactions, and for buying or selling credit protection. When assessing whether to consolidate an entity, the Group evaluates a range of control factors, namely: – Purpose and design of the entity – Relevant activities and how these are determined – Whether the Group’s rights result in the ability to direct the relevant activities – Whether the Group has exposure or rights to variable returns – Whether the Group has the ability to use its power to affect the amount of its returns Where voting rights are relevant, the Group is deemed to have control where it holds, directly or indirectly, more than half of the voting rights over an entity unless there is evidence that another investor has the practical ability to unilaterally direct the relevant activities. Potential voting rights that are deemed to be substantive are also considered when assessing control. Likewise, the Group also assesses existence of control where it does not control the majority of the voting power but has the practical ability to unilaterally direct the relevant activities. This may arise in circumstances where the size and dispersion of holdings of the shareholders give the Group the power to direct the activities of the investee. Associates Investments in associates are accounted for under the equity method of accounting. An associate is an entity in which the Group has significant influence, but not a controlling interest, over the operating and financial management policy decisions of the entity. Significant influence is generally presumed when the Group holds between 20% and 50% of the voting rights. The existence and effect of potential voting rights that are currently exercisable or convertible are considered in assessing whether the Group has significant influence. Among the other factors that are considered in determining whether the Group has significant influence are representation on the board of directors (supervisory board in the case of German stock corporations) and material intercompany transactions. The existence of these factors could require the application of the equity method of accounting for a particular investment even though the Group’s investment is less than 20% of the voting stock. Under the equity method of accounting, the Group’s investments in associates and jointly controlled entities are initially recorded at cost including any directly related transaction costs incurred in acquiring the associate, and subsequently increased (or decreased) to reflect both the Group’s pro-rata share of the post-acquisition net income (or loss) of the associate or jointly controlled entity and other movements included directly in the equity of the associate or jointly controlled entity. The Group’s share of the results of associates is adjusted to conform to the accounting policies of the Group and is reported in the Consolidated Statement of Income as Net income (loss) from equity method investments. If there is objective evidence of impairment, an impairment test is performed by comparing the investment’s recoverable amount, which is the higher of its value in use and fair value less costs to sell, with its carrying amount Foreign currency translation The Consolidated Financial Statements are prepared in euro, which is the presentation currency of the Group. Various entities in the Group use a different functional currency, being the currency of the primary economic environment in which the entity operates. An entity records foreign currency revenues, expenses, gains and losses in its functional currency using the exchange rates prevailing at the dates of recognition. Monetary assets and liabilities denominated in currencies other than the entity’s functional currency are translated at the period end closing rate. Foreign exchange gains and losses resulting from the translation and settlement of these items are recognized in the Consolidated Statement of Income as net gains (losses) on financial assets/liabilities at fair value through profit or loss in order to align the translation amounts with those recognized from foreign currency related transactions (derivatives) which hedge these monetary assets and liabilities. Non-monetary items that are measured at historical cost are translated using the historical exchange rate at the date of the transaction. Translation differences on non-monetary items which are held at fair value through profit or loss are recognized in profit or loss. For purposes of translation into the presentation currency, assets and liabilities of foreign operations are translated at the period end closing rate and items of income and expense are translated into euros at the rates prevailing on the dates of the transactions, or average rates of exchange where these approximate actual rates. The exchange differences arising on the translation of a foreign operation are included in other comprehensive income. For foreign operations that are subsidiaries, the amount of exchange differences attributable to any noncontrolling interests is recognized in noncontrolling interests. Upon disposal of a foreign subsidiary and associate (which results in loss of control or significant influence over that operation) the total cumulative exchange differences recognized in other comprehensive income are reclassified to profit or loss. Upon partial disposal of a foreign operation that is a subsidiary and which does not result in loss of control, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to noncontrolling interests as this is deemed a transaction with equity holders. For a partial disposal of an associate which does not result in a loss of significant influence, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to profit or loss. Interest, commissions and fees Net interest income – The estimated future cash flows used in the EIR calculation include those determined by all of the contractual terms of the asset or liability, all fees (including commissions) that are considered to be integral to the effective interest rate, direct and incremental transaction costs and all other premiums or discounts. However, if the financial instrument is carried at fair value through profit or loss, any associated fees are recognized in trading income when the instrument is initially recognized, provided there are no significant unobservable inputs used in determining its fair value. If a financial asset is credit-impaired, interest revenue is calculated by applying the effective interest rate to the amortized cost amount. The amortized cost amount of a financial asset is the gross carrying amount of a financial asset after adjusting for any impairment allowance. For assets which are initially recognized as purchased or credit-impaired, interest revenue is calculated through the use of a credit-adjusted effective interest rate which takes into consideration expected credit losses. The Group presents negative interest paid on interest-bearing assets as interest expense, and interest revenue received from interest-bearing liabilities as interest income. The Group presents interest income and expense calculated using the EIR method separately in the Group’s consolidated statement of income. Commissions and fee income Accordingly, after a contract with a customer has been identified in the first step, the second step is to identify the performance obligation – or a series of distinct performance obligations – provided to the customer. The Group must examine whether the service is capable of being distinct and is actually distinct within the context of the contract. A promised service is distinct if the customer can benefit from the service either on its own or together with other resources that are readily available to the customer, and the promise to transfer the service to the customer is separately identifiable from other promises in the contract. The amount of income is measured on the basis of the contractually agreed transaction price for the performance obligation defined in the contract. If a contract includes a variable consideration, the Group estimates the amount of consideration to which it will be entitled in exchange for transferring the promised goods or services to a customer. Income is recognized in profit and loss when the identified performance obligation has been satisfied. The Group does not present information about its remaining performance obligations if it is part of a contract that has an original expected duration of one year or less. The Group determines the stand-alone selling price at contract inception of a distinct service underlying each performance obligation in the contract and allocates the transaction price in proportion to those stand-alone selling prices. The stand-alone selling price is the price at which DB would sell a promised service separately to a customer on an unbundled basis. The best evidence of a stand-alone selling price is the observable price of a service when the Group sells that service separately in similar circumstances and to similar customers. If the Group does not sell the service to a customer separately, it estimates the stand-alone selling price at an amount using a suitable method, for example, in loan syndication transactions the Group applies the requirements for recognition of trade day profit and considers the price at which other market participants provide the same service on an unbundled basis. As such when estimating a stand-alone selling price, the Group considers all information (including market conditions) that is reasonably available to it. In doing so, the Group maximizes the use of observable inputs and applies estimation methods consistently in similar circumstances. The Group provides asset management services that give rise to asset management and performance fees and constitute a single performance obligation. The asset management and performance fee components are variable considerations such that at each reporting date the Group estimates the fee amount to which it will be entitled in exchange for transferring the promised services to the customer. The benefits arising from the asset management services are simultaneously received and consumed by the customer over time. The Group recognizes revenue over time by measuring the progress towards complete satisfaction of that performance obligation, subject to the removal of any uncertainty as to whether it is highly probable that a significant reversal in the cumulative amount of revenue recognized would occur or not. For the management fee component this is the end of the monthly or quarterly service period. For performance fees this date is when any uncertainty related to the performance component has been fully removed. Loan commitment fees related to commitments that are accounted for off balance sheet are recognized in commissions and fee income over the life of the commitment if it is unlikely that the Group will enter into a specific lending arrangement. If it is probable that the Group will enter into a specific lending arrangement, the loan commitment fee is deferred until the origination of a loan and recognized as an adjustment to the loan’s effective interest rate. Commissions and Fee Income predominantly earned from services that are received and consumed by the customer over time: Administration, assets under management, foreign commercial business, loan processing and guarantees sundry other customer services. The Group recognizes revenue from these services over time by measuring the progress towards complete satisfaction of that performance obligation, subject to the removal of any uncertainty as to whether it is highly probable that a significant reversal in the cumulative amount of revenue recognized would occur or not. Commissions and Fee Income predominantly earned from providing services at a point in time or transaction-type services include: other securities, underwriting and advisory fees, brokerage fees, local payments, foreign currency/ exchange business and intermediary fees. Expenses that are directly related and incremental to the generation of Commissions and Fee Income are presented net in Commissions and Fee Income in the Consolidated Statement of Income. This includes income and associated expense where the Group contractually owns the performance obligation (i.e. as Principal) in relation to the service that gives rise to the revenue and associated expense. In contrast, it does not include situations where the Group does not contractually own the performance obligation and is acting as agent. The determination of whether the Group is acting as principal or agent is based on the contractual terms of the underlying service arrangement. The gross Commissions and Fee Income and Expense amounts are disclosed in “Note 6 – Commissions and Fee Income”. Financial assets – Hold to Collect - Financial assets held with the objective to collect contractual cash flows. They are subsequently measured at amortized cost and are recorded in multiple lines on the Group’s consolidated balance sheet. – Hold to Collect and Sell - Financial assets held with the objective of both collecting contractual cash flows and selling financial assets. They are recorded as Financial assets at Fair Value through Other Comprehensive Income on the Group’s consolidated balance sheet. – Other - Financial assets that do not meet the criteria of either “Hold to Collect” or “Hold to Collect and Sell”. They are recorded as Financial Assets at Fair Value through Profit or Loss on the Group’s consolidated balance sheet. The assessment of business model requires judgment based on facts and circumstances upon initial recognition. As part of this assessment, the Group considers quantitative factors (e.g., the expected frequency and volume of sales) and qualitative factors such as how the performance of the business model and the financial assets held within that business model are evaluated and reported to the Group’s key management personnel. In addition to taking into consideration the risks that affect the performance of the business model and the financial assets held within that business model, in particular, the way in which those market and credit risks are managed; and how managers of the business are compensated (e.g., whether the compensation is based on the fair value of the assets managed or on the contractual cash flows collected). This assessment results in an asset being classified in either a Hold to Collect, Hold to Collect and Sell or Other business model. If the Group holds a financial asset either in a Hold to Collect or a Hold to Collect and Sell business model, then an assessment at initial recognition to determine whether the contractual cash flows of the financial asset are Solely Payments of Principal and Interest on the principal amount outstanding is required to determine the financial asset classification. Contractual cash flows, that are SPPI on the principal amount outstanding, are consistent with a basic lending arrangement. Interest in a basic lending arrangement is consideration for the time value of money and the credit risk associated with the principal amount outstanding during a particular period of time. It can also include consideration for other basic lending risks (e.g., liquidity risk) and costs (e.g., administrative costs) associated with holding the financial asset for a particular period of time; and a profit margin that is consistent with a basic lending arrangement. Where cash flows can change over time due to contingent events, such as terms where the margin on a loan adjusts depending on the performance of the borrower on certain contractual ESG metrics, the contingent event and cash flows are assessed to determine if the instrument cash flows are SPPI. The nature of the contingent event and the size of the possible change in cash flows are taken into account in this assessment on an absolute and relative basis compared to the overall coupon. Additionally, as part of the SPPI assessment where the lending is non-recourse in nature then further assessment is made to determine if the cash flows are consistent with SPPI which is dependent on the nature of the underlyings, the level of subordination and the contractual cash flows of the instrument held. The Group originates and purchases debt instruments from entities issuing multiple tranches of debt. Where these instruments meet the definition of a contractually linked instruments then further analysis is performed on the cash flows and credit risk exposure of the instrument held as well as the underlying collateral held at purchase and can be held in the future. Financial assets at fair value through profit or loss Financial assets are classified at fair value through profit or loss if they are held in the Other business model because they are either held for trading or because they do not meet the criteria for Hold to Collect or Hold to Collect and Sell. In addition, it includes financial assets that meet the criteria for Hold to Collect or Hold to Collect and Sell business model, but the financial asset fails SPPI or where the Group designated the financial assets under the fair value option. Financial assets classified as Financial assets at fair value through profit or loss are measured at fair value with realized and unrealized gains and losses included in Net gains (losses) on financial assets/liabilities at fair value through profit or loss. Interest on interest earning assets such as trading loans and debt securities and dividends on equity instruments are presented in Interest and Similar Income. The Group applies trade date accounting to financial assets classified at fair value through profit or loss. Trading assets Non-trading financial assets mandatory at fair value through profit and loss – Financial assets designated at fair value through profit or loss Financial assets at fair value through other comprehensive income A financial asset shall be classified and measured at Fair Value through Other Comprehensive Income (“FVOCI”), if the financial asset is held in a Hold to Collect and Sell business model and the contractual cash flows are SPPI, unless designated under the fair value option. The amortization of premiums and accretion of discounts are recorded in net interest income. Realized gains and losses are reported in net gains (losses) on financial assets at FVOCI. Generally, the weighted-average cost method is used to determine the cost of FVOCI financial assets. The Group applies trade date accounting to financial assets classified at FVOCI. It is possible to designate non-trading equity instruments as FVOCI. However, this category is expected to have limited usage by the Group and has not been used to date. Financial assets at amortized cost A financial asset is classified and subsequently measured at amortized cost if the financial asset is held in a Hold to Collect business model and the contractual cash flows are SPPI. Under this measurement category, the financial asset is measured at fair value at initial recognition. Subsequently the carrying amount is reduced for principal payments, plus or minus the cumulative amortization using the effective interest method. The financial asset is assessed for impairment under the IFRS 9 expected credit loss model where provisions are recognized based on expectations of potential credit losses. The Group’s impairment of financial instruments policy is described further in the section “Impairment of Loans and Provision for Off-Balance Sheet Positions (IFRS 9)”. The Group applies settlement date accounting to financial assets measured at amortized cost. Financial Assets at amortized cost include predominately Loans at amortized cost, Central bank funds sold and securities purchased under resale agreements, Securities borrowed and certain receivables presented in Other Assets. When the terms of a financial asset are renegotiated or modified and the modification does not result in derecognition, a gain or loss is recognized in the income statement as the difference between the original contractual cash flows and the modified cash flows discounted at the original effective interest rate. The modified financial asset will continue to accrued interest at its original EIR. When a modification results in derecognition the original instrument is derecognized and the new instrument recognized at fair value. Non-credit related or commercial renegotiations where an obligor has not experienced a significant increase in credit risk since origination, and has a readily exercisable right to early terminate the financial asset results in derecognition of the original agreement and recognition of a new financial asset based on the newly negotiated commercial terms. For credit related modifications (i.e. those modifications due to significant increase in credit risk since inception) or those where the obligor does not have the readily exercisable right to early terminate, the Group assesses whether the modified terms result in the financial asset being significantly modified and therefore derecognized. This assessment includes a quantitative assessment of the impact of the change in cash flows from the modification of contractual terms and additionally, where necessary, a qualitative assessment of the impact of the change in the contractual terms. Where these modifications are not concluded to be significant, the financial asset is not derecognized and is accounted for as a modification as described above. If the changes are concluded to be significant, the old instrument is derecognized and a new instrument recognized. The Group then recognizes a credit loss allowance based on 12-month expected credit losses. However, if following a modification that results in a derecognition of the original financial asset, there is evidence that the new financial asset is credit-impaired on initial recognition; then the new financial asset should be recognized as an originated credit-impaired financial asset and initially classified in Stage 3 (refer to section “Impairment of Loans and Provision for Off-Balance Sheet Positions” below). When the terms of a financial liability are renegotiated or modified then the Group assesses whether the modified terms result in the financial liability being significantly modified and therefore derecognized. This assessment includes a quantitative assessment of the impact of the change in cash flows from the modification of contractual terms and additionally, where necessary, a qualitative assessment of the impact of the change in the contractual terms. Where these modifications are not concluded to be significant, the financial liability is not derecognized and a gain or loss is recognized in the income statement as the difference between th

Recently Adopted and New Accoun

Recently Adopted and New Accounting Pronouncements	12 Months Ended
	Dec. 31, 2023
Recently Adopted and New Accounting Pronouncements [Abstract]
Recently Adopted and New Accounting Pronouncements [text block]	02 – Recently adopted and new accounting pronouncements Recently adopted accounting pronouncements The following are those accounting pronouncements which are relevant to the Group and which have been adopted during 2023 in the preparation of these consolidated financial statements. 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 had 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 December 31, 2023 and therefore have not been applied in preparing these consolidated financial statements. 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. 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. 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. IAS 21 “The Effects of Changes in Foreign Exchange Rates” In August 2023, the IASB issued “Lack of Exchangeability (Amendments to IAS 21)” that contains guidance to specify when a currency is exchangeable and how to determine the exchange rate when it is not. It also requires the disclosure of additional information when a currency is not exchangeable. The amendments are effective for annual periods beginning on or after January 1, 2025, with early adoption permitted. The amendments are not expected to have a material impact on the Group’s consolidated financial statements. These amendments have yet to be endorsed by the EU.

Acquisitions and Dispositions

Acquisitions and Dispositions	12 Months Ended
	Dec. 31, 2023
Acquisitions and Dispositions [Abstract]
Acquisitions and Dispositions [text block]	03 – On April 28, 2023, Deutsche Bank announced that it had reached an agreement on an all-cash offer for the acquisition of Numis Corporation Plc (“Numis”). Numis is a leading corporate broking and advisory house in the United Kingdom, providing strategic advice and capital market connectivity to more than 170 corporate broking clients, including 64 clients in the FTSE 350, representing almost 20 % of the index. On October 13, 2023, the acquisition was completed and Deutsche Bank acquired a 100 % interest in Numis for a cash purchase price of € 460 million (GBP 397 million). The intention to acquire Numis aims to establish a prominent position across UK corporate broking and strategic advisory to allow Deutsche Bank to accelerate its Global Hausbank Following the acquisition of Numis, the determination of the fair values of the identifiable assets acquired and liabilities assumed as of the acquisition date has been finalized in the fourth quarter 2023 with details included in the table below. The fair value of acquired receivables equal gross contractual amounts which all relate to short term trading activity. Other intangible assets identified in the purchase price allocation include customer relationships (€ 56 million) and tradename (€ 27 million). Goodwill of € 235 million identified in the purchase price allocation mainly represent the expected future economic benefit of synergies and the value of human capital. Fair Value of Assets Acquired and Liabilities Assumed as of the Acquisition Date in € m. October 13, 2023 Cash consideration transferred 460 Total consideration transferred 460 Recognized amounts of identifiable assets acquired and liabilities assumed: 1 Interbank balances (w/o central banks) 126 Securities borrowed 10 Financial assets at fair value through profit or loss 44 Property and equipment 53 Other intangible assets 84 All other assets 410 Total assets acquired 727 Financial liabilities at fair value through profit or loss 14 All other liabilities 488 Total liabilities assumed 502 Total identifiable net assets 225 Goodwill 235 Total identifiable net assets and goodwill acquired 460 1 Deutsche Bank has assigned goodwill resulting from the Numis acquisition to the Investment Bank cash-generating unit (CGU). Given the valuation of the Investment Bank CGU, following the acquisition, goodwill recognized for Numis is considered impaired and was written off in the fourth quarter of 2023 (also refer to Note 23 Goodwill and Other Intangible Assets). From the date of acquisition, Numis contributed € 31 million of revenues and a € 1 million net loss after tax to the Group results. If the acquisition had taken place at the beginning of the year, the Group’s revenues including Numis would have been € 31.2 billion and profit after tax would have been € 6.4 billion. During 2022, the Group did not undertake any acquisitions accounted for as business combinations. In the third quarter 2021, the Group had completed the acquisition of 100 % of the shares in Better Payment Germany GmbH, a Berlin-based early-stage payment service provider. Through this acquisition, the Group intended to expand its market share in payment processing and acceptance. The fair value of the purchase price paid for the acquisition consisted of € 5 million cash and an earn-out consideration of € 3 million contingent upon a number of KPIs to be achieved within 3 years following the acquisition. As part of the purchase price allocation, the Group recorded goodwill of € 5 million assigned to the Corporate Bank CGU. Given the value of the Corporate Bank CGU, the new goodwill was considered impaired and immediately written off in 2021. The Group finalized several dispositions of subsidiaries/businesses during 2023, 2022 and 2021. These disposals were mainly comprised of businesses the Group had previously classified as held for sale, including the transfer of the digital investment platform of DWS as part of its partnership with BlackFin, and the sale of the Italian financial advisors business to Zurich Italy in 2022, as well as the transfer of the Global Prime Finance & Electronic Equities platform to BNP Paribas in 2021. For more detail, please refer to Note 24 “Non-Current Assets and Disposal Groups Held for Sale”. The total consideration received for these dispositions (thereof in cash) in 2023, 2022 and 2021 was € 117 million (cash € 99 million), € 488 million (cash € 439 million) and € 34 million (cash € 0 million), respectively. The table below shows the assets and liabilities that were included in these disposals. in € m. 2023 2022 2021 Cash and cash equivalents 7 1,126 0 All remaining assets 105 659 3,507 Total assets disposed 113 1,785 3,507 Total liabilities disposed 213 1,676 8,102

Business Segments and Related I

Business Segments and Related Information	12 Months Ended
	Dec. 31, 2023
Business Segments and Related Information [Abstract]
Disclosure of entity's operating segments [text block]	04 – Deutsche Bank’s segmental information has been prepared in accordance with the management approach, which requires presentation of the segments on the basis of the internal management reports of the entity which are regularly reviewed by the chief operating decision maker, which is the Deutsche Bank Management Board, in order to assess the financial performance of the business segments and for allocating resources to the business segments. Business segments The bank’s business operations are organized under the divisional structure comprising the following corporate divisions: – Corporate Bank – Investment Bank – Private Bank – Asset Management – Corporate & Other Corporate Bank reports revenues in the categories Corporate Treasury Services, Institutional Client Services and Business Banking. Private Bank reports revenues in the categories Private Bank Germany and International Private Bank. Within International Private Bank revenues are reported in the categories Wealth Management & Bank for Entrepreneurs and Premium Banking. By year end 2022, International Private Bank materially completed the wind-down of the majority of legacy assets and liabilities associated with Sal. Oppenheim. Remaining assets or liabilities are not expected to have material financial impacts going forward and will be included in the normal course of the client segment Wealth Management & Bank for Entrepreneurs. The associated disclosure of “specific revenues items” was discontinued starting in the first quarter of 2023. Asset Management reports revenues in the categories Management Fees, Performance and Transaction Fees and Other. The prior years' segmental information is presented in the current structure. Measurement of segment profit or loss Segment reporting requires a presentation of the segment results based on management reporting methods, including a reconciliation between the results of the business segments and the consolidated financial statements, which is presented in the “Segment results of operations” section within this note. The information provided about each segment is based on internal management reporting about segment profit or loss, assets and other information which is regularly reviewed by the chief operating decision maker. Segment assets are presented in the Group’s internal management reporting based on a consolidated view, i.e., the amounts do not include intersegment balances. The Group`s internal management reporting does not consider segment liabilities or interest expense separately. Similarly, depreciation and amortization, tax expenses and other comprehensive income are not presented separately internally and are therefore not disclosed here. Non-IFRS compliant accounting methods used in the Group’s management reporting represent either valuation or classification differences. The largest valuation differences relate to measurement at fair value in management reporting versus measurement at amortized cost under IFRS and to the recognition of trading results from own shares in revenues in management reporting (in Investment Bank) and in equity under IFRS. The major classification difference relates to noncontrolling interest, which represents the net share of minority shareholders in revenues, provision for credit losses, noninterest expenses and income tax expenses. Noncontrolling interest is reported as a component of the profit before tax of the businesses in management reporting (with a reversal in Corporate & Other) and a component of net income appropriation under IFRS. Since the Group’s business activities are diverse in nature and its operations are integrated, certain estimates and judgments have been made to apportion revenue and expense items among the business segments. The management reporting systems allocate the Group’s external net interest income according to the value of funding consumed or provided by each business segment’s activities, in accordance with the bank’s internal funds transfer pricing framework. Furthermore, to retain comparability with those competitors that have legally independent units with their own equity funding, the Group allocates a net notional interest benefit on its consolidated capital, in line with each segment’s proportion of average shareholders’ equity. Management uses certain measures for equity and related ratios as part of its internal reporting system because it believes that these measures provide it with a useful indication of the financial performance of the business segments. The Group discloses such measures to provide investors and analysts with further insight into how management operates the Group’s businesses and to enable them to better understand the Group’s results. Allocation of Average Shareholder’s Equity Shareholders’ equity is fully allocated to the Group’s segments based on the regulatory capital demand of each segment. Regulatory capital demand reflects the combined contribution of each segment to the Groups’ Common Equity Tier 1 (CET1) ratio, the Groups’ leverage ratio and the Group’s capital loss under stress. Contributions in each of the three dimensions are weighted to reflect their relative importance and level of constraint for the Group. Contributions to the CET1 ratio and the leverage ratio are measured through risk-weighted assets and leverage ratio exposure. The Group’s capital loss under stress is a measure of the Group’s overall economic risk exposure under a defined stress scenario. Goodwill and other intangible assets are directly attributed to the Group’s segments in order to allow the determination of allocated tangible shareholders’ equity and the respective returns. Shareholders’ equity and tangible shareholders’ equity is allocated on a monthly basis and averaged across quarters and for the full year. Driver-Based Cost Management allocations methodology change As disclosed in the Annual Report 2022, the Group implemented the Driver-Based Cost Management allocations from the first quarter of 2023. The new methodology aims to provide greater transparency over the drivers of infrastructure costs and links costs more closely to service consumption by segments. This change did not affect the Group’s cost/income ratio and return on tangible equity metrics but does impact these per business segment. Therefore prior-period information is presented in the current structure, resulting in an increase in noninterest expenses (corresponding decrease in profit before tax) for Corporate Bank of € 276 million, for Investment Bank of € 239 million, for Private Bank of € 279 million, for Asset Management of € 15 million, with a corresponding decrease in noninterest expenses (corresponding reduction in loss before tax) for Corporate & Other of € 809 million for the full year 2022. Strategic Liquidity Reserve Profit and Loss Allocation Commencing from the first quarter of 2022, the methodology for divisional intra-year allocations of profit or loss earned on the Strategic Liquidity Reserves has been refined. As part of the introduction of the new methodology, the intra-year profit and loss volatility is held centrally in Corporate & Other in order to better reflect the underlying performance of the business divisions. The implementation of the new methodology does not impact the overall group revenues or the annual business allocations, therefore the full year results for 2022 and 2021 are not impacted. U.S. Tax Exempt Securities Net interest income as a component of net revenues, profit (loss) before tax and related ratios are presented on a fully taxable-equivalent basis for U.S. tax-exempt securities for the Investment Bank. This enables management to measure performance of taxable and tax-exempt securities on a comparable basis. This presentation resulted in an increase in Investment Bank net interest income of € 10 million for full year 2023, € 33 million for full year 2022 and € 40 million for full year 2021. This increase is offset in Group consolidated figures through a reversal in Corporate & Other. The tax rate used in determining the fully taxable-equivalent of net interest income in respect of the majority of the U.S. tax-exempt securities is 21 % for 2023, 2022 and 2021. Infrastructure Full-time Employees realignment In the third quarter of 2021, approximately 9,000 FTEs moved from Corporate & Other to the operating business segments driven by the bank’s decision that the Chief Operating Office will no longer be a separate Management Board function. Accordingly business-related parts of Chief Operating Office that support the Investment Bank and the Corporate Bank, which were previously run in Infrastructure, moved to those divisions. Comparative segmental financial information is presented accordingly. This change did not result in a material financial impact at a segment level, as costs are allocated from Corporate & Other to the operating business segments that are using the service of the respective infrastructure functions and with this move the costs are directly incurred by the divisions rather than being charged to Corporate & Other. Segmental results of operations The following tables present the results of the Group’s business segments, including the reconciliation to the consolidated results of operations under IFRS. 2023 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 7,716 9,160 9,575 2,383 2,321 31,155 Provision for credit losses 266 431 783 (1) 26 1,505 Noninterest expenses Compensation and benefits 1,537 2,524 2,806 891 3,372 11,131 General and administrative expenses 2,934 4,136 4,742 934 (2,634) 10,112 Impairment of goodwill and other intangible assets 0 233 0 0 0 233 Restructuring activities (4) (3) 228 0 (1) 220 Total noninterest expenses 4,466 6,890 7,777 1,825 738 21,695 Noncontrolling interests 0 3 0 163 (166) 0 Profit (loss) before tax 2,984 1,836 1,015 396 1,724 7,955 Assets (in € bn) 2 264 658 331 10 54 1,317 Loans (gross of allowance for loan losses, in € bn) 117 101 261 0 6 485 Additions to non-current assets 13 89 90 73 1,853 2,118 Deposits (in € bn) 289 18 308 0 10 625 Average allocated shareholders' equity 13,306 27,593 14,477 5,318 2,456 63,149 Risk-weighted assets (in € bn) 69 140 86 15 40 350 of which: operational risk RWA (in € bn) 6 22 8 3 19 57 Leverage exposure (in € bn) 307 546 339 10 39 1,240 Employees (full-time equivalent) 25,520 19,979 38,451 4,962 1,218 90,130 Post-tax return on average shareholders’ equity 3 15.2% 3.8% 4.1% 4.9% N/M 9.1% Post-tax return on average tangible shareholders’ equity 3 16.6% 4.0% 4.5% 11.3% N/M 10.2% Cost/income ratio 4 57.9% 75.2% 81.2% 76.6% N/M 69.6% 1 Net interest income 5,113 3,013 6,160 (124) 1,960 16,122 Net income (loss) from equity method investments (6) (70) (5) 42 2 (38) 2 Equity method investments 91 413 84 420 5 1,013 N/M – Not meaningful 3 4 2022 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 6,337 10,016 9,153 2,608 (1,051) 27,063 Provision for credit losses 335 319 583 (2) (9) 1,226 Noninterest expenses Compensation and benefits 1,422 2,376 2,785 899 3,231 10,712 General and administrative expenses 2,786 4,075 4,176 883 (2,192) 9,728 Impairment of goodwill and other intangible assets 0 0 0 68 0 68 Restructuring activities (19) 15 (113) 0 (2) (118) Total noninterest expenses 4,188 6,466 6,848 1,850 1,037 20,390 Noncontrolling interests 0 15 0 174 (190) 0 Profit (loss) before tax 1,814 3,217 1,722 584 (1,890) 5,447 Assets (in € bn) 2 258 677 333 10 67 1,344 Loans (gross of allowance for loan losses, in € bn) 122 103 265 0 6 496 Additions to non-current assets 3 4 177 41 2,267 2,494 Deposits (in € bn) 289 16 317 0 7 629 Average allocated shareholders' equity 12,015 26,036 13,557 5,395 3,105 60,109 Risk-weighted assets (in € bn) 74 139 88 13 46 360 of which: operational risk RWA (in € bn) 5 23 8 3 19 58 Leverage exposure (in € bn) 321 530 344 9 36 1,240 Employees (full-time equivalent) 22,161 18,420 37,716 4,778 1,856 84,930 Post-tax return on average shareholders’ equity 3 10.0% 8.0% 8.3% 7.4% N/M 8.2% Post-tax return on average tangible shareholders’ equity 3 10.9% 8.4% 9.0% 17.1% N/M 9.1% Cost/income ratio 4 66.1% 64.6% 74.8% 71.0% N/M 75.3% 1 Net interest income 3,628 3,467 5,223 (65) 1,730 13,983 Net income (loss) from equity method investments 4 50 27 66 6 152 2 Equity method investments 90 501 99 415 20 1,124 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 3 4 2021 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 5,153 9,631 8,233 2,708 (186) 25,538 Provision for credit losses (3) 104 446 5 (36) 515 Noninterest expenses Compensation and benefits 1,447 2,197 2,808 822 3,145 10,418 General and administrative expenses 3,053 3,843 4,939 846 (1,862) 10,821 Impairment of goodwill and other intangible assets 5 0 0 0 0 5 Restructuring activities 42 47 173 2 (2) 261 Total noninterest expenses 4,547 6,087 7,920 1,670 1,281 21,505 Noncontrolling interests 0 (17) 0 223 (206) 0 Profit (loss) before tax 609 3,458 (133) 809 (1,225) 3,518 Assets (in € bn) 2 246 616 310 10 142 1,325 Loans (gross of allowance for loan losses, in € bn) 122 93 254 0 7 477 Additions to non-current assets 17 6 149 32 1,733 1,939 Deposits (in € bn) 270 13 313 0 8 604 Average allocated shareholders' equity 11,101 25,281 13,041 5,128 1,987 56,537 Risk-weighted assets (in € bn) 65 141 85 14 46 352 of which: operational risk RWA (in € bn) 6 25 8 3 20 62 Leverage exposure (fully loaded, in € bn) 3 300 530 321 11 62 1,125 Employees (full-time equivalent) 20,560 16,927 37,458 4,514 3,510 82,969 Post-tax return on average shareholders’ equity 4 3.2% 9.0% (1.5)% 11.0% N/M 3.6% Post-tax return on average tangible shareholders’ equity 4 3.5% 9.4% (1.7)% 25.8% N/M 4.0% Cost/income ratio 5 88.2% 63.2% 96.2% 61.7% N/M 84.2% 1 Net interest income 2,605 3,332 4,601 (5) 584 11,117 Net income (loss) from equity method investments 3 (34) 40 81 9 98 2 Equity method investments 72 462 180 349 29 1,091 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 3 4 5 Corporate Bank 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues Corporate Treasury Services 4,366 3,821 3,072 545 14 749 24 Institutional Client Services 1,906 1,587 1,299 319 20 287 22 Business Banking 1,445 930 781 515 55 148 19 Total net revenues 7,716 6,337 5,153 1,379 22 1,185 23 Of which: Net interest income 5,113 3,628 2,605 1,485 41 1,022 39 Commissions and fee income 2,328 2,356 2,204 (28) (1) 151 7 Remaining income 275 354 343 (79) (22) 11 3 Provision for credit losses 266 335 (3) (68) (20) 338 N/M Noninterest expenses Compensation and benefits 1,537 1,422 1,447 115 8 (26) (2) General and administrative expenses 2,934 2,786 3,053 148 5 (267) (9) Impairment of goodwill and other intangible assets 0 0 5 0 N/M (5) N/M Restructuring activities (4) (19) 42 15 (77) (61) N/M Total noninterest expenses 4,466 4,188 4,547 278 7 (358) (8) Noncontrolling interests 0 0 0 0 N/M 0 N/M Profit (loss) before tax 2,984 1,814 609 1,169 64 1,205 198 Employees (front office, full-time equivalent) 1 7,859 7,444 7,441 415 6 3 0 Employees (business-aligned operations, full-time equivalent) 1 7,853 6,508 5,838 1,345 21 670 11 Employees (allocated central infrastructure, full-time equivalent) 1 9,808 8,209 7,282 1,599 19 927 13 Total employees (full-time equivalent) 1 25,520 22,161 20,560 3,359 15 1,600 8 Total assets (in € bn) 1,2 264 258 246 6 2 12 5 Risk-weighted assets (in € bn) 1 69 74 65 (5) (7) 9 14 of which: operational risk RWA (in € bn) 1 6 5 6 0 5 (0) (5) Leverage exposure (in € bn) 1 307 321 300 (14) (4) 21 7 Deposits (in € bn) 1 289 289 270 1 0 18 7 Loans (gross of allowance for loan losses, in € bn) 1 117 122 122 (5) (4) (1) (1) Cost/income ratio 3 57.9% 66.1% 88.2% N/M (8.2)ppt N/M (22.1)ppt Post-tax return on average shareholders' equity 4 15.2% 10.0% 3.2% N/M 5.2ppt N/M 6.8ppt Post-tax return on average tangible shareholders’ equity 4 16.6% 10.9% 3.5% N/M 5.7ppt N/M 7.4ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 Investment Bank 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues Fixed Income, Currency (FIC) Sales & Trading 7,974 8,935 7,063 (961) (11) 1,871 26 Debt Origination 843 412 1,573 431 105 (1,161) (74) Equity Origination 102 101 544 1 1 (443) (81) Advisory 301 485 491 (184) (38) (6) (1) Origination & Advisory 1,246 998 2,608 249 25 (1,610) (62) Other (60) 84 (40) (144) N/M 124 N/M Total net revenues 9,160 10,016 9,631 (856) (9) 385 4 Provision for credit losses 431 319 104 112 35 215 N/M Noninterest expenses Compensation and benefits 2,524 2,376 2,197 149 6 179 8 General and administrative expenses 4,136 4,075 3,843 61 1 232 6 Impairment of goodwill and other intangible assets 233 0 0 233 N/M 0 N/M Restructuring activities (3) 15 47 (18) N/M (32) (68) Total noninterest expenses 6,890 6,466 6,087 424 7 379 6 Noncontrolling interests 3 15 (17) (12) (79) 32 N/M Profit (loss) before tax 1,836 3,217 3,458 (1,381) (43) (241) (7) Employees (front office, full-time equivalent) 1 4,940 4,334 4,212 606 14 122 3 Employees (business-aligned operations, full-time equivalent) 1 3,050 3,298 2,928 (248) (8) 370 13 Employees (allocated central infrastructure, full-time equivalent) 1 11,989 10,788 9,787 1,201 11 1,001 10 Total employees (full-time equivalent) 1 19,979 18,420 16,927 1,559 8 1,493 9 Total assets (in € bn) 1,2 658 677 616 (18) (3) 61 10 Risk-weighted assets (in € bn) 1 140 139 141 0 0 (1) (1) of which: operational risk RWA (in € bn) 1 22 23 25 (2) (7) (2) (7) Leverage exposure (in € bn) 1 546 530 530 17 3 (1) (0) Deposits (in € bn) 1 18 16 13 1 9 4 28 Loans (gross of allowance for loan losses, in € bn) 1 101 103 93 (2) (2) 10 11 Cost/income ratio 3 75.2% 64.6% 63.2% N/M 10.7ppt N/M 1.4ppt Post-tax return on average shareholders’ equity 4 3.8% 8.0% 9.0% N/M (4.2)ppt N/M (1.0)ppt Post-tax return on average tangible shareholders’ equity 4 4.0% 8.4% 9.4% N/M (4.3)ppt N/M (1.1)ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 Private Bank 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues: Private Bank Germany 6,070 5,325 5,006 745 14 319 6 International Private Bank 3,505 3,828 3,226 (322) (8) 601 19 Premium Banking 986 942 934 44 5 8 1 Wealth Management & Bank for Entrepreneurs 2,520 2,886 2,292 (366) (13) 593 26 Total net revenues 9,575 9,153 8,233 422 5 920 11 of which: Net interest income 6,160 5,223 4,601 937 18 622 14 Commissions and fee income 2,852 3,155 3,206 (303) (10) (51) (2) Remaining income 563 775 426 (212) (27) 349 82 Provision for credit losses 783 583 446 201 34 137 31 Noninterest expenses: Compensation and benefits 2,806 2,785 2,808 21 1 (22) (1) General and administrative expenses 4,742 4,176 4,939 566 14 (764) (15) Impairment of goodwill and other intangible assets 0 0 0 0 N/M 0 N/M Restructuring activities 228 (113) 173 341 N/M (285) N/M Total noninterest expenses 7,777 6,848 7,920 929 14 (1,072) (14) Noncontrolling interests 0 0 0 (0) (12) 0 N/M Profit (loss) before tax 1,015 1,722 (133) (707) (41) 1,855 N/M Employees (front office, full-time equivalent) 1 20,599 21,092 21,973 (492) (2) (881) (4) Employees (business-aligned operations, full-time equivalent) 1 5,637 5,816 6,060 (179) (3) (243) (4) Employees (allocated central infrastructure, full-time equivalent) 1 12,215 10,808 9,426 1,407 13 1,382 15 Total employees (full-time equivalent) 1 38,451 37,716 37,458 735 2 258 1 Total assets (in € bn) 1,2 331 333 310 (2) (1) 22 7 Risk-weighted assets (in € bn) 1 86 88 85 (1) (2) 2 3 of which: operational risk RWA (in € bn) 1 8 8 8 0 0 0 1 Leverage exposure (in € bn) 1 339 344 321 (6) (2) 24 7 Deposits (in € bn) 1 308 317 313 (10) (3) 4 1 Loans (gross of allowance for loan losses, in € bn) 1 261 265 254 (4) (1) 10 4 Assets under Management (in € bn) 1,3 559 518 554 40 8 (36) (6) Net flows (in € bn) 29 30 30 (1) (4) (0) (1) Cost/income ratio 4 81.2% 74.8% 96.2% N/M 6.4ppt N/M (21.4)ppt Post-tax return on average shareholders' equity 5 4.1% 8.3% (1.5)% N/M (4.2)ppt N/M 9.8ppt Post-tax return on average tangible shareholders’ equity 5 4.5% 9.0% (1.7)% N/M (4.6)ppt N/M 10.7ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 5 Asset Management 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues Management fees 2,314 2,458 2,370 (143) (6) 88 4 Performance and transaction fees 128 125 212 2 2 (86) (41) Other (59) 24 126 (84) N/M (102) (81) Total net revenues 2,383 2,608 2,708 (225) (9) (100) (4) Provision for credit losses (1) (2) 5 1 (50) (6) N/M Noninterest expenses Compensation and benefits 891 899 822 (8) (1) 77 9 General and administrative expenses 934 883 846 50 6 37 4 Impairment of goodwill and other intangible assets 0 68 0 (68) N/M 68 N/M Restructuring activities 0 0 2 (0) (15) (2) (95) Total noninterest expenses 1,825 1,850 1,670 (26) (1) 180 11 Noncontrolling interests 163 174 223 (12) (7) (49) (22) Profit (loss) before tax 396 584 809 (188) (32) (225) (28) Employees (front office, full-time equivalent) 1 2,023 2,024 1,913 (2) (0) 111 6 Employees (business-aligned operations, full-time equivalent) 1 2,363 2,258 2,159 105 5 100 5 Employees (allocated central infrastructure, full-time equivalent) 1 576 495 442 81 16 53 12 Total employees (full-time equivalent) 1 4,962 4,778 4,514 185 4 264 6 Total assets (in € bn) 1,2 10 10 10 0 2 (0) (2) Risk-weighted assets (in € bn) 1 15 13 14 2 18 (2) (11) of which: operational risk RWA (in € bn) 1 3 3 3 0 2 0 2 Leverage exposure (in € bn) 1 10 9 11 0 3 (1) (11) Assets under Management (in € bn) 1,3 896 821 928 75 9 (106) (11) Net flows (in € bn) 28 (20) 48 48 N/M (68) N/M Cost/income ratio 4 76.6% 71.0% 61.7% N/M 5.6ppt N/M 9.3ppt Post-tax return on average shareholders' equity 5 4.9% 7.4% 11.0% N/M (2.5)ppt N/M (3.6)ppt Post-tax return on average tangible shareholders’ equity 5 11.3% 17.1% 25.8% N/M (5.9)ppt N/M (8.7)ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 5 Corporate & Other 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues 2,321 (1,051) (186) 3,372 N/M (866) N/M Provision for credit losses 26 (9) (36) 35 N/M 27 (76) Noninterest expenses Compensation and benefits 3,372 3,231 3,145 141 4 86 3 General and administrative expenses (2,634) (2,192) (1,862) (441) 20 (331) 18 Impairment of goodwill and other intangible assets 0 0 0 0 N/M 0 N/M Restructuring activities (1) (2) (2) 1 (40) 0 (22) Total noninterest expenses 738 1,037 1,281 (299) (29) (244) (19) Noncontrolling interests (166) (190) (206) 24 (12) 16 (8) Profit (loss) before tax 1,724 (1,890) (1,225) 3,614 N/M (665) 54 Employees (C&O, net, full-time equivalent) 1 1,218 1,856 3,510 (638) (34) (1,654) (47) Employees (central infrastructure allocated to businesses, full-time equivalent) 1 34,588 30,300 26,937 4,288 14 3,363 12 Total Employees (full-time equivalent) 1 35,806 32,156 30,447 3,650 11 1,709 6 Risk-weighted assets (in € bn) 1 40 46 46 (6) (13) (0) (0) Leverage exposure (in € bn) 1 39 36 62 3 7 (25) (41) N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 Entity-wide disclosures The Group’s entity-wide Disclosures include net revenues from internal and external counterparties. Excluding revenues from internal counterparties would require disproportionate IT investment and is not in line with the Bank's management approach. For details of the net revenue components please see “Management Report: Operating and Financial Review: Results of Operations: Corporate Divisions”. The following table presents total net revenues (before provision for credit losses) by geographic area for the years ended December 31, 2023, 2022 and 2021, respectively. The information presented for Corporate Bank, Investment Bank, Private Bank and Asset Management has been classified based primarily on the location of the Group’s office in which the revenues are recorded. The information for Corporate & Other is presented on a global level only, as management responsibility for Corporate & Other is held centrally. in € m. 2023 2022 2021 Germany: Corporate Bank 4,223 3,166 2,595 Investment Bank 573 587 450 Private Bank 6,570 5,876 5,479 Asset Management 1,211 1,266 1,385 Total Germany 12,577 10,895 9,909 UK: Corporate Bank 192 143 144 Investment Bank 3,503 4,343 3,642 Private Bank 54 3 (2) Asset Management 350 356 336 Total UK 4,099 4,844 4,120 Rest of Europe, Middle East and Africa: Corporate Bank 1,303 1,162 900 Investment Bank 460 383 255 Private Bank 1,987 2,191 1,783 Asset Management 274 275 286 Total Rest of Europe, Middle East and Africa 4,024 4,011 3,223 Americas (primarily United States): Corporate Bank 1,010 974 750 Investment Bank 3,042 3,033 3,904 Private Bank 462 466 364 Asset Management 432 580 537 Total Americas 4,945 5,053 5,555 Asia/Pacific: Corporate Bank 988 892 764 Investment Bank 1,583 1,671 1,381 Private Bank 503 617 608 Asset Management 115 131 163 Total Asia/Pacific 3,188 3,311 2,917 Corporate & Other 2,321 (1,051) (186) Consolidated net revenues 1 31,155 27,063 25,538 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	12 Months Ended
	Dec. 31, 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]	05 – Net interest income in € m. 2023 2022 2021 Interest and similar income: Interest income on cash and central bank balances 7,048 1,936 160 Interest income on interbank balances (w/o central banks) 607 352 67 Central bank funds sold and securities purchased under resale agreements 1,069 504 273 Loans 22,032 14,238 10,650 Other 2,103 1,969 1,747 Total Interest and similar income from assets measured at amortized cost 32,857 18,999 12,897 Interest income on financial assets at fair value through other comprehensive income 1,097 798 501 Total interest and similar income calculated using the effective interest method 33,955 19,798 13,399 Financial assets at fair value through profit or loss 9,592 4,652 3,374 Total interest and similar income 43,546 24,449 16,773 Thereof: negative interest expense on financial liabilities 76 959 1,217 Interest expense: Interest-bearing deposits 10,658 3,719 1,456 Central bank funds purchased and securities sold under repurchase agreements 388 304 148 Other short-term borrowings 310 111 71 Long-term debt 6,154 2,409 1,484 Trust preferred securities 16 13 3 Other 2,848 1,119 876 Total interest expense measured at amortized cost 20,374 7,676 4,036 Financial liabilities at fair value through profit or loss 7,051 2,791 1,619 Total interest expense 27,424 10,466 5,655 Thereof: negative interest income on financial assets 81 461 786 Net interest income 16,122 13,983 11,117 Impact of ECB Targeted Longer-term Refinancing Operations (TLTRO III program) Net gains (losses) on financial assets/liabilities at fair value through profit or loss in € m. 2023 2022 2021 Trading income (loss): FIC Sales and Trading 5,117 5,353 2,780 Other trading income (loss) 389 (2,608) (827) Total trading income (loss) 5,506 2,745 1,954 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss: Breakdown by financial assets category: Debt Securities 89 (43) 95 Equity Securities (10) 47 812 Loans and loan commitments 112 (5) 18 Deposits (5) 14 2 Others non-trading financial assets mandatory at fair value through profit and loss 31 (73) 180 Total net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss: 217 (61) 1,106 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss: Breakdown by financial asset/liability category: Loans and loan commitments 12 (2) 11 Deposits (0) 4 5 Long-term debt (180) 265 48 Other financial assets/liabilities designated at fair value through profit or loss 20 11 15 Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (148) 277 79 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 5,575 2,962 3,139 Combined net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss in € m. 2023 2022 2021 Net interest income 16,122 13,983 11,117 Trading income (loss) 1 5,506 2,745 1,954 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss 217 (61) 1,106 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (148) 277 79 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 5,575 2,962 3,139 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 2 21,697 16,945 14,256 Corporate Treasury Services 2,902 2,451 1,772 Institutional Client Services 957 572 328 Business Banking 1,205 697 566 Corporate Bank 5,065 3,720 2,666 FIC Sales & Trading 8,123 8,697 6,918 Remaining Products (21) (432) (27) Investment Bank 8,102 8,265 6,891 Private Bank Germany 4,156 4,619 3,114 International Private Bank 2,226 1,993 1,733 Private Bank 6,382 6,612 4,847 Asset Management (11) (250) 246 Corporate & Other 2,160 (1,402) (393) Total net interest income and net gains (losses) on financial assets/liabilities at fair value 21,697 16,945 14,256 1 2 The Group’s trading and risk management businesses include significant activities in interest rate instruments and related derivatives. Under IFRS, interest and similar income earned from trading instruments and financial instruments designated at fair value through profit or loss (i.e., coupon and dividend income), and the costs of funding net trading positions, are part of net interest income. The Group’s trading activities can periodically shift income to either net interest income or to net gains (losses) of financial assets/liabilities at fair value through profit or loss depending on a variety of factors, including risk management strategies. The above table combines net interest income and net gains (losses) of financial assets/liabilities at fair value through profit or loss by business division.

Commission and Fee Income

Commission and Fee Income	12 Months Ended
	Dec. 31, 2023
Commissions and Fee Income [Abstract]
Disclosure of fee and commission income (expense) [text block]	06 – in € m. 2023 2022 2021 Commission and fee income and expense: Commission and fee income 11,657 12,512 13,730 Commission and fee expense 2,452 2,675 2,796 Net commissions and fee income 9,206 9,838 10,934 Disaggregation of revenues by product type and business segment Dec 31,2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 204 55 247 11 (2) 515 Commissions for assets under management 18 0 362 3,527 (0) 3,907 Commissions for other securities 461 0 37 1 1 499 Underwriting and advisory fees 43 1,093 16 0 4 1,156 Brokerage fees 19 280 971 33 (20) 1,282 Commissions for local payments 488 0 995 0 1 1,484 Commissions for foreign commercial business 475 27 22 0 (27) 497 Commissions for foreign currency/exchange business 6 0 4 0 (0) 10 Commissions for loan processing and guarantees 646 329 230 0 1 1,207 Intermediary fees 28 3 364 0 10 405 Fees for sundry other customer services 248 290 41 117 0 695 Total fee and commissions income 2,635 2,078 3,288 3,689 (33) 11,657 Gross expense (2,452) Net fees and commissions 9,206 Dec 31,2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 218 33 254 17 (3) 520 Commissions for assets under management 18 1 363 3,642 (0) 4,024 Commissions for other securities 512 (0) 47 0 0 559 Underwriting and advisory fees 35 1,373 12 0 (52) 1,368 Brokerage fees 19 253 1,164 65 (1) 1,501 Commissions for local payments 479 3 1,006 0 8 1,497 Commissions for foreign commercial business 466 33 62 0 (5) 556 Commissions for foreign currency/exchange business 15 0 5 0 (0) 19 Commissions for loan processing and guarantees 618 298 292 0 5 1,213 Intermediary fees 23 2 523 0 13 562 Fees for sundry other customer services 282 277 10 122 4 695 Total fee and commissions income 2,684 2,273 3,739 3,847 (30) 12,512 Gross expense (2,675) Net fees and commissions 9,838 Prior year’s comparatives aligned to presentation in the current year. Dec 31,2021 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 231 27 259 21 2 539 Commissions for assets under management 16 1 369 3,570 (0) 3,956 Commissions for other securities 423 (0) 43 1 0 467 Underwriting and advisory fees 35 2,258 12 0 (42) 2,264 Brokerage fees 22 246 1,302 96 118 1,784 Commissions for local payments 441 4 864 0 10 1,320 Commissions for foreign commercial business 456 23 95 0 (2) 572 Commissions for foreign currency/exchange business 11 0 5 0 (0) 16 Commissions for loan processing and guarantees 564 279 305 0 10 1,157 Intermediary fees 12 3 617 0 12 644 Fees for sundry other customer services 282 562 40 121 6 1,011 Total fee and commissions income 2,494 3,403 3,910 3,809 114 13,730 Gross expense (2,796) Net fees and commissions 10,934 Prior year’s comparatives aligned to presentation in the current year. As of December 31, 2023, and December 31, 2022, the Group’s balance of receivables from commission and fee income was € 903 million and € 798 million respectively. As of December 31, 2023, and December 31, 2022, the Group’s balance of contract liabilities associated to commission and fee income was € 90 million and € 63 million, respectively. Contract liabilities arise from the Group’s obligation to provide future services to a customer for which it 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. As a result, prior period balances of contract liabilities are generally recognized in revenue in the subsequent period. 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.

Gain and Losses on Derecognitio

Gain and Losses on Derecognition of Financial Assets at Amortized Cost	12 Months Ended
	Dec. 31, 2023
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Disclosure on Gain and Losses on derecognition of Financial Assets at Amortized Cost [text block]	07 – For the twelve months ended December 31, 2023, the Group sold financial assets measured at amortized cost of € 559 million (December 31, 2022: € 473 million and December 31, 2021: € 539 million). The sales related primarily to a Hold to Collect (HTC) portfolio in Corporate Bank, Corporate & Others and Investment Bank. The table below presents the gains and (losses) arising from derecognition of these securities. in € m. 2023 2022 2021 Gains 5 11 15 Losses (101) (13) (15) Net gains (losses) from derecognition of financial assets measured at amortized cost (96) (2) 1

Other Income

Other Income	12 Months Ended
	Dec. 31, 2023
Other Income [Abstract]
Disclosure of other operating income [text block]	08 – Other income (loss) in € m. 2023 2022 2021 Other income (loss): Insurance premiums 4 3 3 Net income (loss) from hedge relationships qualifying for hedge accounting 335 (594) 195 Remaining other income (loss)1 48 937 (185) Total other income (loss) 387 346 13 1 Includes net gains (losses) of € 41 million, € 404 million and € 10 million for the years ended December 31, 2023, 2022 and 2021, respectively, that are related to non-current assets and disposal groups held for sale.

General and Administrative Expe

General and Administrative Expenses	12 Months Ended
	Dec. 31, 2023
General and administrative expenses [Abstract]
Disclosure of general and administrative expense [text block]	09 – in € m. 2023 2022 2021 General and administrative expenses: Information Technology 3,755 3,680 4,321 Occupancy, furniture and equipment expenses 1,478 1,429 1,727 Regulatory, Tax & Insurance 1 1,399 1,285 1,395 Professional services 899 858 924 Banking Services and outsourced operations 964 881 946 Market Data and Research Services 374 378 347 Travel expenses 143 110 46 Marketing expenses 203 165 178 Other expenses 2 899 943 938 Total general and administrative expenses 10,112 9,728 10,821 1 2

Restructuring

Restructuring	12 Months Ended
	Dec. 31, 2023
Restructuring [Abstract]
Disclosure of Restructuring [text block]	10 – In 2023, Restructuring is primarily driven by the implementation of the Group’s Global Hausbank 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 division in € m. 2023 2022 2021 Corporate Bank (4) (19) 42 Investment Bank (3) 15 47 Private Bank 228 (113) 173 Asset Management 0 0 2 Corporate & Other (1) (2) (2) Total Net Restructuring Charges 220 (118) 261 Net restructuring by type in € m. 2023 2022 2021 Restructuring – Staff related 178 (117) 241 thereof: Termination Benefits 176 (132) 224 Retention Acceleration 1 15 16 Social Security 1 0 1 Restructuring – Non Staff related 42 (1) 21 Total Net Restructuring Charges 220 (118) 261 Provisions for restructuring amounted to € 333 million, € 248 million and € 582 million as of December 31, 2023, December 31, 2022 and December 31, 2021, respectively. The majority of the current provisions for restructuring are expected to be utilized in the next two years. During 2023, 476 full-time equivalent staff was reduced through restructuring (2022: 903 and 2021: 1,362). Organizational changes Full-time equivalent staff 2023 2022 2021 Corporate Bank 29 113 228 Investment Bank 9 54 149 Private Bank 377 594 776 Asset Management 0 1 10 Infrastructure 61 141 199 Total full-time equivalent staff 476 903 1,362

Earnings per Common Share_2

Earnings per Common Share	12 Months Ended
	Dec. 31, 2023
Earnings per share [Abstract]
Disclosure of earnings per share [text block]	11 – Earnings per share Basic earnings per share amounts are computed by dividing net income (loss) attributable to Deutsche Bank shareholders by the average number of common shares outstanding during the year. The average number of common shares outstanding is defined as the average number of common shares issued, reduced by the average number of shares in treasury and by the average number of shares that will be acquired under physically-settled forward purchase contracts, and increased by undistributed vested shares awarded under deferred share plans. Diluted earnings per share assumes the conversion into common shares of outstanding securities or other contracts to issue common stock, such as share options, convertible debt, unvested deferred share awards and forward contracts. The aforementioned instruments are only included in the calculation of diluted earnings per share if they are dilutive in the respective reporting period. Computation of basic and diluted earnings per share in € m. 2023 2022 2021 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,332 5,420 2,451 Coupons paid on additional equity components (498) (479) (363) Net income (loss) attributable to Deutsche Bank shareholders –numerator for basic earnings per share 5,834 4,940 2,088 Effect of dilutive securities 0 0 0 Net income (loss) attributable to Deutsche Bank shareholders after assumedconversions – numerator for diluted earnings per share 5,834 4,940 2,088 Number of shares in million Weighted-average shares outstanding – denominator for basic earnings per share 2,064.1 2,084.9 2,096.5 Effect of dilutive securities: Forwards 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 39.9 40.7 46.6 Other (including trading options) 0.0 0.0 0.0 Dilutive potential common shares 0.0 0.0 0.0 Adjusted weighted-average shares after assumed conversions –denominator for diluted earnings per share 2,104.0 2,125.6 2,143.2 Earnings per share in € 2023 2022 2021 Basic earnings per share 2.83 2.37 1.00 Diluted earnings per share 2.77 2.32 0.97 There were no instruments outstanding that could potentially dilute basic earnings per share and are not included in the calculation of diluted earnings per share as of December 31, 2023.

Financial Assets_Liabilities at

Financial Assets/Liabilities at Fair Value through Profit or Loss	12 Months Ended
	Dec. 31, 2023
Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Disclosure of financial instruments at fair value through profit or loss [text block]	Notes to the consolidated balance sheet 12 – in € m. Dec 31, 2023 Dec 31, 2022 Financial assets classified as held for trading: Trading assets: Trading securities 115,832 84,012 Other trading assets 1 9,443 8,855 Total trading assets 125,275 92,867 Positive market values from derivative financial instruments 251,877 299,856 Total financial assets classified as held for trading 377,151 392,722 Non-trading financial assets mandatory at fair value through profit or loss: Securities purchased under resale agreements 65,937 63,855 Securities borrowed 13,036 17,414 Loans 812 1,037 Other financial assets mandatory at fair value through profit or loss 8,261 7,348 Total Non-trading financial assets mandatory at fair value through profit or loss 88,047 89,654 Financial assets designated at fair value through profit or loss: Loans 75 168 Other financial assets designated at fair value through profit or loss 0 0 Total financial assets designated at fair value through profit or loss 75 168 Total financial assets at fair value through profit or loss 465,273 482,545 1 in € m. Dec 31, 2023 Dec 31, 2022 Financial liabilities classified as held for trading: Trading liabilities: Trading securities 43,114 49,860 Other trading liabilities 890 756 Total trading liabilities 44,005 50,616 Negative market values from derivative financial instruments 238,278 282,418 Total financial liabilities classified as held for trading 282,283 333,035 Financial liabilities designated at fair value through profit or loss: Securities sold under repurchase agreements 72,377 48,517 Loan commitments 5 12 Long-term debt 10,709 5,250 Other financial liabilities designated at fair value through profit or loss 636 856 Total financial liabilities designated at fair value through profit or loss 83,727 54,634 Investment contract liabilities 484 469 Total financial liabilities at fair value through profit or loss 366,494 388,138 Financial assets & liabilities designated at fair value through profit or loss The Group has designated various lending relationships at fair value through profit or loss. Lending facilities consist of drawn loan assets and undrawn irrevocable loan commitments. The maximum exposure to credit risk on a drawn loan is its fair value. The Group’s maximum exposure to credit risk on drawn loans was € 75 million and € 168 million as of December 31, 2023, and 2022, respectively. Exposure to credit risk also exists for undrawn irrevocable loan commitments and is predominantly counterparty credit risk. The credit risk on the securities purchased under resale agreements and securities borrowed designated under the fair value option is mitigated by the holding of collateral. The valuation of these instruments considers the credit enhancement in the form of the collateral received. As such there is no material movement during the year or cumulatively due to movements in counterparty credit risk on these instruments. Changes in fair value of financial assets attributable to movements in counterparty credit risk in € m. Dec 31, 2023 Dec 31, 2022 Notional value of financial assets exposed to credit risk 75 168 Annual change in the fair value reflected in the Statement of Income 1 0 Cumulative change in the fair value (0) 1 Notional of credit derivatives used to mitigate credit risk 40 90 Annual change in the fair value reflected in the Statement of Income (0) 0 Cumulative change in the fair value (1) 0 Changes in fair value of financial liabilities attributable to movements in the Group’s credit risk 1 in € m. Dec 31, 2023 Dec 31, 2022 Presented in Other comprehensive Income Cumulative change in the fair value 19 77 Presented in Statement of income Annual change in the fair value reflected in the Statement of Income 0 0 Cumulative change in the fair value 0 0 1 Transfers of the cumulative gains or losses within equity during the period in € m. Dec 31, 2023 Dec 31, 2022 Cumulative gains or losses within equity during the period 0 0 Amounts realized on derecognition of liabilities designated at fair value through profit or loss in € m. Dec 31, 2023 Dec 31, 2022 Amount presented in other comprehensive income realized at derecognition 0 0 The excess of the contractual amount repayable at maturity over the carrying value of financial liabilities 1 in € m. Dec 31, 2023 Dec 31, 2022 Including undrawn loan commitments² 1,769 3,308 Excluding undrawn loan commitments 1,104 892 1 2

Financial Instruments carried a

Financial Instruments carried at Fair Value	12 Months Ended
	Dec. 31, 2023
Financial Instruments carried at Fair Value [Abstract]
Disclosure of fair value of financial instruments [text block]	13 – Financial Instruments carried at Fair Value Valuation methods and control The Group has an established valuation control framework which governs internal control standards, methodologies, and procedures over the valuation process. Prices Quoted in Active Markets – The fair value of instruments that are quoted in active markets are determined using the quoted prices where they represent prices at which regularly and recently occurring transactions take place. Valuation Techniques – The Group uses valuation techniques to establish the fair value of instruments where prices, quoted in active markets, are not available. Valuation techniques used for financial instruments include modelling techniques, the use of indicative quotes for proxy instruments, quotes from recent and less regular transactions and broker quotes. For some financial instruments a rate or other parameter, rather than a price, is quoted. Where this is the case then the market rate or parameter is used as an input to a valuation model to determine fair value. For some instruments, modelling techniques follow industry standard models, for example, discounted cash flow analysis and standard option pricing models. These models are dependent upon estimated future cash flows, discount factors and volatility levels. For more complex or unique instruments, more sophisticated modelling techniques are required, and may rely upon assumptions or more complex parameters such as correlations, prepayment speeds, default rates and loss severity. Frequently, valuation models require multiple parameter inputs. Where possible, parameter inputs are based on observable data or are derived from the prices of relevant instruments traded in active markets. Where observable data is not available for parameter inputs, then other market information is considered. For example, indicative broker quotes and consensus pricing information are used to support parameter inputs where they are available. Where no observable information is available to support parameter inputs then they are based on other relevant sources of information such as prices for similar transactions, historic data, economic fundamentals, and research information, with appropriate adjustment to reflect the terms of the actual instrument being valued and current market conditions. Valuation Adjustments – Valuation adjustments are an integral part of the valuation process. In making appropriate valuation adjustments, the Group follows methodologies that consider factors such as bid-offer spreads, counterparty/own credit and funding risk. Bid offer spread valuation adjustments are required to adjust mid-market valuations to the appropriate bid or offer valuation. The bid or offer valuation is the best representation of the fair value for an instrument. The carrying value of a long position is adjusted from mid to bid, and the carrying value of a short position is adjusted from mid to offer. Bid-offer valuation adjustments are determined from bid-offer prices observed in relevant trading activity and in quotes from other broker-dealers or other knowledgeable counterparties. Where the quoted price for the instrument is already a bid-offer price then no additional bid-offer valuation adjustment is necessary. Where the fair value of financial instruments is derived from a modelling technique, then the parameter inputs into that model are normally at a mid-market level. Such instruments are generally managed on a portfolio basis and, when specified criteria are met, valuation adjustments are taken to reflect the cost of closing out the net exposure the Bank has to individual market or counterparty risks. These adjustments are determined from bid-offer prices observed in relevant trading activity and quotes from other broker-dealers. Where complex valuation models are used, or where less-liquid positions are being valued, then bid-offer levels for those positions may not be available directly from the market, and therefore for the close-out cost of these positions, models and parameters must be estimated. When these adjustments are designed, the Group closely examines the valuation risks associated with the model as well as the positions themselves, and the resulting adjustments are closely monitored on an ongoing basis. Counterparty Credit Valuation Adjustments (CVAs) are required to cover expected credit losses to the extent that the valuation technique does not already include an expected credit loss factor relating to the non-performance risk of the counterparty. The CVA amount is applied to all relevant over-the-counter (OTC) derivatives, and is determined by assessing the potential credit exposure to a given counterparty and taking into account any collateral held, the effect of any relevant netting arrangements, expected loss given default and the probability of default, based on available market information, including Credit Default Swap (CDS) spreads. Where counterparty CDS spreads are not available, relevant proxies are used. The fair value of the Group’s financial liabilities at fair value through profit or loss (i.e., OTC derivative liabilities and issued note liabilities designated at fair value through profit or loss) incorporates valuation adjustments to measure the change in the Group’s own credit risk (i.e., Debt Valuation Adjustments (DVA) for Derivatives and Own Credit Adjustment (OCA) for issued note liabilities). Issued note liabilities are discounted utilizing the spread at which similar instruments would be traded as 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 change in this own credit component is reported under Other Comprehensive Income (OCI). For derivative liabilities the Group considers its own creditworthiness by assessing all counterparties expected future exposure to the Group, taking into account any collateral posted by the Group, the effect of relevant netting arrangements, the market price of the Group’s issued note liabilities, the market implied funding costs and the seniority of derivative claims under resolution (statutory subordination). When determining CVA and DVA, additional adjustments are made where appropriate to achieve fair value, due to the expected loss estimate of a particular arrangement, or where the credit risk being assessed differs in nature to that described by the available CDS instrument. Funding Valuation Adjustments (FVA) are required to incorporate the market implied funding costs into the fair value of derivative positions. The FVA reflects a discounting spread applied to uncollateralized and partially collateralized derivatives and is determined by assessing the market-implied funding costs on both assets and liabilities.  Where there is uncertainty in the assumptions used within a modelling technique, an additional adjustment is taken to calibrate the model price to the expected market price of the financial instrument. Typically, such transactions have bid-offer levels which are less observable, and these adjustments aim to estimate the bid-offer by computing the liquidity-premium associated with the transaction. Where a financial instrument is of sufficient complexity that the cost of closing it out would be higher than the cost of closing out its component risks, then an additional adjustment is taken to reflect this. The Group uses the assumptions that market participants would use when pricing the asset or liability. Where relevant, these assumptions may include assumptions about climate change. The Group has not made material adjustment to fair value for climate change beyond that already priced into market inputs. Valuation Control – The Group has an independent specialized valuation control group within the Risk function which governs and develops the valuation control framework and manages the valuation control processes. The mandate of this specialist function includes the performance of the independent valuation control process for all businesses, the continued development of valuation control methodologies and techniques, as well as devising and governing the formal valuation control policy framework. Special attention of this independent valuation control group is directed to areas where management judgment forms part of the valuation process. Results of the valuation control process are collected and analyzed as part of a standard monthly reporting cycle. Variances of differences outside of preset and approved tolerance levels are escalated both within the Finance function and with Senior Business Management for review, resolution and, if required, adjustment. For instruments where fair value is determined from valuation models, the assumptions and techniques used within the models are independently validated by an independent specialist model validation group that is part of the Group’s Risk Management function. Quotes for transactions and parameter inputs are obtained from a number of third party sources including exchanges, pricing service providers, firm broker quotes and consensus pricing services. Price sources are examined and assessed to determine the quality of fair value information they represent, with greater emphasis given to those possessing greater valuation certainty and relevance. The results are compared against actual transactions in the market to ensure the model valuations are calibrated to market prices. Price and parameter inputs to models, assumptions and valuation adjustments are verified against independent sources. Where they cannot be verified to independent sources due to lack of observable information, the estimate of fair value is subject to procedures to assess its reasonableness. Such procedures include performing revaluation using independently generated models (including where existing models are independently recalibrated), assessing the valuations against appropriate proxy instruments and other benchmarks, and performing extrapolation techniques. Assessment is made as to whether the valuation techniques produce fair value estimates that are reflective of market levels by calibrating the results of the valuation models against market transactions where possible. 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 year 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 modelling 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 Collateralized Debt Obligations (CDO). ABS have specific characteristics as they have 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 making largest possible use of available observable inputs. The industry standard 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., 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. 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 traded as at the measurement date as this reflects the value from the perspective of a market participant who holds the identical item as an asset). Where the financial liabilities designated at fair value through profit or loss under the fair value option 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. 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 significant inputs to that technique are observable. These include: many OTC derivatives, many investment-grade listed credit bonds, some CDS. 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 input to that technique which is unobservable, and which can have 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 held at fair value1 Dec 31, 2023 Dec 31, 2022 in € m. Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 53,095 62,760 9,420 42,035 42,285 8,547 Trading securities 52,886 59,752 3,194 41,826 39,133 3,053 Other trading assets 210 3,007 6,226 209 3,152 5,494 Positive market values from derivative financial instruments 2,198 241,481 8,198 4,937 285,355 9,564 Non-trading financial assets mandatory at fair value through profit or loss 2,275 80,744 5,028 1,605 82,259 5,790 Financial assets designated at fair value through profit or loss 0 75 0 0 75 94 Financial assets at fair value through other comprehensive income 18,273 14,324 2,949 15,892 13,108 2,676 Other financial assets at fair value 1,353 (489)2 5 1,684 (440)2 5 Total financial assets held at fair value 77,193 398,894 25,599 66,153 422,640 26,675 Financial liabilities held at fair value: Trading liabilities 36,361 7,617 27 43,163 7,419 34 Trading securities 36,361 6,727 26

Fair Value of Financial Instrum

Fair Value of Financial Instruments not carried at Fair Value	12 Months Ended
	Dec. 31, 2023
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Disclosure of Fair Value of Financial Instruments not carried at Fair Value [text block]	14 – Fair Value of Financial Instruments not carried at Fair Value 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 these fair values. Differences in carrying value versus fair value as of December 31, 2023, are consistent with current 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 all other financial instruments carried at amortized cost, the following valuation techniques are applied: – Retail lending portfolios with a large number of homogenous loans (e.g., residential mortgages) calculate the fair value for each product type by discounting the portfolio’s contractual cash flows using the Group’s new loan rates, for lending to borrowers of similar credit quality, which includes the impact of the macroeconomic environment. 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 also considered to be at fair value. – The fair value of the corporate lending portfolio is estimated predominantly by discounting the loan until it’s maturity, based on the 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. – A discounted cash flow model is generally used for determining the fair value of deposits since market data is usually not available. In addition to the yield curve, Deutsche Bank’s own credit spread is also considered. Credit spreads of the respective counterparties are not used in the measurement of fair value on financial liabilities at amortized cost. For these financial instruments carried at amortized costs, the disclosed fair value is categorized under the IFRS fair value hierarchy (i.e., Level 1, Level 2, and Level 3) as outlined in Note 13- “Financial Instruments carried at Fair Value”. In general, Level 1 includes Cash and Central bank balances; Level 2 includes Interbank balances (w/o central banks), Central bank funds sold, and securities purchased under resale agreements, Securities borrowed, Other financial assets, Deposits, Central bank funds purchased, and securities sold under repurchase agreements, Securities loaned, Other short-term borrowings, Other financial liabilities, Long- term debt and Trust preferred securities; and Level 3 includes Loans. Estimated fair value of financial instruments not carried at fair value on the balance sheet1 Dec 31, 2023 in € m. Carrying value Fair value Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets: Cash and central bank balances 178,416 178,416 178,416 0 0 Interbank balances (w/o central banks) 6,140 6,140 0 6,140 0 Central bank funds sold and securitiespurchased under resale agreements 14,725 14,778 0 14,034 744 Securities borrowed 39 39 0 39 0 Loans 479,353 454,972 0 11,519 443,453 Other financial assets 106,617 105,132 13,304 90,973 855 Financial liabilities: Deposits 625,486 624,731 2 624,729 0 Central bank funds purchased and securitiessold under repurchase agreements 3,038 3,031 0 3,031 0 Securities loaned 3 3 0 3 0 Other short-term borrowings 9,620 9,628 0 9,628 0 Other financial liabilities 99,272 99,272 1,961 97,311 0 Long-term debt 119,390 117,510 0 113,723 3,787 Trust preferred securities 289 264 0 264 0 Dec 31, 2022 in € m. Carrying value Fair value Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets: Cash and central bank balances 178,896 178,896 178,896 0 0 Interbank balances (w/o central banks) 7,195 7,195 0 7,194 0 Central bank funds sold and securitiespurchased under resale agreements 11,478 11,505 0 10,363 1,142 Securities borrowed 0 0 0 0 0 Loans 491,175 461,070 0 12,038 449,032 Other financial assets 110,066 107,878 16,046 90,842 989 Financial liabilities: Deposits 629,183 629,629 1,736 627,893 0 Central bank funds purchased and securitiessold under repurchase agreements 573 572 0 572 0 Securities loaned 13 13 0 13 0 Other short-term borrowings 5,122 5,121 0 5,115 7 Other financial liabilities 93,135 93,135 2,007 91,127 0 Long-term debt 131,525 127,743 0 123,525 4,219 Trust preferred securities 500 426 0 426 0 1 Amounts generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates” As of December 31, 2023, 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. As part of Postbank IT migration project, the Group has aligned its risk management modelling approach of interest rate prepayment risk factors for its long-dated retail mortgages in Germany in the third quarter 2023. This resulted in an increase of the fair value of such mortgages by € 2.5 billion. For long-term debt and trust preferred securities, the difference between fair value and carrying value is due to the change 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.

Financial assets at fair value

Financial assets at fair value through other comprehensive income	12 Months Ended
	Dec. 31, 2023
Financial assets at fair value through other comprehensive income [Abstract]
Disclosure of Financial assets at fair value through other comprehensive income [text block]	15 – Financial assets at fair value through other comprehensive income in € m. Dec 31, 2023 Dec 31, 2022 Securities purchased under resale agreement 1,805 2,156 Debt securities: German government 1,566 602 U.S. Treasury and U.S. government agencies 9,232 12,334 U.S. local (municipal) governments 446 392 Other foreign governments 15,672 9,960 Corporates 686 708 Other asset-backed securities 0 0 Mortgage-backed securities, including obligations of U.S. federal agencies 442 486 Other debt securities 831 969 Total debt securities 28,874 25,450 Loans 4,867 4,069 Total financial assets at fair value through other comprehensive income 35,546 31,675

Equity Method Investments

Equity Method Investments	12 Months Ended
	Dec. 31, 2023
Equity Method Investments [Abstract]
Disclosure of investments accounted for using equity method [text block]	16 – Equity Method Investments Investments in associates and jointly controlled entities are accounted for using the equity method of accounting. The Group holds interests in 54 associates and 6 jointly controlled entities as of December 31, 2023 (53 and 9, respectively, as of December 31, 2022). Two associates are considered to be material to the Group. Significant investments as of December 31, 20231 Investment Principal place of business Nature of relationship Ownership percentage Huarong Rongde Asset Management Company Limited Beijing, China Strategic investment 40.7 % Harvest Fund Management Co., Ltd. Shanghai, China Strategic investment 30.0 % 1 The Group has significant influence over these investees through its holding percentage and representation on the board seats Summarized financial information on Huarong Rongde Asset Management Company Limited in € m. Dec 31, 20221 Dec 31, 20212 Total net revenues (305) (138) Net income (230) (102) Other comprehensive income 0 0 Total comprehensive income3 (230) (102) in € m. Dec 31, 2022 Dec 31, 2021 Current assets 1,984 2,738 Non-Current assets 513 568 Total assets 2,496 3,306 Current liabilities 1,842 2,132 Non-Current liabilities 228 460 Total liabilities 2,070 2,592 Noncontrolling Interest 0 0 Net assets of the equity method investee 426 714 1 December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 2 December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 3 The Group received dividends from Huarong Rongde Asset Management Company Limited of € 0 million during the reporting period 2023 (2022: € 0 million) Reconciliation of total net assets of Huarong Rongde Asset Management Company Limited to the Group’s carrying amount in € m. Dec 31, 20221 Dec 31, 20212 Net assets of the equity method investee 426 714 Group's ownership percentage on the investee's equity 40.7 % 40.7 % Group's share of net assets 173 291 Goodwill 0 0 Intangible Assets 0 0 Other adjustments3,4 (36) (64) Carrying amount 138 227 1 December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 2 December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 3 There is no life to date impairment loss in 2023 (€  73 million in 2022) as the carrying amount is appropriately reflected after the Group’s share of losses from Huarong Rongde Management Company Limited 4 Other adjustments include equity method accounting adjustments to reflect the Group’s share of losses from Huarong Rongde Management Company Limited Summarized financial information on Harvest Fund Management Co., Ltd. in € m. Dec 31, 2023¹ Dec 31, 2022² Total net revenues 843 1,016 Net income 199 237 Other comprehensive income 1 7 Total comprehensive income3 200 244 in € m. Dec 31, 2023 Dec 31, 2022 Current assets 955 1,090 Non-Current assets 1,049 1,100 Total assets 2,004 2,190 Current liabilities 638 812 Non-Current liabilities 192 248 Total liabilities 830 1,060 Noncontrolling Interest 50 47 Net assets of the equity method investee 1,124 1,083 1 December 31, 2023 numbers are based on 2023 unaudited financials 2 December 31, 2022 numbers are based on 2022 audited financials 3 The Group received dividends from Harvest Fund Management Co., Ltd. of € 28 million during the reporting period 2023 (2022: € 45 million) Reconciliation of total net assets of Harvest Fund Management Co., Ltd.to the Group’s carrying amount in € m. Dec 31, 2023¹ Dec 31, 2022² Net assets of the equity method investee 1,124 1,083 Group's ownership percentage on the investee's equity 30 % 30 % Group's share of net assets 337 325 Goodwill 18 18 Intangible Assets 14 15 Other adjustments 2 3 Carrying amount3 371 361 1 December 31, 2023 numbers are based on 2023 unaudited financials 2 December 31, 2022 numbers are based on 2022 audited financials 3 There is no impairment loss in 2023 (€ 0 million in 2022) Aggregated financial information on the Group’s share in associates and joint ventures that are individually immaterial in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of all associates that are individually immaterial to the Group 505 536 Aggregated amount of the Group's share of profit (loss) from continuing operations (34) 100 Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations 0 0 Aggregated amount of the Group's share of other comprehensive income (16) 15 Aggregated amount of the Group's share of total comprehensive income (50) 115

Offsetting Financial Assets and

Offsetting Financial Assets and Financial Liabilities	12 Months Ended
	Dec. 31, 2023
Offsetting Financial Assets and Financial Liabilities [Abstract]
Disclosure of offsetting of financial assets and financial liabilities [text block]	17 – Offsetting Financial Assets and Financial Liabilities The Group is eligible to present certain financial assets and financial liabilities on a net basis on the balance sheet pursuant to criteria described in Note 1 “Material Accounting Policies and Critical Accounting Estimates: Offsetting Financial Instruments”. The following tables provide information on the impact of offsetting on the consolidated balance sheet, as well as the financial impact of netting for instruments subject to an enforceable master netting arrangement or similar agreement as well as available cash and financial instrument collateral. Assets Dec 31, 2023 Amounts not set off on the balance sheet in € m. Grossamountsof financialassets Grossamountsset offon thebalancesheet Netamountsof financialassetspresentedon thebalancesheet Impact ofMasterNettingAgreements Cashcollateral Financialinstrumentcollateral¹ Net amount Central bank funds sold and securities purchasedunder resale agreements (enforceable) 21,574 (9,999) 11,574 0 0 (11,491) 84 Central bank funds sold and securities purchasedunder resale agreements (non-enforceable) 3,151 0 3,151 0 0 (2,270) 881 Securities borrowed (enforceable) 33 0 33 0 0 (33) 0 Securities borrowed (non-enforceable) 6 0 6 0 0 0 6 Financial assets at fair value through profit or loss (enforceable) 513,839 (199,135) 314,704 (197,447) (32,109) (74,885) 10,263 Of which: Positive market values from derivative financial instruments (enforceable) 259,177 (15,657) 243,520 (195,517) (32,092) (5,766) 10,145 Financial assets at fair value through profit or loss (non-enforceable) 150,569 0 150,569 0 (1,227) (10,167) 139,174 Of which: Positive market values from derivative financial instruments (non-enforceable) 8,357 0 8,357 0 (1,101) (1,077) 6,178 Total financial assets at fair value through profitor loss 664,408 (199,135) 465,273 (197,447) (33,337) (85,052) 149,437 Loans at amortized cost 479,353 0 479,353 0 (11,317) (69,594) 398,442 Other assets 123,694 (8,997) 114,697 (24,019) (79) (13) 90,587 Of which: Positive market values from derivatives qualifying for hedge accounting (enforceable) 911 (42) 869 (644) (79) (13) 133 Remaining assets subject to netting 1,805 0 1,805 0 0 0 1,805 Remaining assets not subject to netting 241,373 0 241,373 0 (73) (3,533) 237,767 Total assets 1,535,397 (218,131) 1,317,266 (221,466) (44,805) (171,985) 879,010 1 Excludes real estate and other non-financial instrument collateral. Liabilities Dec 31, 2023 Amounts not set off on the balance sheet in € m. Grossamountsof financialliabilities Grossamountsset offon thebalancesheet Netamountsof financialliabilitiespresentedon thebalancesheet Impact ofMasterNettingAgreements Cashcollateral Financialinstrumentcollateral¹ Net amount Deposits 625,486 0 625,486 0 0 0 625,486 Central bank funds purchased and securities soldunder repurchase agreements (enforceable) 11,890 (9,999) 1,891 0 0 (1,891) 0 Central bank funds purchased and securities soldunder repurchase agreements (non-enforceable) 1,147 0 1,147 0 0 (51) 1,096 Securities loaned (enforceable) 3 0 3 0 0 (3) 0 Securities loaned (non-enforceable) 0 0 0 0 0 0 0 Financial liabilities at fair value through profit or loss (enforceable) 540,811 (199,160) 341,651 (197,940) (21,990) (68,806) 52,915 Of which: Negative market values from derivative financial instruments (enforceable) 245,627 (16,140) 229,487 (195,978) (21,990) (2,608) 8,910 Financial liabilities at fair value through profit or loss (non-enforceable) 24,843 0 24,843 0 (785) (4,485) 19,572 Of which: Negative market values from derivative financial instruments (non-enforceable) 8,792 0 8,792 0 (723) (191) 7,878 Total financial liabilities at fair value through profitor loss 565,654 (199,160) 366,494 (197,940) (22,776) (73,292) 72,487 Other liabilities 121,990 (8,972) 113,018 (33,574) (23) (1) 79,419 Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable) 254 (20)

Loans

Loans	12 Months Ended
	Dec. 31, 2023
Loans [Abstract]
Disclosure of loans [text block]	18 – Loans The entire loan book presented includes loans classified at amortized cost, loans at fair value through other comprehensive income and loans at fair value through profit and loss. The below table gives an overview of the Group’s loan exposure by industry, and is based on the NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) code of the counterparty. NACE is a standard European industry classification system. Loans by industry classification in € m. Dec 31, 2023 Dec 31, 2022 Agriculture, forestry and fishing 386 526 Mining and quarrying 3,130 2,679 Manufacturing 30,564 32,352 Electricity, gas, steam and air conditioning supply 4,734 5,103 Water supply, sewerage, waste management and remediation activities 486 725 Construction 4,494 4,494 Wholesale and retail trade, repair of motor vehicles and motorcycles 22,127 22,605 Transport and storage 5,617 6,067 Accommodation and food service activities 1,865 1,972 Information and communication 8,082 7,783 Financial and insurance activities 116,298 121,333 Real estate activities 50,793 49,671 Professional, scientific and technical activities 6,958 7,137 Administrative and support service activities 9,385 7,922 Public administration and defense, compulsory social security 6,131 5,977 Education 281 249 Human health services and social work activities 4,432 4,554 Arts, entertainment and recreation 1,072 1,180 Other service activities 5,624 5,778 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 216,056 221,099 Activities of extraterritorial organizations and bodies 0 1 Gross loans 498,516 509,208 (Deferred expense)/unearned income 1,675 131 Loans less (deferred expense)/unearned income 496,841 509,077 Less: Allowance for loan losses 5,208 4,848 Total loans 491,632 504,229

Allowance for Credit Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2023
Allowance for Credit Losses [Abstract]
Disclosure of allowance for credit losses [text block]	19 – Allowance for Credit Losses The allowance for credit losses consists of allowance for financial assets at amortized cost, financial assets at fair value through OCI and off-balance sheet lending commitments and guarantee business. Development of allowance for credit losses for financial assets at amortized cost Dec 31, 2023 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business and credit extensions (195) 294 1,647 32 1,778 Transfers due to changes in creditworthiness 170 (150) (20) 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 (57)- (53) 0 0 (110) Financial assets that have been derecognized during the period³ 0 0 (1,145) (52) (1,197) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (3) (38) (271) 38 (273) Balance, end of reporting period 447 680 3,960 198 5,285 Provision for Credit Losses excluding country risk¹ (83) 92 1,627 32 1,668 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022 Dec 31, 2022 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business and credit extensions (32) 204 887 22 1,081 Transfers due to changes in creditworthiness 122 (121) (0) 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 period³ 0 0 (1,014) (28) (1,043) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 2 12 (25) 1 (10) Balance, end of reporting period 533 626 3,656 180 4,995 Provision for Credit Losses excluding country risk¹ 90 82 886 22 1,081 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021 Dec 31, 2021 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 544 648 3,614 139 4,946 Movements in financial assets including new business and credit extensions (245) 85 615 26 480 Transfers due to changes in creditworthiness 138 (197) 58 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 period³ 0 0 (561) (5) (566) Recovery of written off amounts 0 0 55 23 78 Foreign exchange and other changes 3 (4) (41) (0) (43) Balance, end of reporting period 440 532 3,740 182 4,895 Provision for Credit Losses excluding country risk¹ (107) (112) 673 26 480 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2021 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2021 and € 46 million in 2020 Allowance for credit losses for financial assets at fair value through OCI1 Dec 31, 2023 Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI

Transfers of Financial Assets

Transfers of Financial Assets	12 Months Ended
	Dec. 31, 2023
Transfers of Financial Assets [Abstract]
Disclosure of transfers of financial assets [text block]	20 – The Group enters into transactions in which it transfers financial assets held on the balance sheet and as a result may either be eligible to derecognize the transferred asset in its entirety or must continue to recognize the transferred asset to the extent of any continuing involvement, depending on certain criteria. These criteria are discussed in Note 1 “Material Accounting Policies and Critical Accounting Estimates”. Where financial assets are not eligible to be derecognized, the transfers are viewed as secured financing transactions, with any consideration received resulting in a corresponding liability. The Group is not entitled to use these financial assets for any other purposes. The most common transactions of this nature entered into by the Group are repurchase agreements, securities lending agreements and total return swaps, in which the Group retains substantially all of the associated credit, equity price, interest rate and foreign exchange risks and rewards associated with the assets as well as the associated income streams. Information on asset types and associated transactions that did not qualify for derecognition in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of transferred assets Trading securities not derecognized due to the following transactions: Repurchase agreements 45,106 30,201 Securities lending agreements 10,155 8,313 Total return swaps 4,483 1,461 Other 5,060 4,480 Total trading securities 64,804 44,455 Other trading assets 138 171 Non-trading financial assets mandatory at fair value through profit or loss 203 1,077 Financial assets at fair value through other comprehensive income 7,080 2,351 Loans at amortized cost 1 26 104 Others 8,674 3,815 Total 80,924 51,973 Carrying amount of associated liabilities 70,706 43,820 ¹ Carrying value of assets transferred to the Group has continuing involvement in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of the original assets transferred Trading securities 1,043 1,059 Non-trading financial assets mandatory at fair value through profit or loss 317 328 Carrying amount of the assets continued to be recognized Trading securities 28 34 Non-trading financial assets mandatory at fair value through profit or loss 16 16 Carrying amount of associated liabilities 78 95 The Group could retain some exposure to the future performance of a transferred asset either through new or existing contractual rights and obligations and still be eligible to derecognize the asset. This ongoing involvement will be recognized as a new instrument which may be different from the original financial asset that was transferred. Typical transactions include retaining senior notes of non-consolidated securitizations to which originated loans have been transferred; financing arrangements with structured entities to which the Group has sold a portfolio of assets; or sales of assets with credit-contingent swaps. The Group’s exposure to such transactions is not considered to be significant as any substantial retention of risks associated with the transferred asset will commonly result in an initial failure to derecognize. Transactions not considered to result in an ongoing involvement include normal warranties on fraudulent activities that could invalidate a transfer in the event of legal action, qualifying pass-through arrangements and standard trustee or administrative fees that are not linked to performance. The impact on the Group’s Balance Sheet of on-going involvement associated with transferred assets derecognized in full Dec 31,2023 Dec 31,2022 in € m. Carrying Fair value Maximum Carrying Fair value Maximum Loans at amortized cost Securitization notes 389 344 344 357 321 321 Other 0 0 0 0 0 0 Total loans at amortized cost 389 344 344 357 321 321 Financial assets held at fair value through profit or loss Securitization notes 23 23 23 30 30 30 Non-standard Interest Rate, cross-currency or inflation-linked swap 0 0 0 0 0 0 Total financial assets held at fair value through profit or loss 23 23 23 30 30 30 Financial assets at fair value through other comprehensive income: Securitization notes 706 592 592 739 629 629 Other 0 0 0 0 0 0 Total financial assets at fair value through other comprehensive income 706 592 592 739 629 629 Total financial assets representing on-going involvement 1,118 959 959 1,126 981 981 Financial liabilities held at fair value through profit or loss Non-standard Interest Rate, cross-currency or inflation-linked swap 0 0 0 0 0 0 Total financial liabilities representing on-going involvement 0 0 0 0 0 0 1 The impact on the Group’s Statement of Income of on-going involvement associated with transferred assets derecognized in full Dec 31,2023 Dec 31,2022 in € m. Year-to- Cumulative Gain/(loss) Year-to- Cumulative Gain/(loss) Securitization notes 48 164 7 41 112 (8) Non-standard Interest Rate, cross-currency or 0 0 0 (0) (0) 0 Net gains/(losses) recognized from on-going 48 164 7 40 112 (8) The Group pledges assets primarily as collateral against secured funding and for repurchase agreements, securities borrowing agreements as well as other borrowing arrangements and for margining purposes on OTC derivative liabilities. Pledges are generally conducted under terms that are usual and customary for standard securitized borrowing contracts and other transactions described. As at December 31, 2023 the bank had securitized loans of € 0 billion and the secured own bonds were pledged as collateral into the ECBs TLTRO program or market standard securities financing transactions. The encumbered loans below includes this balances. Carrying value of the Group’s assets pledged as collateral for liabilities or contingent liabilities 1 in € m. Dec 31, 2023 Dec 31, 2022 Financial assets at fair value through profit or loss 55,166 37,216 Financial assets at fair value through other comprehensive income 7,222 2,375 Loans 54,148 73,305 Other 9,610 5,306 Total 126,146 118,202 1 Total assets pledged to creditors available for sale or repledge 1 in € m. Dec 31, 2023 Dec 31, 2022 Financial assets at fair value through profit or loss 57,143 40,997 Financial assets at fair value through other comprehensive income 7,073 1,408 Loans 5,428 2,716 Other 7,815 593 Total 77,459 45,715 1 The Group receives collateral primarily in reverse repurchase agreements, securities lending agreements, derivatives transactions, customer margin loans and other transactions. These transactions are generally conducted under terms that are usual and customary for standard secured lending activities and the other transactions described. The Group, as the secured party, has the right to sell or re-pledge such collateral, subject to the Group returning equivalent securities upon completion of the transaction. This right is used primarily to cover short sales, securities loaned and securities sold under repurchase agreements. Fair Value of collateral received in € m. Dec 31, 2023 Dec 31, 2022 Securities and other financial assets accepted as collateral 379,573 309,107 Of which: Collateral sold or repledged 324,757 254,856

Property and Equipment

Property and Equipment	12 Months Ended
	Dec. 31, 2023
Property and Equipment [Abstract]
Disclosure of Property and Equipment [text block]	21 – Property and Equipment in € m. Owner occupied properties Furniture and equipment Leasehold improvements Construction-in-progress Property and equipment owned (IAS 16) Right-of-use for leased assets (IFRS 16) Total Cost of acquisition: Balance as of January 1, 2022 514 2,283 3,102 398 6,297 5,439 11,737 Changes in the group of consolidated companies 0 0 0 0 0 0 0 Additions 0 94 65 178 337 971 1,308 Transfers 0 109 362 (377) 94 78 171 Reclassifications (to)/from “held for sale” 0 (7) (12) 0 (19) (0) (19) Disposals 11 72 35 0 118 417 535 Exchange rate changes (1) 27 42 16 84 117 201 Balance as of December 31, 2022 503 2,434 3,523 216 6,676 6,187 12,863 Changes in the group of consolidated companies 0 (8) 7 0 (1) 34 34 Additions 0 84 40 297 422 263 685 Transfers 0 23 193 (50) 167 251 419 Reclassifications (to)/from “held for sale” (22) 0 0 0 (22) 0 (22) Disposals 41 113 643 0 798 152 950 Exchange rate changes 1 (27) (43) (2) (71) (77) (148) Balance as of December 31, 2023 441 2,393 3,078 461 6,374 6,507 12,881 Accumulated depreciation and impairment: Balance as of January 1, 2022 288 1,860 2,095 1 4,244 1,957 6,201 Changes in the group of consolidated companies 0 0 0 0 0 0 0 Depreciation 13 141 194 0 348 573 922 Impairment losses 1 0 4 0 4 6 11 Reversals of impairment losses 4 0 0 0 4 17 21 Transfers 0 61 24 0 86 3 89 Reclassifications (to)/from “held for sale” 0 (6) (9) 0 (15) 0 (15) Disposals 11 55 28 0 93 393 486 Exchange rate changes (1) 20 24 0 43 17 60 Balance as of December 31, 2022 286 2,022 2,304 1 4,613 2,147 6,760 Changes in the group of consolidated companies 0 (10) (0) 0 (11) (0) (11) Depreciation 9 127 199 0 335 543 878 Impairment losses 7 8 5 0 21 23 43 Reversals of impairment losses 0 0 0 0 0 8 8 Transfers (0) 17 54 0 71 (41) 29 Reclassifications (to)/from “held for sale” (19) 0 0 0 (19) 0

Leases

Leases	12 Months Ended
	Dec. 31, 2023
Leases [Abstract]
Disclosure of leases [text block]	22 – Leases The Group’s disclosures are as a lessee under lease arrangements covering property and equipment. The Group has applied judgement in presenting related information pursuant to IFRS 16 in a manner that it considers to be most relevant to an understanding of its financial performance and position. The Group leases many assets including land and buildings, vehicles and IT equipment. The Group is a lessee for the majority of its offices and branches under long-term rental agreements. Most of the lease contracts are made under usual terms and conditions, which means they include options to extend the lease by a defined amount of time, price adjustment clauses and escalation clauses in line with general office rental market conditions. However, the lease agreements do not include any clauses that impose any restriction on the Group’s ability to pay dividends, engage in debt financing transactions or enter into further lease agreements. As of December 31, 2023 (December 31, 2022), the Group recorded right-of-use assets on its balance sheet with a carrying amount of € 4.0 billion (€ 4.0 billion), which are included in Property and equipment. The right-of-use assets predominantly represented leased properties of € 4.0 billion (€ 4.0 billion) and vehicle leases of € 13 million (€ 10 million). For more information on the year-to-date development of right-of-use assets, please refer to Note 21 “Property and Equipment”. Corresponding to the recognition of the right-of-use assets, as of December 31, 2023 (December 31, 2022), the Group recorded lease liabilities on its balance sheet with a carrying amount of € 4.5 billion (€ 4.5 billion), which are included in Other liabilities. As of December 31, 2023, the lease liabilities included the discounted value of future lease payments of € 477 million for the Group headquarters in Frankfurt am Main that was sold and leased back on December 1, 2011. The lease has a fixed term through to the end of 2036, with options to extend the lease for two additional five-year periods to the end of 2046. During 2023 and 2022, interest expenses recorded from the compounding of the lease liabilities amounted to € 113 million and € 85 million, respectively. The contractual maturities for the undiscounted cash flows from these liabilities are shown in Note 31 “Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities”. Expenses recognized in 2023 (2022) relating to short-term leases and leases of low-value assets, for which the Group decided to apply the recognition exemption under IFRS 16 (and thus not to record right-of-use assets and corresponding lease liabilities on the balance sheet), amounted to € 1 million (€ 1 million) and € 0 million (€ 0 million), respectively. Income recorded in 2023 (2022) from the subletting of right-of-use assets totaled € 29 million (€ 29 million). The total cash outflow for leases for 2023 (2022) was € 645 million (€ 691 million) and represented mainly expenditures made for real estate rentals over € 638 million (€ 683 million). Of the total cash outflow amount, payments of € 534 million (€ 607 million) were made for the principal portion of lease liabilities, payments of € 111 million (€ 84 million) were made for the interest portion. Total future cash outflows to which the Group as a lessee is potentially exposed, that are not reflected in the measurement of the lease liabilities, mainly include potential payment exposures arising from extension options (2023: € 4.9 billion) and future payments for leases not yet commenced, but to which the Group is committed (2023: € 40 million). Their expected maturities are shown in the table below. Future cash outflows to which the Group is potentially exposed that are not reflected in the measurement of lease liabilities in € m. Dec 31, 2023 Dec 31, 2022 Future cash outflows not reflected in lease liabilities: Not later than one year 14 14 Later than one year and not later than five years 590 613 Later than five years 4,318 5,226 Future cash outflows not reflected in lease liabilities 4,922 5,852

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	12 Months Ended
	Dec. 31, 2023
Goodwill and Other Intangible Assets [Abstract]
Disclosure of intangible assets and goodwill [text block]	23 – Goodwill and Other Intangible Assets Goodwill Changes in Goodwill The changes in the carrying amount of goodwill, as well as gross amounts and accumulated impairment losses of goodwill, for the years ended December 31, 2023, and December 31, 2022, are shown below by cash-generating units. The Group’s business operations are organized under the following divisional structure: Corporate Bank, Investment Bank, Private Bank and Asset Management. The corporate divisions are considered CGUs. Please also refer to Note 4 “Business Segments and Related Information” for more information regarding changes in the presentation of segment disclosures. Goodwill allocated to cash-generating units in € m. Investment Bank Corporate Bank AssetManage-ment Private Bank Total Balance as of January 1, 2022 0 0 2,806 0 2,806 Goodwill acquired during the year 0 0 0 0 0 Purchase accounting adjustments 0 0 0 0 0 Transfers 0 0 0 0 0 Reclassification from (to) “held for sale” 0 0 0 0 0 Goodwill related to dispositions without being classified as “held for sale” 0 0 0 0 0 Impairment losses1 0 0 0 0 0 Exchange rate changes/other 0 0 113 0 113 Balance as of December 31, 2022 0 0 2,919 0 2,919 Gross amount of goodwill 4,079 629 3,408 3,717 11,834 Accumulated impairment losses (4,079) (629) (489) (3,717) (8,915) Balance as of January 1, 2023 0 0 2,919 0 2,919 Goodwill acquired during the year 235 0 0 0 235 Purchase accounting adjustments 0 0 0 0 0 Transfers 0 0 0 0 0 Reclassification from (to) “held for sale” 0 0 (7) 0 (7) Goodwill related to dispositions without being classified as “held for sale” 0 0 0 0 0 Impairment losses1 (233) 0 0 0 (233) Exchange rate changes/other (2) 0 (63) 0 (65) Balance as of December 31, 2023 0 0 2,849 0 2,849 Gross amount of goodwill 4,175 615 3,336 3,723 11,848 Accumulated impairment losses (4,175) (615) (487) (3,723) (9,000) 1 Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement. Following the acquisition of Numis Corporation Plc on October 13, 2023 (see Note 3), the purchase price allocation for the business combination resulted in the recognition of goodwill for € 235 million which was allocated to the Investment Bank CGU. Given the valuation of the Investment Bank CGU with a continued shortfall of its recoverable amount versus its carrying amount, the goodwill was considered impaired and fully written off in the fourth quarter 2023. Changes in goodwill in 2022 only included foreign exchange rate movements of Asset Management goodwill held in non-Group currencies. Changes in goodwill in 2021 related to the reclassification of € 56 million of Asset Management goodwill to assets held for sale, following the designated sale of DWS’ digital investment platform to a joint venture with BlackFin and foreign exchange rate movements. Following the acquisition of a payment service provider (Better Payment Germany GmbH) in September 2021 (see Note 3), as part of the purchase price allocation the Group had recorded goodwill of € 5 million assigned to the Corporate Bank CGU. Given the valuation of the CGU continued to have a shortfall of its recoverable amount versus its carrying amount, the newly acquired goodwill was considered impaired and fully written off in 2021. Goodwill Impairment Test For the purposes of impairment testing, goodwill acquired in a business combination is allocated to the appropriate CGU on the basis as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates”. The Group’s primary CGUs are as outlined above. Asset Management’s goodwill is tested for impairment annually in the fourth quarter by comparing the recoverable amount of the CGU with its carrying amount. In addition, the Group tests goodwill whenever a triggering event is identified. The recoverable amount is the higher of a CGU’s fair value less costs of disposal and its value in use. The Asset Management CGU was the only goodwill carrying CGU to be tested for annual impairment in 2021, 2022 and 2023. The impairment tests conducted on Asset Management in these periods did not result in an impairment loss as the recoverable amounts of the Asset Management CGU were higher than the respective carrying amounts. A review of the Group’s strategy or certain political or global risks for the banking industry, uncertainties regarding the implementation of already adopted regulation and the introduction of legislation that is already under discussion could result in an impairment of goodwill in the future. Carrying Amount The carrying amount of a primary CGU is derived using a capital allocation model based on the Shareholders’ Equity Allocation Framework of the Group (please refer to Note 4, “Business Segments and Related Information” for more details). The allocation uses the Group’s total equity at the date of valuation, including Additional Tier 1 Notes (AT1 Notes), which constitute unsecured and subordinated notes of Deutsche Bank and which are classified as additional equity components in accordance with IFRS. Total equity is adjusted for an add-on adjustment for goodwill attributable to noncontrolling interests. Recoverable Amount The Group determines the recoverable amounts of its primary CGUs on the basis of the higher of value in use and fair value less costs of disposal (Level 3 of the fair value hierarchy). It employs a discounted cash flow (DCF) model, which reflects the specifics of the banking business and its regulatory environment. The model calculates the present value of the estimated future earnings that are distributable to shareholders after fulfilling the respective regulatory capital requirements. The recoverable amounts also include the fair value of the AT1 Notes, which are allocated to the primary CGUs. The DCF model uses earnings projections and respective capitalization assumptions based on five-year financial plans as well as longer term expectations on the impact of regulatory developments, which are discounted to their present value. Estimating future earnings and capital requirements involves judgment and the consideration of past and current performances as well as expected developments in the respective markets, and in the overall macroeconomic and regulatory environments. Earnings projections beyond the initial five-year period are, where applicable, adjusted to derive a sustainable level. In case of a going concern, the cash flow to equity is assumed to increase by or converge towards a constant long-term growth rate for the Asset Management CGU of up to 3.0% (2022: up to 3.0%). This is based on projected revenue forecasts of the CGU as well as expectations for the development of gross domestic product and inflation and is captured in the terminal value. Key Assumptions and Sensitivities Key Assumptions: The DCF value of a CGU is sensitive to the earnings projections, to the discount rate (cost of equity) applied and, to a lesser extent, to the long-term growth rate. The discount rates applied have been determined based on the capital asset pricing model and comprise a risk-free interest rate, a market risk premium and a factor covering the systematic market risk (beta factor). The values for the risk-free interest rate, the market risk premium and the beta factors are determined using external sources of information. CGU-specific beta factors are determined based on a respective group of peer companies. Variations in all of these components might impact the discount rates. For the Asset Management CGU, the discount rates (after tax) applied for 2023 and 2022 were 10.9% and 10.3%, respectively. Management determined the values for the key assumptions in the following table based on a combination of internal and external analysis. Estimates for efficiency and the cost reduction program are based on progress made to date and scheduled future projects and initiatives. Key management assumptions are: Primary goodwill- carrying cash-generating unit Description of key assumptions Uncertainty associated with key assumptions and potential events/circumstances that could have a negative effect Asset Management — Maintaining leadership in mature markets (e.g., Equity, Multi-Asset and Fixed income) — Expanding true areas of strength like Xtrackers and Alternatives — Further build out digital capabilities — Expand distribution partnerships to expand its global business — Continue a multi-year execution to replace core infrastructure platforms — Challenging market environment and volatility unfavorable to its investment strategies — Unfavorable margin development and adverse competition levels in key markets and products beyond expected levels — Business/execution risks, e.g., underachievement of net flow targets from market uncertainty, loss of high-quality client facing employees, unfavorable investment performance, lower than expected efficiency gains — Uncertainty around regulation and its potential implications not yet anticipated Sensitivities: In order to test the resilience of the recoverable amount, key assumptions used in the DCF model (for example, the discount rate and the earnings projections) are sensitized. Currently, in Asset Management the recoverable amount exceeds the carrying amount by 14% / € 1.0 billion. Change in certain key assumptions to cause the recoverable amount to equal the carrying amount Change in Key Assumptions Asset Management Discount rate (post tax) increase from 10.9 % to 12.0 % Change in projected future earnings in each period by (10.9) % Long term growth rate from 3.0 % to 0.9 % Other Intangible Assets Changes of other intangible assets by asset classes for the years ended December 31, 2023 and December 31, 2022 Purchased intangible assets Internallygeneratedintangibleassets Total otherintangibleassets Unamortized Amortized Amortized in € m. Retailinvestmentmanagementagreements Other Totalunamortizedpurchasedintangibleassets Customer-relatedintangibleassets Contract-basedintangibleassets Softwareandother Totalamortizedpurchasedintangibleassets Software Cost of acquisition/manufacture:

Non-Current Assets and Disposal

Non-Current Assets and Disposal Groups Held for Sale	12 Months Ended
	Dec. 31, 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]	24 – Non-Current Assets and Disposal Groups Held for Sale Within the balance sheet, non-current assets and disposal groups held for sale are included in other assets and other liabilities. in € m. Dec 31, 2023 Dec 31, 2022 Loans, net 0 40 Total assets classified as held for sale 0 40 Investment contract liabilities 0 208 Total liabilities classified as held for sale 0 208 As of December 31, 2023, and December 31, 2022, no unrealized gains (losses) relating to non-current assets classified as held for sale were recognized directly in accumulated other comprehensive income (loss) (net of tax). 2022 DWS completes closing of transfer of its digital investment platform as part of its partnership with BlackFin In September 2021, DWS Group (“DWS”) and BlackFin Capital Partners (“BlackFin”) had agreed on a long-term strategic partnership to jointly evolve the digital investment platform into a platform eco system that provides comprehensive solutions and services. It was agreed that DWS would transfer its digital investment platform into a joint venture with BlackFin, maintaining a stake of 30 %. The transaction to transfer the digital investment platform into the newly established company MorgenFund GmbH closed as of November 30, 2022. As part of the consideration, the Group received a 30 % stake in that company which is accounted for under the equity method and held in the Asset Management division. Sale of the Italian financial advisors business to Zurich Italy In August 2021, Deutsche Bank and Zurich Insurance Group Italy (“Zurich Italy”) reached an agreement with Zurich Italy Bank S.p.A. to acquire Deutsche Bank’s Financial Advisors business in Italy. Closing of the sale was announced on October 17, 2022. Under the terms of the agreement, a total of  1,085 Financial Advisors,  96 employees, and approximately € 16 billion in assets under management (of which € 1 billion Discretionary Portfolio Management still managed by Deutsche Bank) have passed to Zurich Bank Italy S.p.A. The pre-tax gain on sale totaled € 312 million and was recorded in the Private Bank segment results in the fourth quarter of 2022.

Other Assets and Other Liabilit

Other Assets and Other Liabilities	12 Months Ended
	Dec. 31, 2023
Other Assets and Other Liabilities [Abstract]
Disclosure of Other Assets and Other Liabilities [text block]	25 – Other Assets and Other Liabilities in € m. Dec 31, 2023 Dec 31, 2022 Brokerage and securities related receivables Cash/margin receivables 40,157 50,394 Receivables from prime brokerage 5 4 Pending securities transactions past settlement date 1,801 2,385 Receivables from unsettled regular way trades 30,603 18,467 Total brokerage and securities related receivables 72,566 71,250 Debt Securities held to collect 21,853 25,500 Accrued interest receivable 4,158 3,588 Assets held for sale 0 40 Assets related to insurance business 92 6 Other 16,028 17,740 Total other assets 114,698 118,124 in € m. Dec 31, 2023 Dec 31, 2022 Brokerage and securities related payables Cash/margin payables 49,516 62,824 Payables from prime brokerage 18 24 Pending securities transactions past settlement date 2,641 2,982 Payables from unsettled regular way trades 29,365 16,882 Total brokerage and securities related payables 81,539 82,711 Accrued interest payable 4,785 2,826 Liabilities held for sale 0 208 Lease liabilities 4,493 4,470 Liabilities related to insurance business 87 1 Other 22,114 23,433 Total other liabilities 113,018 113,648 For further details on the assets and liabilities held for sale, please refer to Note 24 “Non-Current Assets and Disposal Groups Held for Sale”.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2023
Deposits [Abstract]
Disclosure of Deposits [text block]	26 – Deposits in € m. Dec 31, 2023 Dec 31, 2022 Noninterest-bearing demand deposits 187,078 253,989 Interest-bearing deposits Demand deposits 162,444 131,726 Time deposits 188,468 158,851 Savings deposits 87,496 84,617 Total interest-bearing deposits 438,408 375,195 Total deposits 625,486 629,183

Provisions

Provisions	12 Months Ended
	Dec. 31, 2023
Provisions [Abstract]
Disclosure of provisions [text block]	27 – Movements by Class of Provisions in € m. Operational Civil Regulatory Re- Other Total 1 Balance as of January 1, 2022 42 644 475 582 448 2,192 Changes in the group of consolidated companies 0 0 0 0 (0) (0) New provisions 14 285 290 3 653 1,246 Amounts used 3 136 216 201 582 1,138 Unused amounts reversed 8 166 0 137 110 421 Effects from exchange rate fluctuations/Unwind of discount (0) 1 23 0 1 26 Transfers 0 (1) (3) 1 (13) (16) Balance as of December 31, 2022 45 627 570 248 398 1,888 Changes in the group of consolidated companies (1) (2) (0) (2) 4 (1) New provisions 8 881 109 287 709 1,993 Amounts used 4 328 196 132 604 1,264 Unused amounts reversed 8 73 339 69 82 570 Effects from exchange rate fluctuations/Unwind of discount 0 18 (13) 0 1 6 Transfers (1) 1 (1) 0 (5) (6) Balance as of December 31, 2023 40 1,124 129 333 421 2,047 1 Classes of Provisions Operational Risk Civil Litigation Regulatory Enforcement Restructuring Other Provisions and Contingent Liabilities The Group recognizes a provision for potential loss only when there is a present obligation arising from a past event that is probable to result in an economic outflow that can be reliably estimated. Where a reliable estimate cannot be made for such an obligation, no provision is recognized and the obligation is deemed a contingent liability. Contingent liabilities also include possible obligations for which the possibility of future economic outflow is more than remote but less than probable. Where a provision has been taken for a particular claim, no contingent liability is recorded; for matters or sets of matters consisting of more than one claim, however, provisions may be recorded for some claims, and contingent liabilities (or neither a provision nor a contingent liability) may be recorded for others. The Group operates in a legal and regulatory environment that exposes it to significant litigation risks. As a result, the Group is involved in litigation, arbitration and regulatory proceedings and investigations in Germany and in a number of jurisdictions outside Germany, including the United States. In recent years, regulation and supervision in a number of areas have increased, and regulators, governmental bodies and others have sought to subject financial services providers to increasing oversight and scrutiny, which in turn has led to additional regulatory investigations and enforcement actions which are often followed by civil litigation. In determining for which of the claims the possibility of a loss is probable, or less than probable but more than remote, and then estimating the possible loss for those claims, the Group takes into consideration a number of factors, including but not limited to the nature of the claim and its underlying facts, the procedural posture and litigation history of each case, rulings by the courts or tribunals, the Group’s experience and the experience of others in similar cases (to the extent this is known to the Group), prior settlement discussions, settlements by others in similar cases (to the extent this is known to the Group), available indemnities and the opinions and views of legal counsel and other experts. The provisions the Group has recognized for civil litigation and regulatory enforcement matters as of December 31, 2023 and December 31, 2022 are set forth in the table above. For some matters when the Group believes an outflow of funds is probable, but the Group could not reliably estimate the amount of the potential outflow, no provision was recognized. 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 December 31, 2023, these contingent liabilities are approximately € 1.9 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. If the Group’s best estimate is within a range, the amount at the top of the range is disclosed for contingent liabilities. 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, the Group has neither recognized a provision nor included the matters in the contingent liability estimates. This estimated possible loss, as well as any provisions taken, is based upon currently available information and is subject to significant judgment and a variety of assumptions, variables and known and unknown uncertainties. These uncertainties may include inaccuracies in or incompleteness of the information available to the Group, particularly at the preliminary stages of matters, and assumptions by the Group as to future rulings of courts or other tribunals or the likely actions or positions taken by regulators or adversaries may prove incorrect. Moreover, estimates of possible loss for these matters are often not amenable to the use of statistical or other quantitative analytical tools frequently used in making judgments and estimates, and are subject to even greater degrees of uncertainty than in many other areas where the Group must exercise judgment and make estimates. The estimated possible loss, as well as any provisions taken, can be and often are substantially less than the amount initially requested by regulators or adversaries or the maximum potential loss that could be incurred were the matters to result in a final adjudication adverse to the Group. Moreover, in several regions in which the Group operates, an adversary often is not required to set forth the amount it is seeking, and where it is, the amount may not be subject to the same requirements that generally apply to pleading factual allegations or legal claims. The matters for which the Group determines that the possibility of a future loss is more than remote will change from time to time, as will the matters as to which a reliable estimate can be made and the estimated possible loss for such matters. Actual results may prove to be significantly higher or lower than the estimate of possible loss in those matters where such an estimate was made. In addition, loss may be incurred in matters with respect to which the Group believed the likelihood of loss was remote. In particular, the estimated aggregate possible loss does not represent the Group’s potential maximum loss exposure for those matters. The Group may settle litigation or regulatory proceedings or investigations prior to a final judgment or determination of liability. It may do so to avoid the cost, management efforts or negative business, regulatory or reputational consequences of continuing to contest liability, even when the Group believes it has valid defenses to liability. It may also do so when the potential consequences of failing to prevail would be disproportionate to the costs of settlement. Furthermore, the Group may, for similar reasons, reimburse counterparties for their losses even in situations where it does not believe that it is legally compelled to do so. Current Individual Proceedings Set forth below are descriptions of civil litigation and regulatory enforcement matters or groups of matters 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, as well as other significant matters; similar matters are grouped together and some matters consist of a number of proceedings or claims. The disclosed matters also include matters for which the possibility of a loss is more than remote but for which the Group cannot reliably estimate the possible loss. Matters are presented below in English-language alphabetical order based on the titles the Group has used for them. Biscayne . Consent Order and Written Agreement with the Federal Reserve . Cum-ex Investigations and Litigations . The Public Prosecutor in Cologne (Staatsanwaltschaft Köln, “CPP”) has been conducting a criminal investigation since August 2017 concerning two former employees of Deutsche Bank in relation to cum-ex transactions of certain former clients of the bank. In October 2022, the CPP conducted a search at Deutsche Bank’s offices in Frankfurt and Eschborn. Based on the search warrant the CPP expanded the scope of the investigation. Current and former Deutsche Bank employees and seven former Management Board members are included in the investigation. The investigation is still at an early stage and the scope of the investigation may be further broadened. Deutsche Bank is a potential secondary participant pursuant to Section 30 of the German Law on Administrative Offences in this proceeding. This proceeding could result in a disgorgement of profits and fines. Deutsche Bank is cooperating with the CPP. In May 2021, Deutsche Bank learned through an information request received by Deutsche Oppenheim Family Office AG (DOAG) as legal successor of Sal. Oppenheim jr. & Cie. AG & Co. KGaA (Sal. Oppenheim) that the CPP in 2021 opened a criminal investigation proceeding in relation to cum-ex transactions against unknown former personnel of Sal. Oppenheim. DOAG provided the requested information. On July 12, 2023, Deutsche Bank as legal successor of Deutsche Postbank AG was informed by the CPP that the CPP has opened a new separate criminal cum-ex investigation against unnamed personnel of former Deutsche Postbank AG. Deutsche Bank acted as participant in and filed withholding tax refund claims through the electronic refund procedure (elektronisches Datenträgerverfahren) on behalf of, inter alia, two former custody clients in connection with their cum-ex transactions. In February 2018, Deutsche Bank received from the German Federal Tax Office (Bundeszentralamt für Steuern, “FTO”) a demand of approximately € 49 million for tax refunds paid to a former custody client. Deutsche Bank expects to receive a formal notice for the same amount. In December 2019, Deutsche Bank received a liability notice from the FTO requesting payment of € 2.1 million in connection with tax refund claims Deutsche Bank had submitted on behalf of another former custody client, which Deutsche Bank paid in early 2020. In July 2022, Deutsche Bank filed a claim against the payment with the Fiscal Court of Cologne (Finanzgericht Köln). In 2018, The Bank of New York Mellon SA/NV (BNY) informed Deutsche Bank of its intention to seek indemnification for potential cum-ex related tax liabilities incurred by BHF Asset Servicing GmbH (BAS) and/or Frankfurter Service Kapitalanlage-GmbH (“Service KAG”, now named BNY Mellon Service Kapitalanlage-Gesellschaft mbH). Deutsche Bank had acquired BAS and Service KAG as part of the acquisition of Sal. Oppenheim in 2010 and sold them to BNY later that year. BNY estimated the potential tax liability to be up to € 120 million (excluding interest of 6% p.a.). In late 2020, counsel to BNY informed Deutsche Bank that BNY and/or Service KAG (among others) have received notices from tax authorities in the estimated amount with respect to cum-ex related trades by certain investment funds in 2009 and 2010. BNY has filed objections against the notices. Following receipt of payment orders from tax authorities in the amount of € 118.3 million in relation to the investment funds and after consultation with Deutsche Bank, BNY paid € 53.6 million to tax authorities. A further € 50.9 million were paid by third parties. In addition, BNY received from the Frankfurt Tax Office regarding one of the investment funds a notice and payment request regarding penalty interest (Hinterziehungszinsen) in the amount of € 11.6 million. BNY, after consultation with Deutsche Bank, applied for a suspension of enforcement (Aussetzung der Vollziehung) regarding the payment request which is now pending at the Fiscal Court of Hesse (Hessisches Finanzgericht). In December 2023, Deutsche Bank received hearing letters from the German Federal Tax Office (Bundeszentralamt für Steuern) regarding two third party investment funds that engaged in cum-ex trades in 2009. Deutsche Bank had provided services and financing to investors in the funds. Both funds received an aggregate of € 87 million in cum-ex withholding tax refunds in 2009. In February 2024, Deutsche Bank responded to the hearing letters. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. FX Derivatives Products Investigations and Litigation. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. FX Investigations and Litigations. In 2018, a group of asset managers opted out of a consolidated class settlement and filed litigation on an individual basis, alleging a conspiracy between traders at 16 banks to manipulate FX benchmark rates and to widen FX currency pair spreads in the period 2003 to 2013 (Allianz, et al. v. Bank of America Corporation, et al.). Defendants’ motion to dismiss was granted and denied in part in 2020, and the plaintiffs filed a third amended complaint. Deutsche Bank has also been named as a defendant in an amended and consolidated class action filed in Israel. This action asserts factual allegations similar to those made in the consolidated action in the United States and seeks damages pursuant to Israeli antitrust law as well as other causes of action. This action is in preliminary stages. In 2020, Deutsche Bank was named in an action issued in the UK High Court of Justice (Commercial Court) brought by many of the same plaintiffs who brought Allianz, et al. v. Bank of America Corporation, et al. referred to above. The claim is based upon factual allegations similar to those made in Allianz, et al. v. Bank of America Corporation, et al. In March 2022, the High Court ordered that the proceedings be transferred to the UK Competition Appeal Tribunal. Deutsche Bank has reached an agreement to resolve the Allianz proceedings in the U.S. and UK In May 2023, both the U.S. and UK proceedings were dismissed in their entirety. In May 2021, Deutsche Bank S.A. – Banco Alemao was named in a civil antitrust action brought in the São Paulo Civil Court of Central Jurisdiction by the Association of Brazilian Exporters (AEB) against certain FX dealers and affiliated financial institutions in Brazil. This action asserts factual allegations based on conduct investigated by the Brazilian competition authority, CADE, and seeks damages pursuant to Brazilian antitrust law. In February 2022, the presiding judge dismissed the action on the basis that the action was not appropriate for a class proceeding. AEB has appealed the decision. Deutsche Bank has not yet been served. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to seriously prejudice their outcome. Interbank and Dealer Offered Rates Matters. Regulatory and Law Enforcement Matters. From 2013 through 2017, Deutsche Bank entered into settlements with the European Commission, the U.S. Department of Justice (DOJ), the U.S. Commodity Futures Trading Commission (CFTC), the UK Financial Conduct Authority (FCA), the New York State Department of Financial Services (DFS) and other regulators with respect to interbank and dealer offered rates matters. Other investigations of Deutsche Bank concerning the setting of various interbank and/or dealer offered rates remain ongoing. The Group has not disclosed whether it has established a provision or contingent liability with respect to the remaining investigations because it has concluded that such disclosure can be expected to seriously prejudice their outcome. Overview of Civil Litigations. Claims for damages for all four of the U.S. civil actions discussed have been asserted under various legal theories, including violations of the U.S. Commodity Exchange Act, federal and state antitrust laws, the U.S. Racketeer Influenced and Corrupt Organizations Act, and other federal and state laws. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. U.S. dollar LIBOR Following a series of decisions in the U.S. dollar LIBOR MDL between March 2013 and March 2019 narrowing their claims, plaintiffs are currently asserting antitrust claims, claims under the U.S. Commodity Exchange Act and U.S. Securities Exchange Act and state law fraud, contract, unjust enrichment and other tort claims. The court has also issued decisions dismissing certain plaintiffs’ claims for lack of personal jurisdiction and on statute of limitations grounds. In 2016, the district court issued a ruling dismissing certain antitrust claims while allowing others to proceed. Multiple plaintiffs filed appeals of that ruling. In December 2021, the Second Circuit affirmed the district court’s decision on antitrust standing grounds but reversed the court’s decision on personal jurisdiction grounds, and it remanded the cases to the district court for further proceedings. In March 2022, defendants (including Deutsche Bank) filed a petition for a writ of certiorari to the U.S. Supreme Court to review the Court of Appeals’ decision. The U.S. Supreme Court denied defendants’ petition in June 2022. In October 2023, plaintiffs in a formerly stayed class action pending as part of the U.S. dollar LIBOR MDL ( National Asbestos Workers Pension Fund, et al. Bank of America Corp., et al. In August 2020, plaintiffs filed a non-class action in the U.S. District Court for the Northern District of California against several financial institutions, alleging that U.S. dollar LIBOR has been suppressed through the present. In September 2022, the court granted the defendants’ motion to dismiss, but granted plaintiffs leave to amend. Later in 2022, the plaintiffs filed an amended complaint, and the defendants filed a motion to dismiss the amended complaint, which the court granted in October 2023. Plaintiffs filed a notice of appeal to the United States Court of Appeals for the Ninth Circuit and an amended notice of appeal in November 2023. There is a further UK civil action regarding U.S. dollar LIBOR brought by the U.S. Federal Deposit Insurance Corporation (FDIC) acting as receiver for 19 failed financial institutions headquartered in the U.S., in which a claim for damages has been asserted pursuant to EU, UK and U.S. state laws. In February 2022, following a ruling issued by the U.S. Court of Appeals for the Second Circuit in relation to USD LIBOR antitrust claims, the UK LIBOR proceedings were stayed until July 2022, to allow for clarification of the position in relation to the parallel proceedings brought by the FDIC against Deutsche Bank in the U.S. The FDIC filed an application to reinstate proceedings in the United States in July 2022. Following the expiration of the UK stay, at a case management conference that took place in December 2022, the UK Court ordered a trial of a sample of three of the failed financial institutions. This ‘sample bank’ trial has been listed for a 19-week trial in February 2026. In December 2022, the SDNY granted the FDIC’s application to reinstate certain of its claims against Deutsche Bank (and the other foreign defendants) in the U.S. to the extent these claims survived a motion to dismiss on the merits and subject to defendants’ reservation of rights to dispute the claims in the future. A further class action regarding LIBOR has been filed in Argentina seeking damages for losses allegedly suffered by holders of Argentine bonds with interest rates based on LIBOR. Deutsche Bank is defending this action. GBP LIBOR and CHF LIBOR. Jeffrey Epstein Matters. In 2020, the DFS issued a Consent Order, finding that Deutsche Bank violated New York State banking laws in connection with its relationships with three former Deutsche Bank clients, Danske Bank’s Estonia branch, Jeffrey Epstein and FBME Bank, and imposing a U.S. $ 150 million civil penalty in connection with these three former relationships, which Deutsche Bank paid in the third quarter of 2020. The Bank was also named as a defendant in a securities class action in the U.S. District Court for the SDNY that included allegations relating to the bank’s relationship with Epstein and other entities. In September 2022, the parties reached a class action settlement in the amount of U.S. $ 26.3 million, which the Court approved in an order dated February 6, 2023. In addition, on November 24, 2022, Deutsche Bank was named as a defendant in a class action complaint filed in the U.S. District Court for the SDNY by an unnamed alleged sex trafficking victim of Epstein, alleging claims against the bank under the Trafficking Victims Protection Act, Racketeer Influenced and Corrupt Organizations Act and New York state law in connection the bank’s former client relationship with Epstein. In May 2023, the parties reached a class action settlement in the amount of U.S. $ 75 million, which the Court approved in an order dated October 20, 2023. On December 26, 2023, Deutsche Bank and the Attorney General of New Mexico (“NMAG”) announced a U.S. $ 5 million pledge by Deutsche Bank to fund additional resources to prevent, investigate, and prosecute human trafficking in the state of New Mexico. Deutsche Bank made that pledge following the NMAG’s ongoing investigation into various financial services firms’ banking relationships with Epstein. On November 23, 2023, Deutsche Bank AG, Deutsche Bank AG New York Branch, and Deutsche Bank Trust Company Americas (DBTCA) were named as defendants in a complaint filed in New York State Supreme Court by an alleged victim of Epstein. However, Deutsche Bank has still not been served in this action. The complaint, amended on December 31, 2023, contains the same Trafficking Victims Protection Act and New York law claims that were filed in the recently settled class action complaint in the U.S. District Court for the SDNY mentioned above. KOSPI Index Unwind Matters. In addition, a number of civil actions have been filed in Korean courts against Deutsche Bank and DSK by certain parties who allege they incurred losses as a consequence of the fall in the KOSPI 200. The one outstanding claim was finally dismissed by the Supreme Court of South Korea on December 21, 2023. Monte Dei Paschi. A criminal investigation was launched by the Siena Public Prosecutor into the transactions entered into by MPS with Deutsche Bank and certain unrelated transactions entered into by MPS with other parties. Such investigation was moved in summer 2014 from Siena to the Milan Public Prosecutors as a result of a change in the alleged charges being investigated. In October 2016, the Milan court committed all defendants in the criminal proceedings to trial. In November 2019, the Milan court issued its verdicts, finding five former employees and one current employee of Deutsche Bank guilty and sentencing them to either 3 years and 6 months or 4 years and 8 months. Deutsche Bank was found liable under Italian Legislative Decree n. 231/2001 and the court ordered the seizure of alleged profits of € 64.9 million and a fine of € 3 million. The Court also found Deutsche Bank had civil vicarious liability for damages (to be quantified by the civil court) as an employer of the current and former employees who were convicted. The sentences and fines were not due until the conclusion of any appeal process. Following appeals filed by Deutsche Bank and the six former or current employees, in 2022, the Milan Court of Appeal acquitted all the Deutsche Bank defendants from all the charges, found Deutsche bank not liable under Italian Legislative Decree n. 231/2001, revoked the confiscation of € 64.9 million and the fine of € 3 million ordered against Deutsche Bank, and revoked the finding of civil vicarious liability for damages. The Public Prosecutor filed an appeal against the Milan Court of Appeal verdicts before the Supreme Court in November 2022. On October 11, 2023, the Supreme Court declared the Public Prosecutor’s appeal inadmissible and confirmed the acquittal decisions of the Milan Court of Appeal, which are now therefore final. While the criminal proceedings are concluded, there nonetheless remains the possibility of potential future civil claims. In May 2018, CONSOB, the authority responsible for regulating the Italian financial markets, issued fines of € 100,000 each against the six current and former employees of Deutsche Bank who are defendants in the criminal proceedings. The six individuals were also banned from performing management functions in Italy and for Italian based institutions for three to six months each. No separate fine or sanction was imposed on Deutsche Bank, but it is jointly and severally liable for the six current/former Deutsche Bank employees’ fines. In June 2018, Deutsche Bank and the six individuals filed an appeal in the Milan Court of Appeal challenging CONSOB’s decision. In December 2020, the Milan Court of Appeal allowed the appeals filed by Deutsche Bank and the six current and former employees and annulled the resolution sanctioning them. CONSOB filed an appeal to the Supreme Court against the decision in June 2021. Deutsche Bank and the six individuals have opposed the appeal. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. Mortgage-Related and Asset-Backed Securities – Issuer and Underwriter Civil Litigation. Deutsche Bank is a defendant in an action related to RMBS offerings brought by the FDIC as receiver for Citizens National Bank and Strategic Capital Bank (alleging an unspecified amount in damages against all defendants). In this action, the appellate court reinstated claims previously dismissed on statute of limitations grounds, and petitions for rehearing and certiorari to the U.S. Supreme Court were denied. In May 2022, the FDIC voluntarily dismissed its claim with respect to one of the RMBS offerings and Deutsche Bank filed a motion for summary judgment seeking dismissal of the remaining claim. Deutsche Bank's motion has been fully briefed as of July 2022. Discovery is stayed pending resolution of Deutsche Bank's motion. Deutsche Bank is a defendant in cases concerning two RMBS trusts that were brought initially by RMBS investors and subsequently by HSBC, as trustee, in New York state court. The cases allege breaches of Deutsche Bank’s purported duty to notify the trustee of breaches of loan-level representations and warranties in the ACE Securities Corp. 2006-FM1 and ACE Securities Corp. 2007-ASAP1 RMBS offerings, respectively. The cases originally asserted claims against Deutsche Bank for breaches of representations and warranties, but those claims were dismissed as untimely, and the appellate court affirmed in April 2019. Discovery is ongoing. In October 2019, plaintiffs filed two complaints (one by HSBC as trustee and one by certificateholders) seeking to revive, under Section 205(a) of the New York Civil Practice Law and Rules, the untimely breach of representations and warranties claims as to which dismissal was affirmed in the case concerning ACE 2006-FM1. The trial court dismissed the certificateholder action, and the First Department affirmed in 2022. The certificateholders filed a motion for leave to appeal to the Court of Appeals, which was denied on February 20, 2024. The trial court also dismissed the trustee revival action filed by HSBC. In November 2022, HSBC filed an appeal that remains pending. In the actions against Deutsche Bank solely as an underwriter of other issuers’ RMBS offerings, Deutsche Bank has contractual rights to indemnification from the issuers, but those indemnity rights may in whole or in part prove effectively unenforceable where the issuers are now or may in the future be in bankruptcy or otherwise defunct. Mortgage-Related and Asset-Backed Securities – Trustee Civil Litigation. The three lawsuits include actions by (a) the National Credit Union Administration Board (NCUA), as an investor in 18 trusts that allegedly suffered total realized collateral losses of more than U.S. $ 3.7 billion; (b) Commerzbank AG, as an investor in 50 RMBS trusts, alleging hundreds of millions of dollars in losses; and (c) IKB International, S.A. in liquidation and IKB Deutsche Industriebank A.G. (collectively, “IKB”), as an investor in 15 RMBS trusts, originally seeking more than U.S. $ 268 million of damages before IKB voluntarily discontinued its claims as to certain RMBS certificates. In the NCUA case, DBNTC’s motion to dismiss the amended complaint was granted in part and denied in part, dismissing NCUA’s tort claims but preserving its breach-of-contract claims. Both parties filed motions for partial summary judgment, and those motions are fully briefed and pending before the court. In February 2022, the court in the Commerzbank case granted in part and denied in part DBNTC’s and DBTCA’s motion for summary judgment, dismissing all of the tort claims and dismissing the breach of contract claims relating to certain of the trusts, and denied Commerzbank’s motion for summary judgment in its entirety. Discovery is ongoing. In January 2021, the court in the IKB case granted in part and denied in part the Trustees’ motion to dismiss, dismissing certain of IKB’s claims but allowing certain of its breach of contract and tort claims to go forward; the Trustees appealed certain aspects of that order, and IKB cross-appealed with respect to other aspects. In August 2022, the New York Supreme Court, Appellate Division, First Department, affirmed in part and reversed in part the trial court’s order on the motion to dismiss. DBNTC and DBTCA appealed certain aspects of the First Department’s decision. On June 15, 2023, the New York Court of Appeals modified the First Department’s decision in part, dismissing certain additional contract claims and IKB’s remaining tort claims. Discovery is ongoing. The Group has established contingent liabilities with respect to certain of these matters, but the Group has not disclosed the amounts because it has concluded that such disclosure can be expected to seriously prejudice the outcome of these matters. Polish Mortgage Matters. During 2023, there was a deterioration in the risk profile with respect to the Polish FX mortgage portfolio, especially following an adverse decision by the European Court of Justice on June 15, 2023, which affected the broader Polish banking sector. In addition, the bank refined its model for estimating the provision in the third quarter for the expected development of court verdicts and other market parameters. As a result, the provision for this matter increased by € 244 million for the year ended December 31, 2023, and the total provision as of December 31, 2023 is € 534 million. Postbank Voluntary Public Takeover Offer. In November 2010, a former shareholder of Postbank, Effecten-Spiegel AG, which had accepted the takeover offer, brought a claim against Deutsche Bank alleging that the offer price was too low and was not determined in accordance with the applicable German laws. The plaintiff alleges that Deutsche Bank had been obliged to make a mandatory takeover offer for all shares in Postbank, at the latest, in 2009 as the voting rights of Deutsche Post AG in Postbank had to be attributed to Deutsche Bank pursuant to Section 30 of the German Takeover Act. Based thereon, the plaintiff alleges that the consideration offered by Deutsche Bank for the shares in Postbank in the 2010 voluntary takeover offer needed to be raised to € 57.25 per share. The Regional Court Cologne (Landgericht) Starting in 2014, additional former shareholders of Postbank, who accepted the 2010 tender offer, brought similar claims as Effecten-Spie

Credit related Commitments and

Credit related Commitments and Contingent Liabilities	12 Months Ended
	Dec. 31, 2023
Credit related Commitments and Contingent Liabilities [Abstract]
Disclosure of commitments and contingent liabilities [text block]	28 – Irrevocable 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. Irrevocable lending commitments and lending related contingent liabilities in € m. Dec 31, 2023 Dec 31, 2022 Irrevocable lending commitments 206,084 202,595 Revocable lending commitments 49,325 48,425 Contingent liabilities 65,131 67,214 Total 320,540 318,234 Other commitments and other contingent liabilities The Group’s other irrevocable commitments and other contingent liabilities without considering collateral or provisions amounted to € 74.2 million as of December 31, 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. Government assistance In the course of its business, the Group regularly applies for and receives government support by means of Export Credit Agency (“ECA”) guarantees covering transfer and default risks for the financing of exports and investments into Emerging Markets and to a lesser extent, developed markets for Structured Trade & Export Finance and short- and medium-term Trade Finance business. Almost all export-oriented states have established such ECAs to support their domestic exporters. The ECAs act in the name and on behalf of the government of their respective country and are either constituted directly as governmental departments or organized as private companies vested with the official mandate of the government to act on its behalf. Terms and conditions of such ECA guarantees are broadly similar due to the fact that most of the ECAs act within the scope of the Organization for Economic Cooperation and Development (“OECD”) consensus rules. The OECD consensus rules, an intergovernmental agreement of the OECD member states, define benchmarks intended to ensure that a fair competition between different exporting nations will take place. In some countries dedicated funding programs with governmental support are offered for ECA-covered financings. The Group makes use of such programs to assist its clients in the financing of exported goods and services. In certain financings, the Group also receives government guarantees from national and international governmental institutions as collateral to support financings in the interest of the respective governments. The majority of such ECA guarantees received by the Group were issued either by the Euler-Hermes S.A. acting on behalf of the Federal Republic of Germany, by the Atradius Credito y Caucion S.A. de Seguros y Reaseguros acting on behalf of the Kingdom of Spain or by the Korea Trade Insurance Corporation acting on behalf of the Republic of Korea. Irrevocable payment commitments with regard to levies and deposit protection Certain entities of the Group are required to make contributions to national resolution authorities or deposit protection schemes such as the European Single Resolution Fund (SRF) of the Single Resolution Board (SRB). Part of such contributions may be provided in the form of irrevocable payment commitments (IPCs) backed by cash and securities collateral. IPCs related to the bank levy according to the Bank Recovery and Resolution Directive (BRRD), the SRF and the deposit protection provided by the German deposit protection fund amounted to € 1.4 billion as of December 31, 2023 (December 31, 2022: € 1.3 billion). Thereof € 1.0 billion of IPCs related to the SRF (December 31, 2022: € 0.9 billion). During 2023, the Group provided additional IPCs of € 119 million to the SRF and € 54 million to the German deposit protection fund, respectively. As of December 31, 2023, the total collateral consisted of € 1.4 billion of cash collateral and € 81 million of securities collateral (December 31, 2022: € 1.2 billion and € 78 million respectively). Thereof € 1.0 billion of cash collateral related to the SRF (December 31, 2022: € 0.9 billion). The Group accounts for IPCs as contingent liabilities as it is not deemed probable that IPCs will be called. Also, the Group remains the economic owner of the collateral provided. In October 2023, in a matter unrelated to the Group, the General Court of the EU handed down a judgement which supported the SRB in its view that in case an entity that no longer falls within the scope of the Single Resolution Mechanism, its IPCs are cancelled and collateral backing these commitments is only returned if the entity pays a cash contribution to the SRF at the same amount. The plaintiff filed an appeal against this judgement to the Court of Justice of the EU in January 2024. The Group is of the view that its accounting analysis for IPCs with regard to the SRF and deposit protection remains unaffected as of December 31, 2023, and continues to monitor the legal developments and their potential accounting impact.

Other Short-Term Borrowings

Other Short-Term Borrowings	12 Months Ended
	Dec. 31, 2023
Other Short-Term Borrowings [Abstract]
Disclosure of Other Short-Term Borrowings [text block]	29 – Other Short-Term Borrowings in € m. Dec 31, 2023 Dec 31, 2022 Other short-term borrowings: Commercial paper 5,497 1,899 Other 4,123 3,223 Total other short-term borrowings 9,620 5,122

Long-Term Debt and Trust Prefer

Long-Term Debt and Trust Preferred Securities	12 Months Ended
	Dec. 31, 2023
Long-Term Debt and Trust Preferred Securities [Abstract]
Disclosure of Long-Term Debt and Trust Preferred Securities [text block]	30 – Long-Term Debt and Trust Preferred Securities Long-Term Debt by Earliest Contractual Maturity in € m. Due in2024 Due in2025 Due in2026 Due in2027 Due in2028 Due after2028 TotalDec 31,2023 TotalDec 31,2022 Senior debt: Bonds and notes: Fixed rate 14,803 12,237 12,380 10,779 8,736 13,720 72,656 63,986 Floating rate 319 2,427 2,441 895 616 2,329 9,028 14,571 Other 15,704 568 564 350 680 8,529 26,394 41,588 Subordinated debt: Bonds and notes: Fixed rate 53 2,703 1,978 2,378 0 4,051 11,163 9,644 Floating rate 0 0 0 0 0 0 0 1,491 Other 64 0 42 20 0 22 149 245 Total long-term debt 30,942 17,936 17,406 14,422 10,032 28,652 119,390 131,525 The Group did not have any defaults of principal, interest or other breaches with respect to its liabilities in 2023 and 2022. Trust Preferred Securities1 in € m. Dec 31, 2023 Dec 31, 2022 Fixed rate 0 0 Floating rate 289 500 Total trust preferred securities 289 500 1 Perpetual instruments, redeemable at specific future dates at the Group’s option.

Maturity Analysis of Financial

Maturity Analysis of Financial Liabilities	12 Months Ended
	Dec. 31, 2023
Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [Abstract]
Disclosure of maturity analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [text block]	31 – Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities Dec 31, 2023 in € m. On demand Due within3 months Due between3 and 12months Due between1 and 5 years Due after5 years Noninterest bearing deposits 187,078 0 0 0 0 Interest bearing deposits 162,650 150,427 107,907 13,432 10,627 Trading liabilities1 44,005 0 0 0 0 Negative market values from derivative financialinstruments1 238,278 0 0 0 0 Financial liabilities designated at fair valuethrough profit or loss 26,521 41,868 4,862 7,438 5,064 Investment contract liabilities2 0 0 484 0 0 Negative market values from derivative financialinstruments qualifying for hedge accounting3 0 132 24 18 60 Central bank funds purchased 1,057 1 0 0 0 Securities sold under repurchase agreements 373 659 317 790 48 Securities loaned 3 0 0 0 0 Other short-term borrowings 1,566 5,338 2,910 0 0 Long-term debt 26 17,475 18,342 69,773 30,692 Trust preferred securities 0 0 307 0 0 Lease liabilities 16 230 589 1,816 3,331 Other financial liabilities 90,041 1,342 1,954 509 62 Off-balance sheet loan commitments 197,337 0 0 0 0 Financial guarantees 29,113 0 0 0 0 Total4 978,064 217,470 137,696 93,775 49,883 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote. Dec 31, 2022 in € m. On demand Due within3 months Due between3 and 12months Due between1 and 5 years Due after5 years Noninterest bearing deposits 253,989 0 0 0 0 Interest bearing deposits 131,941 132,641 92,816 16,414 9,735 Trading liabilities1 50,664 0 0 0 0 Negative market values from derivative financialinstruments1 282,418 0 0 0 0 Financial liabilities designated at fair valuethrough profit or loss 24,942 19,335 4,696 4,082 3,478 Investment contract liabilities2 0 0 469 0 0 Negative market values from derivative financialinstruments qualifying for hedge accounting3 0 325 186 61 149 Central bank funds purchased 0 0 0 0 0 Securities sold under repurchase agreements 3,603 398 21 41 15 Securities loaned 12 1 0 0 0 Other short-term borrowings 3,003 2,149 142 0 0 Long-term debt 1 34,050 17,377 71,882 22,529 Trust preferred securities 0 0 514 0 0 Lease liabilities 36 144 453 1,613 3,214 Other financial liabilities 90,334 1,655 2,023 453 15 Off-balance sheet loan commitments 192,286 0 0 0 0 Financial guarantees 28,083 0 0 0 0 Total4 1,061,314 190,698 118,696 94,546 39,135 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4

Employee Benefits

Employee Benefits	12 Months Ended
	Dec. 31, 2023
Employee Benefits [Abstract]
Disclosure of employee benefits [text block]	33 – Share-Based Compensation Plans The Group made grants of share-based compensation under the The share awards granted under the terms and conditions of the Deutsche Bank Equity Plan may be forfeited fully or partly if the recipient voluntarily terminates employment before the end of the relevant vesting period (or release period for Upfront Awards). Vesting usually continues after termination of employment in cases such as redundancy or retirement. Deferred share awards are subject to forfeiture provisions and performance conditions until release. In countries where legal or other restrictions hinder the delivery of shares, a cash plan variant of the Deutsche Bank Equity Plan was used for granting awards, and for employees of certain legal entities, deferred equity is replaced with restricted shares due to local regulatory requirements. Please note that this table does not cover awards granted to the Management Board. For awards granted under the DWS Equity Plan, please refer to the DWS Share-Based Compensation Plans section. The following table sets forth the basic terms of these share plans: Grant year(s) Deutsche Bank Equity Plan Vesting schedule Eligibility 2022 - 2023 4 Annual Award 1/4: 12 months 1 Select employees as 1/4: 24 months 1 annual performance-based 1/4: 36 months 1 compensation 1/4: 48 months 1 (CB/IB/CRU and InstVV MRTs) Annual Award 1/3: 12 months 1 Select employees as 1/3: 24 months 1 annual performance-based 1/3: 36 months 1 compensation (non-CB/IB/CRU) Annual Award 1/5: 12 months 1 Select employees as 1/5: 24 months 1 annual performance-based 1/5: 36 months 1 compensation (Senior Management) 1/5: 48 months 1 1/5: 60 months 1 Retention/New Hire Individual specification Select employees to attract and Severance Individual specification Regulatory requirement for certain employees to defer severance payments Annual Award – Upfront Vesting immediately at grant 3 Selected employees 2019 - 2021 4 Annual Award 1/4: 12 months 1 Select employees as 1/4: 24 months 1 annual performance-based 1/4: 36 months 1 compensation 1/4: 48 months 1 (CB/IB/CRU and InstVV MRTs in an Material Business Unit) 2 Annual Award 1/3: 12 months 1 Select employees as 1/3: 24 months 1 annual performance-based 1/3: 36 months 1 compensation (non-CB/IB/CRU) 2 Annual Award 1/5: 12 months 1 Select employees as 1/5: 24 months 1 annual performance-based 1/5: 36 months 1 compensation (Senior Management) 1/5: 48 months 1 1/5: 60 months 1 Retention/New Hire/Off-Cycle 5 Individual specification Select employees to attract and Severance Individual specification Regulatory requirement for certain employees to defer severance payments Annual Award – Upfront Vesting immediately at grant 3 Regulated employees 2017 - 2018 4 Annual Award 1/4: 12 months 1 Select employees as 1/4: 24 months 1 annual performance-based 1/4: 36 months 1 compensation 1/4: 48 months 1 Or cliff vesting after 54 months 1 Members of Senior Leadership Cadre Severance Individual specification Regulatory requirement for certain employees to defer severance payments Retention/New Hire/Off-Cycle Individual specification Select employees to attract and retain the best talent 1 2 3 4 5 Furthermore, the Group offers a broad-based employee share ownership plan entitled Global Share Purchase Plan. The Global Share Purchase Plan offers employees in specific countries the opportunity to purchase Deutsche Bank shares in monthly installments over one year. At the end of the purchase cycle, the Group matches the acquired stock in a ratio of one to one up to a maximum of ten free shares, provided that the employee remains at Deutsche Bank Group for another year. The Group has other local share-based compensation plans, none of which, individually or in the aggregate, are material to the consolidated financial statements. The following table sets out the movements in share award units, including grants under the cash plan variant of the Deutsche Bank Equity Plan. Share units (in thousands) 2023 2022 Balance outstanding as of January 01 127,528 121,818 Granted 50,930 45,114 Released (44,963) (34,121) Forfeited (4,565) (4,872) Other movements (302) (411) Balance outstanding as of December 31 128,627 127,528 The following table sets out key information regarding awards granted, released and remaining in the year. 2023 2022 Weighted average fair value per award granted in year Weighted average share price at release in year Weighted average remaining contractual life in years Weighted average fair value per award granted in the year Weighted average share price at release in year Weighted average remaining contractual life in years DB Equity Plan € 9.85 € 11.51 1.5 € 9.53 € 10.04 1.5 Share-based payment transactions resulting in a cash payment give rise to a liability, which amounted to approximately € 12 million and € 9 million for the years ended December 31, 2023 and 2022, respectively. The grant volume of outstanding share awards was approximately € 1.1 billion and € 1.0 billion as of December 31, 2023 and 2022, respectively. Thereof, approximately € 0.8 billion and € 0.8 billion had been recognized as compensation expense in the reporting year or prior to that. Hence, compensation expense for deferred share-based compensation not yet recognized amounted to approximately € 0.3 billion and € 0.2 billion as of December 31, 2023 and 2022, respectively. DWS Share-Based Compensation Plans The DWS Group made grants of share-based compensation under the DWS Equity Plan. This plan represents a contingent right to receive a cash payment by referencing to the value of DWS shares during a specified time period. In September 2018 one-off IPO related awards under the DWS Stock Appreciation Rights (SAR) Plan were granted to all DWS employees. A limited number of DWS senior managers were granted a one-off IPO-related Performance Share Unit under the DWS Equity Plan instead. For members of the Executive Board, one-off IPO-related awards under the DWS Equity Plan were granted in January 2019. The DWS Stock Appreciation Rights Plan represents a contingent right to receive a cash payment equal to any appreciation (or gain) in the value of a set number of notional DWS shares over a fixed period of time. This award does not provide any entitlement to receive DWS shares, voting rights or associated dividends. The DWS Equity Plan is a phantom share plan representing a contingent right to receive a cash payment by referencing to the value of DWS shares during a specified period of time. The award recipient for any share-based compensation plan is not entitled to receive dividends during the vesting period of the award. The share awards granted under the terms and conditions of any share-based compensation plan are forfeited fully or partly if the recipient voluntarily terminates employment before the end of the relevant vesting period (or the end of the retention period for Upfront Awards). Vesting usually continues after termination of employment in cases such as redundancy or retirement. The following table sets forth the basic terms of the DWS share-based plans: Grant year(s) Award Type Vesting schedule Eligibility 2021 - 2023 Annual Awards 1/4: 12 months 1 Select employees as annual 1/4: 24 months 1 performance-based 1/4: 36 months 1 compensation (InstVV MRTs) 1/4: 48 months 1 Annual Awards 1/3: 12 months 1 Select employees as annual 1/3: 24 months 1 performance-based 1/3: 36 months 1 compensation (non-InstVV MRTs) Annual Awards (Senior Management) 1/5: 12 months 1 Members of the Executive Board 1/5: 24 months 1 1/5: 36 months 1 1/5: 48 months 1 1/5: 60 months 1 Annual Award - Upfront Vesting immediately at grant 1 Regulated employees Retention/New Hire/Off-Cycle 4 Individual specification Select employees to attract and retain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments 2019 - 2020 Annual Awards 1/3: 12 months 1 Select employees as annual performance-based 1/3: 24 months 1 compensation 1/3: 36 months 1 Annual Awards (Senior Management) 1/5: 12 months 1 Members of the Executive Board 1/5: 24 months 1 1/5: 36 months 1 1/5: 48 months 1 1/5: 60 months 1 Annual Award - Upfront Vesting immediately at grant 1 Regulated employees Retention/New Hire/Off-Cycle 4 Individual specification Select employees to attract and retain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments Performance Share Unit Award 1/3: March 2022 1 Members of the Executive Board (one-off IPO related award granted in 2019) 1/3: March 2023 1 1/3: March 2024 1 2018 Performance Share Unit Award 1/3: March 2022 1 Select Senior Managers (one-off IPO related award ) 1/3: March 2023 1 1/3: March 2024 1 SAR Award (one-off IPO related award) For non-MRTs: 3 all DWS employees 2 For MRTs: 1,3 1 Depending on their individual regulatory status, a six month retention period (AIFMD/UCITS MRTs) or a twelve month retention period (InstVV, or IFD MRTs starting from 2023) applies after vesting 2 Unless the employee received Award 3 For outstanding awards, a 4-year exercise period applies following vesting/retention period 4 Off-Cycle awards to non-InstVV regulated employees only The following table sets out the movements in share award units. DWS Equity Plan DWS SAR Plan 2023 2022 2023 2022 Share units (in thousands) Number of Awards Number of Awards Number of Awards Weighted-average exercise price Number of Awards Weighted-average exercise price Outstanding at beginning of year 2,329 2,415 887 € 24.65 948 € 24.65 Granted 1,213 1,005 0 - 0 - Issued or Exercised (1,101) (1,042) (122) € 24.65 (40) € 24.65 Forfeited (86) (55) (10) € 24.65 (4) € 24.65 Expired 0 0 (18) € 24.65 (16) € 24.65 Other Movements 22 6 (1) € 24.65 (1) € 24.65 Outstanding at end of year 2,377 2,329 735 € 24.65 887 € 24.65 Of which, exercisable 0 0 695 € 24.65 678 € 24.65 The following table sets out key information regarding awards granted, released and remaining in the year. 2023 2022 Weighted average fair value per award granted in year Weighted average share price at release/ exercise in year Weighted average remaining contractual life in years Weighted average fair value per award granted in the year Weighted average share price at release/ exercise in year Weighted average remaining contractual life in years DWS Equity Plan € 25.40 € 31.33 1.4 € 27.67 € 29.24 1.3 DWS SAR Plan n/a € 31.64 1.9 n/a € 31.89 3.0 The fair value of outstanding share-based awards was approximately € 72 million and € 67 million as of December 31, 2023 and 2022, respectively. Of the awards, approximately € 62 million The fair value of the DWS Stock Appreciation Rights Plan awards have been measured using the generalized Black-Scholes model. The liabilities incurred are re-measured at the end of each reporting period until settlement. The principal inputs being the market value on reporting date, discounted for any dividends foregone over the holding periods of the award, and adjustment for expected and actual levels of vesting which includes estimating the number of eligible employees leaving the Group and number of employees eligible for early retirement. The inputs used in the measurement of the fair values at grant date and measurement date were as follows. Measurement date Measurement date Units (in thousands) 735 887 Fair value € 10.81 € 7.65 Share price € 34.80 € 30.36 Exercise price € 24.65 € 24.65 Expected volatility (weighted-average) 32% 32% Expected life (weighted-average) in years 1.9 3.0 Expected dividends (% of income) 88% 66% Given there is no liquid market for implied volatility of DWS shares, the calculation of DWS share price volatility is based on 5-year historical data for DWS and a comparable peer group. Post-employment Benefit Plans Nature of Plans The Group sponsors a number of post-employment benefit plans on behalf of its employees, both defined contribution plans and defined benefit plans. The Group’s plans are accounted for based on the nature and substance of the plan. Generally, for defined benefit plans the value of a participant’s accrued benefit is based on each employee’s remuneration and length of service; contributions to defined contribution plans are typically based on a percentage of each employee’s remuneration. The rest of this note focuses predominantly on the Group’s defined benefit plans. The Group’s defined benefit plans are primarily described on a geographical basis, reflecting differences in the nature and risks of benefits, as well as in the respective regulatory environments. In particular, the requirements set by local regulators can vary significantly and determine the design and financing of the benefit plans to a certain extent. Key information is also shown based on participant status, which provides a broad indication of the maturity of the Group’s obligations. Dec 31, 2023 in € m. Germany U.K. U.S. Other Total Defined benefit obligation related to Active plan participants 3,301 300 215 661 4,477 Participants in deferred status 1,926 1,450 509 87 3,972 Participants in payment status 5,277 1,276 448 231 7,232 Total defined benefit obligation 10,504 3,026 1,172 979 15,681 Fair value of plan assets 10,532 3,912 1,003 1,071 16,518 Funding ratio (in %) 100 % 129 % 86 % 1 109 % 105 % 1 Dec 31, 2022 in € m. Germany U.K. U.S. Other Total Defined benefit obligation related to Active plan participants 3,193 287 218 593 4,291 Participants in deferred status 1,827 1,375 523 83 3,808 Participants in payment status 5,017 1,214 461 207 6,899 Total defined benefit obligation 10,037 2,876 1,202 883 14,998 Fair value of plan assets 10,351 3,768 996 962 16,077 Funding ratio (in %) 103 % 131 % 83 % 1 109 % 107 % 1 The majority of the Group’s defined benefit plan obligations relate to Germany, the United Kingdom and the United States. Within the other countries, the largest obligation relates to Switzerland. In Germany and some continental European countries, post-employment benefits are usually agreed on a collective basis with respective employee workers councils, unions or their equivalent. The Group’s main pension plans are governed by boards of trustees, fiduciaries or their equivalent. Post-employment benefits can form an important part of an employee’s total remuneration. The Group’s approach is that their design shall be attractive to employees in the respective market, but sustainable for the Group to provide over the longer term. At the same time, the Group tries to limit its risks related to provision of such benefits. Consequently, the Group has moved to offer defined contribution plans in many locations over recent years. In the past the Group typically offered pension plans based on final pay prior to retirement. These types of benefits still form a significant part of the pension obligations for participants in deferred and payment status. Currently, in Germany and the United States, the main defined benefit pension plans for active staff are cash account type plans where the Group credits an annual amount to individual accounts based on an employee’s current compensation. Dependent on the plan rules, the accounts increase either at a fixed interest rate or participate in market movements of certain underlying investments to limit the investment risk for the Group. Sometimes, in particular in Germany, there is a guaranteed benefit amount within the plan rules, e.g. payment of at least the amounts contributed. Upon retirement, beneficiaries may usually opt for a lump sum, a fixed number of annual instalments or for conversion of the accumulated account balance into a life annuity. This conversion is often based on market conditions and mortality assumptions at retirement. The Group also sponsors retirement and termination indemnity plans in several countries, as well as some post-employment medical plans for a number of current and retired employees, mainly in the United States. The post-employment medical plans typically pay fixed percentages of medical expenses of eligible retirees after a set deductible has been met. In the United States, once a retiree is eligible for Medicare, the Group contributes to a Health Reimbursement Account and the retiree is no longer eligible for the Group’s medical program. The Group’s total defined benefit obligation for post-employment medical plans was € 145 million and € 144 million on December 31, 2023 and December 31, 2022, respectively. In combination with the benefit structure, these plans represent limited risk for the Group, given the nature and size of the post-retirement medical plan liabilities versus the size of the Group’s balance sheet at year end 2023. The following amounts of expected benefit payments from the Group’s defined benefit plans include benefits attributable to employees’ past and estimated future service and include both amounts paid from the Group’s external pension trusts and paid directly by the Group in respect of unfunded plans. in € m. Germany U.K. U.S. Other Total Actual benefit payments 2023 498 109 89 50 746 Benefits expected to be paid 2024 543 154 81 76 854 Benefits expected to be paid 2025 551 138 83 71 843 Benefits expected to be paid 2026 568 146 88 68 870 Benefits expected to be paid 2027 586 160 87 70 903 Benefits expected to be paid 2028 603 171 92 71 937 Benefits expected to be paid 2029 – 2033 3,252 925 447 350 4,974 Weighted average duration of defined benefit 11 15 9 10 12 In Germany, the Group is a member of the BVV Versicherungsverein des Bankgewerbes a.G. (BVV) together with other financial institutions. The BVV offers retirement benefits to eligible employees in Germany as a complement to post-employment benefit promises of the Group. Both employers and employees contribute on a regular basis to the BVV. The BVV provides annuities of a fixed amount to individuals on retirement and increases these fixed amounts if surplus assets arise within the plan. According to legislation in Germany, the employer is ultimately liable for providing the benefits to its employees. An increase in benefits may also arise due to additional obligations to retirees for the effects of inflation. BVV is a multi-employer defined benefit plan. However, in line with industry practice, the Group accounts for it as a defined contribution plan since insufficient information is available to identify assets and liabilities relating to the Group’s current and former employees, primarily because the BVV does not fully allocate plan assets to beneficiaries nor to member companies. Governance and Risk The Group maintains a Pensions Committee to oversee its pension and related risks on a global basis. This Committee meets at least quarterly and reports directly to the Senior Executive Compensation Committee. Within this context, the Group develops and maintains guidelines for governance and risk management, including funding, asset allocation and actuarial assumption setting. During and after acquisitions or changes in the external environment (e.g., legislation, taxation), topics such as the general plan design or potential plan amendments are considered. Any plan changes follow a process requiring approval by Group Human Resources and, above a certain threshold, also of the Pensions Committee. Pension risk management is embedded in the Group’s risk management organization, with strong focus on market risks given importance of capital market developments (e.g., interest rate, credit spread, price inflation) for the value of plan assets and liabilities, hence IFRS and regulatory capital. Risk management thereby encompasses regular measurement, monitoring and reporting of risks via specific metrics, as well as a risk control framework, e.g. via the establishment of risk limits or thresholds as applicable. Risk management activities also include the consideration, review and measurement of other financial risks, e.g. risks from demographic and other actuarial assumptions (e.g., longevity risk) but also the assessment of model, valuation and other non-financial risks. In the Group’s key pension countries, the Group’s largest post-employment benefit plan risk exposures relate to potential changes in credit spreads, interest rates, price inflation and longevity, that are partially mitigated through the investment strategy adopted. To the extent that pension plans are funded, the assets held mitigate some of the liability risks, but introduce investment risk. Overall, the Group seeks to minimize the impact of pensions on the Group’s financial position from market movements, subject to balancing the trade-offs involved in financing post-employment benefits, regulatory capital and constraints from local funding or accounting requirements. Funding The Group maintains various external pension trusts to fund the majority of its defined benefit plan obligations. The Group’s funding principle is to maintain funding of the defined benefit obligation by plan assets within a range of 90 % to 100 % of the obligation, subject to meeting any local statutory requirements. The Group has also determined that certain plans should remain unfunded, although their funding approach is subject to periodic review, e.g. when local regulations or practices change. Obligations for the Group’s unfunded plans are accrued on the balance sheet. For many of the externally funded defined benefit plans there are local minimum funding requirements. The Group can decide on any additional plan contributions, with reference to the Group’s funding principle. There are some locations, e.g. the United Kingdom, where the trustees and the Group jointly agree contribution levels. In most countries the Group expects to receive an economic benefit from any plan surpluses of plan assets compared to defined benefit obligations, typically by way of reduced future contributions. Given the relatively high funding level and the investment strategy adopted in the Group’s key funded defined benefit plans, any minimum funding requirements that may apply are not expected to place the Group under any material adverse cash strain in the short term. With reference to the Group’s funding principle, the Group considers not re-claiming benefits paid from the Group’s assets as an equivalent to making cash contributions into the external pension trusts during the year. During 2022, the majority of the German pension plans moved into surplus status due to significant market movements. The Group has claimed around € 860 million from the trust, which represents the benefits paid from the Bank’s assets on behalf of the trust during 2022 including the forgiven re-imbursement of the prior year in order to limit the extent to which the Group breached the upper end of its target funding ratio. During 2023, reimbursements of € 490 million were also claimed for the benefits paid from the Group’s assets on behalf of the trust. For post-retirement medical plans, the Group accrues for obligations over the period of employment and pays the benefits from Group assets when the benefits become due. Actuarial Methodology and Assumptions December 31 is the measurement date for all plans. All plans are valued by independent qualified actuaries using the projected unit credit method. A Group policy provides guidance to ensure consistency globally on setting actuarial assumptions which are finally determined by the Group’s Pensions Committee. Senior management of the Group is regularly informed of movements and changes in key actuarial assumptions. The key actuarial assumptions applied in determining the defined benefit obligations on December 31 are presented below in the form of weighted averages. Dec 31, 2023 Dec 31, 2022 Germany U.K. U.S. 1 Other Germany U.K. U.S. 1 Other Discount rate (in %) 3.33 % 4.50 % 5.01 % 3.33 % 3.80 % 4.77 % 5.34 % 3.99 % Rate of price inflation (in %) 2.30 % 3.42 % 2.20 % 1.84 % 2.62 % 3.71 % 2.20 % 2.16 % Rate of nominal increase in 2.48 % 3.42 % 2.30 % 2.83 % 2.81 % 3.71 % 2.30 % 3.14 % Rate of nominal increase for 2.77 % 3.15 % 2.20 % 0.69 % 2.97 % 3.32 % 2.20 % 0.85 % Assumed life expectancy For a male aged 65 21.4 23.2 22.0 22.0 21.3 23.6 22.0 22.0 For a female aged 65 23.6 25.0 23.5 24.1 23.6 25.4 23.4 24.1 For a male aged 45 22.7 24.4 23.4 23.5 22.6 24.9 23.3 23.5 For a female aged 45 24.7 26.3 24.8 25.6 24.7 26.7 24.8 25.5 Mortality tables applied Modified SAPS (S3) PRI-2012 Country Modified SAPS (S3) PRI-2012 Country 1 For the Group’s most significant pension plans in the key countries, the discount rate used at each measurement date is set based on a high quality corporate bond yield curve, which is derived using a bond universe sourced from reputable third-party market data providers, and reflects the timing, amount and currency of the future expected benefit payments for the respective plan. The price inflation assumptions in the Eurozone and the United Kingdom are set with reference to market measures of inflation based on inflation swap rates in those markets at each measurement date. For other countries, the price inflation assumptions are typically based on long term forecasts by Consensus Economics Inc. The assumptions for the increases in future compensation levels and for increases to pensions in payment are developed separately for each plan, where relevant. Each is set based on the price inflation assumption and reflecting the Group’s reward structure or policies in each market, as well as relevant local statutory and plan-specific requirements. Among other assumptions, mortality assumptions can be significant in measuring the Group’s obligations under its defined benefit plans. These assumptions have been set in accordance with current best estimate in the respective countries. Future potential improvements in longevity have been considered and included where appropriate. Reconciliation in Movement of Liabilities and Assets – Impact on Financial Statements 2023 in € m. Germany U.K. U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 10,037 2,876 1,202 884 14,999 Defined benefit cost recognized in Profit & Loss Current service cost 115 9 7 33 164 Interest cost 373 137 61 35 606 Past service cost and gain or loss arising from settlements 8 2 0 (1) 9 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 387 55 39 36 517 Actuarial gain or loss arising from changes in demographic assumptions 36 (59) 0 (1) (24) Actuarial gain or loss arising from experience 45 55 (7) 9 102 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Benefits paid (498) (109) (89) (50) (746) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 60 (41) 18 37 Other 0 0 0 0 0 Balance, end of year 10,504 3,026 1,172 979 15,681 thereof: Unfunded 0 9 138 72 219 Funded 10,504 3,017 1,034 907 15,462 Change in fair value of plan assets: Balance, beginning of year 10,351 3,768 996 962 16,077 Defined benefit cost recognized in Profit & Loss Interest income 387 180 50 37 654 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income 247 (5) 28 28 298 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Contributions by the employer 1 44 0 40 41 125 Benefits paid 2 (498) (108) (74) (41) (721) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 83 (35) 29 77 Other 0 0 0 0 0 Plan administration costs 0 (6) (2) (1) (9) Balance, end of year 10,532 3,912 1,003 1,071 16,518 Funded status, end of year 28 886 (169) 92 837 Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 (107) (107) Interest cost 0 0 0 (2) (2) Changes in irrecoverable surplus 0 0 0 13 13 Exchange rate changes 0 0 0 (6) (6) Balance, end of year 0 0 0 (102) (102) Net asset (liability) recognized 28 886 (169) (10) 735 3 Fair value of reimbursement rights 0 0 0 3 3 1 2 3 2022 in € m. Germany U.K. U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 13,097 4,929 1,351 1,027 20,404 Defined benefit cost recognized in Profit & Loss Current service cost 164 18 10 38 230 Interest cost 142 88 39 20 289 Past service cost and gain or loss arising from settlements 17 2 0 0 19 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial (3,055) (1,966) (196) (183) (5,400) Actuarial gain or loss arising from changes in demographic 80 29 (5) 0 104 Actuarial gain or loss arising from experience 79 97 3 25 204 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Benefits paid 1 (485) (131) (92) (67) (775) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures (2) 0 0 (2) (4) Exchange rate changes 0 (190) 92 9 (89) Other (0) 0 0 0 0 Balance, end of year 10,037 2,876 1,202 884 14,999 thereof: Unfunded 0 10 143 75 228 Funded 10,037 2,866 1,059 809 14,771 Change in fair value of plan assets: Balance, beginning of year 12,642 6,019 1,148 1,079 20,888 Defined benefit cost recognized in Profit & Loss Interest income 139 108 33 19 299 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income (1,594) (1,982) (184) (130) (3,890) Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Contributions by the employer 1 (353) 0 0 28 (325) Benefits paid 2 (485) (130) (77) (60) (752) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 1 0 0 (1) 0 Exchange rate changes 0 (243) 79 11 (153) Other 0 0 0 0 0 Plan administration costs 0 (4) (3) 0 (7) Balance, end of year 10,351 3,768 996 962 16,077 Funded status, end of year 314 892 (206) 78 1,078 Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 (90) (90) Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 (12) (12) Exchange rate changes 0 0 0 (5) (5) Balance, end of year 0 0 0 (107) (107) Net asset (liability) recognized 314 892 (206) (29) 971 3 Fair value of reimbursement rights 0 0 0 3 3 1 2 3 The Group has a reimbursement right of around € 3 million domiciled in France on 31 December, 2023. This relates to the surplus of the previous CRPB Fund which was identified in 2022 that can be used to fund the retirement indemnity payments for the DB AG Branch Paris. There are no other reimbursement rights for the Group. Investment Strategy The Group’s investment objective is to protect the Group from adverse impacts of its defined benefit pension plans on key financial metrics. The primary focus is to protect the plans’ IFRS funded status in the case of adverse market scenarios. Since 2021, there has been a shift in the investment strategy in selected markets to balance competing key financial metrics. Investment managers manage pension assets in line with investment mandates or guidelines as agreed with the pension plans’ trustees and investment committees. For key defined benefit plans for which the Group aims to protect the IFRS funded status, the Group applies a liability driven investment approach. Risks from mismatches between fluctuations in the present value of the defined benefit obligations and plan assets due to capital market movements are minimized, subject to balancing relevant trade-offs. This is achieved by allocating plan assets closely to the market risk factor exposures of the pension liability to interest rates, credit spreads and inflation. Thereby, plan assets broadly reflect the underlying risk profile and currency of the pension obligations. Where the desired hedging level for market risks cannot be achieved with physical instruments (i.e., corporate and government bonds), derivatives are employed. Derivative overlays mainly include interest rate, inflation swaps and credit default swaps. Other instruments are also used, such as interest rate futures and options. In practice, a completely hedged approach is impractical, for instance because of insufficient market depth for ultra-long-term corporate bonds, as well as liquidity and cost considerations. Therefore, plan assets contain further return-seeking asset categories such as equity, real estate, high yield bonds or emerging markets bonds to create long-term value and achieve diversification benefits. Furthermore, this shift in the investment strategy allows for actively taken market risk exposures from interest rates and credit spreads within defined limits governed by the Pensions Committee. As a result, the market risk from plan assets has been reduced. In 2023, the Group entered into a buy-in transaction

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2023
Income Taxes [Abstract]
Disclosure of income tax [text block]	34 – Income Taxes Income tax expense/(benefit) in € m. 2023 2022 2021 Current tax expense (benefit): Tax expense (benefit) for current year 1,284 919 847 Adjustments for prior years 56 (132) 14 Total current tax expense (benefit) 1,340 787 861 Deferred tax expense (benefit): Origination and reversal of temporary differences, unused tax losses and tax credits 1,158 381 108 Effect of changes in tax law and/or tax rate 7 (19) (26) Adjustments for prior years (1,002) (1,256) (20) Total deferred tax expense (benefit) 163 (894) 62 Total income tax expense (benefit) 1,503 (107) 923 Total deferred tax expense/(benefit) includes benefits from previously unrecognized tax losses (tax credits/deductible temporary differences) and the reversal of previous write-downs and expenses arising from write-downs of deferred tax assets. The deferred tax expense/(benefit) was positively impacted by € 1.1 billion in 2023, by € 1.4 billion in 2022 and by € 242 million in 2021. The Global Minimum Taxation Rules or Pillar Two rules are applicable to Deutsche Bank starting in 2024, with Deutsche Bank AG as the ultimate parent. Deutsche Bank is required to annually calculate the global minimum tax or Pillar Two liability for group entities in close to 60 jurisdictions. However, temporary relief from the detailed Pillar Two calculations, which is determined on a jurisdiction by jurisdiction basis, may be available under transitional safe harbor provisions. These safe harbor provisions apply to tax years 2024-2026 and are based on the bank’s country-by-country reports filed annually with the German tax authorities and certain other financial data. While uncertainties remain regarding the application of the Pillar Two rules, further legislative developments and interpretative guidance in many countries are expected over time, and implementation efforts are ongoing, Deutsche Bank has assessed the potential impact on its financial position for 2024 on a best effort basis. The assessment considered a number of qualitative and quantitative factors. For one, Deutsche Bank’s blended statutory tax rate across all applicable jurisdictions on average ranges between 28 % to 30 %, which is significantly higher than the minimum tax rate of 15 %. For example, in 2023 the blended statutory rate amounted to 30 %. In addition, of the close to 60 countries, 6 countries apply a statutory tax rate of less than 15 % to the bank’s operations. Furthermore, based on an analysis of the most recently available country-by-country report, it is estimated that Deutsche Bank will qualify for relief under the transitional safe harbor provisions in most of the jurisdictions it operates in. As a result, Deutsche Bank estimates that it will not be subject to a material Pillar Two liability in 2024. Difference between applying German statutory (domestic) income tax rate and actual income tax expense/(benefit) in € m. 2023 2022 2021 Expected tax expense (benefit) at domestic income tax rate of 31.3% (31.3% for 2022 and 31.3% for 2021) 2,490 1,705 1,101 Foreign rate differential (85) (115) (89) Tax-exempt gains on securities and other income (319) (217) (183) Loss (income) on equity method investments 0 (12) (11) Nondeductible expenses 392 429 287 Impairments of goodwill 55 (0) 1 Changes in recognition and measurement of deferred tax assets1 (1,238) (1,891) (227) Effect of changes in tax law and/or tax rate 7 (19) (26) Effect related to share-based payments 0 (5) 1 Other1 201 18 69 Actual income tax expense (benefit) 1,503 (107) 923 1 Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items “Changes in recognition and measurement of deferred tax assets” and “Other”. The domestic income tax rate, including corporate tax, solidarity surcharge, and trade tax, used for calculating deferred tax assets and liabilities was 31.3 % for 2023, 2022 and 2021. Changes in recognition and measurement of deferred tax assets in 2022 and 2021 mainly included the effect of the recognition of previously unrecognized deferred tax assets in the U.S. and in 2023 mainly in the UK. In determining the amount of deferred tax assets, the Group uses historical tax capacity and profitability information and, if relevant, forecasted operating results based upon approved business plans, including a review of the eligible carry-forward periods, available tax planning opportunities and other relevant considerations. The Group is under continuous examinations by tax authorities in various jurisdictions. “Other” in the preceding table includes the effects of these examinations by the tax authorities. Income taxes credited or charged to equity (other comprehensive income/additional paid in capital) in € m. 2023 2022 2021 Actuarial gains (losses) related to defined benefit plans 137 (642) (207) Net fair value gains (losses) attributable to credit risk related to financialliabilities designated as at fair value through profit or loss 18 (25) 5 Financial assets mandatory at fair value through other comprehensive income: Unrealized net gains (losses) arising during the period 59 312 111 Realized net gains (losses) arising during the period (reclassified to profit or loss) 1 (61) 68 Derivatives hedging variability of cash flows: Unrealized net gains (losses) arising during the period (132) 229 (2) Net gains (losses) reclassified to profit or loss (110) (18) 15 Other equity movement: Unrealized net gains (losses) arising during the period 151 192 88 Net gains (losses) reclassified to profit or loss 0 0 6 Income taxes credited (charged) to other comprehensive income 124 (13) 84 Other income taxes credited (charged) to equity 50 25 45 Major components of the Group’s gross deferred tax assets and liabilities in € m. Dec 31, 2023 Dec 31, 2022 Deferred tax assets: Unused tax losses 4,747 3,946 Unused tax credits 23 2 Deductible temporary differences: Trading activities, including derivatives 2,927 5,819 Employee benefits, including equity settled share based payments 1,828 1,653 Accrued interest expense 999 1,367 Loans and borrowings, including allowance for loans 949 791 Leases 855 865 Intangible Assets 80 43 Fair value OCI (IFRS 9) 332 387 Other assets 485 630 Other provisions 88 81 Other liabilities 6 1 Total deferred tax assets pre offsetting 13,319 15,585 Deferred tax liabilities: Taxable temporary differences: Trading activities, including derivatives 3,970 6,164 Employee benefits, including equity settled share based payments 291 245 Loans and borrowings, including allowance for loans 617 549 Leases 758 780 Intangible Assets 717 594 Fair value OCI (IFRS 9) 43 70

Derivatives

Derivatives	12 Months Ended
	Dec. 31, 2023
Derivatives [Abstract]
Disclosure of derivative financial instruments [text block]	35 – Derivative financial instruments and hedging activities Derivative contracts used by the Group include swaps, futures, forwards, options and other similar types of contracts. In the normal course of business, the Group enters into a variety of derivative transactions for sales, market-making and risk management purposes. The Group’s objectives in using derivative instruments are to meet customers’ risk management needs and to manage the Group’s exposure to risks. Derivatives held for sales and market-making purposes Sales and market-making The majority of the Group’s derivatives transactions relate to sales and market-making activities. Sales activities include the structuring and marketing of derivative products to customers to enable them to take, transfer, modify or reduce current or expected risks. Market-making involves quoting bid and offer prices to other market participants, enabling revenue to be generated based on spreads and volume. Risk management The Group uses derivatives in order to reduce its exposure to market risks as part of its asset and liability management. This is achieved by entering into derivatives that hedge specific portfolios of fixed rate financial instruments and forecast transactions as well as strategic hedging against overall balance sheet exposures. The Group actively manages interest rate risk through, among other things, the use of derivative contracts. Utilization of derivative financial instruments is modified from time to time within prescribed limits in response to changing market conditions, as well as to changes in the characteristics and mix of the related assets and liabilities. The Group applies hedge accounting if derivatives meet the specific criteria described in Note 1 “Material Accounting Policies and Critical Accounting Estimates”. In fair value hedge relationship, the Group uses primarily interest rate swaps and options, in order to protect itself against movements in the fair value of fixed-rate financial instruments due to movements in market interest rates. In a cash flow hedge relationship, the Group uses interest rate swaps in order to protect itself against exposure to variability in interest rates. The Group enters into foreign exchange forwards and swaps for hedges of translation adjustments resulting from translating the financial statements of net investments in foreign operations into the reporting currency of the parent at period end spot rates. Interest rate risk The Group uses interest rate swaps and options to manage its exposure to interest rate risk by modifying the re-pricing characteristics of existing and/or forecasted assets and liabilities, including funding and investment activities. The interest rate swaps and options are designated in either a fair value hedge or a cash flow hedge. For fair value hedges, the Group uses interest rate swaps and options contracts to manage the fair value movements of fixed rate financial instruments due to changes in benchmark interest. For cash flow hedges, we use interest rate swaps to manage the exposure to cash flow variability of our variable rate instruments as a result of changes in benchmark interest rates. The Group manages its interest rate risk exposure on a portfolio basis with frequent changes in the portfolio due to the origination of new loans and bonds, repayments of existing loans and bonds, issuance of new funding liabilities and repayment of existing funding liabilities. Accordingly, a dynamic hedging accounting approach is adopted for the portfolio, in which individual hedge relationships are designated and de-designated on a more frequent basis (e.g. on a monthly basis). The Group assesses and measures hedge effectiveness of a hedging relationship based on the change in the fair value or cash flows of the derivative hedging instrument relative to the change in the fair value or cash flows of the hedged item attributable to the hedged risk. Potential sources of ineffectiveness can be attributed to differences between hedging instruments and hedged items: – Mismatches in the terms of hedged items and hedging instruments, for example the frequency and timing of when interest rates are reset, frequency of payment and callable features. – Difference in the discounting rate applied to the hedged item and the hedging instrument, taking into consideration differences in the reset frequency of the hedged item and hedging instrument. – Derivatives used as hedging instrument with a non-zero fair value at inception date of the hedging relationship, resulting in mismatch in terms with the hedged item. Foreign exchange risk The Group manages its foreign currency risk (including U.S. dollar and British pound) from investments in foreign operation through net investment hedges using rolling foreign exchange forward strategy. In addition, the Group applies cash flow hedge accounting for specific foreign denominated highly probable cash flows using foreign exchange forward instruments as hedging instruments. As the investments in foreign operations are only hedged to the extent of the notional amount of the hedging derivative instrument the Group generally does not expect to incur significant ineffectiveness on hedges of net investments in foreign operations. Potential sources of ineffectiveness are limited to situations where derivatives with a non-zero fair value at inception date of the hedging relationship are used as hedging instrument, or where the spot foreign currency risk has been designated as hedged risk, resulting in mismatch in terms with the hedged item. Similarly, for cash flow hedge accounting applications the foreign exchange forward instruments generally match the terms of the underlying highly probable transactions such that the Group does not expect to incur significant ineffectiveness in such hedge relationships. Hedge Accounting and Interest Rate Benchmarks The table below shows the Group’s Dec 31, 2023 Dec 31, 2022 in € m. Notional Notional Fair value hedge CHF LIBOR 0 0 GBP LIBOR 0 0 JPY LIBOR 0 0 USD LIBOR 0 12,281 Derivatives held as fair value hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominal Fair Value Assets Liabilities Nominal Fair Value Derivatives held as fair value hedges 2,246 6,386 99,106 1,917 2,401 7,668 95,386 (6,300) 2023 2022 in € m. Hedge Hedge Result of fair value hedges 140 (279) Financial instruments designated as fair value hedges Dec 31, 2023 2023 Carrying amount of Financial Accumulated amount of Accumulated amount of Fair Value in € m. Assets Liabilities Assets Liabilities Assets Liabilities Financial assets at fair value through 13,468 0 (1,277) 0 49 0 486 Bonds at amortized cost 361 0 (12) 0 (23) 0 25 Long-term debt 0 71,769 0 (3,936) 0 (184) (2,274) Deposits 0 289 0 (93) 0 0 (14) Loans at amortized cost 0 0 (1) 0 0 0 0 Dec 31, 2022 2022 Carrying amount of Financial Accumulated amount of Accumulated amount of Fair Value in € m. Assets Liabilities Assets Liabilities Assets Liabilities Financial assets at fair value through 13,459 0 (2,118) 0 (2) 0 (2,390) Bonds at amortized cost 336 0 (37) 0 0 0 (37) Long-term debt 0 68,596 0 (6,606) 0 (164) 8,444 Deposits 0 0 0 0 0 0 0 Loans at amortized cost 0 0 0 0 0 0 0 Cash flow hedge accounting Derivatives held as cash flow hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominal Fair Value Assets Liabilities Nominal Fair Value Derivatives held as cash flow hedges 416 228 111,462 537 6 1,219 47,976 (802) Cash flow hedge balances in € m. Dec 31, 2023 Dec 31, 2022 Dec 31, 2021 Reported in Equity 1 44 (790) (42) thereof relates to terminated programs 0 0 0 Gains (losses) posted to equity for the year ended 436 (819) 1 Gains (losses) removed from equity for the year ended 398 71 (54) thereof relates to terminated programs 0 0 0 Changes of hedged item's value used for hedge effectiveness 434 (899) 66 Ineffectiveness recorded within P&L 101 16 25 1 As of December 31, 2023 the longest term cash flow hedge matures in 2035. The financial instruments designated as cash flow hedges are recognized as Loans at amortized cost in the Group’s Consolidated Balance Sheet. Net investment hedge accounting Derivatives held as net investment hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominal amount Fair Value Assets Liabilities Nominal amount Fair Value Derivatives held as net investment hedges 736 157 42,751 317 1,044 513 45,749 (2,539) 2023 2022 in € m. Fair value changes 1 Hedge Fair value changes 1 Hedge Result of net investment hedges (169) (138) 2,410 (329) 1 Profile of derivatives held as net investment hedges in € m. Within 1 year 1–3 years 3–5 years Over 5 years As of December 31, 2023 Nominal amount Foreign exchange forwards 33,347 85 18 0 Nominal amount Foreign exchange swaps 8,683 579 39 0 Total 42,030 664 57 0 As of December 31, 2022 Nominal amount Foreign exchange forwards 34,664 229 21 0 Nominal amount Foreign exchange swaps 10,776 59 0 0 Total 45,440 288 21 0 The .

Related Party Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2023
Related Party Transactions [Abstract]
Disclosure of related party [text block]	36 – 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 – 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, directly or indirectly. The Group considers the members of the Management Board and of the Supervisory Board of the parent company to constitute key management personnel for purposes of IAS 24. Compensation expense of key management personnel in € m. 2023 2022 2021 Short-term employee benefits 37 37 36 Post-employment benefits 7 5 7 Other long-term benefits 17 15 10 Termination benefits 0 2 6 Share-based payment 18 17 15 Total 79 76 74 The above table does not contain compensation that employee representatives and former board members on the Supervisory Board have received. The aggregated compensation paid to such members for their services as employees of Deutsche Bank or status as former employees (retirement, pension and deferred compensation) amounted to € 1 million as of December 31, 2023, € 1 million as of December 31, 2022 and € 1 million as of December 31, 2021. Among the Group’s transactions with key management personnel as of December 31, 2023, were loans and commitments of € 1 million and deposits of € 16 million. As of December 31, 2022, the Group’s transactions with key management personnel were loans and commitments of € 5 million and deposits of € 8 million. In addition, the Group provides banking services, such as payment and account services as well as investment advice, to key management personnel. Transactions with Subsidiaries, Joint Ventures and Associates 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 in € m. 2023 2022 Loans outstanding, beginning of year 119 153 Net movement in loans during the period (98) (34) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 23 0 Loans outstanding, end of year1 44 119 Other credit risk related transactions: Allowance for loan losses 1 0 Provision for loan losses 0 0 Guarantees and commitments 1 5 1. Loans past due were € 0 million as of December 31, 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 December 31, 2023 and December 31, 2022, respectively Deposits in € m. 2023 2022 Deposits outstanding, beginning of year 31 63 Net movement in deposits during the period 2 (32) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits outstanding, end of year 33 31 Other Transactions Trading assets and positive market values from derivative financial transactions with associated companies amounted to € 11 million as of December 31, 2023, and € 3 million as of December 31, 2022. Trading liabilities and negative market values from derivative financial transactions with associated companies amounted to € 0 million as of December 31, 2023, and € 0 million as of December 31, 2022. Other assets related to transactions with associated companies amounted to € 2 million as of December 31, 2023, and € 33 million as of December 31, 2022. Other liabilities related to transactions with associated companies were € 7 million as of December 31, 2023, and € 3 million as of December 31, 2022. Transactions with Pension Plans Under IFRS, post-employment benefit plans are considered related parties. The Group has business relationships with a number of its pension plans pursuant to which it provides financial services to these plans, including investment management services. The Group’s pension funds may hold or trade Deutsche Bank shares or securities. Transactions with related party pension plans in € m. 2023 2022 Equity shares issued by the Group held in plan assets 0 0 Other assets 1 5 Fees paid from plan assets to asset managers of the Group 21 20 Market value of derivatives with a counterparty of the Group 698 1,389 Notional amount of derivatives with a counterparty of the Group 8,146 12,888

Information on Subsidiaries

Information on Subsidiaries	12 Months Ended
	Dec. 31, 2023
Information on Subsidiaries [Abstract]
Disclosure of subsidiaries [text block]	37 – Composition of the Group Deutsche Bank AG is the direct or indirect holding company for the Group’s subsidiaries. The Group consists of 520 (2022: 521) consolidated entities, thereof 212 (2022: 200) consolidated structured entities. 346 (2022: 362) of the entities controlled by the Group are directly or indirectly held by the Group at 100 % of the ownership interests (share of capital). Third parties also hold ownership interests in 174 (2022: 159) of the consolidated entities (noncontrolling interests). As of December 31, 2023, and 2022, one subsidiary has material noncontrolling interests. Noncontrolling interests for all other subsidiaries are neither individually nor cumulatively material to the Group. Subsidiaries with material noncontrolling interests Dec 31, 2023 Dec 31, 2022 DWS Group GmbH & Co. KGaA Proportion of ownership interests and voting rights held by noncontrolling interests 20.51 % 20.51 % Place of business Global Global in € m Dec 31, 2023 Dec 31, 2022 Net income attributable to noncontrolling interests 117 119 Accumulated noncontrolling interests of the subsidiary 1,620 1,622 Dividends paid to noncontrolling interests 84 82 Summarized financial information: Total assets 11,683 11,396 Total liabilities 3,852 3,566 Total net revenues 2,614 2,712 Net income (loss) 567 599 Total comprehensive income (loss), net of tax 424 783 Significant restrictions to access or use the Group’s assets Statutory, contractual or regulatory requirements as well as protective rights of noncontrolling interests might restrict the ability of the Group to access and transfer assets freely to or from other entities within the Group and to settle liabilities of the Group. The following contractual restrictions impact the Group’s ability to use assets and the table below reflects the volume of those restricted assets: – The Group has pledged assets to collateralize its obligations under repurchase agreements, securities financing transactions, collateralized loan obligations and for margining purposes for OTC derivative liabilities – The assets of consolidated structured entities are held for the benefit of the parties that have bought the notes issued by these entities Restricted assets Dec 31, 2023 Dec 31, 2022 in € m. Total Restricted Total Restricted Interest-earning deposits with banks 163,454 108 164,136 108 Financial assets at fair value through profit or loss 465,273 58,270 482,545 40,346 Financial assets at fair value through other comprehensive income 35,546 7,618 31,675 2,771 Loans at amortized cost 479,353 54,343 491,175 73,500 Other 173,641 7,920 174,686 3,592 Total 1,317,266 128,259 1,344,217 120,317 In addition to the above and in line with the regulation on Liquidity Coverage Ratio (LCR) (Commission Delegated Regulation (EU) 2015/61), the Group identifies if assets held in third country are subject to restrictions to their free transferability. The Group, identifies the volume of High Quality Liquid Assets (HQLA) in excess of net cash outflows held in the third countries which are not freely transferable and excludes them from the HQLA. The aggregated amount of such HQLA that are held at entities in third countries and considered restricted is € 13.3 billion as of December 31, 2023 (€ 21.8 billion as of December 31, 2022). During 2023, the Group has transitioned its risk appetite from liquidity reserves to HQLA.

Structured Entities

Structured Entities	12 Months Ended
	Dec. 31, 2023
Structured Entities [Abstract]
Disclosure of Structured entities [text block]	38 – Structured entities Nature, purpose and extent of the Group’s interests in structured entities The Group engages in various business activities with structured entities which are designed to achieve a specific business purpose. A structured entity is one that has been set up so that any voting rights or similar rights are not the dominant factor in deciding who controls the entity. An example is when voting rights relate only to administrative tasks and the relevant activities are directed by contractual arrangements. A structured entity often has some or all of the following features or attributes: – Restricted activities – A narrow and well-defined objective – Insufficient equity to permit the structured entity to finance its activities without subordinated financial support – Financing in the form of multiple contractually linked instruments to investors that create concentrations of credit or other risks (tranches) The principal uses of structured entities are to provide clients with access to specific portfolios of assets and to provide market liquidity for clients through securitizing financial assets. Structured entities may be established as corporations, trusts or partnerships. Structured entities generally finance the purchase of assets by issuing debt and equity securities that are collateralized by and/or indexed to the assets held by the structured entities. The debt and equity securities issued by structured entities may include tranches with varying levels of subordination. Structured entities are consolidated when the substance of the relationship between the Group and the structured entities indicate that the structured entities are controlled by the Group, as discussed in Note 1 “Material Accounting Policies and Critical Accounting Estimates”. Consolidated structured entities The Group has contractual arrangements which may require it to provide financial support to the following types of consolidated structured entities. Securitization vehicles The Group uses securitization vehicles for funding purchase of diversified pool of assets. The Group provides financial support to these entities in the form of liquidity facility. As of December 31, 2023, and December 31, 2022, there were no outstanding loan commitments to these entities. Funds The Group may provide funding and liquidity facility or guarantees to funds consolidated by the group. As of December 31, 2023 and December 31, 2022, the notional value of the liquidity facilities and guarantees provided by the Group to such funds was € 1.1 billion and € 1.1 billion, respectively. Deutsche Bank did not provide non-contractual support during the year to consolidated structured entities. Unconsolidated structured entities These are entities which are not consolidated because the Group does not control them through voting rights, contract, funding agreements, or other means. The extent of the Group’s interests to unconsolidated structured entities will vary depending on the type of structured entities. Below is a description of the Group’s involvements in unconsolidated structured entities by type. Repackaging and investment entities Repackaging and investment entities are established to meet clients’ investment needs through the combination of securities and derivatives. These entities are not consolidated by the Group because the Group does not have power to influence the returns obtained from the entities. These entities are usually set up to provide a certain investment return pre-agreed with the investor, and the Group is not able to change the investment strategy or return during the life of the transaction. Third party funding entities The Group provides funding to structured entities that hold a variety of assets. These entities may take the form of funding entities, trusts and private investment companies. The funding is collateralized by the asset in the structured entities. The group’s involvement involves predominantly both lending and loan commitments. The vehicles used in these transactions are controlled by the borrowers where the borrowers have the ability to decide whether to post additional margin or collateral in respect of the financing. In such cases, where borrowers can decide to continue or terminate the financing, the borrowers will consolidate the vehicle. Securitization Vehicles The Group establishes securitization vehicles which purchase diversified pools of assets, including fixed income securities, corporate loans, and asset-backed securities (predominantly commercial and residential mortgage-backed securities and credit card receivables). The vehicles fund these purchases by issuing multiple tranches of debt and equity securities, the repayment of which is linked to the performance of the assets in the vehicles. The Group may transfer assets to these securitization vehicles and provides financial support to these entities in the form of liquidity facilities. The Group also invests and provides liquidity facilities to third party sponsored securitization vehicles. The securitization vehicles that are not consolidated into the Group are those where the Group does not hold the power or ability to unilaterally remove the servicer or special servicer who has been delegated power over the activities of the entity. Funds The Group establishes structured entities to accommodate client requirements to hold investments in specific assets. The Group also invests in funds that are sponsored by third parties or the bank may act as fund manager, custodian or some other capacity and provide funding and liquidity facilities to both bank sponsored and third party funds. The funding provided is collateralized by the underlying assets held by the fund. The Group does not consolidate funds when Deutsche Bank is deemed agent or when another third party investor has the ability to direct the activities of the fund. Other These are Deutsche Bank sponsored or third party structured entities that do not fall into any criteria above. These entities are not consolidated by the Group when the bank does not hold power over the decision making of these entities. Income derived from involvement with structured entities The Group earns management fees and, occasionally, performance-based fees for its investment management service in relation to funds. Interest income is recognized on the funding provided to structured entities. Any trading revenue as a result of derivatives with structured entities and from the movements in the value of notes held in these entities is recognized in ‘Net gains/losses on financial assets/liabilities held at fair value through profit and loss. Interests in unconsolidated structured entities The Group’s interests in unconsolidated structured entities refer to contractual and non-contractual involvement that exposes the bank to variability of returns from the performance of the structured entities. Examples of interests in unconsolidated structured entities include debt or equity investments, liquidity facilities, guarantees and certain derivative instruments in which the Group is absorbing variability of returns from the structured entities. Interests in unconsolidated structured entities exclude instruments which introduce variability of returns into the structured entities. For example, when the bank purchases credit protection from an unconsolidated structured entity whose purpose and design is to pass through credit risk to investors, the bank is providing the variability of returns to the entity rather than absorbing variability. The purchased credit protection is therefore not considered as an interest for the purpose of the table below. Maximum exposure to unconsolidated structured entities The maximum exposure to loss is determined by considering the nature of the interest in the unconsolidated structured entity. The maximum exposure for loans and trading instruments is reflected by their carrying amounts in the consolidated balance sheet. The maximum exposure for derivatives and off-balance sheet commitments such as guarantees, liquidity facilities and loan commitments under IFRS 12, as interpreted by Deutsche Bank, is reflected by the notional amounts. Such amounts or its development do not reflect the economic risks faced by the Group because it does not take into account the effects of collateral or hedges, nor the probability of such losses being incurred. At December 31, 2023, the notional related to the positive and negative replacement values of derivatives and off balance sheet commitments were € 117 billion, € 315 billion and € 26 billion respectively. At December 31, 2022, the notional related to the positive and negative replacement values of derivatives and off balance sheet commitments were € 457 billion, € 397 billion and € 28 billion respectively. Size of structured entities The Group provides a different measure for size of structured entities depending on their type. The following measures have been considered as appropriate indicators for evaluating the size of structured entities: – Funds – Net asset value or assets under management where the bank holds fund units and notional of derivatives when the bank’s interest comprises of derivatives – Securitizations – notional of notes in issue (excluding interest only and excess notes where applicable) when the Group derives its interests through notes its holds and notional of derivatives when the bank’s interests is in the form of derivatives – Third party funding entities – Total assets in entities – Repackaging and investment entities – Fair value of notes in issue For third party funding entities, size information is not publicly available, therefore the Group has disclosed the greater of the collateral received/pledged or the notional of the exposure the bank has to the entity. Based on the above definitions, the total size of structured entities is € 2,329 billion, of which the majority of € 1,223 billion is from Funds. In 2022, it was € 2,723 billion and € 1,138 billion respectively. The following table shows, by type of structured entity, the carrying amounts of the Group’s interests recognized in the consolidated statement of financial position as well as the maximum exposure to loss resulting from these interests. The carrying amounts presented below do not reflect the true variability of returns faced by the Group because they do not take into account the effects of collateral or hedges. Carrying amounts and size relating to Deutsche Bank’s interests Dec 31, 2023 in € m. Repacka-ging andInvestmentEntities Third PartyFundingEntities Securiti-zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) 1 0 0 9 11 Central bank funds sold and securitiespurchased under resale agreements 0 373 209 3,482 4,064 Securities Borrowed 0 0 0 0 0 Total financial assets at fair valuethrough profit or loss 237 4,137 3,372 53,909 61,654 Trading assets 193 2,663 2,750 3,302 8,908 Positive market values(derivative financial instruments) 44 450 6 3,272 3,772 Non-trading financial assets mandatory at fair value through profit or loss 0 1,024 615 47,335 48,974 Financial assets designated at fairvalue through profit or loss 0 0 0 0 0 Financial assets at fair value through other comprehensive income 0 893 330 264 1,487 Loans at amortized cost 233 66,033 31,002 19,433 116,701 Other assets 1 677 3,406 10,581 14,665 Total assets 472 72,112 38,319 87,679 198,582 Liabilities Total financial liabilities at fair valuethrough profit or loss 43 51 71 5,098 5,264 Negative market values(derivative financial instruments) 43 51 71 5,098 5,264 Other short-term borrowings 0 0 0 0 0 Other liabilities 0 0 0 0 0 Total liabilities 43 51 71 5,098 5,264 Off-balance sheet exposure 0 8,737 10,720 6,386 25,843 Total 429 80,798 48,967 88,967 219,162 Dec 31, 2022 in € m. Repacka-ging andInvestmentEntities Third PartyFundingEntities Securiti-zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks)

Current and Non-Current Assets

Current and Non-Current Assets and Liabilities	12 Months Ended
	Dec. 31, 2023
Current and Non-Current Assets and Liabilities [Abstract]
Disclosure of Current and Non-Current Assets and Liabilities [text block]	39 – Current and non-current assets and liabilities Asset and liability line items by amounts recovered or settled within or after one year Asset items as of December 31, 2023 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2023 Cash and central bank balances 178,416 0 178,416 Interbank balances (w/o central banks) 5,535 606 6,140 Central bank funds sold and securities purchased under resale agreements 8,263 6,462 14,725 Securities borrowed 32 6 39 Financial assets at fair value through profit or loss 459,625 5,648 465,273 Financial assets at fair value through other comprehensive income 7,393 28,152 35,546 Equity method investments 0 1,013 1,013 Loans at amortized cost 133,131 346,222 479,353 Property and equipment 0 6,185 6,185 Goodwill and other intangible assets 0 7,327 7,327 Other assets 93,111 21,587 114,698 Assets for current tax 1,084 429 1,513 Total assets before deferred tax assets 886,590 423,637 1,310,227 Deferred tax assets 7,039 Total assets 1,317,266 Liability items as of December 31, 2023 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2023 Deposits 602,392 23,095 625,486 Central bank funds purchased and securities sold under repurchase agreements 2,215 823 3,038 Securities loaned 3 0 3 Financial liabilities at fair value through profit or loss 356,973 9,521 366,494 Other short-term borrowings 9,620 0 9,620 Other liabilities 107,337 5,681 113,018 Provisions 2,448 0 2,448 Liabilities for current tax 369 262 631 Long-term debt 30,942 88,448 119,390 Trust preferred securities 289 0 289 Total liabilities before deferred tax liabilities 1,112,588 127,830 1,240,418 Deferred tax liabilities 517 Total liabilities 1,240,935 Asset items as of December 31, 2022 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2022 Cash and central bank balances 178,896 0 178,896 Interbank balances (w/o central banks) 7,189 6 7,195 Central bank funds sold and securities purchased under resale agreements 8,415 3,063 11,478 Securities borrowed 0 0 0 Financial assets at fair value through profit or loss 476,114 6,431 482,545 Financial assets at fair value through other comprehensive income 7,296 24,380 31,675 Equity method investments 0 1,124 1,124 Loans at amortized cost 126,584 364,591 491,175 Property and equipment 0 6,103 6,103 Goodwill and other intangible assets 0 7,092 7,092 Other assets 93,564 24,560 118,124 Assets for current tax 873 711 1,584 Total assets before deferred tax assets 898,931 438,061 1,336,992 Deferred tax assets 7,225 Total assets 1,344,217 Liability items as of December 31, 2022 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2022 Deposits 604,227 24,956 629,183 Central bank funds purchased and securities sold under repurchase agreements 517 56 573 Securities loaned 13 0 13 Financial liabilities at fair value through profit or loss 384,020 4,118 388,138 Other short-term borrowings 5,122 0 5,122 Other liabilities1 107,343 6,305 113,648 Provisions 2,449 0 2,449 Liabilities for current tax 240 148 388 Long-term debt 46,622 84,903 131,525 Trust preferred securities 500 0 500 Total liabilities before deferred tax liabilities1 1,151,052 120,486 1,271,538 Deferred tax liabilities 538 Total liabilities

Events after the Reporting Peri

Events after the Reporting Period	12 Months Ended
	Dec. 31, 2023
Events after the Reporting Period [Abstract]
Disclosure of events after reporting period [text block]	40 – Events after the reporting period After the reporting date no material events occurred which had a significant impact on the bank’s results of operations, financial position and net assets.

Regulatory Capital Information

Regulatory Capital Information	12 Months Ended
	Dec. 31, 2023
Regulatory Capital Information [Abstract]
Disclosure of regulatory capital Intro [text block]	41 – Regulatory capital information
Disclosure of regulatory capital [text block]	General definitions The calculation of Deutsche Bank’s own funds incorporates the capital requirements following the “Regulation (EU) No 575/2013 on prudential requirements for credit institutions” CRR and the “Directive 2013/36/EU on access to the activity of credit institutions and the prudential supervision of credit institutions” CRD, which have been further amended with subsequent Regulations and Directives. The CRD has been implemented into German law. The information in this section as well as in the section “Development of risk-weighted assets” is based on the regulatory principles of consolidation. This section refers to the capital adequacy of the group of entities consolidated for banking regulatory purposes pursuant to the CRR and the German Banking Act (“Kreditwesengesetz” or “KWG”). Therein not included are insurance companies or companies outside the finance sector. The total own funds pursuant to the effective regulations as of year-end 2023 comprises Tier 1 and Tier 2 capital. Tier 1 capital is subdivided into Common Equity Tier 1 capital and Additional Tier 1 capital. CET 1 capital consists primarily of common share capital (net of own holdings) including related share premium accounts, retained earnings (including losses for the financial year, if any) and accumulated other comprehensive income, subject to regulatory adjustments (i.e., prudential filters and deductions), as well as minority interests qualifying for inclusion in consolidated CET 1 capital. Prudential filters for CET 1 capital, according to Articles 32 to 35 CRR, include securitization gains on sale, cash flow hedges and changes in the value of own liabilities, and additional value adjustments. CET 1 capital deductions for instance includes intangible assets (exceeding their prudential value), deferred tax assets that rely on future profitability, negative amounts resulting from the calculation of expected loss amounts, net defined benefit pension fund assets, reciprocal cross holdings in the capital of financial sector entities and, significant and non-significant investments in the capital (CET 1, AT1, Tier 2) of financial sector entities above certain thresholds. All items which are not deducted (i.e., amounts below the threshold) are subject to risk-weighting. Additional Tier 1 capital consists of AT1 capital instruments and related share premium accounts as well as noncontrolling interests qualifying for inclusion in consolidated AT1 capital. To qualify as AT1 capital under CRR/CRD, instruments must have principal loss absorption through a conversion to common shares or a write-down mechanism allocating losses at a trigger point and must also meet further requirements such as perpetual with no incentive to redeem, institution must have full dividend/coupon discretion at all times, etc. Tier 2 capital comprises eligible capital instruments, the related share premium accounts and subordinated long-term debt, certain loan loss provisions and noncontrolling interests that qualify for inclusion in consolidated Tier 2 capital. To qualify as Tier 2 capital, capital instruments or subordinated debt must have an original maturity of at least five years. Moreover, eligible capital instruments may inter alia not contain an incentive to redeem, a right of investors to accelerate repayment, or a credit sensitive dividend feature. Capital instruments The Management Board was authorized by the 2022 Annual General Meeting to buy, on or before April 30, 2027, shares of up to 10 % of the share capital at the time this resolution was taken or, if lower, of the share capital at the respective time the authorization was exercised. As at the 2022 Annual General Meeting, this corresponded to a volume of up to € 206.6 million shares. Thereof, a volume of up to 5 % of the total share capital or € 103.3 million shares can be purchased by using derivatives, including derivatives with a volume of up to 2 % of the total share capital with a maturity exceeding 18 months. During the period from the 2022 Annual General Meeting until the 2023 Annual General Meeting,  36.3 million shares were purchased for equity compensation purposes in the same period or upcoming periods. Thereof,  22.7 million shares were purchased by exercising call options. In addition,  30.2 million new call options were purchased for equity compensation purposes in upcoming periods. The number of shares held in Treasury amounted to  5.0 million as of the 2023 Annual General Meeting. These shares were held for equity compensation purposes in upcoming periods. The Annual General Meeting on May 17, 2023 granted the Management Board the approval to buy, on or before April 30, 2028, shares of up to 10 % of the share capital at the time of this resolution was taken or, if lower, of the share capital at the respective time the authorization was exercised. As at the 2023 Annual General Meeting, this corresponded to € 204 million. Thereof, a volume of up to 5 % of the total share capital or € 102 million shares can be purchased by using derivatives, including derivatives with a volume of up to 2 % of the total share capital with a maturity exceeding 18 months. These authorizations replaced the authorizations of the previous year. During the period from the 2023 Annual General Meeting until December 31, 2023,  45.5 million shares were purchased for cancellation with the purpose of distributing capital to shareholders. The number of shares held in Treasury from buybacks amounted to  48.2 million as of December 31, 2023. Thereof 45.5 million relate to shares bought back for cancellation. The remaining amount of  2.7 million shares relates to shares to be used for equity compensation purposes in upcoming periods. Since the 2017 Annual General Meeting, renewed at the 2021 Annual General Meeting, and as of December 31, 2023, authorized capital available to the Management Board is € 2,560 million (1,000 million shares). Since the 2022 Annual General Meeting, the Management Board is authorized to issue participatory notes and other hybrid debt securities that fulfill the regulatory requirements to qualify as Additional Tier 1 capital with an equivalent value of € 9.0 billion on or before April 30, 2027. Deutsche Bank issued €  1.25 billion new AT1 notes under this authorization in November 2022. The current CRR as applicable since June 27, 2019, provides further grandfathering rules for AT1 and Tier 2 instruments issued prior to June 27, 2019. AT1 and Tier 2 instruments issued through special purpose entities were grandfathered until December 31, 2021. In 2023, transitional arrangements only exist for AT1 and Tier 2 instruments which continue to qualify until June 26, 2025, even if they do not meet certain new requirements that apply since June 27, 2019. Deutsche Bank had an immaterial amount of instruments that qualified during 2023, which resulted in no material difference between the “fully loaded” and “transitional” amounts. Based on the current CRR, the Group has eligible AT1 instruments of € 8.6 billion outstanding as of December 2023. In 2023, the bank did not issue or redeem AT1 notes. As of December 31, 2023, Tier 2 capital instruments amounted to € 8.6 billion (nominal value of € 11.5 billion). In 2023, the bank issued Tier 2 capital instruments with a nominal value U.S. $ 1.5 billion (equivalent amount of € 1.4 billion) and a notional of € 132.5 billion Tier 2 capital instruments matured. Minimum capital requirements and additional capital buffers Failure to meet minimum capital requirements can result in supervisory measures such as restrictions of profit distributions or limitations on certain businesses such as lending. Deutsche Bank complied with the minimum regulatory capital adequacy requirements in 2023. Details on regulatory capital Own Funds Template (incl. RWA and capital ratios) Dec 31, 2023 Dec 31, 2022 in € m. CRR/CRD CRR/CRD Common Equity Tier 1 (CET 1) capital: instruments and reserves Capital instruments, related share premium accounts and other reserves 44,908 45,458 Retained earnings 16,509 12,305 Accumulated other comprehensive income (loss), net of tax (1,760) (1,314) Independently reviewed interim profits net of any foreseeable charge or dividend1 3,493 4,183 Other 973 1,002 Common Equity Tier 1 (CET 1) capital before regulatory adjustments 64,124 61,634 Common Equity Tier 1 (CET 1) capital: regulatory adjustments Additional value adjustments (negative amount) (1,727) (2,026) Other prudential filters (other than additional value adjustments) (126) 600 Goodwill and other intangible assets (net of related tax liabilities) (negative amount) (5,014) (5,024) Deferred tax assets that rely on future profitability excluding those arising fromtemporary differences (net of related tax liabilities where the conditions in Art. 38 (3)CRR are met) (negative amount) (4,207) (3,244) Negative amounts resulting from the calculation of expected loss amounts (2,386) (466) Defined benefit pension fund assets (net of related tax liabilities) (negative amount) (920) (1,149) Direct, indirect and synthetic holdings by an institution of own CET 1 instruments (negative amount) (0) (0) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above the 10 % / 15 % thresholds and net of eligible short positions) (negative amount) 0 0 Deferred tax assets arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (amount above the 10 % / 15 % thresholds) (negative amount) 0 0 Other regulatory adjustments2 (1,679) (2,225) Total regulatory adjustments to Common Equity Tier 1 (CET 1) capital (16,058) (13,536) Common Equity Tier 1 (CET 1) capital 48,066 48,097 Additional Tier 1 (AT1) capital: instruments Capital instruments and the related share premium accounts 8,578 8,578 Amount of qualifying items referred to in Art. 484 (4) CRR and the related sharepremium accounts subject to phase out from AT1 0 0 Additional Tier 1 (AT1) capital before regulatory adjustments 8,578 8,578 Additional Tier 1 (AT1) capital: regulatory adjustments Direct, indirect and synthetic holdings by an institution of own AT1 instruments(negative amount) (250) (60) Residual amounts deducted from AT1 capital with regard to deduction from CET 1 capital during the transitional period pursuant to Art. 472 CRR Other regulatory adjustments 0 0 Total regulatory adjustments to Additional Tier 1 (AT1) capital (250) (60) Additional Tier 1 (AT1) capital 8,328 8,518 Tier 1 capital (T1 = CET 1 + AT1) 56,395 56,616 Tier 2 (T2) capital 8,610 9,531 Total capital (TC = T1 + T2) 65,005 66,146 Total risk-weighted assets 349,742 360,003 Capital ratios Common Equity Tier 1 capital ratio (as a percentage of risk-weighted assets) 13.7 13.4 Tier 1 capital ratio (as a percentage of risk-weighted assets) 16.1 15.7 Total capital ratio (as a percentage of risk-weighted assets) 18.6 18.4 N/M – Not meaningful 1 Full year profit is recognized as per ECB Decision (EU) 2015/656 in accordance with the Article 26(2) of Regulation (EU) No 575/2013 (ECB/2015/4) 2 Includes capital deductions of € 1.4 billion (Dec 2022: € 1.2 billion) based on ECB guidance on irrevocable payment commitments related to the Single Resolution Fund and the Deposit Guarantee Scheme, € 0.3 billion (Dec 2022: € 1.0 billion) based on ECB's supervisory recommendation for a prudential provisioning of non-performing exposures, € 0.9 million (Dec 2022: € 7.4 million) resulting from minimum value commitments as per Article 36 (1)(n) of the CRR and CET 1 shows no change in the current year, but a decrease of € 14.7 million for the year 2022 from IFRS 9 transitional provision as per Article 473a of the CRR Reconciliation of shareholders’ equity to Own Funds CRR/CRD in € m. Dec 31, 2023 Dec 31, 2022 Total shareholders’ equity per accounting balance sheet (IASB IFRS) 65,999 61,772 Difference between equity per IASB IFRS / EU IFRS³ (1,513) 187 Total shareholders’ equity per accounting balance sheet (EU IFRS) 64,486 61,959 Deconsolidation/Consolidation of entities (35) 29 Of which: Additional paid-in capital 0 0 Retained earnings (35) 29 Accumulated other comprehensive income (loss), net of tax 0 0 Total shareholders' equity per regulatory balance sheet 64,451 61,988 Minority Interests (amount allowed in consolidated CET 1) 973 1,002 AT1 coupon and shareholder dividend deduction1 (1,279) (1,342) Capital instruments not eligible under CET 1 as per CRR 28(1) (21) (14)
Disclosure of regulatory capital-Capital Management [text block]	Capital management Deutsche Bank’s Treasury function manages solvency, capital adequacy, leverage, and bail-in capacity ratios at Group level and locally in each region, as applicable. Treasury implements Deutsche Bank’s capital strategy, which itself is developed by the Group Risk Committee and approved by the Management Board. Treasury, directly or through the Group Asset and Liability Committee, manages, among other things, issuance and repurchase of shares and capital instruments, hedging of capital ratios against foreign exchange swings, setting capacities for key financial resources, the design of shareholders’ equity allocation, and regional capital planning. The bank is fully committed to maintaining Deutsche Bank’s sound capitalization both from an economic and regulatory perspective considering both book equity based on IFRS accounting standards, regulatory and economic capital as well as specific capital requirements from rating agencies. The bank continuously monitors and adjusts Deutsche Bank’s overall capital demand and supply to always achieve an appropriate balance. Treasury manages the issuance and repurchase of capital instruments, namely Common Equity Tier 1, Additional Tier 1 and Tier 2 capital instruments as well as TLAC/MREL eligible debt instruments. Treasury constantly monitors the market for liability management trades. Such trades represent a countercyclical opportunity to create Common Equity Tier 1 capital by buying back Deutsche Bank’s issuances below par. Treasury manages the sensitivity of Deutsche Bank’s CET 1 ratio and capital towards swings in foreign currency exchange rates against the euro. For this purpose, Treasury develops and executes suitable hedging strategies within the constraints of a Management Board approved Risk Appetite. Capital invested into Deutsche Bank’s foreign subsidiaries and branches is either not hedged, partially hedged or fully hedged. Thereby, Treasury aims to balance effects from foreign exchange rate movements on capital, capital deduction items and risk weighted assets in foreign currency. In addition, Treasury also accounts for associated hedge cost and implications on market risk weighted assets. Resource limit setting Usage of key financial resources is influenced through the following governance processes and incentives. Target resource capacities are reviewed in Deutsche Bank’s annual strategic plan in line with Deutsche Bank’s CET 1 and Leverage Ratio ambitions. As a part of Deutsche Bank’s quarterly process, the Group Asset and Liability Committee approves divisional resource limits for total capital demand (defined as the sum of RWA and certain RWA equivalents of Capital Deduction Items and certain RWA equivalents of Capital Buffer Requirements items) and leverage exposure that are based on the strategic plan but adjusted for market conditions and the short-term outlook. Limits are enforced through a close monitoring process and an excess charging mechanism. Overall regulatory capital requirements are principally driven by either Deutsche Bank’s CET 1 ratio (solvency) or leverage ratio (leverage) requirements, whichever is the more binding constraint. For the internal capital allocation, the combined contribution of each segment to the Group’s Common Equity Tier 1 ratio, the Group’s Leverage ratio and the Group’s Capital Loss under Stress are weighted to reflect their relative importance and level of constraint to the Group. Contributions to the Common Equity Tier 1 ratio and the Leverage ratio are measured through RWA and Leverage Ratio Exposure (LRE). The Group’s Capital Loss under Stress is a measure of the Group’s overall economic risk exposure under a defined stress scenario. Goodwill, other intangible assets, and business-related regulatory capital deduction items included in total capital demand are directly allocated to the respective segments, supporting the calculation of the allocated tangible shareholders equity and the respective rate of return. Most of Deutsche Bank’s subsidiaries and several of Deutsche Bank’s branches are subject to legal and regulatory capital requirements. In developing, implementing, and testing Deutsche Bank’s capital and liquidity position, the bank fully takes such legal and regulatory requirements into account. Any material capital requests of Deutsche Bank’s branches and subsidiaries across the globe are presented to and approved by the Group Investment Committee prior to execution. Further, Treasury is a member of Deutsche Bank’s Pensions Committee and represented in relevant Investment Committees overseeing the management of the assets of the largest Deutsche Bank pension funds in Germany. These investment committees set the investment strategy for these funds in line with the bank’s investment objective to protect the capital base and distribution capacity of the bank.

IBOR Benchmark Reform

IBOR Benchmark Reform	12 Months Ended
	Dec. 31, 2023
IBOR Transition [Abstract]
IBOR Transition [Text Block]	42 – Interest rate benchmark reform On June 30, 2023, Deutsche Bank materially completed the transition of its remaining transactions linked to USD LIBOR rates. All positions previously referencing CHF LIBOR, JPY LIBOR, EUR LIBOR and EONIA were transitioned in 2022. Positions referencing GBP LIBOR and USD LIBOR tenors that ceased in early 2022 have been materially transitioned to an alternative reference rate. The bank panel to determine the USD LIBOR permanently ceased as of June 30, 2023, but certain short-term US dollar LIBOR settings will continue to be published using a synthetic methodology until September 30, 2024. Remaining USD LIBOR exposure post cessation relate to positions temporarily utilizing the last available LIBOR fixing or synthetic LIBOR. These positions are closely monitored and are on track for transition. As of December 31, 2023, Deutsche Bank’s financial instruments notional exposure linked to synthetic USD LIBOR settings is € 3.6 billion, thereof Derivatives: € 0.1 billion, Non-Derivative financial assets: € 1.1 billion, Non-Derivative financial liabilities: € 2.4 billion. As of December 31, 2022, notional exposure of positions referencing USD LIBOR was: € 5,975 billion, thereof Derivatives: € 5,897 billion, Non-Derivative financial assets: € 34 billion, Non-Derivative financial liabilities: € 9 billion and Off-balance sheet commitments: € 35 billion.

Condensed Deutsche Bank AG (Deu

Condensed Deutsche Bank AG (Deutsche Bank AG) Financial Information	12 Months Ended
	Dec. 31, 2023
Condensed Deutsche Bank AG (Parent Company only) Financial Information [Abstract]
Disclosure of Condensed Deutsche Bank AG (Parent Company only) Financial Information [text block]	43 – Condensed Deutsche Bank AG (parent company only) financial information Condensed statement of income in € m. 2023 2022 2021 Interest income, excluding dividends from subsidiaries 38,205 20,682 13,830 Dividends received from subsidiaries: Bank subsidiaries 516 395 356 Nonbank subsidiaries 2,255 1,117 893 Interest expense 26,260 9,909 5,120 Net interest and dividend income 14,715 12,284 9,959 Provision for credit losses 1,158 829 317 Net interest and dividend income after provision for credit losses 13,557 11,455 9,642 Noninterest income: Commissions and fee income 4,513 4,383 4,987 Net gains (losses) on financial assets/liabilities at fair value through profit or loss 4,681 1,824 2,151 Other income (loss)1 (412) 3,541 (105) Total noninterest income 8,782 9,747 7,034 Noninterest expenses: Compensation and benefits 5,896 5,679 5,395 General and administrative expenses 6,540 6,273 7,427 Services provided by (to) affiliates, net 2,540 2,165 2,097 Impairment of goodwill and other intangible assets 0 0 0 Total noninterest expenses 14,975 14,118 14,918 Income (loss) before income taxes 7,363 7,084 1,757 Income tax expense (benefit) 906 (1,189) 213 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,457 8,273 1,544 1 Includes net gains (losses) on financial assets mandatory at fair value through other comprehensive income as well as impairments and write-ups on investments in subsidiaries. Condensed statement of comprehensive income in € m. 2023 2022 2021 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,457 8,273 1,544 Other comprehensive income (loss), net of tax (143) (1,006) 130 Total comprehensive income (loss), net of tax 6,314 7,267 1,674 Condensed balance sheet in € m. Dec 31, 2023 Dec 31, 2022 Assets: Cash and central bank balances: 149,493 148,680 Interbank balances (w/o central banks): Bank subsidiaries 10,787 12,250 Other 4,869 5,218 Central bank funds sold, securities purchased under resale agreements, securities borrowed: Bank subsidiaries 0 0 Nonbank subsidiaries 10,783 11,588 Other 14,758 11,478 Financial assets at fair value through profit or loss: Bank subsidiaries 2,972 3,022 Nonbank subsidiaries 968 1,288 Other 409,623 424,988 Financial assets at fair value through other comprehensive income 54,038 50,283 Investments in associates 291 297 Investment in subsidiaries: Bank subsidiaries 5,569 6,164 Nonbank subsidiaries 24,989 25,970 Loans: Bank subsidiaries 56,042 40,429 Nonbank subsidiaries 33,581 34,802 Other 350,411 364,094 Other assets: Bank subsidiaries 2,679 1,475 Nonbank subsidiaries 11,372 12,437 Other 104,272 116,599 Total assets 1,247,496 1,271,062 Liabilities and equity: Deposits: Bank subsidiaries 30,781 25,880 Nonbank subsidiaries 13,453 14,957 Other 530,991 529,060 Central bank funds purchased, securities sold under repurchase agreements and securities loaned: Bank subsidiaries 563 468 Nonbank subsidiaries 38,260 22,960 Other 3,025 584 Financial liabilities at fair value through profit or loss: Bank subsidiaries 3,613 4,151 Nonbank subsidiaries 1,261 1,217 Other 314,707 350,084 Other short-term borrowings: Bank subsidiaries 127 61 Nonbank subsidiaries 814 698 Other 9,283 4,874 Other liabilities: Bank subsidiaries 1,660 1,398 Nonbank subsidiaries 8,541 6,370 Other 85,416 101,256 Long-term debt 143,919

Risk Report - Risk and Capital

Risk Report - Risk and Capital Framework	12 Months Ended
	Dec. 31, 2023
Risk & Capital Framework [abstract]
Risk Management Principles [text block]	– Organizational structures must follow the Three Lines of Defense (“3LoD”) model with a clear definition of roles and responsibilities for all risk types – The 1st Line of Defense (“1st LoD”) refers to those roles in the Bank whose activities generate risks, whether financial or non-financial, and who own and are accountable for these risks. The 1st LoD manages these risks within the defined risk appetite, establishes an appropriate risk governance and risk culture, and adheres to the risk type frameworks defined by the 2nd Line of Defense (“2nd LoD”) – The 2nd LoD refers to the roles in the Bank who define the risk management framework for a specific risk type. The 2nd LoD independently assesses and challenges the implementation of the risk type framework and adherence to the risk appetite, and acts as an advisor to the 1st LoD on how to identify, assess and manage risks. – The 3rd Line of Defense (“3rd LoD”) is Group Audit, which is accountable for providing independent and objective assurance on the adequacy of the design, operating effectiveness and efficiency of the risk management system and systems of internal control – Every employee must act as a risk manager consistent with the bank’s risk appetite, risk management standards and values – The Management Board approved risk appetite must be cascaded and adhered to across all dimensions of the Group, with appropriate consequences in the event of a breach – Risks must be identified and assessed – Risks must be actively managed including appropriate risk mitigation and effective internal control systems – Risks must be measured and reported using accurate, complete and timely data using approved models – Regular stress tests must be performed against adverse scenarios and appropriate crisis response planning must be established
Risk Governance [abstract]
Risk Governance paragraph 1 [text block]	Risk governance Deutsche Bank’s operations throughout the world are regulated and supervised by relevant authorities in each of the jurisdictions in which the bank conducts business. Such regulation focuses on licensing, capital adequacy, liquidity, risk concentration, conduct of business as well as organizational and reporting requirements. The European Central Bank (ECB) in connection with the competent authorities of EU countries which joined the Single Supervisory Mechanism via the Joint Supervisory Team act in cooperation as Deutsche Bank’s primary supervisors to monitor the bank’s compliance with the German Banking Act and other applicable laws and regulations. Several layers of management provide cohesive risk governance: – Deutsche Bank’s Supervisory Board is informed regularly on the risk situation, risk management and risk controlling, including reputational risk related items as well as material litigation cases; it has formed various committees to handle specific topics (for a detailed description of these committees, please see the “Report of the Supervisory Board”, as well as chapter “Supervisory Board” in the “Corporate Governance Report”) – At the meetings of the Risk Committee, the Management Board reports on current and forward-looking risk exposures, portfolios, on risk appetite and strategy and on matters deemed relevant for the assessment and oversight of the risk situation of Deutsche Bank AG; it also reports on loans requiring a Supervisory Board resolution pursuant to law or the Articles of Association; the Risk Committee advises on issues related to the overall risk appetite, aggregate risk position and the risk strategy and keeps the Supervisory Board informed of its activities – The Regulatory Oversight Committee, among other responsibilities, monitors the Management Board’s measures that promote the company’s compliance with legal requirements, authorities’ regulations and the company’s own policies; it also reviews the bank’s codes of conduct and ethics as well as its policy framework, and, upon request, supports the Risk Committee in monitoring and analyzing the bank’s legal and reputational risks; the Management Board informs the committee about contacts with regulators with a significant relevance for the business activity – The Audit Committee, among other matters, supports the Supervisory Board in monitoring the effectiveness of the risk management system, particularly the internal control system and the internal audit system, as well as the Management Board’s remediation of deficiencies identified – The Management Board is responsible for managing Deutsche Bank Group in accordance with the law, the Articles of Association and its Terms of Reference with the objective of creating sustainable value in the interest of the company, thus taking into consideration the interests of the shareholders, employees and other company related stakeholders; the Management Board is responsible for ensuring a proper business organization, encompassing appropriate and effective risk management, as well as compliance with legal requirements and internal guidelines; the Management Board established the Group Risk Committee as the central forum for review and decision on material risk and capital-related topics; the Group Risk Committee generally meets once a week; it has delegated some of its duties to individuals and sub-committees; the Group Risk Committee and its sub-committees are described in more detail below Risk management governance structure of the Deutsche Bank Group
Risk Governance paragraph 2 [text block]	The following functional committees are central to the management of risk at Deutsche Bank: – The Group Risk Committee has various duties and dedicated authority, including approval of new or changed material risk and capital models and review of the inventory of risks, high-level risk portfolios, risk exposure developments, and internal and regulatory Group-wide stress testing results; in addition, the Group Risk Committee reviews and recommends items for Management Board approval, such as key risk management principles, the Group risk appetite statement, the Group recovery plan and the contingency funding plan, over-arching risk appetite parameters, and recovery and escalation indicators; the Group Risk Committee also supports the Management Board during Group-wide risk and capital planning processes – The Non-Financial Risk Committee oversees, governs and coordinates the management of non-financial risks in Deutsche Bank Group and establishes a cross-risk and holistic perspective of the key non-financial risks of the Group, including conduct and financial crime risk; it is tasked to define the non-financial risk appetite tolerance framework, to monitor and control the effectiveness of the non-financial risk operating model (including interdependencies between business divisions and control functions), and to monitor the development of emerging non-financial risks relevant for the Group – The Group Reputational Risk Committee is responsible for the oversight, governance and coordination of reputational risk management and provides for a look-back and a lessons learnt process; matters are referred to the Group Reputational Risk Committee in exceptional circumstances – this may be the case if a matter is declined by the Regional Reputational Risk Committee and appealed by the business division, or if the Regional Reputational Risk Committee cannot reach a two-thirds majority decision; it provides guidance on Group-wide reputational risk matters, including communication of sensitive topics, to the appropriate levels of Deutsche Bank Group; the Regional Reputational Risk Committees which are sub-committees of the Group Reputational Risk Committee, are responsible for the oversight, governance and coordination of the management of reputational risk in the respective regions on behalf of the Management Board – The Enterprise Risk Committee has been established with a mandate to focus on enterprise-wide risk trends, events and cross-risk portfolios, bringing together risk experts from various risk disciplines; as part of its mandate, the Enterprise Risk Committee approves the group risk inventory, certain country and industry threshold increases, and scenario design outlines for more severe group-wide stress tests as well as reverse stress tests; it reviews group-wide stress test results in accordance with risk appetite, reviews the risk outlook, emerging risks and topics with enterprise-wide risk implications; it oversees the climate and environmental risk framework – The Product Governance Committee has the mandate to ensure that there is appropriate oversight, governance and coordination of product governance in the Group by establishing a cross-risk and holistic perspective of key financial and non-financial risks associated with products and transactions throughout the lifecycle – The Financial Resource Management Council is an ad-hoc governance body, chaired by the Chief Financial Officer and the Chief Risk Officer, with delegated authority from the Management Board, to oversee financial crisis management at the bank; the Financial Resource Management Council provides a single forum to oversee execution of both the contingency funding plan and the Group recovery plan; the council recommends upon mitigating actions to be taken in a time of anticipated or actual capital or liquidity stress; specifically, the Financial Resource Management Council is tasked with analyzing the bank’s capital and liquidity position, in anticipation of a stress scenario recommending proposals for capital and liquidity related matters and overseeing the execution of decisions – The Group Asset & Liability Committee has been established by the Management Board with the mandate to optimize the sourcing and deployment of the bank’s balance sheet and financial resources within the overarching risk appetite set by the Management Board Deutsche Bank’s Chief Risk Officer, who is a member of the Management Board, has Group-wide, supra-divisional responsibility for establishing a risk management framework with appropriate identification, measurement, monitoring, mitigation and reporting of liquidity, credit, market, enterprise, model and non-financial risks (including operational and reputational); however, frameworks for certain risks are established by other functions as per the business allocation plan. The Chief Risk Officer has direct management responsibility for the Chief Risk Office function. Risk management and control duties in the Chief Risk Office function are generally assigned to specialized risk management units focusing on the management of – Specific risk types – Risks within a specific business – Risks in a specific region. These specialized risk management units generally handle the following core tasks: – Foster consistency with the risk appetite set by the Management Board and applied to business divisions and their business units – Determine and implement risk and capital management policies, procedures and methodologies that are appropriate to the businesses within each division – Establish and approve risk limits – Conduct periodic portfolio reviews to keep the portfolio of risks within acceptable parameters – Develop and implement risk and capital management infrastructures and systems that are appropriate for each division Chief Risk Officers for each business division as well as each region, having a holistic view of the respective business, challenge and influence the divisional and regional strategies, risk awareness and ownership as well as their adherence to risk appetite. While operating independently from each other and the business divisions, the Finance and Risk functions have the joint responsibility to quantify and verify the risk that the bank assumes.

Risk Report - Risk Management

Risk Report - Risk Management	12 Months Ended
	Dec. 31, 2023
Risk Management [Abstract]
Risk Identification and Assessment [text block]	Risk identification and assessment Risks to Deutsche Bank’s businesses and infrastructure functions, including under stressed conditions, are regularly identified. This assessment incorporates input from both first and second line of defense, with the identified risks assessed for materiality based on their severity and likelihood of materialization. The assessment of risks is complemented by a view on emerging risks applying a forward-looking perspective. This risk identification and assessment process results in the risk inventory which captures the material risks for the Group, and where relevant, across businesses, entities and branches. Regular updates to the Group risk inventory are reported to the Enterprise Risk Committee for review and approval. The inventory is also discussed in the Group Risk Committee and reported to the Management Board. The inventory informs key risk management processes, including the development of stress scenarios tailored to Deutsche Bank’s risk profile and informing risk appetite setting and monitoring. Risks in the inventory are also mapped to risks in the Group risk type taxonomy, where a corresponding materiality assessment is also provided.
Credit Risk Management [Abstract]
Credit Risk Framework [text block]	Credit risk framework Based on the Risk Type Taxonomy, credit risk is grouped into four material categories, namely default/migration risk, transaction/settlement risk (exposure risk), mitigation risk and credit concentration risk. This is complemented by a regular risk identification and materiality assessment. – Default/migration risk as the main element of credit risk, is the risk that a counterparty defaults on its payment obligations or experiences material credit quality deterioration increasing the likelihood of a default – Transaction/settlement risk is the risk that arises from any existing, contingent or potential future positive exposure – Mitigation risk is the risk of higher losses due to risk mitigation measures not performing as anticipated – Credit concentration risk is the risk of an adverse development in a specific single counterparty, country, industry or product leading to a disproportionate deterioration in the risk profile of Deutsche Bank’s credit exposures to that counterparty, country, industry or product Deutsche Bank manages its credit risk using the following philosophy and principles: – Credit Risk is only accepted: – for adopted clients – after completed appropriate due diligence led by the respective origination teams as 1st LoD – New products and changes to existing products have to be assessed within DB Group’s new product approval (NPA) framework – If a Rating has been assigned in line with agreed and approved processes – If all credit relevant exposures are correctly reflected in the relevant risk systems – If plans for an orderly termination of the risk positions have been considered – Credit Risk is assumed within the applicable Risk Appetite limits set for divisions, countries, industries, etc. – P&L responsibility for credit exposures is owned by the originating Group Division – Risk taken needs to be adequately compensated – Risk must be continuously monitored and managed across 1st and 2nd LoD – Credit standards are applied consistently across all Group Divisions in order to maintain a favorable risk profile in line with the Risk Appetite – Collateral or other risk mitigating, hedging or rating transfer instruments, which can be an alternative source of repayment do not substitute for underwriting standards and a thorough assessment of the debt service ability of a counterparty has to be performed during the credit process; essentially rating transfer instruments are supporting documents (e.g., comfort letters or parental guarantees) helping the debtor to prevent a default; consequently, this effect can be considered in the Probability of Default – Deutsche Bank strives to adequately secure, guarantee or hedge outright cash risk and longer tenor-exposures; this approach does usually not include lower risk short-term transactions and facilities supporting specific trade finance or other lower risk products where the margin allows for adequate loss coverage – Deutsche Bank measures and consolidates globally all exposure and facilities to the same Obligor; a Key Contact Person (KCP) within a Credit Team is assigned to each group of connected clients (Obligor) to globally co-ordinate the Credit Risk process for the respective obligor – Deutsche Bank has established within Credit Risk Management – where appropriate – specialized teams for deriving internal client ratings, analyzing and approving transactions or covering workout clients; for transaction approval purposes, structured credit risk management teams are aligned to the respective products or specific risks to ascertain adequate product expertise – Where required, Deutsche Bank has established processes to manage credit exposures at a legal entity or regional level – To meet the requirements of Article 190 CRR, Deutsche Bank has allocated the various control requirements for the credit processes to 2nd LoD units best suited to perform such controls
Measuring Credit Risk [abstract]
Measuring credit risk paragraph 1 [text block]	Measuring Credit Risk Credit risk is measured by credit rating, regulatory and internal capital demand and other key components like credit limits as mentioned below. The credit rating is an essential part of the bank’s underwriting and credit process and provides – amongst others – a cornerstone for risk appetite determination on an individual counterparty level, credit decision and transaction pricing as well the determination of regulatory capital demand for credit risk. Each counterparty must be rated, and each rating has to be reviewed at least annually supported by ongoing monitoring of counterparties. A credit rating is a prerequisite for any credit limit established/ approved. For each credit rating, the appropriate rating approach has to be applied and the derived credit rating has to be established in the relevant systems. Specific rating approaches have been established to best reflect the respective characteristics of exposure classes, including specific product types, central governments and central banks, institutions, corporates and retail. Counterparties in the bank’s non-retail portfolios are rated by Deutsche Bank’s independent Credit Risk Management function partly using automated Rating systems. Given the largely homogeneous nature of the retail portfolio, counterparty creditworthiness and ratings are predominately derived by utilizing an automated decision engine. Country risk-related ratings are provided by Enterprise Risk Management (ERM) Risk Research. Deutsche Bank’s rating analysis is based on a combination of qualitative and quantitative factors. When rating a counterparty Deutsche Bank applies in-house assessment methodologies, scorecards and the bank’s 21-grade rating scale for evaluating the creditworthiness of the bank’s counterparties.
Measuring credit risk paragraph 2 [text block]	Besides the credit rating, as a key component for managing the bank’s credit portfolio, including individual transaction approval and the setting of risk appetite, Deutsche Bank establishes credit limits for all credit exposures. Credit limits set forth maximum credit exposures Deutsche Bank is willing to assume over specified periods. In determining the credit limit for a counterparty, Deutsche Bank considers the counterparty’s credit quality above others by reference to its internal credit rating. Credit limits and credit exposures are both measured on a gross and net basis where net is derived by deducting appropriate hedges and certain collateral from respective gross figures. For derivatives, Deutsche Bank looks at current market values and the potential future exposure over the relevant time horizon, which is based upon the bank’s legal agreements with the counterparty.
IFRS 9 Impairment [text block]	IFRS 9 Impairment In the following chapter, the Group provides an overview of the IFRS 9 impairment framework and how it is embedded into Deutsche Bank‘s credit risk management activities. The disclosure provides a description of the Group‘s IFRS 9 model and methodology, changes implemented in 2023 as well as key model assumptions. This chapter also highlights novel risks in focus in 2023 and how Deutsche Bank assessed impact of these latest developments on its ECL calculations, and in particular, how the model properly takes into account the impacts of the uncertainties noted in 2023 and at year end, along with the impact from reasonable changes in the Group’s key model assumptions. These credit risk management activities and assessments are embedded in the bank’s overall control and governance framework for credit risk which includes the estimation of expected credit losses under IFRS 9 and the governance around the models used. 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, as well as regular model validations. Further explanations are provided regarding management overlays applied to the credit loss allowance, how reviews of relevant assumptions and inputs to the ECL calculation are performed and how as part of the model reviews, potential model imprecision and whether any overlays were necessary, are assessed. The Group also presents background on management overlays recorded at the end of 2022, throughout 2023 and at the end of 2023. To provide additional transparency on the impact of reasonable changes to the key assumptions, model sensitivities are presented in a separate section which concludes with the key drivers for the IFRS 9 model results. Description of IFRS 9 model and methodology The impairment requirements of IFRS 9 apply to all credit exposures that are measured at amortized cost or fair value through other comprehensive income and to off balance sheet lending commitments, such as loan commitments and financial guarantees. For purposes of the bank’s impairment approach, the Group refers to these instruments as financial assets. The Group determines its allowance for credit losses in accordance with IFRS 9 as follows: – Stage 1 reflects financial assets where it is assumed that credit risk has not increased significantly after initial recognition – Stage 2 contains all financial assets, that are not defaulted, but have experienced a significant increase in credit risk since initial recognition – Stage 3 consists of financial assets which deemed to be in default in accordance with Deutsche Bank’s policies, which are based on the Capital Requirements Regulation (CRR) Article 178. The Group defines these financial assets as impaired, non-performing and defaulted – Significant increase in credit risk is determined using quantitative and qualitative information based on the Group’s historical experience, credit risk assessment and forward-looking information – Purchased or Originated Credit-Impaired (POCI) financial assets are assets where at the time of initial recognition, there is objective evidence of impairment and the Group purchased at a discount. The IFRS 9 impairment approach is an integral part of the Group’s credit risk management procedures. The estimation of expected credit loss (ECL) is either performed via the automated, parameter based ECL calculation using the Group’s ECL model or determined by credit officers. In both cases, the calculation takes place for each financial asset individually. Similarly, the determination of the need to transfer between stages is made on an individual asset basis. The Group’s ECL model is used to calculate the allowance for credit losses for all financial assets in Stage 1 and Stage 2, as well as for Stage 3 in the homogeneous portfolio (i.e., retail and small business loans with similar credit risk characteristics). For financial assets in the bank’s non-homogeneous portfolio in Stage 3 and for POCI assets, the allowance for credit losses is determined individually by credit officers. The Group uses three main components to measure ECL. These are Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). The Group leverages existing parameters used for determination of capital demand under the Basel Internal Ratings Based Approach (IRBA) and internal risk management practices as much as possible to calculate ECL. These parameters are adjusted where necessary to comply with IFRS 9 requirements (e.g., use of point in time ratings and removal of downturn add-ons in the regulatory parameters). Incorporating forecasts of future economic variables into the measurement of ECL influences the allowance for credit losses. In order to calculate lifetime ECL, the Group’s calculation derives the corresponding lifetime PDs from migration matrices that reflect economic forecasts. In July 2023, the Group completed the migration of Postbank clients into the IT systems of Deutsche Bank, which resulted in a Group-wide alignment of the IFRS 9 impairment model and methodologies, while specific models previously applied for Postbank were decommissioned. This change in estimate resulted in an immaterial net increase in the Group’s allowance for credit losses. In September 2023, the Group received approval from authorities to align the Probability of Default (PD) model for large corporates and leveraged lending with regulatory requirements. The model is used for the determination of capital demand under the Basel Internal Ratings Based Approach, for internal risk management practices and is leveraged for IFRS 9 ECL purposes. The related change in estimate reduced the Group’s ECL as of September 30, 2023, by € 101 million. At initial recognition, financial assets are reflected in Stage 1, unless the financial assets are POCI. If there is a significant increase in credit risk, the financial asset is transferred to Stage 2. A significant increase in credit risk is determined by using rating-related and process-related indicators. The transfer of financial assets to Stage 3 is based on the status of the borrower being in default. If a borrower is in default, all financial assets of the borrower are transferred to Stage 3. Rating-related Stage 2 indicators: The Group compares a borrower’s lifetime PD at the reporting date with lifetime PD expectations at the date of initial recognition to determine if there has been a significant change in the borrower’s PDs and consequently to any of the borrower’s transaction in the scope of IFRS 9 impairment. Based on historically observed migration behavior and a sampling of different economic scenarios, a lifetime PD distribution is obtained. A quantile of this distribution, which is defined for each counterparty class, is chosen as the lifetime PD threshold. If the remaining lifetime PD of a transaction according to current expectations exceeds this threshold, the financial asset is deemed to have incurred a significant increase in credit risk and is transferred to Stage 2. The quantiles used to define Stage 2 thresholds are determined using expert judgment, are reviewed annually and have not changed since implementation of IFRS 9. The thresholds applied vary depending on the original credit quality of the borrower, elapsed lifetime, remaining lifetime and counterparty class. Management believes that the defined approach and quantiles represent a meaningful indicator that a financial asset has incurred a significant increase in credit risk. Process-related Stage 2 indicators are derived via the use of existing risk management indicators, which in the bank’s view represent situations where the credit risk of financial assets has significantly increased. These include borrowers being added to the Group’s watchlist, being transferred to workout status, payments being 30 days or more past due or being in forbearance. As long as the condition for one or more of the process-related or rating-related indicators is fulfilled and the borrower of the financial asset has not met the definition of default, the asset will remain in Stage 2. If the Stage 2 indicators are no longer fulfilled and the financial asset has not defaulted, the financial asset transfers back to Stage 1. In case of performing forborne financial assets, the probation period is two years before the financial asset is reclassified to Stage 1, which is aligned with regulatory guidance. If the borrower defaults, all transactions of the borrower are allocated to Stage 3. If, at a later date, the borrower is no longer in default, the curing criteria according to regulatory guidance is applied (including probation periods), which are at least three months or one year in case of distressed restructurings. Once the regulatory cure period or criteria has been met, the borrower will cease to be classified as defaulted and will be transferred back to Stage 2 or Stage 1. The ECL calculation for Stage 3 distinguishes between transactions in the homogeneous and non-homogenous portfolios, as well as POCI financial assets. For transactions that are in Stage 3 and in a homogeneous portfolio, the Group uses a parameter-based automated approach to determine the credit loss allowance per transaction. For these transactions, the LGD parameters are to a large extent modelled to be time-dependent, i.e., consider the declining recovery expectation as time elapses after default. The allowance for credit losses for financial assets in the bank’s non-homogeneous portfolios in Stage 3, as well as for POCI assets are determined by credit officers and have to be approved along an established authority grid up to and including the Management Board. This allows credit officers to consider currently available information and recovery expectations specific to the borrowers and the financial assets at the reporting date. Estimation techniques for key input factors The first key input factor in the Group ECL calculation is the one-year PD for borrowers which is derived from the bank’s internal rating systems. The Group assigns a PD to each borrower credit exposure based on a 21-grade master rating scale for all of the Group’s exposure. The borrower ratings assigned are derived based on internally developed rating models which specify consistent and distinct customer-relevant criteria and assign a rating grade based on a specific set of criteria as given for a certain customer. The set of criteria is generated from information sets relevant for the respective customer segments including general customer behavior, financial and external data (e.g., credit bureau). The methods in use range from statistical scoring models to expert-based models taking into account the relevant available quantitative and qualitative information. Expert-based models are usually applied for borrowers in the exposure classes “Central governments and central banks”, “Institutions” and “Corporates” with the exception of those “Corporates” for which a sufficient data basis is available for statistical scoring models. For the latter, as well as for the retail segment, statistical scoring or hybrid models combining both approaches are commonly used. Quantitative rating methodologies are developed based on applicable statistical modelling techniques, such as logistic regression. One-year PDs are extended to multi-year PD curves using through-the-cycle matrices and macroeconomic forecasts. Based on economic scenarios centered around the macroeconomic baseline forecast, through-the-cycle matrices are first transformed into point-in-time rating migration matrices, typically for a two-year period. The calculation of the point-in-time matrices leverages a link between macroeconomic variables and the default and rating behavior of borrowers, which is derived from historical macroeconomic variables (MEVs) and rating time series through regression techniques. In a final step, multi-year PD curves are derived from point-in-time rating migration matrices for periods where reasonable and supportable forecasts are available and extrapolated based on through-the-cycle rating migration matrices beyond those periods. The second key input factor into the ECL calculation is the LGD parameter, which is defined as the likely loss intensity in case of a borrower’s default. It provides an estimation of the exposure that cannot be recovered in a default event and therefore captures the severity of a loss. Conceptually, LGD estimates are independent of a borrower’s probability of default. The LGD models applied in Stages 1 and 2, which are based on regulatory LGD models, but adjusted for IFRS 9 requirements (i.e., removal of downturn-add-on and removal of indirect costs of workout), ensure that the main drivers for losses (i.e., different levels and quality of collateralization and customer or product types or seniority of facility) are reflected as risk drivers in LGD estimates. In the bank’s LGD models, the Group assigns collateral type specific LGD parameters to the collateralized exposure (collateral value after application of haircuts). The LGD setting for defaulted homogeneous portfolios are partially dependent on time after default and are either calibrated based on the Group’s multi-decade loss and recovery experience using statistical methods or for less significant portfolios certain LGD model input parameters (e.g., cure rates) are determined by expert judgement. The third key input factor is the exposure at default over the lifetime of a financial asset which is modelled taking into account expected repayment profiles (e.g., linear amortization, annuities, bullet loan structures). Prepayment options are modelled for some portfolios. The bank applies specific credit conversion factors (CCFs) in order to calculate an EAD value. Conceptually, the EAD is defined as the expected amount of the credit exposure to a borrower at the time of its default. In instances where a transaction involves an unused limit, a percentage share of this unused limit is added to the outstanding amount in order to appropriately reflect the expected outstanding amount in case of a borrower’s default. This reflects the assumption that for commitments, the utilization at the time of default might be higher than the current outstanding balance. In case a transaction involves an additional contingent component (i.e., guarantees) a further percentage share is applied as part of the CCF model in order to estimate the amount of guarantees drawn in case of default. The calibrations of such parameters are based on internal historical data and are either based on empirical analysis or supported by expert judgement and consider borrower and product type specifics. Where supervisory CCF values need to be applied for regulatory purposes, internal estimates are used for IFRS 9. Expected lifetime IFRS 9 requires the determination of lifetime ECL for which the expected lifetime of a financial asset is a key input factor. Lifetime ECL represent default events over the expected life of a financial asset. The Group measures ECL considering the risk of default over the maximum contractual period (including any borrower’s extension options) over which the Group is exposed to credit risk. Retail overdrafts, credit card facilities and certain corporate revolving facilities typically include both a loan and an undrawn commitment component. The expected lifetime of such on-demand facilities exceeds their contractual life as they are typically cancelled only when the Group becomes aware of an increase in credit risk. The expected lifetime is estimated by taking into consideration historical information and the Group’s credit risk management actions such as credit limit reductions and facility cancellation. Where such facilities are subject to an individual review by credit risk management, the lifetime for calculating ECL is 12 months. For facilities not subject to individual review by credit risk management, the bank applies a lifetime for calculating ECL of 24 months. Interest rate used in the IFRS 9 model In the context of the ECL calculation, the Group applies in line with IFRS 9 an approximation of the effective interest rate (EIR), which is usually the contractual interest rate. The contractual interest rate is deemed to be an appropriate approximation, as the interest rate is consistently used in the ECL model, interest recognition and for discounting of the ECL and does not materially differ from the EIR. Consideration of collateralization in IFRS 9 Expected Credit Loss calculation The ECL model projects the level of collateralization for each point in time in the life of a financial asset. At the reporting date, the model uses the existing collateral distribution process applied in Deutsche Bank’s economic capital model. In this model, the liquidation value of each eligible collateral is allocated to relevant financial assets to distinguish between collateralized and uncollateralized parts of each financial asset. In the ECL calculation, the Group subsequently applies the aforementioned LGDs for secured and unsecured exposures to derive the ECL for the secured and unsecured part of the exposure separately. Certain financial guarantee contracts are integral to the financial assets guaranteed. In such cases, the financial guarantee is considered as collateral for the financial asset and the benefit of the guarantee is used to mitigate the ECL of the guaranteed financial asset. Forward looking information Under IFRS 9, the allowance for credit losses is based on reasonable and supportable forward-looking information available without undue cost or effort, which takes into consideration past events, current conditions and forecasts of future economic conditions. To incorporate forward looking information into the Group’s allowance for credit losses, the bank uses two key elements: – As its base scenario, the Group uses external survey-based macroeconomic forecasts (e.g., consensus views on GDP and unemployment rates); in addition, the scenario expansion model, which has been initially developed for stress testing, is used for forecasting macroeconomic variables that are not covered by external consensus data; all forecasts are assumed to reflect the most likely development of the respective variables; the Group regularly updates its forecasts for macro-economic factors during the quarter and reviews aspects of potential model imprecision (e.g., MEV parameters outside the historic range used for model calibration, if not already included in the model) as part of an MEV monitoring framework to assess if an overlay is required – Statistical techniques are then applied to transform the base scenario projections into a probability distribution of the macroeconomic variables; these scenarios specify deviations from the baseline forecasts; the scenario distribution is then used for deriving multi-year PD curves for different rating and counterparty classes, which are applied in the ECL calculation and in the identification of significant deterioration in credit quality of financial assets as described above in the rating-related Stage 2 indicators The Group's Risk and Finance Credit Loss Provision Forum monitors the impact of forward-looking information, including the latest macroeconomic variables, on a quarterly basis and determines if any additional overlays are required. Although interest rates and inflation are not separately included in the MEVs, the economic impact of these risks is reflected in GDP growth rates, unemployment, equities and credit spreads as higher rates and inflation filter through these forecasts. As of December 31, 2023, the consensus data applied in the ECL model was deemed to have reflected the latest macroeconomic developments and after considering all relevant uncertainties in the MEVs no additional overlays were required. As described earlier, the Group’s approach to reflect macroeconomic variables in the calculation of ECLs is to incorporate forecasts for the next two years, using eight discrete quarterly observations. After the period of eight quarters, the Group constructs forecasts based on macro-economic variables and its historic trends. The tables below contain the macroeconomic variables included in the application of forward-looking information in the IFRS 9 model as of December 31, 2023, and as of December 31, 2022. Forward-looking information applied December 31, 2023¹ ² Year 1 Year 2 Commodity - Gold 1,957.34 1,958.16 Commodity - WTI 82.52 83.56 Credit - CDX Emerging Markets 195.16 192.83 Credit - CDX High Yield 451.57 466.40 Credit - CDX IG 70.04 72.12 Credit - High Yield Index 4.05 4.19 Credit - ITX Europe 125 73.09 72.21 Equity - MSCI Asia 1,293 1,297 Equity - Nikkei 33,188 34,051 Equity - S&P500 4,514 4,621 GDP - Developing Asia 4.94% 4.37% GDP - Emerging Markets 4.08% 4.01% GDP - Eurozone 0.13% 1.08% GDP - Germany 0.12% 1.30% GDP - Italy 0.33% 1.03% GDP - USA 1.75% 1.31% Real Estate Prices - US CRE Index 353.41 347.99 Unemployment - Eurozone 6.67% 6.64% Unemployment - Germany 3.12% 3.13% Unemployment - Italy 7.75% 7.68% Unemployment - Japan 2.58% 2.42% Unemployment - Spain 11.96% 11.67% Unemployment - USA 4.19% 4.40% 1 2 December 31, 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 Deutsche Bank’s macroeconomic environment in 2023 was characterized by the persistently high inflation which drove further monetary tightening, risks of a higher-for-longer interest rate environment and generally tighter financial conditions in the major advanced economies. Towards the end of the year, evidence of waning inflation pressure led to a repricing of market expectations with respect to earlier and more significant central bank rate cuts in 2024 accompanied by an easing of financial conditions. In addition, there were episodes of significant market volatility particularly around selective failures and/or restructurings in the U.S. and European banking sector as well as increasing pressure on the Commercial Real Estate (CRE) market, particularly in the U.S. office sector. To ensure that Deutsche Bank’s ECL model was taking into account the uncertainties in the macroeconomic environment throughout 2023, the Group reviewed emerging risks to assess its potential downside and to manage the bank’s credit strategy and risk appetite on an ongoing basis. Overall, Deutsche Bank believes the actions taken as a result of these reviews were designated to ensure the bank was adequately provisioned for its expected credit losses as of December 31, 2023. Commercial Real Estate CRE markets continue to face headwinds due to the impacts of higher interest rates, decreasing market liquidity combined with tightened lending conditions, and structural changes in the office sector. The market stress has been more pronounced in the U.S. where property price indices point to a greater decline of CRE asset values from recent peaks compared to Europe and APAC. Similarly, within the office segment, the market weakness is most evident in the U.S., reflected in subdued leasing activity and higher vacancy rates compared to Europe. In the current environment, the main risk for the portfolio is refinancing risk. CRE loans often have a significant portion of their principal amount payable at maturity. Under current market conditions, borrowers may have difficulty obtaining a new loan to repay the maturing debt or fulfil conditions to extend the loan. The Group is closely monitoring its CRE portfolio for indications of elevated refinancing risk. The CRE portfolio consists of lending arrangements originated across various parts of the Group and client segments. The Group’s CRE portfolio under the Group’s CRE definition includes exposures reported under the Main Credit Exposure Categories by Industry Sectors for Real Estate Activities NACE but also exposures reported under other NACE classifications including Financial and Insurance Activities. Within the CRE portfolio, the Group differentiates between recourse and non-recourse financing. Recourse CRE financings typically have a lower inherent risk profile based on recourse to creditworthy entities or individuals, in addition to mortgage collateral. Recourse CRE exposures range from secured recourse lending for business or commercial properties to property companies, Wealth Management clients, as well as other private and corporate clients. Non-recourse financings rely on sources of repayment that are typically limited to the cash flows generated by the financed property and the ability to refinance such loans may be constrained by the underlying property value and income stream generated by such property at the time of refinancing. The entire CRE loan portfolio is subject to periodic stress testing under Deutsche Bank’s Group Wide Stress Test Framework. In addition, Deutsche Bank uses bespoke portfolio stress testing for certain sub-segments of the CRE loan portfolio to obtain a more comprehensive view of potential downside risks. For the year ending December 31, 2023, the Group performed a bespoke portfolio stress test on a subset of the non-recourse financing portfolio deemed higher risk based on its heightened sensitivity to current CRE market stress factors, including higher interest rates, declining collateral values and elevated refinancing risk due to loan structures with a high proportion of their outstanding principal balance payable at maturity. The following table provides an overview of the Group’s Real Estate Activities and other industry sectors (NACE) contributing to Deutsche Bank’s non-recourse and stress-tested CRE portfolio as of December 31, 2023, and December 31, 2022, respectively. Overview of CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Allowance for Credit Losses² Gross Carrying Amount¹ Allowance for Credit Losses² Real Estate Activities³ 49,267 460 47,973 236 thereof: non-recourse 25,073 382 24,832 147 thereof: stress-tested portfolio 21,331 364 22,144 135 Other industry sectors³ non-recourse 13,119 225 14,037 189 thereof: stress-tested portfolio 9,879 114 10,242 101 Total non-recourse CRE portfolio 38,192 606 38,869 336 thereof: stress-tested portfolio 31,210 478 32,386 236 1 2 3 The following table shows the non-recourse CRE portfolio by IFRS 9 stages as well as provision for credit losses recorded as of December 31, 2023, and December 31, 2022. Non-recourse CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 27,325 31,892 Stage 2 7,661 5,233 Stage 3 3,206 1,744 Total 38,192 38,869 2023 2022 Provision for Credit Losses² 445 128 1 2 The year on year increase in Stage 2 and Stage 3 exposures is reflective of the deterioration in CRE markets leading to increased loans added to the watchlist and forbearance measures as well as increasing defaults. The following table shows the stress-tested CRE portfolio by IFRS 9 stages, region, property type and average weighted loan to value (LTV) as well as provision for credit losses recorded for the year ended December 31, 2023, and December 31, 2022, respectively. Stress-tested CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 21,568 26,199 Stage 2 6,889 5,046 Stage 3 2,753 1,141 Total 31,210 32,386 thereof: North America 56% 57% Western Europe (including Germany) 36% 2 36% Asia/Pacific 7% 7% thereof: offices 42% 41% North America 23% 22% Western Europe (including Germany) 17% 3 15% Asia/Pacific 2% 3% thereof: residential 14% 12% thereof: hospitality 10% 11% thereof: retail 9% 9% Weighted average LTV, in % Investment Bank 66% 62% Corporate Bank 53% 53% Other Business 68% 56% 2023 2022 Provision for Credit Losses 4 388 103 thereof: North America 298 87 1 2 3 4 The average LTV in the U.S. office loan segment was 81 % as of December 31, 2023, versus 60 % as of December 31, 2022. LTV calculations are based on latest externally appraised values which are additionally subject to regular interim internal adjustments. While the Group is updating CRE collateral values where applicable, such values and their underlying assumptions are subject to a higher degree of fluctuation and uncertainty in the current environment of heightened market volatility and reduced market liquidity. A continuation of the current stressed market conditions could have a further adverse impact on commercial real estate property values and LTV ratios. Stage classification and provisioning levels are primarily based on the Group’s assessment of a borrower’s ability to generate recurring cash flows, its ability to obtain refinancing at the loan’s maturity, and an assessment of the financed property’s collateral value. Deutsche Bank actively monitors these factors for potential signs of deterioration to ensure timely adjustment of the borrower’s loan classifications. When a loan is deemed to be impaired, the Group calculates required credit loss provisions using multiple potential scenarios for loan resolution, weighted by their expected probabilities and taking into account information available at that point. Such assessments are inherently subjective with respect to scenario weightings and subject to various assumptions, including future cash flows generated by a property and potential property liquidation proceeds. These assumptions are subject to uncertainties which are exacerbated in the current volatile market environment such that deviating developments to initial assumptions could have a material future impact on calculated provisions. Additional uncertainty exists within the office sector due to the uncertain long-term impact of remote working arrangements on demand for office space. Given the near-term outlook for interest rates, the Group expects stressed market conditions to continue into 2024 which could result in further deterioration of asset quality and higher credit loss provisions, which is reflected in the communicated guidance on credit loss provisions for 2024. Since the onset of the CRE market deterioration, the Group aims to assess the downside risk of additional credit losses in its Based on the stress test assumptions and utilizing the December 31, 2023, stress-tested CRE portfolio of € 31.2 billion as jump-off point, the stress scenario could result in approximately € 1.1 billion of credit losses over multiple years based on the respective maturity profile. The stress loss is reported gross of allowance, however, it should be noted that it covers a portfolio, where the Group has already a credit loss allowance in place. Nevertheless, the stress loss under a liquidation scenario could exceed the current ECL estimate. The bespoke stress test has numerous limitations, including but not limited to lack of differentiation based on individual asset performance, specific location or asset desirability, all of which could have a material impact on potential stress losses. Furthermore, calculated stress losses are sensitive to potential further deterioration of peak-to-trough index values and assumptions about incremental haircuts, incremental stress loss can therefore change going forward. Changes in underlying assumptions could lead to a wider range of stress results and hence the Group's bespoke stress approach is one of multiple scenarios. Based on currently available information, Deutsche Bank believes that the ECL estimate related to the Group’s CRE portfolio is within reasonable ranges, requires no additional corrective measure and thus represents the bank’s best estimate. However, the Group remains highly selective around new business, focusing on more resilient property types such as industrial or logistics. Overall Assessment of ECL’s To ensure that Deutsche Bank’s ECL model accounted for the uncertainties in the macroeconomic environment throughout 2023, the Group continued to review emerging
Managing and Mitigation of credit risk [Abstract]
Managing and Mitigation of credit risk paragraph 1 [text block]	Managing and mitigation of credit risk Credit-relevant counterparties are principally allocated to credit officers within credit teams which are organized by type of counterparty (such as financial institutions, corporates or private individuals), economic area (e.g., emerging markets) or product and supported by dedicated rating analyst teams where deemed necessary. The individual credit officers have the relevant expertise and experience to manage the credit risks associated with these counterparties and their associated credit related transactions. For retail clients, credit decision making and credit monitoring is highly automated due to standardized products and processes. Credit Risk Management has full oversight of the respective processes and tools used in these highly automated retail credit processes. It is the responsibility of each credit officer to undertake ongoing credit monitoring for their allocated counterparties. Deutsche Bank also has procedures in place intended to identify at an early-stage credit exposures for which there may be an increased risk of deteriorated risk/ loss. In instances where Deutsche Bank has identified counterparties with emerging concern about their credit quality deteriorating or likely to deteriorate to the point where they present a heightened risk of default / loss, the respective counterparty is generally placed on the “Watchlist”. Deutsche Bank aims to identify those counterparties at an early stage to ensure that credit exposures with increased risks are effectively managed, the Bank’s risk management tools are appropriately applied aiming to minimize potential losses. The objective of this early warning system is to address potential problems while adequate options for action are still available. This early risk detection is a tenet of Deutsche Bank’s credit culture and is designed to raise management awareness of these positions. Credit limits for individual counterparties are established by the Credit Risk Management function applying credit authorities assigned to individual Credit Officers. This also applies to settlement risk that must fall within limits pre-approved by Credit Risk Management and in a manner that reflects expected settlement patterns for the subject counterparty. Credit approvals are documented by electronic signature under 4-eye principle by the respective credit authority holders and are retained for future reference. Credit authority is generally assigned as a personal credit authority according to the individual’s professional qualification and experience. All assigned credit authorities are reviewed on a periodic basis to help ensure that they are commensurate with the individual performance of the authority holder. Where credit authority is insufficient to establish required credit limits, the transaction is referred to a credit authority holder with the respective credit authority or if exceeding the highest personal authority to an appropriate credit committee. Where personal and committee authorities are insufficient to establish appropriate limits, the case is referred to the Management Board for approval. Mitigation of credit risk on counterparty level In addition to determine counterparty credit quality by assigning internal ratings and the alignment of the exposure with the Bank’s counterparty concentration risk guidelines, Deutsche Bank also uses various credit risk mitigation & protection techniques to optimize credit exposure and reduce potential credit losses. These techniques are applied in the following forms: – Comprehensive and enforceable credit documentation with adequate terms and conditions – Collateral in its various forms to reduce losses by increasing the recovery of obligations; key principles for collateral management include legal effectiveness and enforceability, prudent and realistic collateral valuations, risk and regulatory capital reduction, as well as cost efficiency – Risk transfers, which shift the risk of default of an obligor to a third-party including hedging executed by the bank’s Strategic Corporate Lending (SCL) team or entity; other de-risking tools, such as securitizations etc., may also be employed – Netting and collateral arrangements which reduce the credit exposure from derivatives and securities financing transactions (e.g. repo transactions) – Hedging of derivatives counterparty risk including CVA, using primarily CDS contracts via the bank’s Counterparty Portfolio Management desk Collateral Deutsche Bank regularly agrees on collateral to be received from customers that are subject to credit risk or to be provided by third parties agreed by legally effective and enforceable contracts as documented by a written and reasoned legal opinion. Collateral is credit protection in the form of (funded) assigned or pledged assets or (unfunded) third-party obligations that serves to mitigate the inherent risk of credit loss in an exposure, by either substituting the counterparty default risk or improving recoveries in the event of a default. Deutsche Bank generally takes all types of eligible collateral for its respective businesses but may limit accepted collateral types for specific businesses or regions as customary in the respective market or driven by purpose of efficiency. While collateral can be an alternative source of repayment, it does not replace the necessity of high-quality underwriting standards and a thorough assessment of the debt service ability of the counterparty in line with Article 194 (9) CRR. – Funded Credit Protection like financial and other collateral, which enables Deutsche Bank to recover all or part of the outstanding exposure by liquidating the collateral / asset provided, in cases where the counterparty is unable or unwilling to fulfill its primary obligations. Cash collateral, securities (equity, bonds), collateral pledges or assignments of other claims or inventory, movable assets (i.e., plant, machinery, ships and aircraft) and real estate typically fall into this category; all financial collateral is regularly, mostly daily, revalued and measured against the respective credit exposure; the value of other collateral, including real estate, is monitored based upon established processes that includes regular reviews or revaluations by internal and/or external experts – Unfunded Credit Protection like Guarantees, which complement the counterparty’s ability to fulfill its obligation under the legal contract and as such is provided by uncorrelated third parties. Letters of credit, insurance contracts, export credit insurance, guarantees, credit derivatives and (unfunded) risk participations typically fall into this category. Guarantees and strong letters of comfort provided by correlated group members of customers (generally the parent company) may also be accepted and considered in approved rating approaches; guarantee collateral with a non-investment grade rating of the guarantor is limited Deutsche Bank’s processes seek to ensure that the collateral accepted for risk mitigation purposes is of high quality. This includes processes to generally ensure legally effective and enforceable documentation for realizable and measurable collateral or assets which are evaluated within the on-boarding process by dedicated internal appraisers or teams with the respective qualification, skills and experience or adequate external valuers mandated in regulated processes. The applied valuations follow generally accepted valuation methods or models. Ongoing correctness of values is monitored by collateral type-specific, appropriately frequent, and event-driven reviews considering relevant risk parameters. Revaluations are applied in cases of identified probable material deterioration and future monitoring may be adjusted respectively. The assessment of the suitability of collateral for a specific transaction is part of the credit decision and must be undertaken in a conservative way, including collateral haircuts that are applied. Deutsche Bank has collateral type specific haircuts in place which are regularly reviewed and approved. In this regard, Deutsche Bank strives to avoid “wrong-way” risk characteristics where the counterparty’s risk is positively correlated with the risk of deterioration in the collateral value. For unfunded credit protection like guarantees, the process for the analysis of the guarantor’s creditworthiness is aligned to the credit assessment process for credit-relevant counterparties. The valuation of collateral is considered under a liquidation scenario. The liquidation value is equal to the expected proceeds of collateral monetization / realization in a base case scenario, wherein a fair price is achieved through careful preparation and orderly liquidation of the collateral. Collateral can either move in value over time (dynamic value) or not (static value). The dynamic liquidation value generally includes a safety margin or haircut over realizable value to address liquidity and marketability aspects. The Group assigns a liquidation value to eligible collateral, based on, among other things: – The market value and / or lending value, notional amount or face value of a collateral as a starting point – The type of collateral; the currency mismatch, if any, between the secured exposure and the collateral; and a maturity mismatch, if any – The applicable legal environment or jurisdiction (onshore versus offshore collateral) – The market liquidity and volatility in relation to agreed termination clauses – The correlation between the performance of the borrower and the value of the collateral, e.g., in the case of the pledge of a borrower’s own shares or securities (in this case generally full correlation leads to no liquidation value) – The quality of physical collateral and potential for litigation or environmental risks; and – A determined collateral type specific haircut (0 – 100 %) reflecting collection risks (i.e. price risks over the average liquidation period and processing/utilization/sales costs) as specified in the respective policies. Collateral haircut settings are typically based on available historic internal and / or external recovery data (expert opinions may also be used, where appropriate). They also incorporate a forward-looking component in the form of collection and valuation forecast provided by experts within Risk Management. Considering the expected proceeds from the liquidation of the different collateral types, respective value fluctuations, market specific liquidation costs, and time applied haircuts vary between 0 to 100 %. When data is not sufficiently available or inconclusive, more conservative haircuts than otherwise used must be applied. Haircut settings are reviewed at least annually.
Managing and Mitigation of credit risk paragraph 2 [text block]	In order to reduce the credit risk resulting from OTC derivative transactions, where CCP clearing is not available, Deutsche Bank regularly seeks the execution of standard master agreements (such as master agreements for derivatives published by the International Swaps and Derivatives Association, Inc. (ISDA) or the German Master Agreement for Financial Derivative Transactions) with the bank’s counterparties. A master agreement allows for the close-out netting of rights and obligations arising under derivative transactions that have been entered into under such a master agreement upon the counterparty’s default, resulting in a single net claim owed by or to the counterparty. Payment netting may be agreed from time to time with the bank’s counterparties for multiple transactions having the same payment dates (e.g., foreign exchange transactions) pursuant to the terms of master agreements which can, reduce the bank’s settlement risk. In its risk measurement and risk assessment processes Deutsche Bank applies close-out netting only to the extent Deutsche Bank has concluded that the master agreement is legally valid and enforceable in all relevant jurisdictions and the recognition of close-out netting has been approved in accordance with the bank’s Netting Policies. Deutsche Bank also enters into credit support annexes (CSAs) to master agreements in order to further reduce the bank’s derivatives-related credit risk. These annexes generally provide risk mitigation through periodic, usually daily, margining of the covered exposure. The CSAs also provide for the right to terminate the related derivative transactions upon the counterparty’s failure to honor a margin call. As with netting, when Deutsche Bank believes the annex is enforceable, Deutsche Bank reflects this in its exposure measurement.
Managing and Mitigation of credit risk paragraph 3 [text block]	Concentrations within credit risk mitigation Concentrations within credit risk mitigations taken may occur if a number of guarantors and credit derivative providers with similar economic characteristics are engaged in comparable activities with changes in economic or industry conditions affecting their ability to meet contractual obligations. Concentration risk may also occur in collateral portfolios (e.g. multiple claims and receivables against third parties) which are considered conservatively within the valuation process and / or on-site inspections where applicable. Deutsche Bank uses a range of tools and metrics to monitor its credit risk mitigating activities and potential concentrations.
Managing and Mitigation of credit risk paragraph 4 [text block]	Managing credit risk on portfolio level Enterprise Risk Management (ERM) Portfolio sets the framework for the management of concentration risks at a portfolio level. This includes strategically setting, monitoring, reviewing, reporting, and controlling credit risk appetites across various dimensions such as group, division, business unit, legal entity, branch, country, and industry level that need to be considered in the context of credit approvals. In addition, ERM Portfolio provides a comprehensive and holistic view of the bank’s risk profile across risk types. On a portfolio level, significant concentrations of credit risk could result from having material exposures to a number of counterparties with similar economic characteristics, or who are engaged in comparable activities, where these similarities may cause their ability to meet contractual obligations to be affected in the same manner by changes in economic or industry conditions. Deutsche Bank’s portfolio management framework supports a comprehensive assessment of concentrations within its credit risk portfolio in order to keep concentrations within acceptable levels. Risk and portfolio developments are regularly discussed at the Industry risk management To manage industry risk, Deutsche Bank has grouped its corporate and financial institutions counterparties into various industry sub-portfolios. Portfolios are regularly reviewed at least on an annual basis. Reviews highlight industry developments and risks to the bank’s credit portfolio, review cross-risk concentration risks, analyze the risk/reward profile of the portfolio and incorporate the results of an economic downside stress test. Finally, this analysis is used to define the credit strategies for the portfolio in question. In the bank’s industry risk management framework, thresholds are established for aggregate credit limits to counterparties within each industry sub-portfolio. For risk management purposes, the aggregation of limits across industry sectors follows an internal risk view that does not have to be congruent with NACE (Nomenclature des Activities Economiques dans la Communate Europeenne) code-based view applied elsewhere in this report. Regular industry portfolio overviews are prepared for the Enterprise Risk Committee to discuss recent developments and to agree on risk management actions where necessary. Beyond credit risk, the bank’s industry risk framework comprises of thresholds for Traded Credit Positions while key industry relevant non-financial risks are closely monitored. Country risk management Avoiding undue concentrations from a regional and country perspective is also an integral part of the bank’s credit risk management framework. In order to achieve this, country risk thresholds are applied to countries in Non-Japan Asia, Central Eastern Europe, Middle East & Africa and Latin America as well as selected Developed Markets countries (based on internal country risk ratings). Country portfolios are regularly reviewed with the frequency of review dependent on portfolio size and risk profile as well as risk developments. Larger / riskier portfolios are reviewed at least on an annual basis. These reviews assess amongst other factors, key macroeconomic and political risk developments and outlook; portfolio composition, quality and cross-risk concentrations under normal and stress conditions; analyze the risk / reward profile of the portfolio. Based on this and taking into account the Group’s Risk Appetite and strategy, country risk appetite and strategies are set by ERM. In the bank’s country risk framework, thresholds are established for counterparty credit risk exposures in each country to manage the aggregate credit risk subject to country-specific economic and political events. These thresholds cover exposures to entities incorporated locally and subsidiaries of foreign multinational corporations as well as companies with significant economic or operational dependence on a specific country even though they are incorporated externally. In addition, gap risk thresholds are set to control the risk of loss due to intra-country wrong-way risk exposure. As such, for risk management purposes, the aggregation of exposures across countries follows an internal risk view that may differ from the geographical exposure view applied elsewhere in this report. Beyond credit risk, the bank’s country risk framework comprises thresholds for trading positions that measure the aggregate market value of traded credit risk positions. For Emerging Markets, thresholds are also set to measure the profit and loss impact under specific country stress scenarios on trading positions across the bank’s portfolio. Furthermore, thresholds are set for capital and intra-group funding exposure of Deutsche Bank entities in above countries given the transfer risk inherent in these cross-border positions. Key non-financial risks are closely monitored and factored into financial threshold setting considerations where relevant. Deutsche Bank’s country risk ratings represent a key tool in its management of country risk. They include: – Sovereign rating (set and managed by ERM Risk Research): A measure of the probability of the sovereign defaulting on its foreign or local currency obligations – Transfer risk rating (set and managed by ERM Risk research): A measure of the probability of a “transfer risk event”, i.e., the risk that an otherwise solvent debtor is unable to meet its obligations due to inability to obtain foreign currency or to transfer assets as a result of direct sovereign intervention All sovereign and transfer risk ratings are reviewed, at least on an annual basis. Product/Asset class specific risk management Complementary to the bank’s counterparty, industry and country risk approach, Deutsche Bank focuses on certain product / asset class specific risk concentrations and sets limits or thresholds where required for risk management purposes. Specific risk limits are set in particular if a concentration of transactions of a specific type might lead to significant losses under certain conditions. In this respect, correlated losses might result from disruptions in the functioning of financial markets, significant moves in market parameters to which the respective product or asset class is sensitive to, or other risk drivers common to the asset class. Private Bank and certain Corporate Bank businesses are managed via product-specific strategies setting the bank’s risk appetite for portfolios with similar credit risk characteristics, such as the retail portfolios of mortgages and consumer finance products as well as products for business clients. Risk analyses are performed on portfolio level including further breakdown into business units as well as countries/regions. In Wealth Management, target levels are set for global concentrations along products as well as based on type and liquidity of collateral. Underwriting of capital markets transactions Specific focus is placed on transactions with underwriting risks where Deutsche Bank underwrites commitments with the intention to sell down or distribute part of the risk to third parties. These commitments include the undertaking to provide bank loans for syndication into the debt capital market and bridge loans for the issuance of notes. The inherent risks of being unsuccessful in the distribution of the facilities or the placement of the notes, comprise of a delayed distribution, funding of the underlying loans as well as a pricing risk as some underwriting commitments are additionally exposed to market risk in the form of widening credit spreads. Where applicable, Deutsche Bank dynamically hedges this credit spread risk to be within the approved market risk limit framework. A major asset class, in which Deutsche Bank is active in underwriting, is leverage lending, which Deutsche Bank mainly executes through its Leveraged Debt Capital Markets business unit. The business model is a fee-based‚ originate to distribute approach focused on the distribution of largely unfunded underwriting commitments into the capital market. The afore-mentioned risks regarding distribution and credit spread movement apply to this business unit, however, are managed under a range of specific notional as well as market risk limits. The latter require the business to also hedge its underwriting pipeline against market dislocations. The fee-based model of the bank’s Leveraged Debt Capital Markets business unit includes a restrictive approach to single-name risk concentrations retained on Deutsche Bank’s balance sheet, which results in a diversified overall portfolio without any material concentrations. The resulting longer-term on-balance sheet portfolio is also subject to a comprehensive credit limit and hedging framework. Deutsche Bank assumes underwriting risk with respect to Commercial Real Estate loans. Primarily in the Commercial Real Estate business unit in the Investment Bank loans may be originated with the intent to securitize in the capital markets or syndicate to other lenders. The afore-mentioned inherent underwriting risks such as delayed distribution and pricing risk are managed through notional caps, market risk limits and hedging against the risk of market dislocations. Deutsche Bank also provides material underwriting activity through its Debt Capital Markets desk which is focused on supporting Investment Grade and cross-over rated corporate borrowers, usually in connection with M&A transaction financing. These exposures are typically 12-24 month bridge loans, which are expected to be repaid by syndicated loans and/or capital markets issuance by the borrower. Deutsche Bank does not bear market placement or pricing risk on these exposures but faces funding risk and credit risk for the duration of the commitment, which are managed through notional underwriting limits for the Group and an industry concentration framework.
Market Risk Management [Abstract]
Market Risk Framework [text block]	Market Risk Management Market Risk framework The vast majority of Deutsche Bank’s businesses are subject to market risk, defined as the potential for change in the market value of the Group’s trading and invested positions. Risk can arise from changes in interest rates, credit spreads, foreign exchange rates, equity prices, commodity prices and other relevant parameters, such as market volatility and market implied default probabilities. The market risk can affect accounting, economic and regulatory views of the exposure. Market Risk Management is part of Deutsche Bank’s independent Risk function and sits within the Market and Valuations Risk Management group. One of the primary objectives of Market Risk Management is to ensure that the business units’ risk exposure is within the approved risk appetite commensurate with its defined strategy. To achieve this objective, Market Risk Management works closely together with risk takers (“the business units”) and other control and support groups. The Group distinguishes between three substantially different types of market risk: – Trading market risk arises primarily through the market-making and client facilitation activities of the Investment Bank and Corporate Bank divisions. This involves taking positions in debt, equity, foreign exchange, other securities and commodities as well as in equivalent derivatives – Traded default risk arising from defaults and rating migrations relating to trading instruments – Non-trading market risk arises from market movements, primarily outside the activities of the trading units, in the banking book and from off-balance sheet items; this includes interest rate risk, credit spread risk, investment risk and foreign exchange risk as well as market risk arising from pension schemes, guaranteed funds and equity compensation; non-trading market risk also includes risk from the modeling of client deposits as well as savings and loan products Market Risk Management governance is designed and established to promote oversight of all market risks, effective decision-making and timely escalation to senior management. Market Risk Management defines and implements a framework to systematically identify, assess, monitor and report the Group’s market risk. Market risk managers identify market risks through active portfolio analysis and engagement with the business units.
Trading Market Risk [text block]	Trading Market Risk The Group’s primary mechanism to manage trading market risk is the application of the bank’s risk appetite framework of which the limit framework is a key component. The Management Board, supported by Market Risk Management, sets group-wide value-at-risk, economic capital and portfolio stress testing limits for market risk in the trading book. Market Risk Management allocates this overall appetite to the Corporate Divisions and their individual business units based on established and agreed business plans. Deutsche Bank also has business aligned heads within Market Risk Management who establish business unit limits, by allocating the limit down to individual portfolios, geographical regions and types of market risks. Value-at-risk, economic capital and portfolio stress testing limits are used for managing all types of market risk at an overall portfolio level. As an additional and important complementary tool for managing certain portfolios or risk types, Market Risk Management performs risk analysis and business specific stress testing. Limits are also set on sensitivity and concentration/liquidity, exposure, business-level stress testing and event risk scenarios, taking into consideration business plans and the risk versus return assessment. Business units are responsible for adhering to the limits against which exposures are monitored and reported. The market risk limits set by Market Risk Management are monitored on a daily, weekly and monthly basis, dependent on the risk management tool being used.
Value-at-Risk [text block]	Internally developed Market Risk Models Value-at-Risk (VaR) VaR is a quantitative measure of the potential loss (in value) of Fair Value positions due to market movements that should not be exceeded in a defined period of time and with a defined confidence level. The Group’s value-at-risk for the trading businesses is based on historical simulation model (internal model approach) predominantly utilizing full revaluation, although some portfolios remain on a sensitivity-based approach. The approach is used for both Risk Management and capital requirements. Risk management VaR is calibrated to a 99% confidence level and a one day holding period. This means we estimate there is a 1 in 100 chance that a mark-to-market loss from our trading positions will be at least as large as the reported VaR. For regulatory capital purposes, the VaR model is calibrated to a 99% confidence interval and a ten day holding period. The calculation employs a historical simulation technique that uses one year of historical market data as input and observed correlations between the risk factors during this one year period. The VaR model is designed to take into account a comprehensive set of risk factors across all asset classes. Key risk factors are swap/government curves, index and issuer-specific credit curves, single equity and index prices, foreign exchange rates, commodity prices as well as their implied volatilities. To help ensure completeness in the risk coverage, second order risk factors, e.g., money market basis, implied dividends, option-adjusted spreads and precious metals lease rates are also considered in the VaR calculation. The list of risk factors included in the VaR model is reviewed regularly and enhanced as part of ongoing model performance reviews. The model incorporates both linear and, especially for derivatives, nonlinear impacts predominantly through a full revaluation approach but it also utilizes a sensitivity-based approach for certain portfolios. The full revaluation approach uses the historical changes to risk factors as input to pricing functions. Whilst this approach is computationally expensive, it does yield a more accurate view of market risk for nonlinear positions, especially under stressed scenarios. The sensitivity-based approach uses sensitivities to underlying risk factors in combination with historical changes to those risk factors. For each business unit a separate VaR is calculated for each risk type, e.g., interest rate risk, credit spread risk, equity risk, foreign exchange risk and commodity risk. “Diversification effect” reflects the fact that the total VaR on a given day will be lower than the sum of the VaR relating to the individual risk types. Simply adding the VaR figures of the individual risk types to arrive at an aggregate VaR would imply the assumption that the losses in all risk types occur simultaneously. The VaR enables the Group to apply a consistent measure across the fair value exposures. It allows a comparison of risk in different businesses, and also provides a means of aggregating and netting positions within a portfolio to reflect correlations and offsets between different asset classes. Furthermore, it facilitates comparisons of the market risk both over time and against the daily trading results. When using VaR results a number of considerations should be taken into account. These include: – The use of historical market data may not be a good indicator of potential future events, particularly those that are extreme in nature; this “backward-looking” limitation can cause VaR to understate future potential losses (as in financial credit crisis 2008/09), but can also cause it to be overstated immediately following a period of significant stress (as in COVID-19 pandemic) – The one day holding period does not fully capture the market risk arising during periods of illiquidity, when positions cannot be closed out or hedged within one day – VaR does not indicate the potential loss beyond the 99 th quantile – Intra-day risk is not reflected in the end of day VaR calculation – There may be risks in the trading or banking book that are not fully captured in the VaR model (either partially captured or missing entirely)
Stressed Value-at-Risk [text block]	Stressed Value-at-Risk Stressed Value-at-Risk (SVaR) calculates a stressed value-at-risk measure based on a one year period of significant market stress. The Group calculates a stressed value-at-risk measure using a 99 % confidence level. Stressed VaR is calculated with a holding period of ten days. The SVaR calculation utilizes the same systems, trade information and processes as those used for the calculation of value-at-risk. The only difference is that historical market data and observed correlations from a period of significant financial stress (i.e., characterized by high volatilities) are used as an input for the historical simulation.
Incremental Risk Charge [text block]	Incremental Risk Charge Incremental Risk Charge captures default and credit rating migration risks for credit-sensitive positions in the trading book. The Group uses a Monte Carlo Simulation for calculating incremental risk charge as the 99.9 % quantile of the portfolio loss distribution over a one-year capital horizon under a constant position approach and for allocating contributory incremental risk charge to individual positions.
Nontrading Market Risk [text block]	Non-trading Market Risk Non-trading market risk arises primarily from activities outside of the trading units, in the banking book, including pension schemes and guarantees, and embedding considerations of different accounting treatments of transactions. Significant market risk factors the Group is exposed to and are overseen by risk management groups in that area are interest rate risk (including risk from embedded optionality and changes in behavioral patterns for certain product types), credit spread risk, foreign exchange risk (including structural foreign exchange risk), equity risk (including equity compensation related risk and investments in public and private equity as well as real estate, infrastructure and fund assets).
Nontrading Market Risk Economic Capital [text block]	Non-trading Market Risk Economic Capital Non-trading market risk economic capital is calculated either by applying the standard traded market risk EC methodology or through the use of non-traded market risk models that are specific to each risk class and which consider, among other factors, historically observed market moves, the liquidity of each asset class, and changes in client’s behavior in relation to products with behavioral optionality.
Liquidity Risk Management [Abstract]
Liquidity Risk Management Framework [text block]	Liquidity risk arises from Deutsche Bank Group’s potential inability to meet payment obligations when they come due or without incurring excessive costs. The Group’s risk taxonomy differentiates between two aspects of liquidity risk: Short-term liquidity risk and Structural funding risk, both embedded in one liquidity risk management framework. Its objective is to ensure that all necessary governance and controls are established within the Group to fulfil its payment obligations at all times (including intraday) and to manage its liquidity and funding risks within the Management Board approved risk appetite, when executing the strategic plan. The framework considers relevant and significant drivers of liquidity risk, whether on-balance sheet or off-balance sheet. Liquidity and funding risk framework The Management Board defines the liquidity and funding risk strategy for the Group and sets the risk appetite, based on recommendations made by the Group Asset and Liability Committee and Group Risk Committee. The Management Board reviews and approves the risk appetite at least annually. The risk appetite is applied to the Group and to bespoke Key Liquidity Entities e.g., Deutsche Bank AG to monitor and control liquidity risk as well as the Group’s long-term funding and issuance plan. The Liquidity Risk Management Framework defines the organization of the liquidity managing functions in alignment with the three lines of defense structure, which is described in the “Risk Management Policy”. The Corporate Divisions and Treasury comprise the first line of defense, responsible for executing the steps needed to most effectively manage the liquidity of the Group and steer business activities. Risk comprises the second line of defense, responsible for defining the liquidity risk management framework, providing independent risk oversight, challenge, and validation of activities conducted by the first line of defense, including establishing the risk appetite. Group Audit comprises the third line of defense, responsible for overseeing the activities of both the first line of defense and second line of defense. The Group Asset and Liability Committee is the Group’s decisive governing body mandated by the Management Board to optimize the sourcing and deployment of the Group’s balance sheet and financial resources in line with the Management Board’s risk appetite and strategy. The Group Asset and Liability Committee has the overarching responsibility to define, approve and optimize the Group’s funding strategy. Regarding the second line of defense the Group Risk Committee is mandated by the Management Board with decision-making authority regarding material risk-related topics. In addition, it reviews and recommends items for Management Board approval, including key risk management principles, the Group’s risk appetite statement, recovery plan, the contingency funding plan, over-arching risk appetite parameters, and recovery and escalation indicators. The Group’s liquidity risk management principles are documented in the “Liquidity Risk Management Policy” and the framework is described in the “Global Liquidity Risk Framework” and “Global Funding Risk Framework” documents. Both the policy and framework documents adhere to and articulate how the eight key risk management practices are applied to liquidity risk, namely risk governance, risk organization (3 lines of defense), risk culture, risk appetite and -strategy, risk identification and -assessment, risk mitigation and controls, risk measurement and reporting, stress planning and -execution. The individual roles and responsibilities are laid out and documented in the Global Responsibility Matrix, which provides further clarity and transparency on the roles and responsibilities across all involved stakeholders. All additional policies and procedures (both global and local) issued by the liquidity risk management functions further define the requirements specific to liquidity risk practices. They are subordinate to the “Liquidity Risk Management Policy” and are subject to the standards it sets forth. In accordance with the European Central Bank’s Supervisory Review and Evaluation Process (and revised Internal Liquidity Adequacy Assessment Process requirement issued in November 2018), the Group has implemented an Internal Liquidity Adequacy Assessment Process, which is assessed, documented and reviewed at least annually and approved by the Management Board. As part of an annual strategic planning process, Treasury projects the development of the key liquidity and funding metrics including the U.S. Dollar currency exposure based on anticipated business activities to ensure that the strategic plan can be executed in accordance with the Group’s risk appetite. Risk appetite and control setting The Group’s liquidity risk appetite, which is defined through qualitative principles and supporting quantitative metrics, is laid out in the “Risk Appetite Statement” and is subject to the standards defined in the “Risk Appetite Policy”. This Risk Appetite Statement is further underpinned by the liquidity risk controls framework consisting of ”Key Limits” based on risk appetite, as well as a suite of additional limits, thresholds and early warning indicators. Deutsche Bank implemented a dedicated Risk Appetite framework covering regulatory Pillar 1as well as internal stress metrics (Pillar 2) which are defined by Liquidity Risk Management and ensure the Group’s liquidity position is balanced across the Group, its Key Liquidity Entities and across currencies. Treasury manages liquidity and funding, in accordance with the risk appetite across a range of relevant metrics and implements several tools including business level risk appetite limits further cascading aspects of risk appetite to divisional level, to ensure compliance. As such, Treasury works closely with Liquidity Risk Management under its delegated authority and the business divisions to identify, analyze and monitor underlying liquidity risk characteristics within business portfolios. These parties are engaged in regular dialogue regarding changes in the Group’s liquidity position arising from business activities and market circumstances. Furthermore, the Group ensures at the level of each liquidity relevant entity that all local liquidity metrics are managed in compliance with the defined risk appetite. Local liquidity surpluses are pooled in Deutsche Bank AG hubs and local liquidity shortfalls can be met through support from these hubs. Transfers of liquidity capacity between entities are subject to the approval framework involving the Group’s liquidity steering function as well as the local liquidity managers considering the compliance with Pillar 1 metrics like Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) as well as stressed Net Liquidity Position (sNLP), which is a Pillar 2 metric. Available surplus that resides in entities with restriction to transfer liquidity to other Group entities, for example due to regulatory lending requirements, is treated as trapped and as such not considered in the calculation of the consolidated Group liquidity surplus. The Management Board is informed about the Group’s performance against the key liquidity metrics, including the risk appetite and internal and market indicators, via a weekly liquidity dashboard.
Liquidity stress testing and scenario analysis [text block]	Liquidity stress testing and scenario analysis Global internal liquidity stress testing and scenario analysis is used for measuring liquidity risk and evaluating the Group’s short-term liquidity position within the liquidity framework. This complements the daily operational cash management process. The long-term liquidity strategy based on contractual and behavioral modelled cash flow information is represented by a long-term metric known as the Funding Matrix (refer to Funding risk management and funding diversification below). The global liquidity stress testing process is managed by Treasury towards a respective risk appetite. Treasury is responsible for the design of the overall methodology, the choice of liquidity risk drivers and the determination of appropriate assumptions (parameters) to translate input data into stress testing output. Liquidity Risk Management is responsible for the definition of the stress scenarios. Under the principles and policy requirements laid out by Model Risk Management, Liquidity Risk Management and Model Risk Management perform the independent validation of liquidity risk models and non-model estimates. Finance -Liquidity & Treasury Reporting & Analysis and Finance - Global Reporting are responsible for implementing these methodologies and performing the stress test calculation in conjunction with Treasury, Liquidity Risk Management, Group Strategic Analytics and IT. Stress testing and scenario analysis are used to describe and evaluate the impact of sudden and severe stress events on the Group’s liquidity position. Deutsche Bank has selected four scenarios to calculate the Group’s stressed Net Liquidity Position. These scenarios are designed to capture potential outcomes which may be experienced by the Group. The most severe scenario assesses the potential consequences of a combined market-wide and idiosyncratic stress event, including downgrades of Deutsche Bank credit rating. Under each of the scenarios, the impact of a liquidity stress event over different time horizons and across multiple liquidity risk drivers, covering all business lines and product areas and with that all portfolios and balance sheet, is considered. The output from this scenario analysis feeds the Group Wide Stress Test, which considers the impact of scenarios across all risk stripes. In addition, potential funding requirements from contingent liquidity risks which can arise under stress, including drawdowns on lending facilities, increased collateral requirements under derivative agreements, and outflows from deposits with a contractual rating linked trigger are included in the analysis. Subsequently, countermeasures, which are the actions the Group would take to counterbalance the outflows incurred during a stress event, are taken into consideration. Those countermeasures include the usage of the Group’s liquidity reserve and generating liquidity from other unencumbered, marketable assets without causing any material impact on the Group’s business model. Stress testing is conducted at a global level and for defined entities relevant for liquidity risk management. The stress analysis covers an eight-week stress horizon which is considered to be the most critical time span during a liquidity crisis requiring that liquidity is actively assessed and steered on a Group level. In addition to the consolidated currency stress test, further stress tests are performed for material currencies. On a global level and in the U.S. liquidity stress tests a twelve-months period is covered. Additionally, stress test results are monitored over a twelve-month period with specific risk limits, if required by local regulators. Ad-hoc analysis may be conducted to reflect the impact of potential downside events that could affect the Group such as climate / ESG-related events. Relevant stress assumptions are applied to reflect liquidity flows from risk drivers and on-balance sheet and off-balance sheet products. The suite of stress testing scenarios and assumptions are reviewed on a regular basis and are updated when enhancements are made to stress testing methodologies. Complementing the daily liquidity stress testing, the Group also conducts regular group-wide stress tests run by Enterprise Risk Management, which analyze liquidity risks in conjunction with the other defined risk types and evaluate their impact and interplay to both capital and liquidity positions as described in “Risk and Capital Framework - Stress testing”.
Funding Risk Management [text block]	Funding Risk Management and Funding Diversification Funding Management In line with regulatory guidelines, Deutsche Bank has developed a set of internal indicators to measure its inherent funding risks. These are considered for steering purposes in addition to the regulatory metric Net Stable Funding Ratio. The Group relies on a vast range of funding sources such as e.g. deposits, unsecured wholesale funding, Capital Markets Issuances and secured funding. These protect its liquidity position twofold. Firstly, since stress events may impact funding markets differently, maintaining a well-diversified funding portfolio will lower the average impact of these. Secondly, when experiencing liquidity stress, having access to a wide range of funding sources significantly improves the Group’s ability to tap different funding markets. The diversification across products is complemented by Risk thresholds in order to monitor tenor concentration and counterparty concentration for both secured and unsecured funding sources. In addition, the stability of Deutsche Bank Group’s funding position can be negatively impacted by various forms of industry risks. These are typically medium to long term structural trends with potentially significant long-term impact on the economy and consequently on banks’ balance sheets. Deutsche Bank is performing ad-hoc analyzes on such emerging risks to assess the impact of such trends on its funding position to ensure that mitigating measures will be taken well in time when deemed necessary. In addition, Treasury evaluates current market access information in its significant funding markets on a regular basis. Market access information is compiled monthly and presented to Group Asset and Liability Committee. The Group’s primary internal tool for monitoring and managing structural funding risk is the Funding Matrix. The Funding Matrix assesses the Group’s structural funding profile over a time horizon beyond one year. To produce the Funding Matrix, all funding-relevant assets and liabilities are mapped into time buckets corresponding to their contractual or modelled maturities. This allows the Group to identify expected excesses and shortfalls in term liabilities over assets in each time bucket, facilitating the management of potential liquidity exposures. The liquidity profile is based on contractual cash flow information. If the contractual maturity profile of a product does not adequately reflect the liquidity profile, it is replaced by modelling assumptions. Short-term balance sheet items (less than one year) or matched funded structures (asset and liabilities directly matched with no liquidity risk) are excluded from the term analysis. The bottom-up assessment by individual business line is combined with a top-down reconciliation against the Group’s IFRS balance sheet. From the cumulative term profile of assets and liabilities beyond 1 year, long-funded surpluses or short-funded gaps in the Group’s maturity structure can be identified. The cumulative profile is thereby built up starting from the “greater than ten-year” bucket down to the “greater than one-year” bucket. The Funding Matrix is also undertaken for material foreign currencies i.e. USD. To diversify our refinancing activities Deutsche Bank actively uses among others Capital Markets Issuance.
High Quality Liquid Assets [text block]	High Quality Liquid Assets High-quality Liquid Assets (HQLA) is a Pillar 1 calculation which feeds into LCR and, since the beginning of the fourth quarter 2023 is a key limit per the risk appetite, replacing Liquidity Reserve. HQLA comprise available cash and cash equivalents and unencumbered high quality liquid securities (including government and government guaranteed bonds), representing the most readily available and most important countermeasure in a stress event.
Disclosure of Risk Concentration and Risk Diversification [text block]	Portfolio concentration risk Risk concentrations refer to clusters of the same or similar risk drivers within specific risk types (intra-risk concentrations in credit, market, operational and strategic risks) as well as across different risk types (inter-risk concentrations). They occur within and across counterparties, businesses, regions/countries, industries and products. The management and monitoring of risk concentrations is achieved through a quantitative and qualitative approach, as follows: – Intra-risk concentrations are assessed, monitored and mitigated by the individual risk functions (enterprise, credit, market, operational and liquidity risk management). This is supported by risk appetite including limit setting on different levels and/or management according to each risk type – Inter-risk concentrations are managed through quantitative top-down stress-testing and qualitative bottom-up reviews, identifying and assessing risk themes independent of any risk type and providing a holistic view across the bank. The diversification effects between credit, market, operational and strategic risk are measured through a dedicated risk model that quantifies the diversification benefit caused by non-perfect correlations between these risk types. The calculation of the risk type diversification benefit is intended to ensure that the standalone economic capital figures for the individual risk types are aggregated in an economically meaningful way The most senior governance body for the oversight of risk concentrations is the Group Risk Committee (GRC).
Environmental, social and governance risk [text block]	Environmental, social and governance risk The impacts of rising global temperatures, the enhanced focus on climate change and the transition to a net-zero economy from society, regulators and the banking sector have led to the emergence of new and increasing sources of financial and non-financial risks. These include the physical risks arising from extreme weather events, which are growing in frequency and severity, as well as transition risks as carbon intensive sectors are faced with higher taxation, reduced demand and potentially restricted access to financing. These risks can impact Deutsche Bank across a broad range of financial and non-financial risk types. Financial institutions are facing increased scrutiny on climate and broader ESG-related issues from governments, regulators, shareholders and other bodies, leading to reputational risks if the Group is not seen to support the transition to a lower carbon economy, to protect biodiversity and human rights. Deutsche Bank is reviewing and enhancing its ESG risk management frameworks in alignment with regulatory guidance and to ensure that we actively manage ESG risks and prevent greenwashing. Data, methodologies and industry standards for measuring and assessing climate and other environmental risks are still evolving or, in certain cases, are not yet available. This, combined with a lack of comprehensive and consistent climate and other environmental risk disclosures by its clients means that the bank, in line with the wider industry, remains partially reliant on proxy estimates and qualitative approaches when assessing these risks which introduces a higher degree of uncertainty into climate-related disclosures. Financial institutions are facing increased scrutiny as well as reporting requirements on climate and broader ESG-related issues from governments, regulators, shareholders and other bodies. This can lead to reputational risks if the bank is not seen to support the transition to a lower carbon economy or is perceived to be heavily involved in the financing of activities harmful to nature or linked to human rights abuse within supply chains. Certain jurisdictions have begun to develop anti-ESG measures including requiring financial institutions that wish to do business with them to certify their non-adherence to aspects of the transition agenda. Failing to comply with these requirements may result in the termination of existing business and the inability to conduct new business with those jurisdictions, while complying may lead to reputational risks. Deutsche Bank is committed to managing its business activities and operations in a sustainable manner, including aligning its portfolios with net zero emissions by 2050. In October, Deutsche Bank published its Initial Transition Plan (*), which documents the strategy that the bank has developed to decarbonize its operations, its upstream supply chain and its financing portfolio. In the plan the Group also disclosed net-zero aligned decarbonization pathways for three additional carbon intensive sectors compared to 2022, bringing the total number of sectors covered by portfolio targets to seven: Oil and Gas (upstream), Power Generation, Automotive (light duty vehicles), Steel, Coal mining, Cement and Shipping. Targets and metrics disclosed in the bank’s Transition Plan are integrated into the Group-wide risk management framework, appetite and controls. The Group Sustainability Committee acts as the main governance and decision-making body for sustainability related matters across Deutsche Bank. This includes the assessment of material impacts as well as risks and opportunities for Deutsche Bank. The Management Board has delegated sustainability related decisions to this committee, which is chaired by the Chief Executive Officer and the Chief Sustainability Officer (Vice Chair). The Group Risk Committee, chaired by the Chief Risk Officer and established by the Management Board has the mandate to oversee several risk & capital related matters. This includes the responsibility for developing the bank’s Climate Risk Framework. The Committee approves the Bank’s climate and environmental risk appetite, including appetite for deviation from net-zero decarbonization linear reduction pathways. A number of other committees of the Group Risk Committee are responsible for the development and management of specific elements of climate and environmental risk. Deutsche Bank’s business activities are governed by a dedicated Climate and Environmental Risk Policy outlining roles, responsibilities as well as qualitative risk appetite principles and quantitative risk-appetite thresholds and KPIs. In addition, the bank’s Environmental and Social policy outlines specific restrictions for certain sectors. Deutsche Bank uses a number of complementary tools to identify and assess risks including the Group’s risk identification process, an internal climate risk taxonomy and regular internal reporting of portfolio financed emissions and intensities and progress against net zero targets.

Risk Report - Risk Performance

Risk Report - Risk Performance	12 Months Ended
	Dec. 31, 2023
Risk Performance [Abstract]
Disclosure of Credit Risk Exposure [text block]	Credit Risk Exposure Deutsche Bank defines its credit exposure by taking into account all transactions where losses might occur due to the fact that counterparties may not fulfill their contractual payment obligations as defined under ‘Credit Risk Framework’. Maximum Exposure to Credit Risk The maximum exposure to credit risk table shows the direct exposure before consideration of associated collateral held and other credit enhancements (netting and hedges) that do not qualify for offset in the financial statements for the periods specified. The netting credit enhancement component includes the effects of legally enforceable netting agreements as well as the offset of negative mark-to-markets from derivatives against pledged cash collateral. The collateral credit enhancement component mainly includes real estate, collateral in the form of cash as well as securities-related collateral. In relation to collateral, the Group applies internally determined haircuts and additionally cap all collateral values at the level of the respective collateralized exposure. Maximum Exposure to Credit Risk Dec 31, 2023 Credit Enhancements in € m. Maximum 1 Subject to Netting Collateral Guarantees 2 Total credit Financial assets at amortized cost 3 Cash and central bank balances 178,424 178,424 − 0 − 0 Interbank balances (w/o central banks) 6,144 6,144 − 0 0 0 Central bank funds sold and securities purchased under resale agreements 14,725 14,725 − 13,761 − 13,761 Securities borrowed 39 39 − 33 − 33 Loans 484,527 484,527 − 260,047 42,191 302,239 Other assets subject to credit risk 4,5 82,826 77,541 24,019 914 626 25,559 Total financial assets at amortized cost 3 766,685 761,400 24,019 274,755 42,817 341,591 Financial assets at fair value through profit or loss 6 Trading assets 122,841 − − 1,458 951 2,408 Positive market values from derivative financial instruments 251,877 − 195,517 40,036 30 235,583 Non-trading financial assets mandatory at fair value through profit or loss 87,153 − 1,931 76,894 92 78,917 Of which: Securities purchased under resale agreement 65,937 − 1,931 63,877 0 65,807 Securities borrowed 13,036 − − 12,863 0 12,863 Loans 812 − − 89 72 160 Financial assets designated at fair value through profit or loss 75 − − 0 0 0 Total financial assets at fair value through profit or loss 461,946 − 197,447 118,388 1,072 316,908 Financial assets at fair value through OCI 35,546 35,546 0 2,744 988 3,732 Of which: Securities purchased under resale agreement 1,805 1,805 − 1,740 0 1,740 Securities borrowed 0 0 − 0 0 0 Loans 4,867 4,867 − 16 976 991 Total financial assets at fair value through OCI 35,546 35,546 − 2,744 988 3,732 Financial guarantees and other credit related contingent liabilities 7 65,131 64,798 − 4,127 7,136 11,263 Revocable and irrevocable lending commitments and other credit related commitments 7 255,409 254,016 − 21,736 6,779 28,515 Total off-balance sheet 320,540 318,814 − 25,863 13,915 39,777 Maximum exposure to credit risk 1,584,717 1,115,760 221,466 421,750 58,792 702,008 1 2 3 4 5 6 7 Dec 31, 2022 Credit Enhancements in € m. Maximum 1 Subject to Netting Collateral Guarantees 2 Total credit Financial assets at amortized cost 3 Cash and central bank balances 178,897 178,897 − 0 − 0 Interbank balances (w/o central banks) 7,199 7,199 − 0 0 0 Central bank funds sold and securities purchased under resale agreements 11,479 11,479 700 10,771 − 11,471 Securities borrowed 0 0 − 0 − 0 Loans 495,979 495,979 − 269,428 38,899 308,327 Other assets subject to credit risk 4,5 98,336 93,221 29,171 871 317 30,359 Total financial assets at amortized cost 3 791,891 786,776 29,871 281,070 39,216 350,158 Financial assets at fair value through profit or loss 6 Trading assets 90,180 − − 1,573 1,264 2,837 Positive market values from derivative financial instruments 299,856 − 227,361 53,290 6 280,657 Non-trading financial assets mandatory at fair value through profit or loss 88,799 − 2,480 78,920 69 81,469 Of which: Securities purchased under resale agreement 63,855 − 2,480 61,376 0 63,855 Securities borrowed 17,414 − − 17,300 0 17,300 Loans 1,037 − − 78 46 124 Financial assets designated at fair value through profit or loss 168 − − 0 94 94 Total financial assets at fair value through profit or loss 479,002 − 229,841 133,783 1,433 365,057 Financial assets at fair value through OCI 31,675 31,675 0 2,622 879 3,500 Of which: Securities purchased under resale agreement 2,156 2,156 − 1,732 0 1,732 Securities borrowed 0 0 − 0 0 0 Loans 4,069 4,069 − 11 879 890 Total financial assets at fair value through OCI 31,675 31,675 − 2,622 879 3,500 Financial guarantees and other credit related contingent liabilities 7 67,214 67,214 − 4,738 7,482 12,220 Revocable and irrevocable lending commitments and other credit related commitments 7 251,021 249,959 − 24,769 5,694 30,463 Total off-balance sheet 318,234 317,173 − 29,507 13,176 42,683 Maximum exposure to credit risk 1,620,803 1,135,624 259,712 446,982 54,704 761,398 1 2 3 4 5 6 7 The overall decrease in maximum exposure to credit risk for December 31, 2023 was € 36.1 billion mainly driven by decreases of € 48.0 billionin positive market values from derivatives financial instruments, € 15.5 billion in other assets subject to credit risk and € 11.5 billion in loans at amortized cost. These decreases were partly offset by increases in trading assets of € 32.7 billion, € 3.9 billion in financial assets at fair value through OCI and € 2.3 billion in Off-balance sheet exposure. Trading assets as of December 31, 2023, includes traded bonds of € 112.5 billion (€ 80.2 billion as of December 31, 2022) of which over 85 % were investment-grade (over 83 % as of December 31, 2022). Credit Enhancements are split into three categories: netting, collateral and guarantees / credit derivatives. Haircuts, parameter setting for regular margin calls as well as expert judgments for collateral valuation are employed to prevent market developments from leading to a build-up of uncollateralized exposures. All categories are monitored and reviewed regularly. Overall credit enhancements received are diversified and of adequate quality being largely cash, highly rated government bonds and third-party guarantees mostly from well rated banks and insurance companies. These financial institutions are domiciled mainly in European countries and the United States. Furthermore, the bank has collateral pools of highly liquid assets and mortgages (principally consisting of residential properties mainly in Germany) for the homogeneous retail portfolio. Main Credit Exposure Categories The tables in this section show details about several of Deutsche Bank’s main credit exposure categories, namely Loans, Revocable and Irrevocable Lending Commitments, Contingent Liabilities Over-The-Counter (“OTC”) Derivatives, Debt Securities and Repo and repo-style transactions: – “Loans” are gross loans as reported on our balance sheet at amortized cost, loans at fair value through profit and loss and loans at fair value through other comprehensive income before deduction of allowance for credit losses; this includes “Traded loans” that are bought and held for the purpose of selling them in the near term, or the material risks of which have all been hedged or sold; from a regulatory perspective the latter category principally covers trading book positions – “Revocable and irrevocable lending commitments” consist of the undrawn portion of revocable and irrevocable lending-related commitments – “Contingent liabilities” consist of financial and performance guarantees, standby letters of credit and other similar arrangements (mainly indemnity agreements) – “OTC derivatives” are the bank’s credit exposures from over-the-counter derivative transactions that the Group has entered into, after netting and cash collateral received; on the bank’s balance sheet, these are included in financial assets at fair value through profit or loss or, for derivatives qualifying for hedge accounting, in other assets, in either case only applying cash collateral received and netting eligible under IFRS – “Debt securities” include debentures, bonds, deposits, notes or commercial paper, which are issued for a fixed term and redeemable by the issuer, as reported on our balance sheet within accounting categories at amortized cost and at fair value through other comprehensive income before deduction of allowance for credit losses, it also includes category at fair value through profit and loss; this includes “Traded bonds”, which are bonds, deposits, notes or commercial paper that are bought and held for the purpose of selling them in the near term; from a regulatory perspective the latter category principally covers trading book positions – “Repo and repo-style transactions” consist of reverse repurchase transactions, as well as securities or commodities borrowing transactions, only applying collateral received and netting eligible under IFRS Although considered in the monitoring of maximum credit exposures, the following are not included in the details of the Group’s main credit exposure: brokerage and securities related receivables, cash and central bank balances, interbank balances (without central banks), assets held for sale, accrued interest receivables, traditional securitization positions. Unless stated otherwise, the tables below reflect credit exposure before the consideration of collateral and risk mitigation or structural enhancements, except for OTC derivatives wherein they are post credit enhancements. Main Credit Exposure Categories by Business Divisions Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Corporate Bank 116,732 456 303 4,393 158,490 59,781 55 Investment Bank 100,645 7,614 582 474 56,939 2,169 18,991 Private Bank 261,250 0 0 0 39,515 3,128 301 Asset Management 3 0 0 0 99 9 0 Corporate & Other 5,896 165 3 0 365 44 3,208 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 … Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Corporate Bank 294 19 0 595 0 0 341,118 Investment Bank 4,611 114,741 1,520 14,169 74,878 0 397,333 Private Bank 447 1 1 0 0 0 304,644 Asset Management 0 4,483 82 0 0 0 4,675 Corporate & Other 16,516 1,242 27,271 0 4,096 1,805 60,611 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Corporate Bank 121,543 497 312 3,797 155,299 61,134 72 Investment Bank 103,072 7,198 883 272 51,299 3,515 24,353 Private Bank 264,893 7 7 0 43,737 2,503 388 Asset Management 23 0 0 0 92 9 0 Corporate & Other 6,447 253 3 0 594 52 4,154 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 … Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Corporate Bank 617 12 0 1,042 0 0 344,326 Investment Bank 4,800 82,947 1,606 10,437 74,662 0 365,045 Private Bank 804 3 2 0 0 0 312,345 Asset Management 0 3,728 80 0 0 0 3,932 Corporate & Other 19,375 1,334 23,763 0 6,607 2,156 64,738 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7 Deutsche Bank’s total main credit exposure increased by € 18.0 billion year-on-year where € 32.2 billion of an increase in Investment Bank, is partly offset by a decrease in the Private Bank by € 7.7 billion, Corporate Bank by € 3.2 billion and in Corporate & Other by € 4.1 billion. The business division Corporate & Other primarily contains exposures in Treasury and Capital Release Unit. Exposure increases have been observed primarily in Debt securities and Off-Balance sheet which is partly offset by decrease in Loans and OTC Derivative products included in main credit exposures by business division. Main Credit Exposure Categories by Industry Sectors The below tables give an overview of the bank’s credit exposure by industry based on the NACE code of the counterparty. NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) is a standard European industry classification system and does not have to be congruent with an internal risk based view applied elsewhere in this report. Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Agriculture, forestry and fishing 384 2 0 0 224 32 1 Mining and quarrying 2,774 230 126 0 4,893 1,409 47 Manufacturing 28,397 285 5 1,877 53,572 13,809 1,303 Electricity, gas, steam and air conditioning supply 4,081 307 75 272 6,475 2,967 142 Water supply, sewerage, waste management and remediation activities 486 0 0 0 523 148 38 Construction 4,257 217 1 20 2,965 3,060 7 Wholesale and retail trade, repair of motor vehicles and motorcycles 21,030 233 79 784 16,540 6,247 599 Transport and storage 4,924 616 13 63 6,088 1,108 173 Accommodation and food service activities 1,862 3 0 0 1,015 138 10 Information and communication 7,589 372 21 100 13,244 3,209 289 Financial and insurance activities⁸ 110,901 3,840 276 1,281 90,138 28,491 18,176 Real estate activities⁹ 49,267 1,302 103 122 7,061 183 304 Professional, scientific and technical activities 6,889 68 0 0 6,190 2,213 172 Administrative and support service activities 8,911 148 169 157 5,007 577 486 Public administration and defense, compulsory social security 5,731 364 10 27 6,759 123 303 Education 279 2 0 0 72 55 68 Human health services and social work activities 4,390 42 0 0 1,725 127 53 Arts, entertainment and recreation 1,017 22 0 33 1,402 102 49 Other service activities 5,302 183 10 130 4,534 850 165 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 216,055 0 0 1 26,981 282 140 Activities of extraterritorial organizations and bodies 0 0 0 0 0 2 29 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Agriculture, forestry and fishing 0 0 0 0 0 0 643 Mining and quarrying 46 486 2 0 0 0 10,012 Manufacturing 0 1,481 54 0 0 0 100,783 Electricity, gas, steam and air conditioning supply 175 776 20 0 0 0 15,289 Water supply, sewerage, waste management and remediation activities 29 26 0 0 0 0 1,250 Construction 130 387 133 0 0 0 11,177 Wholesale and retail trade, repair of motor vehicles and motorcycles 0 458 2 0 0 0 45,973 Transport and storage 66 481 15 0 0 0 13,548 Accommodation and food service activities 5 90 0 0 0 0 3,124 Information and communication 95 531 0 0 0 0 25,449 Financial and insurance activities⁸ 4,639 25,416 4,789 14,695 76,785 1,805 381,232 Real estate activities⁹ 227 1,159 546 69 0 0 60,343 Professional, scientific and technical activities 49 151 111 0 0 0 15,843 Administrative and support service activities 51 436 8 0 0 0 15,950 Public administration and defense, compulsory social security 15,907 83,791 22,725 0 2,154 0 137,893 Education 0 160 9 0 0 0 645 Human health services and social work activities 99 95 11 0 0 0 6,543 Arts, entertainment and recreation 0 58 0 0 0 0 2,683 Other service activities 146 3,028 151 0 34 0 14,531 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 0 0 0 0 0 0 243,459 Activities of extraterritorial organizations and bodies 205 1,476 298 0 0 0 2,010 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 8 9 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Agriculture, forestry and fishing 524 2 0 0 275 17 2 Mining and quarrying 2,392 248 40 0 5,636 2,644 41 Manufacturing 30,534 380 7 1,431 58,584 13,053 1,863 Electricity, gas, steam and air conditioning supply 4,893 107 75 28 6,479 3,779 145 Water supply, sewerage, waste management and remediation activities 725 0 0 0 457 158 245 Construction 4,239 233 0 21 3,198 2,927 75 Wholesale and retail trade, repair of motor vehicles and motorcycles 21,535 224 39 806 16,947 6,795 570 Transport and storage 5,547 409 22 90 6,254 1,061 170 Accommodation and food service activities 1,965 7 0 0 1,137 110 14 Information and communication 7,002 489 62 231 14,567 3,317 960 Financial and insurance activities⁸ 116,558 3,186 620 969 74,787 28,173 22,881 Real estate activities⁹ 47,973 1,556 101 41 7,251 192 452 Professional, scientific and technical activities 7,013 124 0 0 5,070 2,309 108 Administrative and support service activities 7,470 199 192 62 5,101 1,062 413 Public administration and defense, compulsory social security 5,287 552 10 128 6,767 60 398 Education 249 0 0 0 125 53 169 Human health services and social work activities 4,523 31 0 0 1,898 146 36 Arts, entertainment and recreation 1,128 1 0 50 1,507 106 83 Other service activities 5,324 206 39 210 4,037 793 68 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 221,098 0 0 1 30,943 455 189 Activities of extraterritorial organizations and bodies 1 0 0 0 0 2 85 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Agriculture, forestry and fishing 0 8 0 0 0 0 828 Mining and quarrying 34 362 2 0 0 0 11,398 Manufacturing 64 983 41 0 0 0 106,939 Electricity, gas, steam and air conditioning supply 78 732 35 1,515 0 0 17,867 Water supply, sewerage, waste management and remediation activities 0 23 0 0 0 0 1,609 Construction 29 621 1 0 0 0 11,344 Wholesale and retail trade, repair of motor vehicles and motorcycles 0 357 2 0 0 0 47,275 Transport and storage 117 537 14 0 0 0 14,220 Accommodation and food service activities 0 26 0 0 0 0 3,259 Information and communication 108 579 2 0 0 0 27,317 Financial and insurance activities⁸ 4,669 18,440 4,421 9,965 75,497 2,156 362,322 Real estate activities⁹ 405 1,703 548 0 0 0 60,222 Professional, scientific and technical activities 27 206 115 0 0 0 14,973 Administrative and support service activities 39 268 5 0 0 0 14,811 Public administration and defense, compulsory social security 19,782 59,291 19,991 0 5,768 0 118,034 Education 0 113 17 0 0 0 727 Human health services and social work activities 88 49 12 0 0 0 6,783 Arts, entertainment and recreation 0 125 0 0 0 0 3,001 Other service activities 115 2,636 18 0 4 0 13,449 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 0 0 0 0 0 0 252,687 Activities of extraterritorial organizations and bodies 40 964 229 0 0 0 1,322 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7 8 9 The portfolio is subject to the same credit underwriting requirements stipulated in the bank’s “Principles for Managing Credit Risk”, including various controls according to single name, country, industry and product/asset class-specific concentration. Material transactions, such as loans underwritten with the intention to sell down or distribute part of the risk to third parties, are subject to review and approval by senior credit risk management professionals and (depending upon size) an underwriting committee and/or the Management Board. High emphasis is placed on structuring and pricing such transactions so that de-risking can be achieved i a timely manner and – where Deutsche Bank takes market price risk – to mitigate such market risk. The Group’s amortized cost loan exposure within above categories is mostly to good quality borrowers. Moreover, with the focus on the Corporate Bank and Investment Bank, loan exposure is subject to further risk mitigation through the bank’s e.g. Strategic Corporate Lending unit. Deutsche Bank’s household loan exposure is principally associated with Private Bank portfolios. The bank’s amortized cost loan exposure of € 49.3 billion to Real Estate activities as reported above is based on NACE code classification and comprises of recourse and non-recourse financing, across various parts of the Group and client segments. This includes € 25.1 billion of loans which is based on Deutsche Bank’s definition of non-recourse CRE loans. For more information on non-recourse CRE loans, see section Focus areas in 2023 in the chapter IFRS 9 Impairment. The Group’s commercial real estate loans, primarily originated in the U.S. and Europe, are generally secured by first mortgages on the underlying real estate property. Deutsche Bank originates fixed and floating rate loans and selectively acquires (generally at substantial discount) sub- /non-performing loans sold by financial institutions. The underwriting process is stringent and the exposure is managed under separate portfolio limits. Credit underwriting policy guidelines provide that LTV ratios of generally less than 75 % are adhered to at loan origination. Commercial real estate property valuations and rental incomes can be significantly impacted by macro-economic conditions and idiosyncratic events affecting the underlying properties. Accordingly, the portfolio is categorized as higher risk and hence subject to the aforementioned tight restrictions on concentration. The Group’s credit exposure to the ten largest counterparties accounted for 12 % of the bank’s aggregated total credit exposure in these categories as of December 31, 2023, compared with 11 % as of December 31, 2022. The top ten counterparty exposures were well-rated counterparties or otherwise related to structured trades which show high levels of risk mitigation. Deutsche Bank’s exposure to Financial and Insurance Activities is € 381.2 billion as of December 31, 2023 which also includes exposures to Asset Backed Securities, Banks, Insurance, Financial intermediaries, Public Sector as well as to Corporates including Holding Companies. Exposures are managed using bespoke risk management frameworks, trade-by-trade approvals and relevant risk appetite metrics. Total loans across all applicable measurement categories amounted to € 116.3 billion, total repo and repo style transactions across all applicable measurement categories amounted to € 93.3 billion and off-balance sheet activities amounted to € 118.6 billion as of December 31, 2023 and were principally associated with Investment Bank and Corporate Bank portfolios, which were majorly held in North America and Europe. Main credit exposure categories by geographical region Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable 3 Contingent at fair value 4 Europe 338,507 2,906 516 1,698 148,778 39,716 14,814 Of which: Germany 231,287 321 70 409 76,810 16,532 4,146 United Kingdom 8,323 239 97 252 13,175 3,102 4,834 France 4,587 76 75 317 7,868 1,876 694 Luxembourg 18,056 612 23 142 8,493 641 970 Italy 23,490 138 32 16 4,842 5,021 219 Netherlands 8,996 248 8 252 9,279 2,863 1,463 Spain 16,073 230 24 91 3,738 4,330 219 Ireland 5,273 331 184 87 4,237 351 542 Switzerland 6,827 37 1 0 8,206 2,558 355 Poland 2,617 0 0 16 2,569 176 6 Belgium 1,742 23 0 58 1,551 623 144 Russian Federation⁸ 243 6 0 7 26 21 0 Ukraine⁸ 8 208 9 0 0 3 5 0 Other Europe⁸ 10,984 435 2 50 7,981 1,617 1,222 North America 101,306 2,325 238 2,378 95,768 12,172 4,745 Of which: U.S. 89,570 2,202 178 2,247 89,460 10,754 3,269 Cayman Islands 4,985 50 0 0 2,383 787 963 Canada 1,396 49 3 106 2,048 226 324 Other North America 5,356 24 56 24 1,877 405 188 Asia/Pacific 35,807 1,746 123 597 9,031 12,093 2,745 Of which: Japan 1,404 328 34 10 481 451 459 Australia 3,203 250 0 0 2,652 830 153 India 7,576 78 88 23 921 3,774 53 China 4,254 1 0 22 413 1,442 762 Singapore 3,789 362 0 189 1,558 1,357 157 Hong Kong 2,259 64 0 82 836 607 242 Other Asia/Pacific 13,323 662 1 271 2,170 3,632 919 Other geographical areas 8,906 1,259 10 193 1,831 1,151 252 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Europe 9,682 52,205 12,884 6,021 17,184 395 645,306 Of which: Germany 830 10,114 1,388 348 1,351 0 343,606 United Kingdom 240 10,475 1,504 461 3,773 0 46,476 France 0 7,756 2,901 657 5,100 0 31,906 Luxembourg 0 2,180 537 9 206 0 31,870 Italy 4,890 7,953 1,030 2,251 1,688 0 51,571 Netherlands 0 2,289 27 0 99 0 25,526 Spain 1,487 3,144 358 1,587 35 0 31,318 Ireland 1,563 1,269 7 0 960 0 14,804 Switzerland 0 1,289 1 0 225 0 19,499 Poland 0 473 2,899 0 98 0 8,852 Belgium 0 1,759 1,606 0 11 0 7,517 Russian Federation⁸ 0 31 0 0 0 0 333 Ukraine⁸ 0 73 7 0 0 0 305 Other Europe⁸ 672 3,401 619 707 3,638 395 31,724 North America 9,433 32,184 11,503 5,855 47,782 0 325,688 Of which: U.S. 9,415 31,042 11,320 2,979 14,357 0 266,793 Cayman Islands 0 495 0 2,876 33,284 0 45,823 Canada 0 546 183 0 54 0 4,936 Other North America 18 101 0 0 88 0 8,137 Asia/Pacific 2,428 31,297 4,295 2,620 13,860 858 117,499 Of which: Japan 22 3,017 485 431 8,818 0 15,941 Australia 1,725 2,387 315 0 284 0 11,800 India 414 5,858 62 0 0 279 19,126 China 0 7,977 98 0 1,365 0 16,334 Singapore 0 1,396 665 0 683 0 10,156 Hong Kong 9 738 463 0 124 0 5,424 Other Asia/Pacific 258 9,922 2,206 2,189 2,587 579 38,718 Other geographical areas 325 4,799 191 268 148 552 19,887 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 8 9 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable 3 Contingent at fair value 4 Europe 346,395 2,647 724 1,708 142,035 41,773 19,294 Of which: Germany 242,180 444 42 462 80,857 16,364 4,872 United Kingdom 7,937 184 229 329 9,759 4,067 6,673 France 3,696 99 75 70 7,264 2,095 1,364 Luxembourg 15,472 400 67 124 7,525 747 855 Italy 24,578 145 8 25 3,709 5,354 291 Netherlands 9,009 165 45 200 8,279 2,519 1,404 Spain 17,429 326 8 107 3,460 4,037 503 Ireland 5,234 125 234 129 3,234 266 565 Switzerland 6,772 32 0 117 7,277 2,897 294 Poland 2,324 0 0 26 758 190 7 Belgium 1,532 12 0 77 1,730 571 193 Russian Federation⁸ 537 18 0 41 75 64 0 Ukraine⁸ 44 270 9 0 0 3 5 0 Other Europe⁸ 9,650 428 16 0 8,105 2,598 2,274 North America 101,736 2,998 350 1,687 98,137 11,766 5,542 Of which: U.S. 87,794 2,713 290 1,520 92,551 10,585 4,485 Cayman Islands 5,202 103 4 23 2,026 445 419 Canada 1,919 78 2 118 1,884 463 372 Other North America 6,821 104 54 25 1,676 274 266 Asia/Pacific 39,502 1,517 109 602 9,268 12,507 3,910 Of which: Japan 1,349 120 46 22 589 487 374 Australia 2,964 196 0 0 2,478 769 259 India 7,861 27 3 23 1,154 3,408 179 China 4,189 3 12 3 407 1,583 591 Singapore 5,402 390 22 164 1,408 1,258 277 Hong Kong 2,525 84 0 40 695 846 357 Other Asia/Pacific 15,213 698 25 351 2,537 4,154 1,873 Other geographical areas 8,346 793 22 72 1,580 1,168 222 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Europe 10,218 40,948 7,321 4,912 26,494 418 644,886 Of which: Germany 701 7,968 672 1,795 3,035 12 359,403 United Kingdom 1,212 8,399 708 585 8,519 0 48,598 France 0 6,161 870 6 7,337 0 29,038 Luxembourg 0 1,816 702 0 549 0 28,257 Italy 4,868 3,570 953 200 480 0 44,180 Netherlands 0 2,057 24 177 212 0 24,091 Spain 1,486 3,390 1 1,485 24 0 32,256 Ireland 1,270 1,543 4 0 1,346 0 13,948 Switzerland 0 491 2 0 215 0 18,096 Poland 0 113 2,944 0 149 0 6,511 Belgium 40 2,271 342 0 1 0 6,769 Russian Federation⁸ 0 15 0 0 0 0 750 Ukraine⁸ 0 17 0 0 0 0 339 Other Europe⁸ 643 3,139 99 664 4,628 406 32,651 North America 12,359 24,416 14,616 4,365 43,893 0 321,863 Of which: U.S. 12,340 23,644 14,359 976 21,484 0 272,741 Cayman Islands 0 276 0 3,389 17,904 0 29,790 Canada 0 350 180 0 4,494 0 9,859 Other North America 19 146 77 0 11 0 9,473 Asia/Pacific 2,878 19,347 3,344 2,126 10,652 1,301 107,063 Of which: Japan 25 2,759 481 284 6,374 0 12,909 Australia 1,989 1,328 315 0 946 0 11,243 India 481 4,856 49 0 6 1,012 19,058 China 0 1,384 209 0 292 0 8,675 Singapore 0 847 159 0 210 0 10,136 Hong Kong 186 559 254 0 64 0 5,611 Other Asia/Pacific 196 7,613 1,877 1,842 2,761 290 39,430 Other geographical areas 141 3,314 170 77 232 437 16,573 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7 8 9 The Group’s largest concentration of credit risk within loans from a regional perspective is in its home market Germany, with a significant share in households, which includes the majority of the mortgage lending and home loan business. Within OTC derivatives, tradable assets as well as repo and repo-style transactions, the largest concentrations from a regional perspective were in Europe and North America.
Asset Quality [Abstract]
Asset Quality Excluding Forborne and Collateral [text block]	Overview of financial assets subject to impairment The following tables provide an overview of the exposure amount and allowance for credit losses by financial asset class broken down into stages as per IFRS 9 requirements. Overview of financial assets subject to impairment Dec 31, 2023 Dec 31, 2022 in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Amortized cost¹ Gross carrying amount 692,091 55,704 12,799 806 761,400 729,021 45,335 11,379 1,041 786,776 Allowance for credit losses² 447 680 3,960 198 5,285 533 626 3,656 180 4,995 of which Loans Gross carrying amount 418,311 52,834 12,576 806 484,527 440,556 43,711 10,686 1,027 495,979 Allowance for credit losses² 424 673 3,874 198 5,170 507 619 3,491 174 4,790 Fair value through OCI Fair value 34,424 1,076 46 0 35,546 31,123 482 70 0 31,675 Allowance for credit losses 13 13 22 0 48 14 12 43 0 69 Off-balance sheet Notional amount 292,747 23,778 2,282 8 318,814 296,062 18,478 2,625 8 317,173 Allowance for credit losses³ 117 88 187 0 393 144 97 310 0 551 1 2 3 Financial assets at amortized cost Development of exposures in the current reporting period Dec 31, 2023 Gross carrying amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 729,021 45,335 11,379 1,041 786,776 Movements in financial assets including new business and credit extensions 15,413 10,074 2,498 99 28,084 Transfers due to changes in creditworthiness (4,513) 3,111 1,402 - 0 Changes due to modifications that did not result in 0 8 (40) 0 (32) Changes in models Financial assets that have been derecognized during the period (41,331) (2,182) (2,397) (315) (46,226) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (6,499) (641) (136) (18) (7,295) Balance, end of reporting period 692,091 55,704 12,799 806 761,400 Financial assets at amortized cost subject to impairment decreased by € 25 billion or 3 % in 2023, driven by Stage 1: – Stage 1 exposures declined by € 37 billion or 5 % , primarily due to a reduction in cash and central bank balances and loans at amortized cost. – Stage 2 exposures increased by € 10 billion or 23 % across business divisions, largely driven by loans at amortized cost. – Stage 3 exposures went up by € 1 billion or 10 % in 2023, mainly driven by new defaults of single large clients in Private Bank as well as within the CRE portfolio in Investment Bank. Development of exposures in the previous reporting period Dec 31, 2022 Gross carrying amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 711,021 40,653 11,326 1,297 764,298 Movements in financial assets including new business and credit extensions 113,427 5,554 923 (1) 119,902 Transfers due to changes in creditworthiness (2,101) 666 1,435 0 0 Changes due to modifications that did not result in 0 (0) (6) 0 (6) Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period (103,660) (2,177) (2,583) (258) (108,679) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 10,334 639 216 0 11,189 Balance, end of reporting period 729,021 45,335 11,379 1,041 786,776 – Stage 1 exposures increased by € 18 billion or 3 % , primarily due to the increases in loans at amortized cost in Investment Bank and Private Bank as well as in debt securities held to collect, partly offset by a reduction in central bank balances. – Stage 2 exposures increased by € 5 billion or 12 % , largely driven by loans at amortized cost in Private Bank due to the deterioration of the macroeconomic environment. – Stage 3 exposures slightly decreased by € 203 million or 2 % in 2022, driven by reductions in Private Bank and the POCI loan portfolio. This was partly offset by an increase in Corporate Bank due to new defaults. Development of allowance for credit losses in the current reporting period Dec 31, 2023 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business and credit extensions (195) 294 1,647 32 1,778 Transfers due to changes in creditworthiness 170 (150) (20) N/M 0 Changes due to modifications that did not result in N/M N/M N/M N/M N/M Changes in models (57) - (53) 0 0 (110) Financial assets that have been derecognized during the period³ 0 0 (1,145) (52) (1,197) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (3) (38) (271) 38 (273) Balance, end of reporting period 447 680 3,960 198 5,285 Provision for Credit Losses excluding country risk ¹ (83) 92 1,627 32 1,668 1 2 3 4 – Stage 1 allowances decreased by € 86 million or 16 % across business divisions, driven by non-recurring positive ECL model changes and an improved macroeconomic outlook. – Stage 2 allowances increased by € 54 million or 9 % across business divisions, due to the aforementioned overlays mainly related to envisaged ECL model changes (Forward Looking Information on LGDs), which led to an increase of Allowance for Credit Losses. – Stage 3 allowances increased by € 323 million or 8 % , mainly driven by the new provisions and the release of the existing overlay related to parameter recalibrations required due to the new definition of default in Private Bank (which at first application led to a decrease of Allowance for Credit Losses), as mentioned above. The Group’s Stage 3 coverage ratio (defined as allowance for credit losses in Stage 3 (excluding POCI) as a percentage of financial assets at amortized cost in Stage 3 (excluding POCI)) amounted to 31 % in the current fiscal year, compared to 32 % in the prior year. In 2023, net outflows from Stage 3 (excluding POCI) increased compared to 2022. The immaterial amount of net outflows from Stage 3 due to creditworthiness in 2023 resulted from a release of an overlay, as mentioned above. Development of allowance for credit losses in the previous reporting period Dec 31, 2022 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business and credit extensions (32) 204 887 22 1,081 Transfers due to changes in creditworthiness 122 (121) (0) N/M 0 Changes due to modifications that did not result in 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 period³ 0 0 (1,014) (28) (1,043) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 2 12 (25) 1 (10) Balance, end of reporting period 533 626 3,656 180 4,995 Provision for Credit Losses excluding country risk¹ 90 82 886 22 1,081 1 2 3 4 – Stage 1 allowances increased by € 93 million or 21 % , driven by a deteriorating macroeconomic environment. – Stage 2 allowances increased by € 94 million or 18 % due to a deterioration of the macroeconomic outlook. – Stage 3 allowances decreased by € 87 million or 2 % , mainly driven by reductions due to non-performing portfolio sales in Private Bank, which were partly offset by new provisions in Investment Bank and Corporate Bank. Financial assets at amortized cost by business division Dec 31, 2023 Gross Carrying Amount¹ Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Corporate Bank 105,812 13,706 2,812 0 122,329 67 110 876 0 1,053 Investment Bank 150,562 13,309 3,127 806 167,804 119 108 536 198 962 Private Bank 233,744 26,815 6,400 0 266,960 249 445 2,497 0 3,191 Asset Management 1,224 8 0 0 1,232 (0) 0 0 0 (0) Corporate & Other 200,749 1,866 460 0 203,075 11 16 51 0 79 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 1 Dec 31, 2022 Gross Carrying Amount¹ Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Corporate Bank 114,983 11,030 2,879 0 128,892 91 99 963 0 1,153 Investment Bank 164,443 10,288 2,375 1,041 178,147 145 89 491 180 904 Private Bank 243,896 22,609 5,870 0 272,375 283 433 2,167 0 2,883 Asset Management 1,861 49 0 0 1,910 0 0 0 0 0 Corporate & Other² 203,838 1,359 255 0 205,453 14 5 35 0 54 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995 1 2 Financial assets at amortized cost by industry sector The below table provides an overview of the Group’s asset quality by industry and is based on the NACE code of the counterparty. NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) is a standard European industry classification system. Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Agriculture, forestry and fishing 288 77 20 0 384 0 1 4 (0) 6 Mining and quarrying 2,538 277 8 0 2,823 2 3 4 0 9 Manufacturing 23,474 4,061 1,445 44 29,024 27 48 456 2 533 Electricity, gas, steam and air conditioning supply 4,253 206 73 0 4,532 3 3 16 0 23 Water supply, sewerage, waste management and remediation activities 491 21 5 0 517 1 0 3 0 5 Construction 3,248 893 213 60 4,414 5 9 80 12 107 Wholesale and retail trade, repair of motor vehicles and motorcycles 17,237 3,407 698 25 21,366 16 31 351 3 402 Transport and storage 4,083 1,075 165 24 5,346 6 10 30 (0) 46 Accommodation and food service activities 1,471 320 76 3 1,869 2 3 26 (0) 31 Information and communication 7,398 814 89 0 8,302 10 11 28 0 49 Financial and insurance activities 342,352 12,189 1,691 351 356,583 96 90 491 92 769 Real estate activities 37,907 8,954 2,630 185 49,675 19 49 321 75 464 Professional, scientific and technical activities 5,887 918 179 1 6,985 6 12 75 1 94 Administrative and support service activities 7,980 1,107 351 24 9,463 7 11 114 9 141 Public administration and defense, compulsory social security 26,536 489 742 0 27,767 15 1 28 0 45 Education 226 46 11 0 283 0 1 2 0 3 Human health services and social work activities 3,986 482 34 0 4,503 5 7 14 0 25 Arts, entertainment and recreation 769 229 31 1 1,030 1 5 3 0 10 Other service activities 8,436 648 225 86 9,395 11 6 119 6 143 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 193,318 19,492 4,113 3 216,927 212 379 1,792 (2) 2,381 Activities of extraterritorial organizations and bodies 213 0 0 0 213 0 0 0 0 0 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 Dec 31, 2022 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Agriculture, forestry and fishing 425 76 23 0 525 1 1 8 0 10 Mining and quarrying 2,227 137 70 0 2,434 4 5 23 0 32 Manufacturing 25,151 4,670 1,163 84 31,068 35 64 519 3 620 Electricity, gas, steam and air conditioning supply 6,226 563 51 0 6,839 4 5 33 0 42 Water supply, sewerage, waste management and remediation activities 624 63 39 0 726 1 1 6 0 8 Construction 3,453 540 203 87 4,282 5 9 91 10 115 Wholesale and retail trade, repair of motor vehicles and motorcycles 18,710 2,530 733 31 22,004 20 30 383 3 437 Transport and storage 5,233 642 225 28 6,127 9 8 65 (0) 83 Accommodation and food service activities 1,385 466 112 6 1,969 2 5 59 1 67 Information and communication 7,096 614 127 17 7,854 14 13 94 0 122 Financial and insurance activities 356,491 8,991 1,999 402 367,883 129 73 472 46 720 Real estate activities 41,450 6,345 896 238 48,929 30 22 116 71 239 Professional, scientific and technical activities 6,147 721 218 1 7,087 6 9 104 0 119 Administrative and support service activities 8,429 1,003 383 18 9,833 9 13 94 6 121 Public administration and defense, compulsory social security 30,984 418 923 0 32,325 15 0 17 0 33 Education 205 41 4 0 251 0 1 2 0 3 Human health services and social work activities 4,188 351 83 0 4,622 8 12 12 0 32 Arts, entertainment and recreation 922 185 28 1 1,137 1 5 2 0 9 Other service activities 7,198 818 226 123 8,365 10 6 133 25 174 Activities of households as employers, undifferentiated goods- and services- producing activities of households for own use 202,435 16,160 3,874 6 222,475 229 343 1,423 15 2,010 Activities of extraterritorial organizations and bodies 41 0 0 0 41 0 0 0 0 0 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995 Financial assets at amortized cost by region Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Germany 297,495 21,499 3,653 0 322,648 214 390 1,936 (4) 2,537 Western Europe 134,375 15,228 3,410 560 153,573 116 179 1,076 194 1,564 Eastern Europe 8,768 1,058 396 0 10,221 4 11 47 0 62 North America 175,011 12,133 3,442 89 190,674 51 74 445 12 582 Central and South America 3,936 261 80 5 4,282 2 1 16 0 19 Asia/Pacific 52,290 5,031 909 92 58,322 28 23 317 1 370 Africa 4,099 187 717 0 5,003 8 1 30 0 39 Other 16,116 307 192 62 16,677 23 0 94 (5) 113 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 Dec 31, 2022 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Germany 324,716 19,904 3,689 0 348,310 201 333 1,619 13 2,166 Western Europe 141,935 9,828 3,171 712 155,646 178 194 1,224 162 1,758 Eastern Europe 8,050 1,174 386 0 9,609 3 7 97 0 107 North America 173,084 10,504 1,628 149 185,366 81 55 289 5 431 Central and South America 4,525 253 82 5 4,865 6 2 5 0 12 Asia/Pacific 58,621 2,967 1,475 112 63,174 40 28 330 3 400 Africa 3,144 177 843 0 4,164 8 0 7 0 15 Other 14,946 527 105 63 15,642 16 6 86 (4) 105 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995 Financial assets at amortized cost by rating class Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total iAAA–iAA 244,750 518 0 0 245,268 2 0 0 0 3 iA 101,538 2,359 0 9 103,907 8 1 0 0 9 iBBB 186,168 8,446 0 0 194,614 66 16 0 0 82 iBB 128,493 18,153 0 0 146,646 173 78 0 0 251 iB 28,531 20,040 0 0 48,571 165 294 0 0 459 iCCC and below 2,611 6,188 12,799 797 22,395 32 290 3,960 198 4,481 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 Dec 31, 2022 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total iAAA–iAA 251,598 228 0 0 251,826 3 0 0 0 3 iA 106,548 580 0 14 107,142 9 1 0 0 10 iBBB 172,643 6,246 0 0 178,889 63 21 0 0 84 iBB 159,538 14,891 0 0 174,429 212 91 0 0 302 iB 35,626 17,717 0 14 53,358 218 276 0 6 501 iCCC and below 3,068 5,672 11,379 1,013 21,132 28 237 3,656 174 4,095 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995 The Group’s existing commitments to lend additional funds to debtors with Stage 3 financial assets at amortized cost amounted to € 816 million as of December 31, 2023, and € 621 million as of December 31, 2022. Collateral held against financial assets at amortized cost in Stage 3 Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Collateral Guarantees Gross Carrying Collateral Guarantees Financial Assets at Amortized Cost (Stage 3)¹ 12,799 4,451 1,435 11,379 3,431 1,439 1 In 2023, collateral and guarantees held against financial assets at amortized cost in Stage 3 increased by € 1 billion, or 21 % mainly driven by Investment Bank and Private Bank. Due to full collateralization the Group did not recognize an allowance for credit losses against financial assets at amortized cost in Stage 3 for € 408 million in 2023 and € 916 million in 2022. Modified assets at amortized cost A financial asset is considered modified when its contractual cash flows are renegotiated or otherwise modified. Renegotiation or modification may or may not lead to derecognition of the old and recognition of the new financial instrument. This section covers modified financial assets that have not been derecognized. Under IFRS 9, when the terms of a Financial Asset are renegotiated or modified and the modification does not result in derecognition, a gain or loss is recognized in the income statement as the difference between the original contractual cash flows and the modified cash flows discounted at the original effective interest rate (EIR). For modified financial assets the determination of whether the asset’s credit risk has increased significantly reflects the comparison of: – The remaining lifetime probability of default (PD) at the reporting date based on the modified terms; with – The remaining lifetime PD estimated based on data at initial recognition and based on the original contractual terms. The following table provides the overview of modified financial assets at amortized cost in the reporting periods broken down into IFRS 9 stages. Modified Assets at Amortized Cost Dec 31, 2023 Dec 31, 2022 in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Amortized cost carrying amount prior to modification 0 1,072 220 0 1,292 0 0 47 0 47 Net modification gain/losses recognized 0 5 (40) 0 (35) 0 (0) (6) 0 (6) In 2023, the bank has observed the increase of € 1.2 billion in modified assets at amortized cost due to client related modifications, driven by a single large client in Private Bank and the CRE portfolio in Investment Bank and Corporate Bank. The latter were granted with no modification loss. In 2023, the Group has not observed any amounts of modified assets that have been upgraded to Stage 1. The bank has not observed any subsequent re-deterioration of those assets into Stages 2 and 3. In 2022, the Group has observed immaterial amounts of modified assets that have been upgraded to Stage 1. The bank has not observed any subsequent re-deterioration of those assets into Stages 2 and 3. Financial assets at fair value through other comprehensive income The fair value of financial assets at fair value through other comprehensive income (FVOCI) subject to impairment under IFRS 9 was € 36 billion at December 31, 2023, compared to € 32 billion at December 31, 2022. Allowance for credit losses against these assets remained at very low levels (€ 48 million as of December 31, 2023 and € 69 million as of December 31, 2022). Due to immateriality no further breakdown is provided for financial assets at FVOCI. Off-balance sheet lending commitments and guarantee business The following tables provide an overview of the nominal amount and credit loss allowance for the Group’s off-balance sheet financial asset class broken down into stages as per IFRS 9 requirements. Development of nominal amount in the current reporting period Dec 31, 2023 Nominal Amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 296,062 18,478 2,625 8 317,173 Movements including new business 4,062 2,510 (235) 0 6,337 Transfers due to changes in creditworthiness (3,040) 3,094 (54) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes (4,337) (304) (54) 0 (4,696) Balance, end of reporting period 292,747 23,778 2,282 8 318,814 of which: Financial guarantees 58,405 5,991 401 0 64,798 Development of nominal amount in the previous reporting period Dec 31, 2022 Nominal Amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 276,157 14,498 2,582 11 293,248 Movements including new business 16,078 361 62 (3) 16,498 Transfers due to changes in creditworthiness (3,047) 3,166 (119) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 6,874 452 100 (0) 7,427 Balance, end of reporting period 296,062 18,478 2,625 8 317,173 of which: Financial guarantees 61,083 5,283 971 0 67,337 Development of allowance for credit losses in the current reporting period Dec 31, 2023 Allowance for Credit Losses 2 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 (39) (3) (118) 0 (160) Transfers due to changes in creditworthiness 11 (4) (7) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 1 (2) 3 0 2 Balance, end of reporting period 117 88 187 0 393 of which: Financial guarantees 84 37 113 0 233 Provision for Credit Losses excluding country risk 1 (28) (7) (125) 0 (160) 1 2 Development of allowance for credit losses in the previous reporting period Dec 31, 2022 Allowance for Credit Losses 2 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 21 (1) 78 0 99 Transfers due to changes in creditworthiness 12 (15) 3 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 4 3 3 0 9 Balance, end of reporting period 144 97 310 0 551 of which: Financial guarantees 95 56 226 0 378 Provision for Credit Losses excluding country risk 1 33 (16) 82 0 99 1 2 Legal claims Assets subject to enforcement activity consist of assets, which have been fully or partially written off and the Group still continues to pursue recovery of the asset. Such enforcement activity comprises for example cases where the bank continues to devote resources (e.g. our Legal Department/CRM workout unit) towards recovery, either via legal channels or third party recovery agents. Enforcement activity also applies to cases where the Bank maintains outstanding and unsettled legal claims. This is irrespective of whether amounts are expected to be recovered and the recovery timeframe. It may be common practice in certain jurisdictions for recovery cases to span several years. Amounts outstanding on financial assets that were written off during the reporting period and are still subject to enforcement activity amounted to € 334 million in fiscal year 2023, mainly in Corporate Bank. In 2022, legal claims amounted to € 175 million, mainly in Corporate Bank and Private Bank.
Asset Quality Forborne Assets [text block]	Renegotiated and forborne assets at amortized costs For economic or legal reasons the bank might enter into a forbearance agreement with a borrower who faces or will face financial difficulties in order to ease the contractual obligation for a limited period of time. A case-by-case approach is applied for corporate clients considering each transaction and client-specific facts and circumstances. For consumer loans the bank offers forbearances for a limited period of time, in which the total or partial outstanding or future instalments are deferred to a later point of time. However, the amount not paid including accrued interest during this period must be re-compensated at a later point of time. Repayment options include distribution over residual tenor, a one-off payment or a tenor extension. Forbearances are restricted and depending on the economic situation of the client, the Group’s risk management strategies and the local legislation. In case a forbearance agreement is entered into, an impairment measurement is conducted as described below, an impairment charge is taken if necessary and the loan is subsequently recorded as impaired. In the Group’s management and reporting of forborne assets at amortized costs, the bank follows the EBA definition for forbearances and non-performing loans (Implementing Technical Standards (ITS) on Supervisory reporting on forbearance and non-performing exposures under article 99(4) of Regulation (EU) No 575/2013). Once the conditions mentioned in the ITS are met, the Group reports the loan as being forborne; removes the asset from the bank’s forbearance reporting, once the discontinuance criteria in the ITS are met (i.e., the contract is considered as performing, a minimum two year probation period has passed, regular payments of more than an insignificant aggregate amount of principal or interest have been made during at least half of the probation period, and none of the exposures to the debtor is more than 30 days past-due at the end of the probation period). Forborne financial assets at amortized cost Dec 31, 2023 Dec 31, 2022 Performing Non-performing Totalforborneloans atamortizedcost Performing Non-performing Totalforborneloans atamortizedcost in € m. Stage 1 Stage 2 Stage 1 Stage 2 Stage 3 Stage 1 Stage 2 Stage 1 Stage 2 Stage 3 German 426 2,356 0 7 812 3,600 729 1,563 0 21 1,066 3,379 Non-German 639 4,399 0 194 3,632 8,864 1,254 3,139 60 13 3,299 7,764 Total 1,065 6,755 0 201 4,444 12,464 1,983 4,702 60 34 4,365 11,143 Development of forborne financial assets at amortized cost in € m. Dec 31, 2023 Dec 31, 2022 Balance beginning of period 11,143 13,741 Classified as forborne during the year 4,007 3,196 Transferred to non-forborne during the year (including repayments) (2,500) (5,899) Charge-offs (80) (142) Exchange rate and other movements (106) 248 Balance end of period 12,464 11,143 Forborne assets at amortized cost increased by € 1.3 billion, or 12% in 2023. This was driven by the increase in Investment Bank. Forborne assets at amortized cost decreased by € 2.6 billion, or 19% in 2022. This was driven by the reduction in the COVID-19 related forbearance measures, which was partly offset by an increase in Investment Bank and Corporate Bank.
Asset Quality Collateral [text block]	Collateral Obtained The Group obtains collateral on the balance sheet only in certain cases by either taking possession of collateral held as security or by calling upon other credit enhancements. Collateral obtained is made available for sale in an orderly fashion or through public auctions, with the proceeds used to repay or reduce outstanding indebtedness. Generally, the bank does not occupy obtained properties for its business use. Collateral Obtained during the reporting period in € m. 2023 2022 Commercial real estate 0 2 Residential real estate1 3 1 Other 11 0 Total collateral obtained during the reporting period 14 4 1 Carrying amount of foreclosed residential real estate properties amounted to € 30 million as of December 31, 2023 and € 62 million as of December 31, 2022 The collateral obtained, as shown in the table above, excludes collateral recorded as a result of consolidating securitization trusts under IFRS 10. In 2023 and 2022, the Group obtained € 0 million of collateral related to these trusts.
Trading Market Risk Exposures [Abstract]
Value-at-Risk Metrics of Trading Units of Deutsche Bank Group [text block]	The tables and graph below present the Historic Simulation value-at-risk metrics calculated with a 99% confidence level and a one-day holding period for the Group’s trading units. Value-at-Risk of Trading Units by Risk Type¹ Total Diversificationeffect Interest raterisk Credit spreadrisk Equity pricerisk Foreign exchangerisk² Commodity pricerisk in € m. 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 Average 40.7 44.0 (46.3) (43.3) 27.5 29.4 38.6 35.4 7.8 11.4 12.1 9.7 0.9 1.5 Maximum 74.3 71.4 (21.2) (21.7) 40.1 48.1 68.4 58.7 14.9 21.7 17.4 15.0 2.8 4.3 Minimum 23.2 24.9 (64.9) (67.1) 15.7 13.4 21.9 19.3 4.5 5.4 8.2 5.8 0.2 0.3 Period-end 39.0 38.3 (31.9) (43.3) 20.3 26.0 28.4 35.0 11.0 6.4 10.9 13.6 0.3 0.5 1 Figures for 2023 as of December 31, 2023. Figures for 2022 as of December 31, 2022 2 Includes value-at-risk from gold and other precious metal positions
Regulatory Measures Incremental Risk Charge [text block]	For regulatory reporting purposes, the incremental risk charge for the respective reporting dates represents the higher of the spot value at the reporting dates, and their preceding 12-week average calculation. Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9% confidence level and one-year capital horizon)1,2,3 Total Credit Trading Global Rates Emerging Markets Other in € m. 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 Average 563.3 319.0 (15.0) 54.5 363.4 137.0 228.1 110.2 (13.2) 17.4 Maximum 904.6 414.0 121.4 130.6 892.5 305.0 349.9 332.4 32.0 51.2 Minimum 330.3 272.4 (130.9) (33.2) 198.7 53.2 122.4 39.3 (80.6) (31.7) Period-end 570.3 291.2 90.8 11.6 198.7 161.9 284.5 100.2 (3.6) 17.4 1 Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2023 and December 31, 2022, respectively 2 Business line breakdowns have been updated for 2023 reporting to better reflect the current business structure 3 All liquidity horizons are set to 12 months
Disclosure of Nontrading Market Risk Exposure [text block]	Non-trading Market Risk Exposures Economic Capital Usage for Non-trading Market Risk The following table shows the Non-trading Market Risk economic capital usage by risk type: Economic Capital Usage by risk type. Economic capital usage in € m. Dec 31, 2023 Dec 31, 2022 Interest rate risk 2,980 1,752 Credit spread risk 60 29 Equity and Investment risk 1,044 841 Foreign exchange risk 1,273 1,460 Pension risk 1,106 803 Guaranteed funds risk 59 82 Total non-trading market risk portfolios 6,523 4,968 The economic capital figures do take into account diversification benefits between the different risk types. Economic Capital Usage for Non-trading Market Risk totaled € 6.5 billion as of December 31, 2023, which is € 1.6 billion above the economic capital usage at year-end 2022. The increase in economic capital was predominantly driven by additional interest rate risk positions taken to mitigate downside risk to the Group’s net interest income, higher risk related to behavioral modelling assumption for our non-maturity deposit portfolio and a higher market risk contribution from our defined benefit pension plans. – Interest rate risk; economic capital charge for interest rate risk in the banking book, including gap risk, basis risk and option risk, such as the risk of a change in client behavior embedded in modelled non-maturity deposits or prepayment risk; in total the economic capital usage for December 31, 2023 was € 3.0 billion , compared to € 1.8 billion for December 31, 2022 – Credit spread risk; economic capital charge for portfolios in the banking book subject to credit spread risk; economic capital usage was € 60 million as of December 31, 2023, versus € 29 million as of December 31, 2022 – Equity and Investment risk; economic capital charge for equity risk from a structural short position in the bank’s own share price arising from the Group’s equity compensation plans, and from the non-consolidated investment holdings, such as strategic investments and alternative assets the economic capital usage was € 1.0 billion as of December 31, 2023, compared to € 841 million as of December 31, 2022 – Foreign exchange risk; foreign exchange risk predominantly arises from the Group’s structural position taken to immunize the sensitivity of the bank’s capital ratio against changes in the exchange rates. The economic capital usage was € 1.3 billion as of December 31, 2023, versus € 1.5 billion as of December 31, 2022 – Pension risk; this risk arises from the Group’s defined benefit obligations, including interest rate risk and inflation risk, credit spread risk, equity risk and longevity risk. The economic capital usage was € 1.1 billion as of December 31, 2023, compared to € 803 million as of December 31, 2022 – Guaranteed funds risk; economic capital usage was € 59 million as of December 31, 2023, versus € 82 million as of December 31, 2022
Disclosure of Liquidity Risk Exposure [Abstract]
Funding Diversification Performance [text block]	Funding Diversification In 2023, total external funding increased by € 12.0 billion from € 963.3 billion at December 31, 2022 to € 975.3 billion at December 31, 2023. Funding from the Corporate Bank has increased by € 1.5 billion, whereas deposits in the Private Bank have decreased by € 9.6 billion. For both divisions, there has been a shift from sight to term deposits. The unsecured Wholesale Funding portfolio increased by € 11.4 billion, thereof € 2.5 billion from Investment Bank deposits. In addition, Capital Markets and Equity increased by € 10.1 billion driven by an increase of € 4.2 billion in Equity and € 5.9 billion in long-term Debt Issuances. Secured funding and shorts have been overall stable compared to December 31, 2022 with reductions from the repayment of TLTRO (Targeted Longer-Term Refinancing Operations) of € 18.7 billion as well as a decrease of € 6.6 billion in trading liabilities has been offset by an increase of € 23.9 billion in repurchase operations. Composition of External Funding Sources 1 2

Significant Accounting Policies

Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2023
Significant Accounting Policies [Abstract]
EU Carve Out [text Block]	EU carve-out For purposes of the Group’s primary financial reporting outside the United States, the Group prepares its consolidated financial statements in accordance with IFRS as endorsed by the EU. For purposes of the Group’s consolidated financial statements prepared in accordance with IFRS as endorsed by the EU, 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 and hedge ineffectiveness is generally 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 EU carve out version of IAS 39 also removes the prohibition on identifying a benchmark risk component in a financial instrument priced at sub–benchmark. This may arise when financial instruments carry a negative spread such that the identified non–contractually specified risk component is larger than the interest carry on the contract itself. For the financial year ended December 31, 2023, the application of the EU carve-out version of IAS 39 had a negative impact of € 2.3 billion on profit before tax and of € 1.6 billion on profit after tax. For the financial year ended December 31, 2022, the application of the EU carve-out had a positive impact of € 147 million on profit before taxes and of € 105 million on profit post taxes. The Group’s regulatory capital and ratios thereof are also reported on the basis of the EU carve-out version of IAS 39. The impact on total equity also impacts the calculation of the CET1 capital ratio. For the financial year ended December 31, 2023, application of the EU carve-out had a negative impact on the CET1 capital ratio of about 43 basis points and a positive impact of about 5 basis points for the financial year ended December 31, 2022.
IFRS 7 disclosures [text block]	IFRS 7 disclosures (including war in Ukraine and climate risk related disclosures) Disclosures on risks related to the macroeconomic environment can be found in the sections in “IFRS 9 Impairment”, line item “Focus areas in 2023” in the Risk Report, Note 35 “Derivatives”, section “Derivatives qualifying for hedge accounting”, Note 13 “Financial Instruments carried at Fair Value”, sections “Valuations techniques” and “Sensitivity analysis of unobservable parameters” as well as Note 14” Fair Value of Financial Instruments not carried at Fair Value”. Disclosures about the nature and the extent of risks arising from financial instruments as required by IFRS 7, “Financial Instruments: Disclosures” are set forth in the Risk Report section of the Combined Management Report and are an integral part of the Consolidated Financial Statements. Details on exposures and the impact on financial instrument impairment from the war in Ukraine can be found in the sections, “IFRS 9 impairment” and “Exposure to Russia” in the Risk Report. As of December 31, 2023, the Group discontinued its disclosure relating to Market Risk to Russia, Russian operations and Compliance and Anti Financial Crime risks. This considers the de-risking efforts the Group has undertaken. The Group continues to monitor its risks related to Russia and Ukraine as part of its regular risk management activities and enhanced governance oversight in place. Disclosures on climate related risk can be found in the sections, “Enterprise Risk Management”, line item “Environmental, social and governance risk” in the Risk Report. The Group is exposed to environmental, social and governance (ESG) risk. The following are examples of how such risk may impact the financial results of the Group: – Increases in the frequency and severity of climate events could impact client ability to service principal and interest payments under instruments subject to IFRS 9. – Failure to comply with environmental and social legislation may impact client ability to generate sustainable returns to service their loans. – If in the future clients do not hold sufficient insurance for physical assets against certain risks (e.g., flooding), this may impact the value of collateral held against certain type of loans. The Group considers such ESG risk as part of the credit risk assessment and due diligence process before relevant clients are granted credit. The Group also manages its credit portfolio within the established risk appetite and limits. Further accounting considerations, including risk consideration, for ESG indexed loans can be found in the section “Financial assets” in the description of the material accounting policies below. These audited disclosures are marked in light blue in the Risk Report.
Critical accounting estimates [text block]	Critical accounting estimates The preparation of financial statements 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. The Group’s material accounting policies are described in “Material Accounting Policies”. Certain of the Group’s accounting policies require critical accounting estimates that involve complex and subjective judgments and the use of assumptions, some of which may be for matters that are inherently uncertain and susceptible to change. Such critical accounting estimates could change from period to period and may have a material impact on the Group’s financial condition, changes in financial condition or results of operations. Critical accounting estimates could also involve estimates where management could have reasonably used another estimate in the current accounting period. The Group has identified the following material accounting policies that involve critical accounting estimates: – Impairment of financial assets at fair value through other comprehensive income (see “Impairment of Loans and Provision for Off-balance Sheet Positions” below) – Determination of fair value (see “Determination of Fair Value” below) – Recognition of trade date profit (see “Recognition of Trade Date Profit” below) – Impairment of loans and provisions for off-balance sheet positions (see “Impairment of Loans and Provision for Off-balance Sheet Positions” below) – Impairment of goodwill and other intangibles (see “Goodwill and Other Intangible Assets” below) – Recognition and measurement of deferred tax assets (see “Income Taxes” below) – Accounting for legal and regulatory contingencies and uncertain tax positions (see “Provisions” below)
Significant accounting policies [text block]	Material accounting policies The following is a description of the significant accounting policies of the Group. Except for the changes in accounting policies and changes in accounting estimates described previously and noted below these policies have been consistently applied for 2021, 2022 and 2023.
Principles of Consolidation [text block]	Principles of consolidation The financial information in the Consolidated Financial Statements includes the parent company, Deutsche Bank AG, together with its consolidated subsidiaries, including certain structured entities presented as a single economic unit. Subsidiaries The Group’s subsidiaries are those entities which it directly or indirectly controls. Control over an entity is evidenced by the Group’s ability to exercise its power in order to affect any variable returns that the Group is exposed to through its involvement with the entity. The Group sponsors the formation of structured entities and interacts with structured entities sponsored by third parties for a variety of reasons, including allowing clients to hold investments in separate legal entities, allowing clients to invest jointly in alternative assets, for asset securitization transactions, and for buying or selling credit protection. When assessing whether to consolidate an entity, the Group evaluates a range of control factors, namely: – Purpose and design of the entity – Relevant activities and how these are determined – Whether the Group’s rights result in the ability to direct the relevant activities – Whether the Group has exposure or rights to variable returns – Whether the Group has the ability to use its power to affect the amount of its returns Where voting rights are relevant, the Group is deemed to have control where it holds, directly or indirectly, more than half of the voting rights over an entity unless there is evidence that another investor has the practical ability to unilaterally direct the relevant activities. Potential voting rights that are deemed to be substantive are also considered when assessing control. Likewise, the Group also assesses existence of control where it does not control the majority of the voting power but has the practical ability to unilaterally direct the relevant activities. This may arise in circumstances where the size and dispersion of holdings of the shareholders give the Group the power to direct the activities of the investee. Associates Investments in associates are accounted for under the equity method of accounting. An associate is an entity in which the Group has significant influence, but not a controlling interest, over the operating and financial management policy decisions of the entity. Significant influence is generally presumed when the Group holds between 20% and 50% of the voting rights. The existence and effect of potential voting rights that are currently exercisable or convertible are considered in assessing whether the Group has significant influence. Among the other factors that are considered in determining whether the Group has significant influence are representation on the board of directors (supervisory board in the case of German stock corporations) and material intercompany transactions. The existence of these factors could require the application of the equity method of accounting for a particular investment even though the Group’s investment is less than 20% of the voting stock. Under the equity method of accounting, the Group’s investments in associates and jointly controlled entities are initially recorded at cost including any directly related transaction costs incurred in acquiring the associate, and subsequently increased (or decreased) to reflect both the Group’s pro-rata share of the post-acquisition net income (or loss) of the associate or jointly controlled entity and other movements included directly in the equity of the associate or jointly controlled entity. The Group’s share of the results of associates is adjusted to conform to the accounting policies of the Group and is reported in the Consolidated Statement of Income as Net income (loss) from equity method investments. If there is objective evidence of impairment, an impairment test is performed by comparing the investment’s recoverable amount, which is the higher of its value in use and fair value less costs to sell, with its carrying amount.
Foreign Currency Translation [text block]	Foreign currency translation The Consolidated Financial Statements are prepared in euro, which is the presentation currency of the Group. Various entities in the Group use a different functional currency, being the currency of the primary economic environment in which the entity operates. An entity records foreign currency revenues, expenses, gains and losses in its functional currency using the exchange rates prevailing at the dates of recognition. Monetary assets and liabilities denominated in currencies other than the entity’s functional currency are translated at the period end closing rate. Foreign exchange gains and losses resulting from the translation and settlement of these items are recognized in the Consolidated Statement of Income as net gains (losses) on financial assets/liabilities at fair value through profit or loss in order to align the translation amounts with those recognized from foreign currency related transactions (derivatives) which hedge these monetary assets and liabilities. Non-monetary items that are measured at historical cost are translated using the historical exchange rate at the date of the transaction. Translation differences on non-monetary items which are held at fair value through profit or loss are recognized in profit or loss. For purposes of translation into the presentation currency, assets and liabilities of foreign operations are translated at the period end closing rate and items of income and expense are translated into euros at the rates prevailing on the dates of the transactions, or average rates of exchange where these approximate actual rates. The exchange differences arising on the translation of a foreign operation are included in other comprehensive income. For foreign operations that are subsidiaries, the amount of exchange differences attributable to any noncontrolling interests is recognized in noncontrolling interests. Upon disposal of a foreign subsidiary and associate (which results in loss of control or significant influence over that operation) the total cumulative exchange differences recognized in other comprehensive income are reclassified to profit or loss. Upon partial disposal of a foreign operation that is a subsidiary and which does not result in loss of control, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to noncontrolling interests as this is deemed a transaction with equity holders. For a partial disposal of an associate which does not result in a loss of significant influence, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to profit or loss.
Interest, Commissions and Fees [text block]	Interest, commissions and fees Net interest income – Interest income and expense from all interest-bearing assets and liabilities is recognized as net interest income using the effective interest rate method. The effective interest rate (EIR) is a method of calculating the amortized cost of a financial asset or a financial liability and of allocating the interest income or expense over the relevant period using the estimated future cash flows. The estimated future cash flows used in the EIR calculation include those determined by all of the contractual terms of the asset or liability, all fees (including commissions) that are considered to be integral to the effective interest rate, direct and incremental transaction costs and all other premiums or discounts. However, if the financial instrument is carried at fair value through profit or loss, any associated fees are recognized in trading income when the instrument is initially recognized, provided there are no significant unobservable inputs used in determining its fair value. If a financial asset is credit-impaired, interest revenue is calculated by applying the effective interest rate to the amortized cost amount. The amortized cost amount of a financial asset is the gross carrying amount of a financial asset after adjusting for any impairment allowance. For assets which are initially recognized as purchased or credit-impaired, interest revenue is calculated through the use of a credit-adjusted effective interest rate which takes into consideration expected credit losses. The Group presents negative interest paid on interest-bearing assets as interest expense, and interest revenue received from interest-bearing liabilities as interest income. The Group presents interest income and expense calculated using the EIR method separately in the Group’s consolidated statement of income. Commissions and fee income –The Group applies the IFRS 15, “Revenue from Contracts with Customers” five-step revenue recognition model to the recognition of Commissions and Fee Income, under which income must be recognized when control of goods and services is transferred, hence the contractual performance obligations to the customer has been satisfied. Accordingly, after a contract with a customer has been identified in the first step, the second step is to identify the performance obligation – or a series of distinct performance obligations – provided to the customer. The Group must examine whether the service is capable of being distinct and is actually distinct within the context of the contract. A promised service is distinct if the customer can benefit from the service either on its own or together with other resources that are readily available to the customer, and the promise to transfer the service to the customer is separately identifiable from other promises in the contract. The amount of income is measured on the basis of the contractually agreed transaction price for the performance obligation defined in the contract. If a contract includes a variable consideration, the Group estimates the amount of consideration to which it will be entitled in exchange for transferring the promised goods or services to a customer. Income is recognized in profit and loss when the identified performance obligation has been satisfied. The Group does not present information about its remaining performance obligations if it is part of a contract that has an original expected duration of one year or less. The Group determines the stand-alone selling price at contract inception of a distinct service underlying each performance obligation in the contract and allocates the transaction price in proportion to those stand-alone selling prices. The stand-alone selling price is the price at which DB would sell a promised service separately to a customer on an unbundled basis. The best evidence of a stand-alone selling price is the observable price of a service when the Group sells that service separately in similar circumstances and to similar customers. If the Group does not sell the service to a customer separately, it estimates the stand-alone selling price at an amount using a suitable method, for example, in loan syndication transactions the Group applies the requirements for recognition of trade day profit and considers the price at which other market participants provide the same service on an unbundled basis. As such when estimating a stand-alone selling price, the Group considers all information (including market conditions) that is reasonably available to it. In doing so, the Group maximizes the use of observable inputs and applies estimation methods consistently in similar circumstances. The Group provides asset management services that give rise to asset management and performance fees and constitute a single performance obligation. The asset management and performance fee components are variable considerations such that at each reporting date the Group estimates the fee amount to which it will be entitled in exchange for transferring the promised services to the customer. The benefits arising from the asset management services are simultaneously received and consumed by the customer over time. The Group recognizes revenue over time by measuring the progress towards complete satisfaction of that performance obligation, subject to the removal of any uncertainty as to whether it is highly probable that a significant reversal in the cumulative amount of revenue recognized would occur or not. For the management fee component this is the end of the monthly or quarterly service period. For performance fees this date is when any uncertainty related to the performance component has been fully removed. Loan commitment fees related to commitments that are accounted for off balance sheet are recognized in commissions and fee income over the life of the commitment if it is unlikely that the Group will enter into a specific lending arrangement. If it is probable that the Group will enter into a specific lending arrangement, the loan commitment fee is deferred until the origination of a loan and recognized as an adjustment to the loan’s effective interest rate. Commissions and Fee Income predominantly earned from services that are received and consumed by the customer over time: Administration, assets under management, foreign commercial business, loan processing and guarantees sundry other customer services. The Group recognizes revenue from these services over time by measuring the progress towards complete satisfaction of that performance obligation, subject to the removal of any uncertainty as to whether it is highly probable that a significant reversal in the cumulative amount of revenue recognized would occur or not. Commissions and Fee Income predominantly earned from providing services at a point in time or transaction-type services include: other securities, underwriting and advisory fees, brokerage fees, local payments, foreign currency/ exchange business and intermediary fees. Expenses that are directly related and incremental to the generation of Commissions and Fee Income are presented net in Commissions and Fee Income in the Consolidated Statement of Income. This includes income and associated expense where the Group contractually owns the performance obligation (i.e. as Principal) in relation to the service that gives rise to the revenue and associated expense. In contrast, it does not include situations where the Group does not contractually own the performance obligation and is acting as agent. The determination of whether the Group is acting as principal or agent is based on the contractual terms of the underlying service arrangement. The gross Commissions and Fee Income and Expense amounts are disclosed in “Note 6 – Commissions and Fee Income”.
Financial Assets [text block]	Financial assets The Group classifies financial assets in line with the classification and measurement requirements of IFRS 9, where financial assets are classified based on both the business model used for managing the financial assets and the contractual cash flow characteristics of the financial asset (known as Solely Payments of Principal and Interest or “SPPI”). There are three business models available: – Hold to Collect - Financial assets held with the objective to collect contractual cash flows. They are subsequently measured at amortized cost and are recorded in multiple lines on the Group’s consolidated balance sheet. – Hold to Collect and Sell - Financial assets held with the objective of both collecting contractual cash flows and selling financial assets. They are recorded as Financial assets at Fair Value through Other Comprehensive Income on the Group’s consolidated balance sheet. – Other - Financial assets that do not meet the criteria of either “Hold to Collect” or “Hold to Collect and Sell”. They are recorded as Financial Assets at Fair Value through Profit or Loss on the Group’s consolidated balance sheet. The assessment of business model requires judgment based on facts and circumstances upon initial recognition. As part of this assessment, the Group considers quantitative factors (e.g., the expected frequency and volume of sales) and qualitative factors such as how the performance of the business model and the financial assets held within that business model are evaluated and reported to the Group’s key management personnel. In addition to taking into consideration the risks that affect the performance of the business model and the financial assets held within that business model, in particular, the way in which those market and credit risks are managed; and how managers of the business are compensated (e.g., whether the compensation is based on the fair value of the assets managed or on the contractual cash flows collected). This assessment results in an asset being classified in either a Hold to Collect, Hold to Collect and Sell or Other business model. If the Group holds a financial asset either in a Hold to Collect or a Hold to Collect and Sell business model, then an assessment at initial recognition to determine whether the contractual cash flows of the financial asset are Solely Payments of Principal and Interest on the principal amount outstanding is required to determine the financial asset classification. Contractual cash flows, that are SPPI on the principal amount outstanding, are consistent with a basic lending arrangement. Interest in a basic lending arrangement is consideration for the time value of money and the credit risk associated with the principal amount outstanding during a particular period of time. It can also include consideration for other basic lending risks (e.g., liquidity risk) and costs (e.g., administrative costs) associated with holding the financial asset for a particular period of time; and a profit margin that is consistent with a basic lending arrangement. Where cash flows can change over time due to contingent events, such as terms where the margin on a loan adjusts depending on the performance of the borrower on certain contractual ESG metrics, the contingent event and cash flows are assessed to determine if the instrument cash flows are SPPI. The nature of the contingent event and the size of the possible change in cash flows are taken into account in this assessment on an absolute and relative basis compared to the overall coupon. Additionally, as part of the SPPI assessment where the lending is non-recourse in nature then further assessment is made to determine if the cash flows are consistent with SPPI which is dependent on the nature of the underlyings, the level of subordination and the contractual cash flows of the instrument held. The Group originates and purchases debt instruments from entities issuing multiple tranches of debt. Where these instruments meet the definition of a contractually linked instruments then further analysis is performed on the cash flows and credit risk exposure of the instrument held as well as the underlying collateral held at purchase and can be held in the future. Financial assets at fair value through profit or loss Financial assets are classified at fair value through profit or loss if they are held in the Other business model because they are either held for trading or because they do not meet the criteria for Hold to Collect or Hold to Collect and Sell. In addition, it includes financial assets that meet the criteria for Hold to Collect or Hold to Collect and Sell business model, but the financial asset fails SPPI or where the Group designated the financial assets under the fair value option. Financial assets classified as Financial assets at fair value through profit or loss are measured at fair value with realized and unrealized gains and losses included in Net gains (losses) on financial assets/liabilities at fair value through profit or loss. Interest on interest earning assets such as trading loans and debt securities and dividends on equity instruments are presented in Interest and Similar Income. The Group applies trade date accounting to financial assets classified at fair value through profit or loss. Trading assets – Financial assets are classified as held for trading if they have been originated, acquired or incurred principally for the purpose of selling or repurchasing them in the near term, or they form part of a portfolio of identified financial instruments that are managed together and for which there is evidence of a recent actual pattern of short-term profit-taking. Trading assets include debt and equity securities, derivatives held for trading purposes, and trading loans. This also includes loan commitments that are allocated to the Other business model and that are presented as derivatives held for trading. Non-trading financial assets mandatory at fair value through profit and loss –The Group assigns any non-trading financial asset that does not fall into the Hold to Collect nor Hold to Collect and Sell business models into the Other business model and classifies them as Non-Trading Financial Assets mandatory at Fair Value through Profit and Loss. This includes predominately reverse repurchase agreements which are managed on a fair value basis. Additionally, any financial asset that falls into the Hold to Collect or Hold to Collect and Sell business models for which the contractual cash flow characteristics are not SPPI is classified by the Group as Non-Trading Financial Assets Mandatory at Fair Value through Profit and Loss. Financial assets designated at fair value through profit or loss – Certain financial assets that would otherwise be measured subsequently at amortized cost or at fair value through other comprehensive income, may be designated at Fair Value through Profit or Loss if the designation eliminates or significantly reduces a measurement or recognition inconsistency. The Group allows the fair value option to be designated only for those financial instruments for which a reliable estimate of fair value can be obtained. Financial assets at fair value through other comprehensive income A financial asset shall be classified and measured at Fair Value through Other Comprehensive Income (“FVOCI”), if the financial asset is held in a Hold to Collect and Sell business model and the contractual cash flows are SPPI, unless designated under the fair value option. The amortization of premiums and accretion of discounts are recorded in net interest income. Realized gains and losses are reported in net gains (losses) on financial assets at FVOCI. Generally, the weighted-average cost method is used to determine the cost of FVOCI financial assets. The Group applies trade date accounting to financial assets classified at FVOCI. It is possible to designate non-trading equity instruments as FVOCI. However, this category is expected to have limited usage by the Group and has not been used to date. Financial assets at amortized cost A financial asset is classified and subsequently measured at amortized cost if the financial asset is held in a Hold to Collect business model and the contractual cash flows are SPPI. Under this measurement category, the financial asset is measured at fair value at initial recognition. Subsequently the carrying amount is reduced for principal payments, plus or minus the cumulative amortization using the effective interest method. The financial asset is assessed for impairment under the IFRS 9 expected credit loss model where provisions are recognized based on expectations of potential credit losses. The Group’s impairment of financial instruments policy is described further in the section “Impairment of Loans and Provision for Off-Balance Sheet Positions (IFRS 9)”. The Group applies settlement date accounting to financial assets measured at amortized cost. Financial Assets at amortized cost include predominately Loans at amortized cost, Central bank funds sold and securities purchased under resale agreements, Securities borrowed and certain receivables presented in Other Assets. Modification of financial assets and financial liabilities When the terms of a financial asset are renegotiated or modified and the modification does not result in derecognition, a gain or loss is recognized in the income statement as the difference between the original contractual cash flows and the modified cash flows discounted at the original effective interest rate. The modified financial asset will continue to accrued interest at its original EIR. When a modification results in derecognition the original instrument is derecognized and the new instrument recognized at fair value. Non-credit related or commercial renegotiations where an obligor has not experienced a significant increase in credit risk since origination, and has a readily exercisable right to early terminate the financial asset results in derecognition of the original agreement and recognition of a new financial asset based on the newly negotiated commercial terms. For credit related modifications (i.e. those modifications due to significant increase in credit risk since inception) or those where the obligor does not have the readily exercisable right to early terminate, the Group assesses whether the modified terms result in the financial asset being significantly modified and therefore derecognized. This assessment includes a quantitative assessment of the impact of the change in cash flows from the modification of contractual terms and additionally, where necessary, a qualitative assessment of the impact of the change in the contractual terms. Where these modifications are not concluded to be significant, the financial asset is not derecognized and is accounted for as a modification as described above. If the changes are concluded to be significant, the old instrument is derecognized and a new instrument recognized. The Group then recognizes a credit loss allowance based on 12-month expected credit losses. However, if following a modification that results in a derecognition of the original financial asset, there is evidence that the new financial asset is credit-impaired on initial recognition; then the new financial asset should be recognized as an originated credit-impaired financial asset and initially classified in Stage 3 (refer to section “Impairment of Loans and Provision for Off-Balance Sheet Positions” below). When the terms of a financial liability are renegotiated or modified then the Group assesses whether the modified terms result in the financial liability being significantly modified and therefore derecognized. This assessment includes a quantitative assessment of the impact of the change in cash flows from the modification of contractual terms and additionally, where necessary, a qualitative assessment of the impact of the change in the contractual terms. Where these modifications are not concluded to be significant, the financial liability is not derecognized and a gain or loss is recognized in the income statement as the difference between the original contractual cash flows and the modified cash flows discounted at the original effective interest rate. Where there is derecognition the original financial liability is derecognized and the new liability recognized at its fair value.
Loan Commitments [text block]	Loan commitments Loan commitments remain off-balance sheet, unless allocated to the Other business model and presented as derivatives held for trading. The Group does not recognize and measure changes in fair value of off-balance sheet loan commitments that result from changes in market interest rates or credit spreads. However, as specified in the sections “Impairment of Loans and Provision for Off-Balance Sheet Positions” below, these off-balance sheet loan commitments are in scope of the IFRS 9 impairment model.
Financial Liabilities [text block]	Financial liabilities Under IFRS 9 financial liabilities are measured at amortized cost using the effective interest method, except for financial liabilities at fair value through profit or loss. Financial liabilities at fair value through profit or loss Financial liabilities at fair value through profit or loss include Trading Liabilities, Financial Liabilities Designated at Fair Value through Profit or Loss and Non-Participating Investment Contracts (“Investment Contracts”). Under IFRS 9 they are carried at fair value with realized and unrealized gains and losses included in net gains (losses) on financial assets and liabilities at fair value through profit or loss. For financial liabilities designated at fair value through profit and loss the fair value movements attributable to the Group’s own credit component for fair value movements is recognized in Other Comprehensive Income. The Group applies trade date accounting to financial liabilities classified at fair value through profit or loss. Interest on interest paying liabilities are presented in interest expense for financial instruments at fair value through profit or loss. Trading liabilities - Financial liabilities that arise from debt issued are classified as held for trading if they have been originated or incurred principally for the purpose of repurchasing them in the near term. Trading liabilities consist primarily of derivative liabilities (including certain loan commitments) and short positions. This also includes loan commitments where the resulting loan upon funding is allocated to the other business model such that the undrawn loan commitment is classified as derivatives held for trading. Financial liabilities designated at fair value through profit or loss - Certain financial liabilities that do not meet the definition of trading liabilities are designated at fair value through profit or loss using the fair value option. To be designated at fair value through profit or loss, financial liabilities must meet one of the following criteria: (1) the designation eliminates or significantly reduces a measurement or recognition inconsistency; (2) a group of financial liabilities is managed and its performance is evaluated on a fair value basis in accordance with a documented risk management or investment strategy; or (3) the instrument contains one or more embedded derivatives unless: (a) the embedded derivative does not significantly modify the cash flows that otherwise would be required by the contract; or (b) it is clear with little or no analysis that separation is prohibited. In addition, the Group allows the fair value option to be designated only for those financial instruments for which a reliable estimate of fair value can be obtained. Financial liabilities which are designated at fair value through profit or loss, under the fair value option, include repurchase agreements, loan commitments and structured note liabilities. Investment contracts - All of the Group’s investment contracts are unit-linked contracts that match specific assets held by the Group. The contracts oblige the Group to use these assets to settle investment contract liabilities. They do not contain significant insurance risk or discretionary participation features. The contract liabilities are determined using current unit prices multiplied by the number of units attributed to the contract holders as of the balance sheet date. As this amount represents fair value, the liabilities have been classified as financial liabilities at fair value through profit or loss. Deposits collected under investment contracts are accounted for as an adjustment to the investment contract liabilities. Investment income attributable to investment contracts is included in the consolidated statement of Income. Investment contract claims reflect the excess of amounts paid over the account balance released. Investment contract policyholders are charged fees for policy administration, investment management, surrenders or other contract services. Embedded derivatives Some hybrid financial liability contracts contain both a derivative and a non-derivative component. In such cases, the derivative component is termed an embedded derivative, with the non-derivative component representing the host financial liability contract. If the economic characteristics and risks of embedded derivatives are not closely related to those of the host financial liability contract and the hybrid financial liability contract itself is not carried at fair value through profit or loss, the embedded derivative is bifurcated and reported at fair value, with gains and losses recognized in net gains (losses) on financial assets/liabilities at fair value through profit or loss. The host financial liability contract will continue to be accounted for in accordance with the appropriate accounting standard. The carrying amount of an embedded derivative is reported in the same Consolidated balance sheet line item as the host financial liability contract. Certain hybrid financial liability instruments have been designated at fair value through profit or loss using the fair value option. Financial liabilities at amortized cost Financial liabilities measured at amortized cost include long-term and short-term debt issued which are initially measured at fair value, which is the consideration received, net of transaction costs incurred. Repurchases of issued debt in the market are treated as extinguishments and any related gain or loss is recorded in the Consolidated Statement of Income. A subsequent sale of own bonds in the market is treated as a reissuance of debt. The Group applies settlement date accounting to financial liabilities measured at amortized cost.
Offsetting of Financial Instruments [text block]	Offsetting of financial instruments Financial assets and liabilities are offset, with the net amount presented in the Consolidated balance sheet, only if the Group holds a currently enforceable legal right to set off the recognized amounts and there is an intention to settle on a net basis or to realize an asset and settle the liability simultaneously. The legal right to set off the recognized amounts must be enforceable in both the normal course of business and in the event of default, insolvency or bankruptcy of both the Group and its counterparty. In all other situations they are presented gross. When financial assets and financial liabilities are offset in the Consolidated balance sheet, the associated income and expense items will also be offset in the Consolidated Statement of Income, unless specifically prohibited by an applicable accounting standard. The majority of the offsetting applied by the Group relates to repurchase and reverse repurchase agreements. For further information please refer to Note 17 “Offsetting Financial Assets and Financial Liabilities”.
Determination of Fair Value [text block]	Determination of fair value Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an arm’s length transaction between market participants at the measurement date. The fair value of instruments that are quoted in active markets is determined using the quoted prices where they represent those at which regularly and recently occurring transactions take place. The Group measures certain portfolios of financial assets and financial liabilities on the basis of their net risk exposures when the following criteria are met: – The group of financial assets and liabilities is managed on the basis of its net exposure to a particular market risk (or risks) or to the credit risk of a particular counterparty, in accordance with a documented risk management strategy, – The fair values are provided to key management personnel, and – The financial assets and liabilities are measured at fair value through profit or loss. This portfolio valuation approach is consistent with how the Group manages its net exposures to market and counterparty credit risks. Critical accounting estimates – The Group uses valuation techniques to establish the fair value of instruments where prices quoted in active markets are not available. Therefore, where possible, parameter inputs to the valuation techniques are based on observable data derived from prices of relevant instruments traded in an active market. These valuation techniques involve some level of management estimation and judgment, the degree of which will depend on the price transparency for the instrument or market and the instrument’s complexity. In reaching estimates of fair value management judgment needs to be exercised. The areas requiring significant management judgment are identified, documented and reported to senior management as part of the valuation control process and the standard monthly reporting cycle. The specialist model validation and valuation control groups focus attention on the areas of subjectivity and judgment. The level of management judgment required in establishing fair value of financial instruments for which there is a quoted price in an active market is usually minimal. Similarly there is little subjectivity or judgment required for instruments valued using valuation models which are standard across the industry and where all parameter inputs are quoted in active markets. The level of subjectivity and degree of management judgment required is more significant for those instruments valued using specialized and sophisticated models and where some or all of the parameter inputs are less liquid or less observable. Management judgment is required in the selection and application of appropriate parameters, assumptions and modelling techniques. In particular, where data are obtained from infrequent market transactions then extrapolation and interpolation techniques must be applied. Where no market data are available for a particular instrument then pricing inputs are determined 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, and making appropriate adjustment to reflect the actual instrument being valued and current market conditions. Where different valuation techniques indicate a range of possible fair values for an instrument then management has to decide what point within the range of estimates appropriately represents the fair value. Further, some valuation adjustments may require the exercise of management judgment to achieve fair value. Financial assets and liabilities carried at fair value are required to be disclosed according to the inputs to the valuation method that are used to determine their fair value. Specifically, segmentation is required between those valued using quoted market prices in an active market (level 1), valuation techniques based on observable parameters (level 2) and valuation techniques using significant unobservable parameters (level 3). Management judgment is required in determining the category to which certain instruments should be allocated. This specifically arises when the valuation is determined by a number of parameters, some of which are observable and others are not. Further, the classification of an instrument can change over time to reflect changes in market liquidity and therefore price transparency. The Group provides a sensitivity analysis of the impact upon the level 3 financial instruments of using a reasonably possible alternative for the unobservable parameter. The determination of reasonably possible alternatives requires significant management judgment. For financial instruments measured at amortized cost (which include loans, deposits and short and long term debt issued) the Group discloses the fair value. Generally there is limited or no trading activity in these instruments and therefore the fair value determination requires significant management judgment. For further discussion of the valuation methods and controls and quantitative disclosures with respect to the determination of fair value, please refer to Note 13 “Financial Instruments carried at Fair Value” and Note 14 “Fair Value of Financial Instruments not carried at Fair Value”.
Recognition of Trade Date Profit [text block]	Recognition of trade date profit Trade date profit is recognized if the fair value of the financial instrument measured at fair value through profit or loss is obtained from a quoted market price in an active market, or otherwise evidenced by comparison to other observable current market transactions or based on a valuation technique incorporating observable market data. If there are significant unobservable inputs used in the valuation technique, the financial instrument is recognized at the transaction price and any profit implied from the valuation technique at trade date is deferred. Using systematic methods, the deferred amount is recognized over the period between trade date and the date when the market is expected to become observable, or over the life of the trade (whichever is shorter). Such methodology is used because it reflects the changing economic and risk profile of the instrument as the market develops or as the instrument itself progresses to maturity. Any remaining trade date deferred profit is recognized in the Consolidated Statement of Income when the transaction becomes observable. Critical Accounting Estimates – Management judgment is required in determining whether there exist significant unobservable inputs in the valuation technique of the underlying financial instrument (refer to section “Determination of Fair Value” for management judgment required in establishing fair value of financial instruments). Once deferred, the decision to subsequently recognize the trade date profit requires a careful assessment of the then current facts and circumstances supporting observability of parameters and/or risk mitigation.
Derivatives and Hedge Accounting [text block]	Derivatives and hedge accounting Derivatives are used to manage exposures to interest rate, foreign currency, credit and other market price risks, including exposures arising from forecast transactions. All freestanding contracts that are considered derivatives for accounting purposes are carried at fair value on the Consolidated balance sheet regardless of whether they are held for trading or non-trading purposes. The changes in fair value on derivatives held for trading are included in net gains (losses) on financial assets/liabilities at fair value through profit or loss. Hedge accounting IFRS 9 includes an accounting policy choice to defer the adoption of IFRS 9 hedge accounting and to continue with IAS 39 hedge accounting. The Group decided to exercise this accounting policy choice and did not adopt IFRS 9 hedge accounting as of January 1, 2018. For accounting purposes the Group applies the following types of hedges: – For hedges of changes in fair value, the changes in the fair value of the hedged asset, liability or unrecognized firm commitment, or a portion thereof, attributable to the risk being hedged, are recognized in the Consolidated Statement of Income along with changes in the entire fair value of the derivative. When hedging interest rate risk, any interest accrued or paid on both the derivative and the hedged item is reported in interest income or expense and the unrealized gains and losses from the hedge accounting fair value adjustments are reported in other revenue. Hedge ineffectiveness is reported in other revenue and is measured as the net effect of changes in the fair value of the hedging instrument and changes in the fair value of the hedged item arising from changes in the market rate or price related to the risk(s) being hedged. If a fair value hedge of a debt instrument is discontinued prior to the instrument’s maturity because the derivative is terminated or the relationship is de-designated, any remaining interest rate-related fair value adjustments made to the carrying amount of the debt instrument (basis adjustments) are amortized to interest income or expense over the remaining term of the original hedging relationship. For other types of fair value adjustments and whenever a fair value hedged asset or liability is sold or otherwise derecognized, any basis adjustments are included in the calculation of the gain or loss on derecognition. – For hedges of variability in future cash flows, there is no change to the accounting for the hedged item and the derivative is carried at fair value, with changes in value reported initially in other comprehensive income to the extent the hedge is effective. These amounts initially recorded in other comprehensive income are subsequently reclassified into the Consolidated Statement of Income in the same periods during which the forecast transaction affects the Consolidated Statement of Income. Thus, for hedges of interest rate risk, the amounts are amortized into interest income or expense at the same time as the interest is accrued on the hedged transaction. Hedge ineffectiveness is recorded in other income and is measured as changes in the excess (if any) in the absolute cumulative change in fair value of the actual hedging derivative over the absolute cumulative change in the fair value of the hypothetically perfect hedge. When hedges of variability in cash flows attributable to interest rate risk are discontinued, amounts remaining in accumulated other comprehensive income are amortized to interest income or expense over the remaining life of the original hedge relationship, unless the hedged transaction is no longer expected to occur in which case the amount will be reclassified into other income immediately. When hedges of variability in cash flows attributable to other risks are discontinued, the related amounts in accumulated other comprehensive income are reclassified into either the same Consolidated Statement of Income caption and period as profit or loss from the forecast transaction, or into other income when the forecast transaction is no longer expected to occur. – For hedges of the translation adjustments resulting from translating the functional currency financial statements of foreign operations (hedges of net investments in foreign operations) into the functional currency of the parent, the portion of the change in fair value of the derivative due to changes in the spot foreign exchange rates is recorded as a foreign currency translation adjustment in other comprehensive income to the extent the hedge is effective; the remainder is recorded as other income in the Consolidated Statement of Income. Changes in fair value of the hedging instrument relating to the effective portion of the hedge are subsequently recognized in profit or loss on disposal of the foreign operations. Hedging derivatives are reported as other assets and other liabilities. In the event that a derivative is subsequently de-designated from a hedging relationship, it is transferred to financial assets/liabilities at fair value through profit or loss.
Impairment of loans and provision for off-balance sheet Positions [text block]	Impairment of loans and provision for off-balance sheet positions The impairment requirements of IFRS 9 apply to all credit exposures that are measured at amortized cost or FVOCI, and to off balance sheet lending commitments such as loan commitments and financial guarantees. For purposes of the impairment policy below, these instruments are referred to as (“Financial Assets”) The determination of impairment losses under IFRS 9 uses an expected credit loss (“ECL”) model, where allowances are taken upon initial recognition of the Financial Asset, based on expectations of potential credit losses at the time of initial recognition. Staged approach to the determination of expected credit losses IFRS 9 states a three stage approach to impairment for Financial Assets that are not credit-impaired at the date of origination or purchase. This approach is summarized as follows: – Stage 1: The Group recognizes a credit loss allowance at an amount equal to 12-month expected credit losses for all Financial Assets. This represents the portion of lifetime expected credit losses from default events that are expected within 12 months of the reporting date, assuming that credit risk has not increased significantly after initial recognition. – Stage 2: The Group recognizes a credit loss allowance at an amount equal to lifetime expected credit losses for those Financial Assets which are considered to have experienced a significant increase in credit risk since initial recognition. This requires the determination of the ECL based on lifetime probability of default, lifetime loss given default and lifetime exposure at default that represents the probability of default occurring over the remaining lifetime of the Financial Asset. Allowance for credit losses are higher in this stage because of an increase in credit risk since origination or purchase and the impact of a longer time horizon being considered compared to 12 months in Stage 1. – Stage 3: The Group recognizes a loss allowance at an amount equal to lifetime expected credit losses, reflecting a Probability of Default of 100 %, via the expected recoverable cash flows for the asset, for those Financial Assets that are credit-impaired. The Group’s definition of default is aligned with the regulatory definition of default. Financial Assets that are credit-impaired upon initial recognition are categorized within Stage 3 with a carrying value already reflecting the lifetime expected credit losses. The accounting treatment for these purchased or originated credit-impaired (“POCI”) assets is discussed further below. ECL are calculated using three main parameters: probability of default (PD), loss given default (LGD) and exposure at default (EAD). These parameters are generally derived from internally developed statistical models combined with historical, current and forward-looking information, including macro-economic data. The 12-month and lifetime PD represent the expected point-in-time probability of a default over the next 12 months and remaining expected lifetime of the financial instrument, respectively, based on conditions existing at the balance sheet date and future economic conditions that affect credit risk. The LGD represents expected loss conditional on default, incorporating the mitigating effect of collateral, its expected value when realized and the time value of money. The EAD represents the expected exposure at default, factoring in the repayment of principal and interest from the balance sheet date to the default event together with any expected drawdown of a facility. Forward-Looking Information is incorporated into the measurement of the Group Allowance for Credit Losses in terms of adjustments to multi-year PD curves based on macro-economic forecasts. The Group’s ECL model is used to calculate the allowance for credit losses for all financial assets in Stage 1 and Stage 2, as well as for Stage 3 in the homogeneous portfolio (i.e. retail and small business loans with similar credit risk characteristics). For financial assets in the bank’s non-homogeneous portfolio in Stage 3 and for POCI assets, the allowance for credit losses is determined individually by credit officers. Significant increase in credit risk When determining whether the credit risk (i.e., risk of default) of a Financial Asset has increased significantly since initial recognition, the Group considers reasonable and supportable information that is relevant and available without undue cost or effort. This includes quantitative and qualitative information based on the Group’s historical experience, credit risk assessment and forward-looking information (including macro-economic factors). The assessment of significant credit deterioration is key in determining when to move from measuring an allowance based on 12-month ECLs to one that is based on lifetime ECLs (i.e., transfer from Stage 1 to Stage 2). The Group’s framework for determining if there has been a significant increase in credit risk aligns with the internal Credit Risk Management (“CRM”) process and utilizes: – Rating related indicators – based on a model that compares lifetime probability of default (PD) at the reporting date with the lifetime PD expectations at the date of initial recognition and subsequently applies a quantile approach to determine a threshold to define the trigger point for a financial asset’s transition into Stage 2; and – Process related indicators – which uses existing risk management indicators, that in Management’s view represent situations where the credit risk of financial assets has significantly increased. These include obligors being added to a credit watchlist, being mandatorily transferred to workout status, payments being 30 days or more past due or in forbearance. These indicators are discussed further in section “IFRS 9 Impairment Approach” in the Risk Report. Credit-impaired financial assets in Stage 3 The Group has aligned its definition of credit-impaired under IFRS 9 to when a Financial Asset has defaulted for regulatory purposes, according to the Capital Requirements Regulation under Art. 178. The determination of whether a Financial Asset is credit-impaired and therefore in Stage 3 focusses exclusively on default risk, without taking into consideration the effects of credit risk mitigants such as collateral or guarantees. Specifically, a Financial Asset is credit-impaired and in Stage 3 when: – The Group considers the obligor is unlikely to pay its credit obligations to the Group. Determination may include forbearance actions, where a concession has been granted to the borrower or economic or legal reasons that are qualitative indicators of credit-impairment; or – Contractual payments of either principal or interest by the obligor are past due by more than 90 days. For Financial Assets considered to be credit-impaired, the ECL allowance covers the amount of loss the Group is expected to suffer. The estimation of ECLs is undertaken on a case-by-case basis for non-homogeneous portfolios, or by applying portfolio based parameters to individual Financial Assets in these portfolios via the Group’s ECL model for homogeneous portfolios. This estimate includes the use of discounted cash flows that are adjusted for scenarios. Forecasts of future economic conditions when calculating ECLs are considered. The lifetime expected losses are estimated based on the probability-weighted present value of the difference between the contractual cash flows that are due to the Group under the contract; and the cash flows that the Group expects to receive. A Financial Asset can be classified as credit-impaired in Stage 3 but without an allowance for credit losses (i.e., no impairment loss is expected). This may be due to the value of collateral. The Group’s engine based ECL calculation is conducted on a monthly basis, whereas the case-by-case assessment of ECL in Stage 3 for non-homogeneous portfolio has to be performed at least on a quarterly basis. Purchased or originated credit-impaired financial assets in Stage 3 A Financial Asset is considered purchased or originated credit-impaired if there is objective evidence of impairment at the time of initial recognition. Such credit-impaired Financial Assets are termed POCI Financial Assets. POCI Financial Assets are measured to reflect lifetime expected credit losses, and all subsequent changes in lifetime expected credit losses, whether positive or negative, are recognized in the income statement as a component of the provision for credit losses. POCI Financial Assets can only be classified in Stage 3 over the life of the Financial Asset. Write-offs The Group reduces the gross carrying amount of a Financial Asset when there is no reasonable expectation of recovery. Write-offs can relate to a Financial Asset in its entirety, or to a portion of it, and constitute a derecognition event. The Group considers all relevant information in making this determination, including but not limited to: – Foreclosure actions taken by the Group which have not been successful or have a high probability of not being successful – Collateral liquidation which has not, or will not lead to further considerable recoveries – Situations where no further recoveries are reasonably expected Write-offs can take place before legal actions against the borrower to recover the debt have been concluded, and a write-off does not involve the Group forfeiting its legal right to recover the debt. Interest Rate used in the IFRS 9 model In the context of the ECL calculation, the Group applies in line with IFRS 9 an approximation of the EIR, which is usually the contractual interest rate (“CIR”) and which does not materially differ from the EIR. The CIR is deemed to be an appropriate approximation, as the interest rate is consistently used in the ECL model, interest recognition and for discounting of the ECL. Collateral for financial assets considered in the impairment analysis IFRS 9 requires cash flows expected from collateral and other credit enhancement to be reflected in the ECL calculation. The following are key aspects with respect to collateral and guarantees: – Eligibility of collateral, i.e. which collateral should be considered in the ECL calculation; – Collateral evaluation, i.e. what collateral (liquidation) value should be used; and – Projection of the available collateral amount over the life of a transaction. These concepts are outlined in more detail in section “IFRS 9 Impairment Approach” in the Risk Report. Critical accounting estimates – The accounting estimates and judgments related to the impairment of Financial Assets is a critical accounting estimate because the underlying assumptions used can change from period to period and may significantly affect the Group’s results of operations. In assessing assets for impairments, management judgment is required, particularly in projecting forward looking information and scenarios in particular in circumstances of economic and financial uncertainty, when developments and changes to expected cash flows can occur both with greater rapidity and less predictability. The actual amount of the future cash flows and their timing may differ from the estimates used by management and consequently may cause actual losses to differ from reported allowances. For those non-homogeneous loans in Stage 3 the determination of the impairment allowance often requires the use of considerable judgment concerning such matters as local economic conditions, the financial performance of the counterparty and the value of any collateral held, for which there may not be a readily accessible market. The determination of the expected credit losses in Stages 1 and 2 and for homogeneous loans in Stage 3 is calculated using the Group’s ECL model. The model incorporates numerous estimates and judgments. The Group performs a regular review of the model and underlying data and assumptions. The probability of defaults, loss recovery rates and judgments concerning ability of borrowers in foreign countries to transfer the foreign currency necessary to comply with debt repayments, amongst other things, are incorporated into this review. Management judgement is required over the following critical accounting estimates: – Forward-Looking Information: The identification of key macro-economic variables (MEVs) reflects a balance of quantitative and qualitative judgements. Statistical analysis, including for example, back-testing and model sensitivities, are performed to assess the explanatory power of MEVs, while expert input from credit officers ensures management comfort in the overall model behavior. The final model parameterization is based on a review and challenge of impacts in internal governance forums and an independent validation performed by the Model Risk Management function. Furthermore, conceptual soundness of the estimation approach is ensured by model testing analysis prepared as part of model changes and an ongoing monitoring framework in order for the ECL provision to reflect management’s best estimate in the calculation of expected credit losses. – Significant Increase in Credit Risk: In line with the section “IFRS 9 Impairment Approach” in the Risk Report, the Group uses rating-related indicators to determine whether a financial asset’s credit risk has significantly increased since inception. For financial assets in non-homogeneous portfolios the ratings are determined for every counterparty individually based on credit officer’s expert judgement. For financial assets in the homogeneous portfolios (due to the large number of client relationships) the rating process is significantly automated with less judgement required by credit officers on individual counterparties. For both homogeneous and non-homogenous portfolios the rating-related indicators to determine whether the credit risk for a financial asset has significantly increased are based on a model that compares lifetime PDs at the reporting date with the lifetime PD expectations at the date of initial recognition and subsequently applying a quantile approach to determine a threshold which defines the trigger point for a financial asset’s transition into Stage 2. The determination of the quantile to define Stage 2 thresholds are determined by subject matter experts in the Group’s Risk function. This represents one of the key critical judgments in the Group’s IFRS 9 framework and is reviewed on an annual basis based on detailed stage-mover analyses, benchmarking with historical behaviors and peer comparisons. – Stage 3 Loss Given Default (LGD) Setting for Homogeneous Portfolios: The allowance for credit losses in Stage 3 is determined for the Group’s homogeneous portfolios by an automated process based on partially time dependent LGDs reflecting the lower recovery expectation the longer the client is in default, thereby differentiating between secured and unsecured exposures. The LGDs are calibrated using the Group’s loss history built up over preceding decades, experienced market prices of non-performing portfolios sold and expert judgement. In the case of less material portfolios, the empirical calibration of the LGD is partially supported by expert credit officer judgements, especially for determining the client cure rates as one of the key inputs. The LGD settings are validated on an annual basis and are regularly reviewed by the Group’s independent model validation process which is part of the Model Risk Management function. – Model adjustments: The Group regularly reviews key inputs into the ECL calculation and discusses potential model imprecision to assess the need for corrective measures in the form of overlays. Overlays are an essential output of management judgment which feeds into the model. On a quarterly basis, a senior management forum discusses the need for the recognition and/or the release of overlays. The discussion will be based on an overview of potential reasons which might require an overlay considering specific trigger points. The ultimate decision for creating overlays is jointly made by the Chief Financial Officer (CFO) and Chief Risk Officer (CRO). The quantitative disclosures are provided in Note 18 “Loans” and Note 19 “Allowance for credit losses” as well as the Risk Report, section “IFRS 9 Impairment”, sub-section “Model Sensitivity”.
Derecognition of Financial Assets and Liabilities [text block]	Derecognition of financial assets and liabilities Financial asset derecognition A financial asset is considered for derecognition when the contractual rights to the cash flows from the financial asset expire, or the Group has either transferred the contractual right to receive the cash flows from that asset, or has assumed an obligation to pay those cash flows to one or more recipients, subject to certain criteria. The Group derecognizes a transferred financial asset if it transfers substantially all the risks and rewards of ownership. The Group enters into transactions in which it transfers previously recognized financial assets but retains substantially all the associated risks and rewards of those assets; for example, a sale to a third party in which the Group enters into a concurrent total return swap with the same counterparty. These types of transactions are accounted for as secured financing transactions. Derecognition of financial liabilities A financial liability is derecognized when the obligation under the liability is discharged or cancelled or expires. If an existing financial liability is replaced by another from the same lender on substantially different terms, or the terms of the existing liability are substantially modified, such an exchange or modification is treated as a derecognition of the original liability and the recognition of a new liability, and the difference in the respective carrying amounts is recognized in the Consolidated Statement of Income. Certain OTC derivative contracts and most exchange-traded futures and option contracts cleared through central clearing counterparties and exchanges have payment or receipt of variation margin on a daily basis that represents legal or economic settlement of the outstanding derivative’s present value. This results in derecognition of the associated derivative financial asset and financial liabilities. Repurchase and reverse repurchase agreements Securities purchased under resale agreements (“reverse repurchase agreements”) and securities sold under agreements to repurchase (“repurchase agreements”) are treated as collateralized financings and are recognized initially at fair value, being the amount of cash disbursed and received, respectively. The Group allocates reverse repurchase portfolios that are managed on a fair value basis to the other business model under IFRS 9 and classifies them as “Non-trading financial assets mandatory at fair value through profit or loss”. Interest earned on reverse repurchase agreements and interest incurred on repurchase agreements is reported as interest income and interest expense, respectively. Securities borrowed and securities loaned Securities borrowed transactions generally require the Group to deposit cash with the securities lender. In a securities loaned transaction, the Group generally receives either cash collateral, in an amount equal to or in excess of the market value of securities loaned, or securities. The securities borrowed are not themselves recognized in the financial statements. If they are sold to third parties, the obligation to return the securities is recorded as a financial liability at fair value through profit or loss and any subsequent gain or loss is included in the Consolidated Statement of Income in net gains (losses) on financial assets/liabilities at fair value through profit or loss. Securities lent to counterparties are also retained on the Consolidated balance sheet. The Group records the amount of cash advanced or received as securities borrowed and securities loaned, respectively, in the Consolidated balance sheet. Fees received or paid are reported in interest income and interest expense, respectively. Securities lent to counterparties which are not derecognized from the Consolidated balance sheet and where the counterparty has the right by contract or custom to sell or repledge the collateral are disclosed in Note 20 “Transfer of Financial Assets, Assets Pledged and Received as Collateral”.
Goodwill and Other Intangible Assets [text block]	Goodwill and other intangible assets Goodwill arises on the acquisition of subsidiaries and associates and represents the excess of the aggregate of the cost of an acquisition and any noncontrolling interests in the acquiree over the fair value of the identifiable net assets acquired at the date of the acquisition. For the purpose of calculating goodwill, fair values of acquired assets, liabilities and contingent liabilities are determined by reference to market values or by discounting expected future cash flows to present value. This discounting is either performed using market rates or by using risk-free rates and risk-adjusted expected future cash flows. Any noncontrolling interests in the acquiree are measured either at fair value or at the noncontrolling interests’ proportionate share of the acquiree’s identifiable net assets (this is determined for each business combination). Goodwill on the acquisition of subsidiaries is capitalized and reviewed for impairment annually or more frequently if there are indications that impairment may have occurred. For the purposes of impairment testing, goodwill acquired in a business combination is allocated to cash-generating units (“CGUs”), which are the smallest identifiable groups of assets that generate cash inflows largely independent of the cash inflows from other assets or groups of assets and that are expected to benefit from the synergies of the combination and considering the business level at which goodwill is monitored for internal management purposes. In identifying whether cash inflows from an asset (or a group of assets) are largely independent of the cash inflows from other assets (or groups of assets) various factors are considered, including how management monitors the entity’s operations or makes decisions about continuing or disposing of the entity’s assets and operations. If goodwill has been allocated to a CGU and an operation within that unit is disposed of, the attributable goodwill is included in the carrying amount of the operation when determining the gain or loss on its disposal. Corporate assets are allocated to a CGU when the allocation can be done on a reasonable and consistent basis. If this is not possible, the individual CGU is tested without the corporate assets. They are then tested on the level of the minimum collection of CGUs to which they can be allocated on a reasonable and consistent basis. Intangible assets are recognized separately from goodwill when they are separable or arise from contractual or other legal rights and their fair value can be measured reliably. Intangible assets that have a finite useful life are stated at cost less any accumulated amortization and accumulated impairment losses. Customer-related intangible assets that have a finite useful life are amortized over periods of between 1 and 20 years on a straight-line basis based on their expected useful life. These assets are tested for impairment and their useful lives reaffirmed at least annually. Certain intangible assets have an indefinite useful life and hence are not amortized but are tested for impairment at least annually or more frequently if events or changes in circumstances indicate that impairment may have occurred. Costs related to software developed or obtained for internal use are capitalized if it is probable that future economic benefits will flow to the Group and the cost can be measured reliably. Capitalized costs are amortized using the straight-line method over the asset’s useful life which is deemed to be either three, five or ten years. Eligible costs include external direct costs for materials and services, as well as payroll and payroll-related costs for employees directly associated with an internal-use software project. Overhead costs, as well as costs incurred during the research phase or after software is ready for use, are expensed as incurred. Capitalized software costs are tested for impairment either annually if still under development or any time when there is an indication of impairment once the software is in use. Critical accounting estimates – The determination of the recoverable amount in the impairment assessment of non-financial assets requires estimates based on quoted market prices, prices of comparable businesses, present value or other valuation techniques (such as the cost approach), or a combination thereof, necessitating management to make subjective judgments and assumptions. Because these estimates and assumptions could result in significant differences to the amounts reported if underlying circumstances were to change, the Group considers these estimates to be critical. The quantitative disclosures are provided in Note 23 “Goodwill and other intangible assets”.
Provisions [text block]	Provisions Provisions are recognized if the Group has a present legal or constructive obligation as a result of past events, if it is probable that an outflow of resources will be required to settle the obligation, and a reliable estimate can be made of the amount of the obligation. The amount recognized as a provision is the best estimate of the consideration required to settle the present obligation as of the balance sheet date, taking into account the risks and uncertainties surrounding the obligation. When some or all of the economic benefits required to settle a provision are expected to be recovered from a third party (for example, because the obligation is covered by an insurance policy), an asset is recognized if it is virtually certain that reimbursement will be received. If the Group has a contract that is onerous, the present obligation under the contract is recognized and measured as a provision. An onerous contract is a contract in which the unavoidable costs of meeting the obligations under the contract exceed the economic benefits expected to be received under it. Critical accounting estimates –The use of estimates is important in determining provisions for potential losses that may arise from litigation and regulatory proceedings. The Group estimates and provides for potential losses that may arise out of litigation and regulatory proceedings to the extent that such losses are probable and can be estimated, in accordance with IAS 37, “Provisions, Contingent Liabilities and Contingent Assets”. Significant judgment is required in making these estimates and the Group’s final liabilities may ultimately be materially different. Contingencies in respect of legal matters are subject to many uncertainties and the outcome of individual matters is not predictable with assurance. Significant judgment is required in assessing probability and making estimates in respect of contingencies, and the Group’s final liability may ultimately be materially different. The Group’s total liability in respect of litigation, arbitration and regulatory proceedings is determined on a case-by-case basis and represents an estimate of probable losses after considering, among other factors, the progress of each case, the Group’s experience and the experience of others in similar cases, and the opinions and views of legal counsel. Predicting the outcome of the Group’s litigation matters is inherently difficult, particularly in cases in which claimants seek substantial or indeterminate damages. See Note 27 “Provisions” for further information on the uncertainties from the Group’s judicial, regulatory and arbitration proceedings.
Income Taxes [text block]	Income taxes The Group recognizes the current and deferred tax consequences of transactions that have been included in the consolidated financial statements using the provisions of the respective jurisdictions’ tax laws. Current and deferred taxes are recognized in profit or loss except to the extent that the tax relates to items that are recognized directly in equity or other comprehensive income in which case the related tax is recognized either directly in equity or other comprehensive income accordingly. Deferred tax assets and liabilities are recognized for future tax consequences attributable to temporary differences between the financial statement carrying amounts of existing assets and liabilities and their respective tax bases, unused tax losses and unused tax credits. Deferred tax assets are recognized only to the extent that it is probable that sufficient taxable profit will be available against which those unused tax losses, unused tax credits and deductible temporary differences can be utilized. Deferred tax assets and liabilities are measured based on the tax rates that are expected to apply in the period that the asset is realized or the liability is settled, based on tax rates and tax laws that have been enacted or substantively enacted at the balance sheet date. Current tax assets and liabilities are offset when (1) they arise from the same tax reporting entity or tax group of reporting entities, (2) the legally enforceable right to offset exists and (3) they are intended to be settled net or realized simultaneously. Deferred tax assets and liabilities are offset when the legally enforceable right to offset current tax assets and liabilities exists and the deferred tax assets and liabilities relate to income taxes levied by the same taxing authority on either the same tax reporting entity or tax group of reporting entities. Deferred tax liabilities are provided on taxable temporary differences arising from investments in subsidiaries, branches and associates and interests in joint ventures except when the timing of the reversal of the temporary difference is controlled by the Group and it is probable that the difference will not reverse in the foreseeable future. Deferred income tax assets are provided on deductible temporary differences arising from such investments only to the extent that it is probable that the differences will reverse in the foreseeable future and sufficient taxable income will be available against which those temporary differences can be utilized. Deferred tax related to fair value remeasurement of financial assets classified as FVTOCI, cash flow hedges and other items, which are charged or credited directly to other comprehensive income, is also credited or charged directly to other comprehensive income and subsequently recognized in the Consolidated Statement of Income once the underlying transaction or event to which the deferred tax relates is recognized in the Consolidated Statement of Income. For share-based payment transactions, the Group may receive a tax deduction related to the compensation paid in shares. The amount deductible for tax purposes may differ from the cumulative compensation expense recorded. At any reporting date, the Group must estimate the expected future tax deduction based on the current share price. The associated current and deferred tax consequences are recognized as income or expense in the consolidated statement of Income for the period. If the amount deductible, or expected to be deductible, for tax purposes exceeds the cumulative compensation expense, the excess tax benefit is recognized directly in equity. Critical accounting estimates – In determining the amount of deferred tax assets, the Group uses historical tax capacity and profitability information and, if relevant, forecasted operating results based upon approved business plans, including a review of the eligible carry-forward periods, available tax planning opportunities and other relevant considerations. The analysis of the historical tax capacity includes the determination as to whether a period of past profits or a history of recent losses exists at the reporting date. The determination of a period of past profits or a history of recent losses is based on the pre-tax results adjusted for permanent differences and typically covers the current and the two preceding financial years. Each quarter, the Group re-evaluates its estimate related to deferred tax assets. The Group believes that the accounting estimate related to the deferred tax assets is a critical accounting estimate because the underlying assumptions can change from period to period and requires significant management judgment. For example, tax law changes, changes in the historical tax capacity or variances in future projected operating performance could result in a change of the carrying amount of a deferred tax asset. If the Group was not able to realize all or part of its net deferred tax assets in the future, an adjustment to its deferred tax assets would be charged to income tax expense or directly to equity in the period such determination was made. If the Group was to recognize previously unrecognized deferred tax assets in the future, an adjustment to its deferred tax asset would be credited to income tax expense or directly to equity in the period such determination was made. The use of estimates is also important in determining provisions for potential losses that may arise from uncertain income tax positions. The Group estimates and provides for potential losses that may arise out of uncertain income tax positions, in accordance with IAS 12, “Income Taxes” and IFRIC 23, “Uncertainty over Income Tax Treatment”. Significant judgment is required in making these estimates and the Group’s final liabilities may ultimately be materially different. For further information on the Group’s income taxes (including quantitative disclosures on recognized deferred tax assets) see Note 34 “Income Taxes”.
Business Combinations and Noncontrolling Interests [text block]	Business combinations and noncontrolling Interests The Group uses the acquisition method to account for business combinations. At the date the Group obtains control of the subsidiary, the cost of an acquisition is measured at the fair value of the consideration given, including any cash or non-cash consideration (equity instruments) transferred, any contingent consideration, any previously held equity interest in the acquiree and liabilities incurred or assumed. The excess of the aggregate of the cost of an acquisition and any noncontrolling interests in the acquiree over the Group’s share of the fair value of the identifiable net assets acquired is recorded as goodwill. If the aggregate of the acquisition cost and any noncontrolling interests is below the fair value of the identifiable net assets (negative goodwill), a gain is reported in other income. Acquisition-related costs are recognized as expenses in the period in which they are incurred. In business combinations achieved in stages (“step acquisitions”), a previously held equity interest in the acquiree is remeasured to its acquisition-date fair value and the resulting gain or loss, if any, is recognized in profit or loss. Amounts recognized in prior periods in other comprehensive income associated with the previously held investment would be recognized on the same basis as would be required if the Group had directly disposed of the previously held equity interest. Noncontrolling interests are shown in the consolidated balance sheet as a separate component of equity, which is distinct from the Group’s shareholders’ equity. The net income attributable to noncontrolling interests is separately disclosed on the face of the Consolidated Statement of Income. Changes in the ownership interest in subsidiaries which do not result in a change of control are treated as transactions between equity holders and are reported in additional paid-in capital (“APIC”).
Non-Current Assets Held for Sale [text block]	Non-current assets held for sale Individual non-current assets (and disposal groups) are classified as held for sale if they are available for immediate sale in their present condition subject only to the customary sales terms of such assets (and disposal groups) and their sale is considered highly probable. For a sale to be highly probable, management must be committed to a sales plan and be actively looking for a buyer and has no substantive regulatory approvals outstanding. Furthermore, the assets (and disposal groups) must be actively marketed at a reasonable sales price in relation to their current fair value and the sale should be expected to be completed within one year. Non-current non-financial assets (and disposal groups) which meet the criteria for held for sale classification are measured at the lower of their carrying amount and fair value less costs of disposal and are presented within “Other assets” and “Other liabilities” in the balance sheet. Financial assets and liabilities meeting the criteria continue to be measured in accordance with IFRS 9. The comparatives are not represented when non-current assets (and disposal groups) are classified as held for sale.
Property and Equipment [text block]	Property and equipment Property and equipment includes own-use properties, leasehold improvements, furniture and equipment and software (operating systems only). Right-of-use assets are presented together with property and equipment on the Group’s consolidated balance sheet. Own-use properties are carried at cost less accumulated depreciation and accumulated impairment losses. Depreciation is generally recognized using the straight-line method over the estimated useful lives of the assets. The range of estimated useful lives is 25 to 50 years for property and 3 to 10 years for furniture and equipment (including initial improvements to purchased buildings). Leasehold improvements are capitalized and subsequently depreciated on a straight-line basis over the shorter of the term of the lease and the estimated useful life of the improvement, which generally ranges from 3 to 25 years. Depreciation of property and equipment is included in general and administrative expenses. Maintenance and repairs are also charged to general and administrative expenses. Gains and losses on disposals are included in other income. Property and equipment are assessed for any indication of impairment at each quarterly reporting date. If such indication exists, the recoverable amount, which is the higher of fair value less costs of disposal and value in use, must be estimated and an impairment charge is recorded to the extent the recoverable amount is less than the carrying amount. Value in use is the present value of the future cash flows expected to be derived from the asset. After the recognition of impairment of an asset, the depreciation charge is adjusted in future periods to reflect the asset’s revised carrying amount. If an impairment is later reversed, the depreciation charge is adjusted prospectively.
Financial Guarantees [text block]	Financial guarantees Financial guarantee contracts are contracts that require the issuer to make specified payments to reimburse the holder for a loss it incurs because a specified debtor fails to make payments when due in accordance with the terms of a debt instrument. Financial guarantees written The Group has chosen to apply the fair value option to certain written financial guarantees that are managed on a fair value basis. Financial guarantees that the Group has not designated at fair value are initially recognized at fair value on the date the guarantee is given. Subsequent to initial recognition, the Group’s liabilities under such guarantees are measured at the higher of the amount initially recognized, less cumulative amortization, and the best estimate of the expenditure required to settle any financial obligation as of the balance sheet date. These estimates are determined by management based on experience with similar transactions and history of past losses. Any increase in the liability relating to guarantees is recorded in the Consolidated Statement of Income in provision for credit losses. Financial guarantees purchased Purchased financial guarantees result in reimbursements under IAS 37 to the extent that the financial guarantee is entered into to mitigate the credit exposure from debt instruments with HTC or HTC&S business models. This results in recognition of a reimbursement asset for subsequent increases in the expected credit losses, to the extent it is virtually certain that the purchased financial guarantee will reimburse the Group for the loss incurred. Accordingly, when the credit risk of the borrower significantly deteriorates a reimbursement asset is recognized equal to the life-time expected credit losses and is presented as Other Assets in the Group’s Consolidated Balance Sheet. The corresponding reimbursement gain is recognized as a reduction in the Provision for credit losses in the Group’s Consolidated Statement of Income. Purchased financial guarantees entered into to mitigate credit exposure from debt instruments allocated to HTC or HTC&S business models may also be embedded in Collateralized Loan Obligations (CLO’s) issued by the Group. Such embedded guarantees are not accounted for separately as a reimbursement asset and are instead accounted as part of the CLO’s liability held at amortized cost. The Group regularly revises its estimated contractual redemption payment (including the benefit of such embedded guarantees) from the CLO when the credit risk of a borrower covered by the embedded financial guarantee in the CLO significantly deteriorates. The revision is based on the life-time expected credit losses of the debt instrument (to the extent covered by the CLO). Purchased financial guarantees entered into to mitigate credit exposure from debt instruments included in the Other business model are accounted for at fair value through profit or loss.
Leasing Transactions [text block]	Leasing transactions The Group enters into lease contracts, predominantly for land and buildings, as a lessee. Other categories are company cars and technical/IT equipment. In calculating the present value of lease payments, the Group uses its incremental borrowing rate at the lease commencement date because the interest rate implicit in the lease is not readily determinable. After the commencement date, the amount of lease liabilities is increased to reflect the accretion of interest and reduced for the lease payments made. In addition, the carrying amount of lease liabilities is re-measured if there is a modification, a change in the lease term or a change in the lease payments (e.g., changes to future payments resulting from a change in an index or rate used to determine such lease payments). Right-of-use assets are assessed for any indication of impairment at each quarterly reporting date. If such indication exists, the recoverable amount, which is the fair value less costs of disposal, must be estimated and an impairment charge is recorded to the extent the recoverable amount is less than the carrying amount. As right-of-use assets do not have independently generated cash flows to calculate its value in use, the Group considers any sublease income that could reasonably be earned. After the recognition of impairment of an asset, the depreciation charge is adjusted in future periods to reflect the asset’s revised carrying amount. If an impairment is later reversed, the depreciation charge is adjusted prospectively. The Group presents right-of-use assets in “Property and Equipment” and lease liabilities in “Other Liabilities”. The Group applies the short-term lease recognition exemption to its short-term leases, i.e., those leases that have a lease term of 12 months or less from the commencement date. It also applies the lease of low-value assets recognition exemption to leases of technical/IT equipment that are considered to be low value. Lease payments on short-term leases and leases of low value assets are recognized as expense on a straight-line basis over the lease term.
Employee Benefits [text block]	Employee benefits Pension benefits The Group provides a number of pension plans. In addition to defined contribution plans, there are retirement benefit plans accounted for as defined benefit plans. The assets of all the Group’s defined contribution plans are held in independently administered funds. Contributions are generally determined as a percentage of salary and are expensed based on employee services rendered, generally in the year of contribution. All retirement benefit plans accounted for as defined benefit plans are valued using the projected unit-credit method to determine the present value of the defined benefit obligation and the related service costs. Under this method, the determination is based on actuarial calculations which include assumptions about demographics, salary increases and interest and inflation rates. Actuarial gains and losses are recognized in other comprehensive income and presented in equity in the period in which they occur. The majority of the Group’s benefit plans is funded. For the Group’s most significant pension plans in the key countries, the discount rate used at each measurement date is set based on a high-quality corporate bond yield curve – derived based on bond universe information sourced from reputable third-party index data providers and rating agencies – reflecting the timing, amount and currency of the future expected benefit payments for the respective plan. Other post-employment benefits In addition, the Group maintains unfunded contributory post-employment medical plans for a number of current and retired employees who are mainly located in the United States. These plans pay stated percentages of eligible medical and dental expenses of retirees after a stated deductible has been met. The Group funds these plans on a cash basis as benefits are due. Analogous to retirement benefit plans these plans are valued using the projected unit-credit method. Actuarial gains and losses are recognized in full in the period in which they occur in other comprehensive income and presented in equity. Refer to Note 33 “Employee benefits” for further information on the accounting for pension benefits and other post-employment benefits. Termination benefits Termination benefits arise when employment is terminated by the Group before the normal retirement date or whenever an employee accepts voluntary redundancy in exchange for these benefits. The Group recognizes termination benefits as a liability and an expense if the Group is demonstrably committed to a detailed formal plan without realistic possibility of withdrawal. In the case of an offer made to encourage voluntary redundancy, termination benefits are measured based on the number of employees expected to accept the offer. Benefits falling due more than twelve months after the end of the reporting period are discounted to their present value. The discount rate is determined by reference to market yields on high-quality corporate bonds. Share-based compensation Compensation expense for awards classified as equity instruments is measured at the grant date based on the fair value of the share-based award. For share awards, the fair value is the quoted market price of the share reduced by the present value of the expected dividends that will not be received by the employee and adjusted for the effect, if any, of restrictions beyond the vesting date. In case an award is modified such that its fair value immediately after modification exceeds its fair value immediately prior to modification, a remeasurement takes place and the resulting increase in fair value is recognized as additional compensation expense. The Group records the offsetting amount to the recognized compensation expense in additional paid-in capital (“APIC”). Compensation expense is recorded on a straight-line basis over the period in which employees perform services to which the awards relate or over the period of the tranches for those awards delivered in tranches. Estimates of expected forfeitures are periodically adjusted in the event of actual forfeitures or for changes in expectations. The timing of expense recognition relating to grants which, due to early retirement provisions, include a nominal but non-substantive service period are accelerated by shortening the amortization period of the expense from the grant date to the date when the employee meets the eligibility criteria for the award, and not the vesting date. For awards that are delivered in tranches, each tranche is considered a separate award and amortized separately. Compensation expense for share-based awards payable in cash is remeasured to fair value at each balance sheet date and recognized over the vesting period in which the related employee services are rendered. The related obligations are included in other liabilities until paid. Other deferred compensation plans Compensation expense for other deferred compensation plans is recorded on a straight-line basis over the period in which employees perform services to which the awards relate or over the period of the tranches for those awards delivered in tranches. For awards that are delivered in tranches, each tranche is considered a separate award and amortized separately. The amount recognized is based on the present value of the amount expected to be paid under the respective plan and is remeasured at each reporting date. The ultimate cumulative compensation expense recognized equals the cash or the fair value of the respective financial instruments delivered.
Government Grants [text block]	Government Grants The Group recognizes income from government grants when there is reasonable assurance that it will receive the grant and will comply with the conditions attached to the grant. The benefit is recognized in the period in which the grant is intended to compensate the Group for related costs and presented as a reduction of the related expense. 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 recognized subsequent benefits in accordance IFRS 9. Since November 23, 2022, all remaining TLTRO III operations are indexed to the average applicable key ECB interest rates. For further information on the benefit recognized by the Group from the TLTRO III refinancing program see Note 5 “Net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss”.
Obligations to Purchase Common Shares [text block]	Options and forwards on common shares Option and forward contracts on Deutsche Bank shares are classified as equity if the number of shares is fixed and physical settlement is required. All other contracts in which Deutsche Bank shares are the underlying are recorded as financial assets or liabilities at fair value through profit or loss.
Consolidated Statement of Cash Flows [text block]	Consolidated statement of cash flows For purposes of the consolidated statement of cash flows, the Group’s cash and cash equivalents include highly liquid investments that are readily convertible into cash and which are subject to an insignificant risk of change in value. Such investments include cash and balances at central banks and demand deposits with banks. There are various circumstances in which cash and cash equivalent balances held by an entity are not available for use by the Group. Examples include cash and cash equivalent balances held by a subsidiary that operates in a country where exchange controls or other legal restrictions apply such that the balances are not available for general use by the Group or its subsidiaries. The Group’s assignment of cash flows to the operating, investing or financing category depends on the business model (“management approach”). For the Group the primary operating activity is to manage financial assets and financial liabilities. Therefore, the issuance and management of long-term borrowings is a core operating activity which is different than for a non-financial company, where borrowing is not a principal revenue producing activity and thus is part of the financing category. The Group views the issuance of senior long-term debt as an operating activity. Senior long-term debt comprises structured notes and asset-backed securities, which are designed and executed by the Corporate Bank and Investment Bank business line segments and which are revenue generating activities. The other component is debt issued by Treasury, which is considered interchangeable with other funding sources. All funding costs are allocated to business activities to establish their profitability. Cash flows related to subordinated long-term debt and trust preferred securities are viewed differently than those related to senior-long term debt because they are managed as an integral part of the Group’s capital, primarily to meet regulatory capital requirements. As a result, they are not interchangeable with other operating liabilities, but can only be interchanged with equity and thus are considered part of the financing category. The amounts shown in the consolidated statement of cash flows do not precisely match the movements in the consolidated balance sheet from one period to the next as they exclude non-cash items such as movements due to foreign exchange translation and movements due to changes in the group of consolidated companies. Movements in balances carried at fair value through profit or loss represent all changes affecting the carrying value. This includes the effects of market movements and cash inflows and outflows. The movements in balances carried at fair value are usually presented in operating cash flows.

Risk Report - Credit Risk Manag

Risk Report - Credit Risk Management IFRS 9 (Tables)	12 Months Ended
	Dec. 31, 2023
Credit Risk Management [Abstract]
Forward-looking information applied [table text block]	Forward-looking information applied December 31, 2023¹ ² Year 1 Year 2 Commodity - Gold 1,957.34 1,958.16 Commodity - WTI 82.52 83.56 Credit - CDX Emerging Markets 195.16 192.83 Credit - CDX High Yield 451.57 466.40 Credit - CDX IG 70.04 72.12 Credit - High Yield Index 4.05 4.19 Credit - ITX Europe 125 73.09 72.21 Equity - MSCI Asia 1,293 1,297 Equity - Nikkei 33,188 34,051 Equity - S&P500 4,514 4,621 GDP - Developing Asia 4.94% 4.37% GDP - Emerging Markets 4.08% 4.01% GDP - Eurozone 0.13% 1.08% GDP - Germany 0.12% 1.30% GDP - Italy 0.33% 1.03% GDP - USA 1.75% 1.31% Real Estate Prices - US CRE Index 353.41 347.99 Unemployment - Eurozone 6.67% 6.64% Unemployment - Germany 3.12% 3.13% Unemployment - Italy 7.75% 7.68% Unemployment - Japan 2.58% 2.42% Unemployment - Spain 11.96% 11.67% Unemployment - USA 4.19% 4.40% 1 2 December 31, 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
Overview of CRE portfolio [text block table]	Overview of CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Allowance for Credit Losses² Gross Carrying Amount¹ Allowance for Credit Losses² Real Estate Activities³ 49,267 460 47,973 236 thereof: non-recourse 25,073 382 24,832 147 thereof: stress-tested portfolio 21,331 364 22,144 135 Other industry sectors³ non-recourse 13,119 225 14,037 189 thereof: stress-tested portfolio 9,879 114 10,242 101 Total non-recourse CRE portfolio 38,192 606 38,869 336 thereof: stress-tested portfolio 31,210 478 32,386 236 1 Loans at amortized cost 2 Allowance for credit losses do not include allowance for country risk 3 Industry sector by NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) code
Non-recourse CRE portfolio [text block table]	Non-recourse CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 27,325 31,892 Stage 2 7,661 5,233 Stage 3 3,206 1,744 Total 38,192 38,869 2023 2022 Provision for Credit Losses² 445 128 1 Loans at amortized cost 2 Provision for Credit Losses do not include country risk provisions
Stress-tested CRE portfolio [text block table]	Stress-tested CRE portfolio Dec 31, 2023 Dec 31, 2022 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 21,568 26,199 Stage 2 6,889 5,046 Stage 3 2,753 1,141 Total 31,210 32,386 thereof: North America 56% 57% Western Europe (including Germany) 36%2 36% Asia/Pacific 7% 7% thereof: offices 42% 41% North America 23% 22% Western Europe (including Germany) 17%3 15% Asia/Pacific 2% 3% thereof: residential 14% 12% thereof: hospitality 10% 11% thereof: retail 9% 9% Weighted average LTV, in % Investment Bank 66% 62% Corporate Bank 53% 53% Other Business 68% 56% 2023 2022 Provision for Credit Losses4 388 103 thereof: North America 298 87 1 Loans at amortized cost 2 Germany accounts for ca 7 % of the total stress-tested CRE portfolio 3 Office loans in Germany account for 4 % of total office loans in the stress-tested CRE portfolio 4 Provision for Credit Losses do not include country risk provisions
Sensitivities of forward-looking information Group [Abstract]
Sensitivities of forward-looking information Group [table text block]	IFRS 9 – Sensitivities of forward-looking information applied on Stage 1 and Stage 2 – Group Level December 31, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (80.4) (1)pp 88.9 Unemployment rates (0.5)pp (43.1) 0.5pp 45.9 Real estate prices2 5% (5.9) (5)% 6.2 Equities 10% (9.0) (10)% 12.2 Credit spreads (40)% (20.5) 40% 22.8 Commodities¹ 10% (8.5) (10)% 9.2 1 Here the sign of the shift applies to oil prices changes. Gold price changes have the opposite sign. 1pp (percentage point), e.g., GDP shifts from 3% to 4% // 1% (percentage change), e.g., Real estate price shifts from 100 to 101 2 For a more severe stress test relating to the CRE portfolio that also takes into consideration existing and potential exposure in Stage 3 reference is made to the section on Commercial Real Estate above 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 Commodities 10% (14.8) (10)% 15.6
Sensitivities of forward-looking information on Stage 1 and Stage 2 Corporate Bank [table text block]	IFRS 9 – Sensitivities of forward-looking information applied on Stage 1 and Stage 2 - Corporate Bank December 31, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (18.1) (1)pp 20.7 Unemployment rates (0.5)pp (10.4) 0.5pp 11.0 Real estate prices2 5% (1.5) (5)% 1.6 Credit spreads (40)% (3.8) 40% 4.4 Commodities¹ 10% (2.6) (10)% 2.9 ¹Here the sign of the shift applies to oil prices changes. Gold price changes have the opposite sign. 2 For a more severe stress test relating to the CRE portfolio that also takes into consideration existing and potential exposure in Stage 3 reference is made to the section on Commercial Real Estate above December 31, 2022 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (21.7) (1)pp 24.6 Unemployment rates (0.5)pp (12.2) 0.5pp 14.0 Real estate prices 5% (1.1) (5)% 1.1 Credit spreads (40)% (7.5) 40% 9.1 Commodities 10% (4.3) (10)% 4.6
Sensitivities of forward-looking information on Stage 1 and Stage 2 Investment Bank [table text block]	IFRS 9 – Sensitivities of forward-looking information applied on Stage 1 and Stage 2 - Investment Bank December 31, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (30.6) (1)pp 33.5 Unemployment rates (0.5)pp (6.7) 0.5pp 7.5 Real estate prices2 5% (4.0) (5)% 4.2 Equities 10% (3.3) (10)% 4.4 Credit spreads (40)% (13.6) 40% 14.7 Commodities¹ 10% (5.5) (10)% 5.9 ¹Here the sign of the shift applies to oil prices changes. Gold price changes have the opposite sign. 2 For a more severe stress test relating to the CRE portfolio that also takes into consideration existing and potential exposure in Stage 3 reference is made to the section on Commercial Real Estate above. December 31, 2022 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (35.3) (1)pp 36.9 Unemployment rates (0.5)pp (5.3) 0.5pp 6.1 Real estate prices 5% (4.5) (5)% 4.8 Equities 10% (5.8) (10)% 7.3 Credit spreads (40)% (26.3) 40% 28.5 Commodities 10% (9.8) (10)% 10.3
Sensitivities of forward-looking information on Stage 1 and Stage 2 Private Bank [table text block]	IFRS 9 – Sensitivities of forward-looking information applied on Stage 1 and Stage 2 - Private Bank December 31, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (24.4) (1)pp 26.3 Unemployment rates (0.5)pp (22.4) 0.5pp 23.3 December 31, 2022 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (21.8) (1)pp 34.5 Unemployment rates (0.5)pp (20.7) 0.5pp 34.9
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 Dec 31, 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 93 0 24 209 0 59 Stage 2 797 4 270 1,182 10 375 Stage 3 325 16 261 336 68 152 Total 1,215 20 555 1,726 79 586 1 Allowance for credit losses do not include allowance for country risk amounting to € 3 million as of December 31, 2023 and € 11 million as of December 31, 2022

Risk Report - Credit Risk Expos

Risk Report - Credit Risk Exposure (Tables)	12 Months Ended
	Dec. 31, 2023
Credit Risk Exposure [Abstract]
Main Credit Exposure Categories by Business Divisions [text block table]	Main Credit Exposure Categories by Business Divisions Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Corporate Bank 116,732 456 303 4,393 158,490 59,781 55 Investment Bank 100,645 7,614 582 474 56,939 2,169 18,991 Private Bank 261,250 0 0 0 39,515 3,128 301 Asset Management 3 0 0 0 99 9 0 Corporate & Other 5,896 165 3 0 365 44 3,208 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 … Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Corporate Bank 294 19 0 595 0 0 341,118 Investment Bank 4,611 114,741 1,520 14,169 74,878 0 397,333 Private Bank 447 1 1 0 0 0 304,644 Asset Management 0 4,483 82 0 0 0 4,675 Corporate & Other 16,516 1,242 27,271 0 4,096 1,805 60,611 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Corporate Bank 121,543 497 312 3,797 155,299 61,134 72 Investment Bank 103,072 7,198 883 272 51,299 3,515 24,353 Private Bank 264,893 7 7 0 43,737 2,503 388 Asset Management 23 0 0 0 92 9 0 Corporate & Other 6,447 253 3 0 594 52 4,154 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 … Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Corporate Bank 617 12 0 1,042 0 0 344,326 Investment Bank 4,800 82,947 1,606 10,437 74,662 0 365,045 Private Bank 804 3 2 0 0 0 312,345 Asset Management 0 3,728 80 0 0 0 3,932 Corporate & Other 19,375 1,334 23,763 0 6,607 2,156 64,738 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7
Main Credit Exposure Categories by Industry Sectors [text block table]	Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Agriculture, forestry and fishing 384 2 0 0 224 32 1 Mining and quarrying 2,774 230 126 0 4,893 1,409 47 Manufacturing 28,397 285 5 1,877 53,572 13,809 1,303 Electricity, gas, steam and air conditioning supply 4,081 307 75 272 6,475 2,967 142 Water supply, sewerage, waste management and remediation activities 486 0 0 0 523 148 38 Construction 4,257 217 1 20 2,965 3,060 7 Wholesale and retail trade, repair of motor vehicles and motorcycles 21,030 233 79 784 16,540 6,247 599 Transport and storage 4,924 616 13 63 6,088 1,108 173 Accommodation and food service activities 1,862 3 0 0 1,015 138 10 Information and communication 7,589 372 21 100 13,244 3,209 289 Financial and insurance activities⁸ 110,901 3,840 276 1,281 90,138 28,491 18,176 Real estate activities⁹ 49,267 1,302 103 122 7,061 183 304 Professional, scientific and technical activities 6,889 68 0 0 6,190 2,213 172 Administrative and support service activities 8,911 148 169 157 5,007 577 486 Public administration and defense, compulsory social security 5,731 364 10 27 6,759 123 303 Education 279 2 0 0 72 55 68 Human health services and social work activities 4,390 42 0 0 1,725 127 53 Arts, entertainment and recreation 1,017 22 0 33 1,402 102 49 Other service activities 5,302 183 10 130 4,534 850 165 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 216,055 0 0 1 26,981 282 140 Activities of extraterritorial organizations and bodies 0 0 0 0 0 2 29 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Agriculture, forestry and fishing 0 0 0 0 0 0 643 Mining and quarrying 46 486 2 0 0 0 10,012 Manufacturing 0 1,481 54 0 0 0 100,783 Electricity, gas, steam and air conditioning supply 175 776 20 0 0 0 15,289 Water supply, sewerage, waste management and remediation activities 29 26 0 0 0 0 1,250 Construction 130 387 133 0 0 0 11,177 Wholesale and retail trade, repair of motor vehicles and motorcycles 0 458 2 0 0 0 45,973 Transport and storage 66 481 15 0 0 0 13,548 Accommodation and food service activities 5 90 0 0 0 0 3,124 Information and communication 95 531 0 0 0 0 25,449 Financial and insurance activities⁸ 4,639 25,416 4,789 14,695 76,785 1,805 381,232 Real estate activities⁹ 227 1,159 546 69 0 0 60,343 Professional, scientific and technical activities 49 151 111 0 0 0 15,843 Administrative and support service activities 51 436 8 0 0 0 15,950 Public administration and defense, compulsory social security 15,907 83,791 22,725 0 2,154 0 137,893 Education 0 160 9 0 0 0 645 Human health services and social work activities 99 95 11 0 0 0 6,543 Arts, entertainment and recreation 0 58 0 0 0 0 2,683 Other service activities 146 3,028 151 0 34 0 14,531 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 0 0 0 0 0 0 243,459 Activities of extraterritorial organizations and bodies 205 1,476 298 0 0 0 2,010 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 8 9 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable and 3 Contingent at fair value 4 Agriculture, forestry and fishing 524 2 0 0 275 17 2 Mining and quarrying 2,392 248 40 0 5,636 2,644 41 Manufacturing 30,534 380 7 1,431 58,584 13,053 1,863 Electricity, gas, steam and air conditioning supply 4,893 107 75 28 6,479 3,779 145 Water supply, sewerage, waste management and remediation activities 725 0 0 0 457 158 245 Construction 4,239 233 0 21 3,198 2,927 75 Wholesale and retail trade, repair of motor vehicles and motorcycles 21,535 224 39 806 16,947 6,795 570 Transport and storage 5,547 409 22 90 6,254 1,061 170 Accommodation and food service activities 1,965 7 0 0 1,137 110 14 Information and communication 7,002 489 62 231 14,567 3,317 960 Financial and insurance activities⁸ 116,558 3,186 620 969 74,787 28,173 22,881 Real estate activities⁹ 47,973 1,556 101 41 7,251 192 452 Professional, scientific and technical activities 7,013 124 0 0 5,070 2,309 108 Administrative and support service activities 7,470 199 192 62 5,101 1,062 413 Public administration and defense, compulsory social security 5,287 552 10 128 6,767 60 398 Education 249 0 0 0 125 53 169 Human health services and social work activities 4,523 31 0 0 1,898 146 36 Arts, entertainment and recreation 1,128 1 0 50 1,507 106 83 Other service activities 5,324 206 39 210 4,037 793 68 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 221,098 0 0 1 30,943 455 189 Activities of extraterritorial organizations and bodies 1 0 0 0 0 2 85 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Agriculture, forestry and fishing 0 8 0 0 0 0 828 Mining and quarrying 34 362 2 0 0 0 11,398 Manufacturing 64 983 41 0 0 0 106,939 Electricity, gas, steam and air conditioning supply 78 732 35 1,515 0 0 17,867 Water supply, sewerage, waste management and remediation activities 0 23 0 0 0 0 1,609 Construction 29 621 1 0 0 0 11,344 Wholesale and retail trade, repair of motor vehicles and motorcycles 0 357 2 0 0 0 47,275 Transport and storage 117 537 14 0 0 0 14,220 Accommodation and food service activities 0 26 0 0 0 0 3,259 Information and communication 108 579 2 0 0 0 27,317 Financial and insurance activities⁸ 4,669 18,440 4,421 9,965 75,497 2,156 362,322 Real estate activities⁹ 405 1,703 548 0 0 0 60,222 Professional, scientific and technical activities 27 206 115 0 0 0 14,973 Administrative and support service activities 39 268 5 0 0 0 14,811 Public administration and defense, compulsory social security 19,782 59,291 19,991 0 5,768 0 118,034 Education 0 113 17 0 0 0 727 Human health services and social work activities 88 49 12 0 0 0 6,783 Arts, entertainment and recreation 0 125 0 0 0 0 3,001 Other service activities 115 2,636 18 0 4 0 13,449 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 0 0 0 0 0 0 252,687 Activities of extraterritorial organizations and bodies 40 964 229 0 0 0 1,322 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7 8 9
Main credit exposure categories by geographical region [text block table]	Main credit exposure categories by geographical region Dec 31, 2023 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable 3 Contingent at fair value 4 Europe 338,507 2,906 516 1,698 148,778 39,716 14,814 Of which: Germany 231,287 321 70 409 76,810 16,532 4,146 United Kingdom 8,323 239 97 252 13,175 3,102 4,834 France 4,587 76 75 317 7,868 1,876 694 Luxembourg 18,056 612 23 142 8,493 641 970 Italy 23,490 138 32 16 4,842 5,021 219 Netherlands 8,996 248 8 252 9,279 2,863 1,463 Spain 16,073 230 24 91 3,738 4,330 219 Ireland 5,273 331 184 87 4,237 351 542 Switzerland 6,827 37 1 0 8,206 2,558 355 Poland 2,617 0 0 16 2,569 176 6 Belgium 1,742 23 0 58 1,551 623 144 Russian Federation⁸ 243 6 0 7 26 21 0 Ukraine⁸ 8 208 9 0 0 3 5 0 Other Europe⁸ 10,984 435 2 50 7,981 1,617 1,222 North America 101,306 2,325 238 2,378 95,768 12,172 4,745 Of which: U.S. 89,570 2,202 178 2,247 89,460 10,754 3,269 Cayman Islands 4,985 50 0 0 2,383 787 963 Canada 1,396 49 3 106 2,048 226 324 Other North America 5,356 24 56 24 1,877 405 188 Asia/Pacific 35,807 1,746 123 597 9,031 12,093 2,745 Of which: Japan 1,404 328 34 10 481 451 459 Australia 3,203 250 0 0 2,652 830 153 India 7,576 78 88 23 921 3,774 53 China 4,254 1 0 22 413 1,442 762 Singapore 3,789 362 0 189 1,558 1,357 157 Hong Kong 2,259 64 0 82 836 607 242 Other Asia/Pacific 13,323 662 1 271 2,170 3,632 919 Other geographical areas 8,906 1,259 10 193 1,831 1,151 252 Total 484,527 8,235 887 4,867 255,409 65,131 22,555 Dec 31, 2023 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Europe 9,682 52,205 12,884 6,021 17,184 395 645,306 Of which: Germany 830 10,114 1,388 348 1,351 0 343,606 United Kingdom 240 10,475 1,504 461 3,773 0 46,476 France 0 7,756 2,901 657 5,100 0 31,906 Luxembourg 0 2,180 537 9 206 0 31,870 Italy 4,890 7,953 1,030 2,251 1,688 0 51,571 Netherlands 0 2,289 27 0 99 0 25,526 Spain 1,487 3,144 358 1,587 35 0 31,318 Ireland 1,563 1,269 7 0 960 0 14,804 Switzerland 0 1,289 1 0 225 0 19,499 Poland 0 473 2,899 0 98 0 8,852 Belgium 0 1,759 1,606 0 11 0 7,517 Russian Federation⁸ 0 31 0 0 0 0 333 Ukraine⁸ 0 73 7 0 0 0 305 Other Europe⁸ 672 3,401 619 707 3,638 395 31,724 North America 9,433 32,184 11,503 5,855 47,782 0 325,688 Of which: U.S. 9,415 31,042 11,320 2,979 14,357 0 266,793 Cayman Islands 0 495 0 2,876 33,284 0 45,823 Canada 0 546 183 0 54 0 4,936 Other North America 18 101 0 0 88 0 8,137 Asia/Pacific 2,428 31,297 4,295 2,620 13,860 858 117,499 Of which: Japan 22 3,017 485 431 8,818 0 15,941 Australia 1,725 2,387 315 0 284 0 11,800 India 414 5,858 62 0 0 279 19,126 China 0 7,977 98 0 1,365 0 16,334 Singapore 0 1,396 665 0 683 0 10,156 Hong Kong 9 738 463 0 124 0 5,424 Other Asia/Pacific 258 9,922 2,206 2,189 2,587 579 38,718 Other geographical areas 325 4,799 191 268 148 552 19,887 Total 21,868 120,485 28,874 14,764 78,973 1,805 1,108,381 1 2 3 4 5 6 7 8 9 Dec 31, 2022 Loans Off-balance sheet OTC derivatives in € m. at amortized cost 1 trading - Designated / at fair value 2 Revocable 3 Contingent at fair value 4 Europe 346,395 2,647 724 1,708 142,035 41,773 19,294 Of which: Germany 242,180 444 42 462 80,857 16,364 4,872 United Kingdom 7,937 184 229 329 9,759 4,067 6,673 France 3,696 99 75 70 7,264 2,095 1,364 Luxembourg 15,472 400 67 124 7,525 747 855 Italy 24,578 145 8 25 3,709 5,354 291 Netherlands 9,009 165 45 200 8,279 2,519 1,404 Spain 17,429 326 8 107 3,460 4,037 503 Ireland 5,234 125 234 129 3,234 266 565 Switzerland 6,772 32 0 117 7,277 2,897 294 Poland 2,324 0 0 26 758 190 7 Belgium 1,532 12 0 77 1,730 571 193 Russian Federation⁸ 537 18 0 41 75 64 0 Ukraine⁸ 44 270 9 0 0 3 5 0 Other Europe⁸ 9,650 428 16 0 8,105 2,598 2,274 North America 101,736 2,998 350 1,687 98,137 11,766 5,542 Of which: U.S. 87,794 2,713 290 1,520 92,551 10,585 4,485 Cayman Islands 5,202 103 4 23 2,026 445 419 Canada 1,919 78 2 118 1,884 463 372 Other North America 6,821 104 54 25 1,676 274 266 Asia/Pacific 39,502 1,517 109 602 9,268 12,507 3,910 Of which: Japan 1,349 120 46 22 589 487 374 Australia 2,964 196 0 0 2,478 769 259 India 7,861 27 3 23 1,154 3,408 179 China 4,189 3 12 3 407 1,583 591 Singapore 5,402 390 22 164 1,408 1,258 277 Hong Kong 2,525 84 0 40 695 846 357 Other Asia/Pacific 15,213 698 25 351 2,537 4,154 1,873 Other geographical areas 8,346 793 22 72 1,580 1,168 222 Total 495,979 7,955 1,205 4,069 251,021 67,214 28,967 Dec 31, 2022 Debt Securities Repo and repo-style transactions 7 Total in € m. at amortized cost 5 at fair value at fair value 6 at amortized cost at fair value at fair value Europe 10,218 40,948 7,321 4,912 26,494 418 644,886 Of which: Germany 701 7,968 672 1,795 3,035 12 359,403 United Kingdom 1,212 8,399 708 585 8,519 0 48,598 France 0 6,161 870 6 7,337 0 29,038 Luxembourg 0 1,816 702 0 549 0 28,257 Italy 4,868 3,570 953 200 480 0 44,180 Netherlands 0 2,057 24 177 212 0 24,091 Spain 1,486 3,390 1 1,485 24 0 32,256 Ireland 1,270 1,543 4 0 1,346 0 13,948 Switzerland 0 491 2 0 215 0 18,096 Poland 0 113 2,944 0 149 0 6,511 Belgium 40 2,271 342 0 1 0 6,769 Russian Federation⁸ 0 15 0 0 0 0 750 Ukraine⁸ 0 17 0 0 0 0 339 Other Europe⁸ 643 3,139 99 664 4,628 406 32,651 North America 12,359 24,416 14,616 4,365 43,893 0 321,863 Of which: U.S. 12,340 23,644 14,359 976 21,484 0 272,741 Cayman Islands 0 276 0 3,389 17,904 0 29,790 Canada 0 350 180 0 4,494 0 9,859 Other North America 19 146 77 0 11 0 9,473 Asia/Pacific 2,878 19,347 3,344 2,126 10,652 1,301 107,063 Of which: Japan 25 2,759 481 284 6,374 0 12,909 Australia 1,989 1,328 315 0 946 0 11,243 India 481 4,856 49 0 6 1,012 19,058 China 0 1,384 209 0 292 0 8,675 Singapore 0 847 159 0 210 0 10,136 Hong Kong 186 559 254 0 64 0 5,611 Other Asia/Pacific 196 7,613 1,877 1,842 2,761 290 39,430 Other geographical areas 141 3,314 170 77 232 437 16,573 Total 25,596 88,025 25,450 11,479 81,270 2,156 1,090,386 1 2 3 4 5 6 7 8 9
Maximum Exposure to Credit Risk [text block table]	Maximum Exposure to Credit Risk Dec 31, 2023 Credit Enhancements in € m. Maximum 1 Subject to Netting Collateral Guarantees 2 Total credit Financial assets at amortized cost 3 Cash and central bank balances 178,424 178,424 − 0 − 0 Interbank balances (w/o central banks) 6,144 6,144 − 0 0 0 Central bank funds sold and securities purchased under resale agreements 14,725 14,725 − 13,761 − 13,761 Securities borrowed 39 39 − 33 − 33 Loans 484,527 484,527 − 260,047 42,191 302,239 Other assets subject to credit risk 4,5 82,826 77,541 24,019 914 626 25,559 Total financial assets at amortized cost 3 766,685 761,400 24,019 274,755 42,817 341,591 Financial assets at fair value through profit or loss 6 Trading assets 122,841 − − 1,458 951 2,408 Positive market values from derivative financial instruments 251,877 − 195,517 40,036 30 235,583 Non-trading financial assets mandatory at fair value through profit or loss 87,153 − 1,931 76,894 92 78,917 Of which: Securities purchased under resale agreement 65,937 − 1,931 63,877 0 65,807 Securities borrowed 13,036 − − 12,863 0 12,863 Loans 812 − − 89 72 160 Financial assets designated at fair value through profit or loss 75 − − 0 0 0 Total financial assets at fair value through profit or loss 461,946 − 197,447 118,388 1,072 316,908 Financial assets at fair value through OCI 35,546 35,546 0 2,744 988 3,732 Of which: Securities purchased under resale agreement 1,805 1,805 − 1,740 0 1,740 Securities borrowed 0 0 − 0 0 0 Loans 4,867 4,867 − 16 976 991 Total financial assets at fair value through OCI 35,546 35,546 − 2,744 988 3,732 Financial guarantees and other credit related contingent liabilities 7 65,131 64,798 − 4,127 7,136 11,263 Revocable and irrevocable lending commitments and other credit related commitments 7 255,409 254,016 − 21,736 6,779 28,515 Total off-balance sheet 320,540 318,814 − 25,863 13,915 39,777 Maximum exposure to credit risk 1,584,717 1,115,760 221,466 421,750 58,792 702,008 1 2 3 4 5 6 7 Dec 31, 2022 Credit Enhancements in € m. Maximum 1 Subject to Netting Collateral Guarantees 2 Total credit Financial assets at amortized cost 3 Cash and central bank balances 178,897 178,897 − 0 − 0 Interbank balances (w/o central banks) 7,199 7,199 − 0 0 0 Central bank funds sold and securities purchased under resale agreements 11,479 11,479 700 10,771 − 11,471 Securities borrowed 0 0 − 0 − 0 Loans 495,979 495,979 − 269,428 38,899 308,327 Other assets subject to credit risk 4,5 98,336 93,221 29,171 871 317 30,359 Total financial assets at amortized cost 3 791,891 786,776 29,871 281,070 39,216 350,158 Financial assets at fair value through profit or loss 6 Trading assets 90,180 − − 1,573 1,264 2,837 Positive market values from derivative financial instruments 299,856 − 227,361 53,290 6 280,657 Non-trading financial assets mandatory at fair value through profit or loss 88,799 − 2,480 78,920 69 81,469 Of which: Securities purchased under resale agreement 63,855 − 2,480 61,376 0 63,855 Securities borrowed 17,414 − − 17,300 0 17,300 Loans 1,037 − − 78 46 124 Financial assets designated at fair value through profit or loss 168 − − 0 94 94 Total financial assets at fair value through profit or loss 479,002 − 229,841 133,783 1,433 365,057 Financial assets at fair value through OCI 31,675 31,675 0 2,622 879 3,500 Of which: Securities purchased under resale agreement 2,156 2,156 − 1,732 0 1,732 Securities borrowed 0 0 − 0 0 0 Loans 4,069 4,069 − 11 879 890 Total financial assets at fair value through OCI 31,675 31,675 − 2,622 879 3,500 Financial guarantees and other credit related contingent liabilities 7 67,214 67,214 − 4,738 7,482 12,220 Revocable and irrevocable lending commitments and other credit related commitments 7 251,021 249,959 − 24,769 5,694 30,463 Total off-balance sheet 318,234 317,173 − 29,507 13,176 42,683 Maximum exposure to credit risk 1,620,803 1,135,624 259,712 446,982 54,704 761,398 1 2 3 4 5 6 7

Risk Report - Asset Quality (Ta

Risk Report - Asset Quality (Tables)	12 Months Ended
	Dec. 31, 2023
Asset Quality [Abstract]
Overview of financial assets subject to impairment [text block table]	Overview of financial assets subject to impairment Dec 31, 2023 Dec 31, 2022 in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total Amortized cost¹ Gross carrying amount 692,091 55,704 12,799 806 761,400 729,021 45,335 11,379 1,041 786,776 Allowance for credit losses² 447 680 3,960 198 5,285 533 626 3,656 180 4,995 of which Loans Gross carrying amount 418,311 52,834 12,576 806 484,527 440,556 43,711 10,686 1,027 495,979 Allowance for credit losses² 424 673 3,874 198 5,170 507 619 3,491 174 4,790 Fair value through OCI Fair value 34,424 1,076 46 0 35,546 31,123 482 70 0 31,675 Allowance for credit losses 13 13 22 0 48 14 12 43 0 69 Off-balance sheet Notional amount 292,747 23,778 2,282 8 318,814 296,062 18,478 2,625 8 317,173 Allowance for credit losses³ 117 88 187 0 393 144 97 310 0 551 1 Financial assets at amortized cost consist of: loans at amortized cost, cash and central bank balances, Interbank balances (w/o central banks), central bank funds sold and securities purchased under resale agreements, securities borrowed and certain subcategories of other assets 2 Allowance for credit losses do not include allowance for country risk amounting to € 4 million as of December 31, 2023 and € 14 million as of December 31, 2022 3 Allowance for credit losses do not include allowance for country risk amounting to € 9 million as of December 31, 2023 and € 9 million as of December 31, 2022
Financial Assets at amortized cost - Development of exposures in the reporting period [text block table]	Development of exposures in the current reporting period Dec 31, 2023 Gross carrying amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 729,021 45,335 11,379 1,041 786,776 Movements in financial assets including new business and credit extensions 15,413 10,074 2,498 99 28,084 Transfers due to changes in creditworthiness (4,513) 3,111 1,402 - 0 Changes due to modifications that did not result inderecognition 0 8 (40) 0 (32) Changes in models Financial assets that have been derecognized during the period (41,331) (2,182) (2,397) (315) (46,226) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (6,499) (641) (136) (18) (7,295) Balance, end of reporting period 692,091 55,704 12,799 806 761,400 Development of exposures in the previous reporting period Dec 31, 2022 Gross carrying amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 711,021 40,653 11,326 1,297 764,298 Movements in financial assets including new business and credit extensions 113,427 5,554 923 (1) 119,902 Transfers due to changes in creditworthiness (2,101) 666 1,435 0 0 Changes due to modifications that did not result inderecognition 0 (0) (6) 0 (6) Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period (103,660) (2,177) (2,583) (258) (108,679) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 10,334 639 216 0 11,189 Balance, end of reporting period 729,021 45,335 11,379 1,041 786,776
Financial Assets at amortized cost - Development of allowance for credit losses in the reporting period [text block table]	Development of allowance for credit losses in the current reporting period Dec 31, 2023 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business and credit extensions (195) 294 1,647 32 1,778 Transfers due to changes in creditworthiness 170 (150) (20) 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 (57)- (53) 0 0 (110) Financial assets that have been derecognized during the period³ 0 0 (1,145) (52) (1,197) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (3) (38) (271) 38 (273) Balance, end of reporting period 447 680 3,960 198 5,285 Provision for Credit Losses excluding country risk¹ (83) 92 1,627 32 1,668 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022 Dec 31, 2022 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business and credit extensions (32) 204 887 22 1,081 Transfers due to changes in creditworthiness 122 (121) (0) 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 period³ 0 0 (1,014) (28) (1,043) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 2 12 (25) 1 (10) Balance, end of reporting period 533 626 3,656 180 4,995 Provision for Credit Losses excluding country risk¹ 90 82 886 22 1,081 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021
Financial Assets at amortized cost by business division [text block table]	Financial assets at amortized cost by business division Dec 31, 2023 Gross Carrying Amount¹ Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Corporate Bank 105,812 13,706 2,812 0 122,329 67 110 876 0 1,053 Investment Bank 150,562 13,309 3,127 806 167,804 119 108 536 198 962 Private Bank 233,744 26,815 6,400 0 266,960 249 445 2,497 0 3,191 Asset Management 1,224 8 0 0 1,232 (0) 0 0 0 (0) Corporate & Other 200,749 1,866 460 0 203,075 11 16 51 0 79 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 1 Dec 31, 2022 Gross Carrying Amount¹ Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 Total Stage 1 Stage 2 Stage 3 Stage 3 Total Corporate Bank 114,983 11,030 2,879 0 128,892 91 99 963 0 1,153 Investment Bank 164,443 10,288 2,375 1,041 178,147 145 89 491 180 904 Private Bank 243,896 22,609 5,870 0 272,375 283 433 2,167 0 2,883 Asset Management 1,861 49 0 0 1,910 0 0 0 0 0 Corporate & Other² 203,838 1,359 255 0 205,453 14 5 35 0 54 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995 1 2
Financial Assets at amortized cost by industry sector [text block table]	Financial assets at amortized cost by industry sector The below table provides an overview of the Group’s asset quality by industry and is based on the NACE code of the counterparty. NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) is a standard European industry classification system. Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total Agriculture, forestry and fishing 288 77 20 0 384 0 1 4 (0) 6 Mining and quarrying 2,538 277 8 0 2,823 2 3 4 0 9 Manufacturing 23,474 4,061 1,445 44 29,024 27 48 456 2 533 Electricity, gas, steam and air conditioning supply 4,253 206 73 0 4,532 3 3 16 0 23 Water supply, sewerage, waste management and remediation activities 491 21 5 0 517 1 0 3 0 5 Construction 3,248 893 213 60 4,414 5 9 80 12 107 Wholesale and retail trade, repair of motor vehicles and motorcycles 17,237 3,407 698 25 21,366 16 31 351 3 402 Transport and storage 4,083 1,075 165 24 5,346 6 10 30 (0) 46 Accommodation and food service activities 1,471 320 76 3 1,869 2 3 26 (0) 31 Information and communication 7,398 814 89 0 8,302 10 11 28 0 49 Financial and insurance activities 342,352 12,189 1,691 351 356,583 96 90 491 92 769 Real estate activities 37,907 8,954 2,630 185 49,675 19 49 321 75 464 Professional, scientific and technical activities 5,887 918 179 1 6,985 6 12 75 1 94 Administrative and support service activities 7,980 1,107 351 24 9,463 7 11 114 9 141 Public administration and defense, compulsory social security 26,536 489 742 0 27,767 15 1 28 0 45 Education 226 46 11 0 283 0 1 2 0 3 Human health services and social work activities 3,986 482 34 0 4,503 5 7 14 0 25 Arts, entertainment and recreation 769 229 31 1 1,030 1 5 3 0 10 Other service activities 8,436 648 225 86 9,395 11 6 119 6 143 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 193,318 19,492 4,113 3 216,927 212 379 1,792 (2) 2,381 Activities of extraterritorial organizations and bodies 213 0 0 0 213 0 0 0 0 0 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285
Financial Assets at amortized cost by region [text block table]	Financial assets at amortized cost by region Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total Germany 297,495 21,499 3,653 0 322,648 214 390 1,936 (4) 2,537 Western Europe(excluding Germany) 134,375 15,228 3,410 560 153,573 116 179 1,076 194 1,564 Eastern Europe 8,768 1,058 396 0 10,221 4 11 47 0 62 North America 175,011 12,133 3,442 89 190,674 51 74 445 12 582 Central and South America 3,936 261 80 5 4,282 2 1 16 0 19 Asia/Pacific 52,290 5,031 909 92 58,322 28 23 317 1 370 Africa 4,099 187 717 0 5,003 8 1 30 0 39 Other 16,116 307 192 62 16,677 23 0 94 (5) 113 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 Dec 31, 2022 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total Germany 324,716 19,904 3,689 0 348,310 201 333 1,619 13 2,166 Western Europe(excluding Germany) 141,935 9,828 3,171 712 155,646 178 194 1,224 162 1,758 Eastern Europe 8,050 1,174 386 0 9,609 3 7 97 0 107 North America 173,084 10,504 1,628 149 185,366 81 55 289 5 431 Central and South America 4,525 253 82 5 4,865 6 2 5 0 12 Asia/Pacific 58,621 2,967 1,475 112 63,174 40 28 330 3 400 Africa 3,144 177 843 0 4,164 8 0 7 0 15 Other 14,946 527 105 63 15,642 16 6 86 (4) 105 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995
Financial Assets at amortized cost by rating class [text block table]	Financial assets at amortized cost by rating class Dec 31, 2023 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total iAAA–iAA 244,750 518 0 0 245,268 2 0 0 0 3 iA 101,538 2,359 0 9 103,907 8 1 0 0 9 iBBB 186,168 8,446 0 0 194,614 66 16 0 0 82 iBB 128,493 18,153 0 0 146,646 173 78 0 0 251 iB 28,531 20,040 0 0 48,571 165 294 0 0 459 iCCC and below 2,611 6,188 12,799 797 22,395 32 290 3,960 198 4,481 Total 692,091 55,704 12,799 806 761,400 447 680 3,960 198 5,285 Dec 31, 2022 Gross Carrying Amount Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total iAAA–iAA 251,598 228 0 0 251,826 3 0 0 0 3 iA 106,548 580 0 14 107,142 9 1 0 0 10 iBBB 172,643 6,246 0 0 178,889 63 21 0 0 84 iBB 159,538 14,891 0 0 174,429 212 91 0 0 302 iB 35,626 17,717 0 14 53,358 218 276 0 6 501 iCCC and below 3,068 5,672 11,379 1,013 21,132 28 237 3,656 174 4,095 Total 729,021 45,335 11,379 1,041 786,776 533 626 3,656 180 4,995
Collateral held against Financial Assets at amortized in stage 3 [text block table]	Collateral held against financial assets at amortized cost in Stage 3 Dec 31, 2023 Dec 31, 2022 in € m. Gross CarryingAmount Collateral Guarantees Gross CarryingAmount Collateral Guarantees Financial Assets at Amortized Cost (Stage 3)¹ 12,799 4,451 1,435 11,379 3,431 1,439 1 Stage 3 consists here only of non-POCI assets
Modified assets at amortized cost [text block table]	Modified Assets at Amortized Cost Dec 31, 2023 Dec 31, 2022 in € m. Stage 1 Stage 2 Stage 3 Stage 3POCI Total Stage 1 Stage 2 Stage 3 Stage 3POCI Total Amortized cost carrying amount prior to modification 0 1,072 220 0 1,292 0 0 47 0 47 Net modification gain/losses recognized 0 5 (40) 0 (35) 0 (0) (6) 0 (6)
Off-balance sheet development of nominal [text block table]	Development of nominal amount in the current reporting period Dec 31, 2023 Nominal Amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 296,062 18,478 2,625 8 317,173 Movements including new business 4,062 2,510 (235) 0 6,337 Transfers due to changes in creditworthiness (3,040) 3,094 (54) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes (4,337) (304) (54) 0 (4,696) Balance, end of reporting period 292,747 23,778 2,282 8 318,814 of which: Financial guarantees 58,405 5,991 401 0 64,798 Development of nominal amount in the previous reporting period Dec 31, 2022 Nominal Amount in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 276,157 14,498 2,582 11 293,248 Movements including new business 16,078 361 62 (3) 16,498 Transfers due to changes in creditworthiness (3,047) 3,166 (119) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 6,874 452 100 (0) 7,427 Balance, end of reporting period 296,062 18,478 2,625 8 317,173 of which: Financial guarantees 61,083 5,283 971 0 67,337
Off-balance sheet development of allowance for credit losses [text block table]	Dec 31, 2023 Allowance for Credit Losses2 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 (39) (3) (118) 0 (160) Transfers due to changes in creditworthiness 11 (4) (7) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 1 (2) 3 0 2 Balance, end of reporting period 117 88 187 0 393 of which: Financial guarantees 84 37 113 0 233 Provision for Credit Losses excluding country risk1 (28) (7) (125) 0 (160) 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023 Development of allowance for credit losses in the previous reporting period Dec 31, 2022 Allowance for Credit Losses2 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 21 (1) 78 0 99 Transfers due to changes in creditworthiness 12 (15) 3 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 4 3 3 0 9 Balance, end of reporting period 144 97 310 0 551 of which: Financial guarantees 95 56 226 0 378 Provision for Credit Losses excluding country risk1 33 (16) 82 0 99 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022
Forborne financial assets at amortized cost [text block table]	Forborne financial assets at amortized cost Dec 31, 2023 Dec 31, 2022 Performing Non-performing Totalforborneloans atamortizedcost Performing Non-performing Totalforborneloans atamortizedcost in € m. Stage 1 Stage 2 Stage 1 Stage 2 Stage 3 Stage 1 Stage 2 Stage 1 Stage 2 Stage 3 German 426 2,356 0 7 812 3,600 729 1,563 0 21 1,066 3,379 Non-German 639 4,399 0 194 3,632 8,864 1,254 3,139 60 13 3,299 7,764 Total 1,065 6,755 0 201 4,444 12,464 1,983 4,702 60 34 4,365 11,143
Collateral obtained during the reporting periods IFRS 9 [text block table]	Collateral Obtained during the reporting period in € m. 2023 2022 Commercial real estate 0 2 Residential real estate1 3 1 Other 11 0 Total collateral obtained during the reporting period 14 4 1 Carrying amount of foreclosed residential real estate properties amounted to € 30 million as of December 31, 2023 and € 62 million as of December 31, 2022
Development of forborne financial assets at amortized cost [text block table]	Development of forborne financial assets at amortized cost in € m. Dec 31, 2023 Dec 31, 2022 Balance beginning of period 11,143 13,741 Classified as forborne during the year 4,007 3,196 Transferred to non-forborne during the year (including repayments) (2,500) (5,899) Charge-offs (80) (142) Exchange rate and other movements (106) 248 Balance end of period 12,464 11,143

Risk Report - Market Risk (Tabl

Risk Report - Market Risk (Tables)	12 Months Ended
	Dec. 31, 2023
Market Risk [Abstract]
Trading Market Risk - Value-at Risk of Trading Units by Risk Type [text block table]	Value-at-Risk of Trading Units by Risk Type¹ Total Diversificationeffect Interest raterisk Credit spreadrisk Equity pricerisk Foreign exchangerisk² Commodity pricerisk in € m. 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 Average 40.7 44.0 (46.3) (43.3) 27.5 29.4 38.6 35.4 7.8 11.4 12.1 9.7 0.9 1.5 Maximum 74.3 71.4 (21.2) (21.7) 40.1 48.1 68.4 58.7 14.9 21.7 17.4 15.0 2.8 4.3 Minimum 23.2 24.9 (64.9) (67.1) 15.7 13.4 21.9 19.3 4.5 5.4 8.2 5.8 0.2 0.3 Period-end 39.0 38.3 (31.9) (43.3) 20.3 26.0 28.4 35.0 11.0 6.4 10.9 13.6 0.3 0.5 1 Figures for 2023 as of December 31, 2023. Figures for 2022 as of December 31, 2022 2 Includes value-at-risk from gold and other precious metal positions
Trading Market Risk - Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 percent confidence level and one-year capital horizon) [text block table]	Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9% confidence level and one-year capital horizon)1,2,3 Total Credit Trading Global Rates Emerging Markets Other in € m. 2023 2022 2023 2022 2023 2022 2023 2022 2023 2022 Average 563.3 319.0 (15.0) 54.5 363.4 137.0 228.1 110.2 (13.2) 17.4 Maximum 904.6 414.0 121.4 130.6 892.5 305.0 349.9 332.4 32.0 51.2 Minimum 330.3 272.4 (130.9) (33.2) 198.7 53.2 122.4 39.3 (80.6) (31.7) Period-end 570.3 291.2 90.8 11.6 198.7 161.9 284.5 100.2 (3.6) 17.4 1 Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2023 and December 31, 2022, respectively 2 Business line breakdowns have been updated for 2023 reporting to better reflect the current business structure 3 All liquidity horizons are set to 12 months
Nontrading Market Risk - Economic Capital Usage by risk type [text block table]	Economic Capital Usage by risk type. Economic capital usage in € m. Dec 31, 2023 Dec 31, 2022 Interest rate risk 2,980 1,752 Credit spread risk 60 29 Equity and Investment risk 1,044 841 Foreign exchange risk 1,273 1,460 Pension risk 1,106 803 Guaranteed funds risk 59 82 Total non-trading market risk portfolios 6,523 4,968

Risk Report - Liquidity Risk (T

Risk Report - Liquidity Risk (Tables)	12 Months Ended
	Dec. 31, 2023
Liquidity Risk [Abstract]
Global All Currency Daily Stress Testing Results [text block table]	Global All Currency Daily Stress Testing Results Dec 31, 2023 Dec 31, 2022 in € bn. FundingGap¹ GapClosure² Net LiquidityPosition FundingGap¹ GapClosure² Net LiquidityPosition Systemic market risk 123 242 119 120 234 114 1 notch downgrade (DB specific) 38 180 142 90 234 145 Severe downgrade (DB specific) 161 259 97 154 251 97 Combined³ ⁴ 203 261 58 206 254 48 1 Funding gap caused by impaired rollover of liabilities and other projected outflows 2 Based on liquidity generation through Liquidity Reserves and other business mitigants 3 Combined impact of systemic market risk and severe downgrade

Acquisitions and Dispositions (

Acquisitions and Dispositions (Tables)	12 Months Ended
	Dec. 31, 2023
Acquisitions and Dispositions [Abstract]
Fair Value of Assets Acquired and Liabilities Assumed as of the Acquisition Date [text block table]	Fair Value of Assets Acquired and Liabilities Assumed as of the Acquisition Date in € m. October 13, 2023 Cash consideration transferred 460 Total consideration transferred 460 Recognized amounts of identifiable assets acquired and liabilities assumed:1 Interbank balances (w/o central banks) 126 Securities borrowed 10 Financial assets at fair value through profit or loss 44 Property and equipment 53 Other intangible assets 84 All other assets 410 Total assets acquired 727 Financial liabilities at fair value through profit or loss 14 All other liabilities 488 Total liabilities assumed 502 Total identifiable net assets 225 Goodwill 235 Total identifiable net assets and goodwill acquired 460 1 By major class of assets acquired and liabilities assumed.
Assets and liabilities disposed [text block table]	in € m. 2023 2022 2021 Cash and cash equivalents 7 1,126 0 All remaining assets 105 659 3,507 Total assets disposed 113 1,785 3,507 Total liabilities disposed 213 1,676 8,102

Business Segments and Related_2

Business Segments and Related Information (Tables)	12 Months Ended
	Dec. 31, 2023
Business Segments and Related Information [Abstract]
Segment Results of Operations [text block table]	Segmental results of operations The following tables present the results of the Group’s business segments, including the reconciliation to the consolidated results of operations under IFRS. 2023 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 7,716 9,160 9,575 2,383 2,321 31,155 Provision for credit losses 266 431 783 (1) 26 1,505 Noninterest expenses Compensation and benefits 1,537 2,524 2,806 891 3,372 11,131 General and administrative expenses 2,934 4,136 4,742 934 (2,634) 10,112 Impairment of goodwill and other intangible assets 0 233 0 0 0 233 Restructuring activities (4) (3) 228 0 (1) 220 Total noninterest expenses 4,466 6,890 7,777 1,825 738 21,695 Noncontrolling interests 0 3 0 163 (166) 0 Profit (loss) before tax 2,984 1,836 1,015 396 1,724 7,955 Assets (in € bn) 2 264 658 331 10 54 1,317 Loans (gross of allowance for loan losses, in € bn) 117 101 261 0 6 485 Additions to non-current assets 13 89 90 73 1,853 2,118 Deposits (in € bn) 289 18 308 0 10 625 Average allocated shareholders' equity 13,306 27,593 14,477 5,318 2,456 63,149 Risk-weighted assets (in € bn) 69 140 86 15 40 350 of which: operational risk RWA (in € bn) 6 22 8 3 19 57 Leverage exposure (in € bn) 307 546 339 10 39 1,240 Employees (full-time equivalent) 25,520 19,979 38,451 4,962 1,218 90,130 Post-tax return on average shareholders’ equity 3 15.2% 3.8% 4.1% 4.9% N/M 9.1% Post-tax return on average tangible shareholders’ equity 3 16.6% 4.0% 4.5% 11.3% N/M 10.2% Cost/income ratio 4 57.9% 75.2% 81.2% 76.6% N/M 69.6% 1 Net interest income 5,113 3,013 6,160 (124) 1,960 16,122 Net income (loss) from equity method investments (6) (70) (5) 42 2 (38) 2 Equity method investments 91 413 84 420 5 1,013 N/M – Not meaningful 3 4 2022 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 6,337 10,016 9,153 2,608 (1,051) 27,063 Provision for credit losses 335 319 583 (2) (9) 1,226 Noninterest expenses Compensation and benefits 1,422 2,376 2,785 899 3,231 10,712 General and administrative expenses 2,786 4,075 4,176 883 (2,192) 9,728 Impairment of goodwill and other intangible assets 0 0 0 68 0 68 Restructuring activities (19) 15 (113) 0 (2) (118) Total noninterest expenses 4,188 6,466 6,848 1,850 1,037 20,390 Noncontrolling interests 0 15 0 174 (190) 0 Profit (loss) before tax 1,814 3,217 1,722 584 (1,890) 5,447 Assets (in € bn) 2 258 677 333 10 67 1,344 Loans (gross of allowance for loan losses, in € bn) 122 103 265 0 6 496 Additions to non-current assets 3 4 177 41 2,267 2,494 Deposits (in € bn) 289 16 317 0 7 629 Average allocated shareholders' equity 12,015 26,036 13,557 5,395 3,105 60,109 Risk-weighted assets (in € bn) 74 139 88 13 46 360 of which: operational risk RWA (in € bn) 5 23 8 3 19 58 Leverage exposure (in € bn) 321 530 344 9 36 1,240 Employees (full-time equivalent) 22,161 18,420 37,716 4,778 1,856 84,930 Post-tax return on average shareholders’ equity 3 10.0% 8.0% 8.3% 7.4% N/M 8.2% Post-tax return on average tangible shareholders’ equity 3 10.9% 8.4% 9.0% 17.1% N/M 9.1% Cost/income ratio 4 66.1% 64.6% 74.8% 71.0% N/M 75.3% 1 Net interest income 3,628 3,467 5,223 (65) 1,730 13,983 Net income (loss) from equity method investments 4 50 27 66 6 152 2 Equity method investments 90 501 99 415 20 1,124 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 3 4 2021 in € m. Corporate Investment Private Asset Management Corporate & Total Net revenues 1 5,153 9,631 8,233 2,708 (186) 25,538 Provision for credit losses (3) 104 446 5 (36) 515 Noninterest expenses Compensation and benefits 1,447 2,197 2,808 822 3,145 10,418 General and administrative expenses 3,053 3,843 4,939 846 (1,862) 10,821 Impairment of goodwill and other intangible assets 5 0 0 0 0 5 Restructuring activities 42 47 173 2 (2) 261 Total noninterest expenses 4,547 6,087 7,920 1,670 1,281 21,505 Noncontrolling interests 0 (17) 0 223 (206) 0 Profit (loss) before tax 609 3,458 (133) 809 (1,225) 3,518 Assets (in € bn) 2 246 616 310 10 142 1,325 Loans (gross of allowance for loan losses, in € bn) 122 93 254 0 7 477 Additions to non-current assets 17 6 149 32 1,733 1,939 Deposits (in € bn) 270 13 313 0 8 604 Average allocated shareholders' equity 11,101 25,281 13,041 5,128 1,987 56,537 Risk-weighted assets (in € bn) 65 141 85 14 46 352 of which: operational risk RWA (in € bn) 6 25 8 3 20 62 Leverage exposure (fully loaded, in € bn) 3 300 530 321 11 62 1,125 Employees (full-time equivalent) 20,560 16,927 37,458 4,514 3,510 82,969 Post-tax return on average shareholders’ equity 4 3.2% 9.0% (1.5)% 11.0% N/M 3.6% Post-tax return on average tangible shareholders’ equity 4 3.5% 9.4% (1.7)% 25.8% N/M 4.0% Cost/income ratio 5 88.2% 63.2% 96.2% 61.7% N/M 84.2% 1 Net interest income 2,605 3,332 4,601 (5) 584 11,117 Net income (loss) from equity method investments 3 (34) 40 81 9 98 2 Equity method investments 72 462 180 349 29 1,091 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 2023 increase (decrease)from 2022 2022 increase (decrease)from 2021 in € m.(unless stated otherwise) 2023 2022 2021 in € m. in % in € m. in % Net revenues Corporate Treasury Services 4,366 3,821 3,072 545 14 749 24 Institutional Client Services 1,906 1,587 1,299 319 20 287 22 Business Banking 1,445 930 781 515 55 148 19 Total net revenues 7,716 6,337 5,153 1,379 22 1,185 23 Of which: Net interest income 5,113 3,628 2,605 1,485 41 1,022 39 Commissions and fee income 2,328 2,356 2,204 (28) (1) 151 7 Remaining income 275 354 343 (79) (22) 11 3 Provision for credit losses 266 335 (3) (68) (20) 338 N/M Noninterest expenses Compensation and benefits 1,537 1,422 1,447 115 8 (26) (2) General and administrative expenses 2,934 2,786 3,053 148 5 (267) (9) Impairment of goodwill and other intangible assets 0 0 5 0 N/M (5) N/M Restructuring activities (4) (19) 42 15 (77) (61) N/M Total noninterest expenses 4,466 4,188 4,547 278 7 (358) (8) Noncontrolling interests 0 0 0 0 N/M 0 N/M Profit (loss) before tax 2,984 1,814 609 1,169 64 1,205 198 Employees (front office, full-time equivalent)1 7,859 7,444 7,441 415 6 3 0 Employees (business-aligned operations, full-time equivalent)1 7,853 6,508 5,838 1,345 21 670 11 Employees (allocated central infrastructure, full-time equivalent)1 9,808 8,209 7,282 1,599 19 927 13 Total employees (full-time equivalent)1 25,520 22,161 20,560 3,359 15 1,600 8 Total assets (in € bn)1,2 264 258 246 6 2 12 5 Risk-weighted assets (in € bn)1 69 74 65 (5) (7) 9 14 of which: operational risk RWA (in € bn)1 6 5 6 0 5 (0) (5) Leverage exposure (in € bn)1 307 321 300 (14) (4) 21 7 Deposits (in € bn)1 289 289 270 1 0 18 7 Loans (gross of allowance for loan losses, in € bn)1 117 122 122 (5) (4) (1) (1) Cost/income ratio3 57.9% 66.1% 88.2% N/M (8.2)ppt N/M (22.1)ppt Post-tax return on average shareholders' equity4 15.2% 10.0% 3.2% N/M 5.2ppt N/M 6.8ppt Post-tax return on average tangible shareholders’ equity4 16.6% 10.9% 3.5% N/M 5.7ppt
Segment Results of Operations, Investment Bank [text block table]	Investment Bank 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues Fixed Income, Currency (FIC) Sales & Trading 7,974 8,935 7,063 (961) (11) 1,871 26 Debt Origination 843 412 1,573 431 105 (1,161) (74) Equity Origination 102 101 544 1 1 (443) (81) Advisory 301 485 491 (184) (38) (6) (1) Origination & Advisory 1,246 998 2,608 249 25 (1,610) (62) Other (60) 84 (40) (144) N/M 124 N/M Total net revenues 9,160 10,016 9,631 (856) (9) 385 4 Provision for credit losses 431 319 104 112 35 215 N/M Noninterest expenses Compensation and benefits 2,524 2,376 2,197 149 6 179 8 General and administrative expenses 4,136 4,075 3,843 61 1 232 6 Impairment of goodwill and other intangible assets 233 0 0 233 N/M 0 N/M Restructuring activities (3) 15 47 (18) N/M (32) (68) Total noninterest expenses 6,890 6,466 6,087 424 7 379 6 Noncontrolling interests 3 15 (17) (12) (79) 32 N/M Profit (loss) before tax 1,836 3,217 3,458 (1,381) (43) (241) (7) Employees (front office, full-time equivalent) 1 4,940 4,334 4,212 606 14 122 3 Employees (business-aligned operations, full-time equivalent) 1 3,050 3,298 2,928 (248) (8) 370 13 Employees (allocated central infrastructure, full-time equivalent) 1 11,989 10,788 9,787 1,201 11 1,001 10 Total employees (full-time equivalent) 1 19,979 18,420 16,927 1,559 8 1,493 9 Total assets (in € bn) 1,2 658 677 616 (18) (3) 61 10 Risk-weighted assets (in € bn) 1 140 139 141 0 0 (1) (1) of which: operational risk RWA (in € bn) 1 22 23 25 (2) (7) (2) (7) Leverage exposure (in € bn) 1 546 530 530 17 3 (1) (0) Deposits (in € bn) 1 18 16 13 1 9 4 28 Loans (gross of allowance for loan losses, in € bn) 1 101 103 93 (2) (2) 10 11 Cost/income ratio 3 75.2% 64.6% 63.2% N/M 10.7ppt N/M 1.4ppt Post-tax return on average shareholders’ equity 4 3.8% 8.0% 9.0% N/M (4.2)ppt N/M (1.0)ppt Post-tax return on average tangible shareholders’ equity 4 4.0% 8.4% 9.4% N/M (4.3)ppt N/M (1.1)ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4
Segment Results of Operations, Private Bank [text block table]	Private Bank 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues: Private Bank Germany 6,070 5,325 5,006 745 14 319 6 International Private Bank 3,505 3,828 3,226 (322) (8) 601 19 Premium Banking 986 942 934 44 5 8 1 Wealth Management & Bank for Entrepreneurs 2,520 2,886 2,292 (366) (13) 593 26 Total net revenues 9,575 9,153 8,233 422 5 920 11 of which: Net interest income 6,160 5,223 4,601 937 18 622 14 Commissions and fee income 2,852 3,155 3,206 (303) (10) (51) (2) Remaining income 563 775 426 (212) (27) 349 82 Provision for credit losses 783 583 446 201 34 137 31 Noninterest expenses: Compensation and benefits 2,806 2,785 2,808 21 1 (22) (1) General and administrative expenses 4,742 4,176 4,939 566 14 (764) (15) Impairment of goodwill and other intangible assets 0 0 0 0 N/M 0 N/M Restructuring activities 228 (113) 173 341 N/M (285) N/M Total noninterest expenses 7,777 6,848 7,920 929 14 (1,072) (14) Noncontrolling interests 0 0 0 (0) (12) 0 N/M Profit (loss) before tax 1,015 1,722 (133) (707) (41) 1,855 N/M Employees (front office, full-time equivalent) 1 20,599 21,092 21,973 (492) (2) (881) (4) Employees (business-aligned operations, full-time equivalent) 1 5,637 5,816 6,060 (179) (3) (243) (4) Employees (allocated central infrastructure, full-time equivalent) 1 12,215 10,808 9,426 1,407 13 1,382 15 Total employees (full-time equivalent) 1 38,451 37,716 37,458 735 2 258 1 Total assets (in € bn) 1,2 331 333 310 (2) (1) 22 7 Risk-weighted assets (in € bn) 1 86 88 85 (1) (2) 2 3 of which: operational risk RWA (in € bn) 1 8 8 8 0 0 0 1 Leverage exposure (in € bn) 1 339 344 321 (6) (2) 24 7 Deposits (in € bn) 1 308 317 313 (10) (3) 4 1 Loans (gross of allowance for loan losses, in € bn) 1 261 265 254 (4) (1) 10 4 Assets under Management (in € bn) 1,3 559 518 554 40 8 (36) (6) Net flows (in € bn) 29 30 30 (1) (4) (0) (1) Cost/income ratio 4 81.2% 74.8% 96.2% N/M 6.4ppt N/M (21.4)ppt Post-tax return on average shareholders' equity 5 4.1% 8.3% (1.5)% N/M (4.2)ppt N/M 9.8ppt Post-tax return on average tangible shareholders’ equity 5 4.5% 9.0% (1.7)% N/M (4.6)ppt N/M 10.7ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 5
Segment Results of Operations, Asset Management [text block table]	Asset Management 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues Management fees 2,314 2,458 2,370 (143) (6) 88 4 Performance and transaction fees 128 125 212 2 2 (86) (41) Other (59) 24 126 (84) N/M (102) (81) Total net revenues 2,383 2,608 2,708 (225) (9) (100) (4) Provision for credit losses (1) (2) 5 1 (50) (6) N/M Noninterest expenses Compensation and benefits 891 899 822 (8) (1) 77 9 General and administrative expenses 934 883 846 50 6 37 4 Impairment of goodwill and other intangible assets 0 68 0 (68) N/M 68 N/M Restructuring activities 0 0 2 (0) (15) (2) (95) Total noninterest expenses 1,825 1,850 1,670 (26) (1) 180 11 Noncontrolling interests 163 174 223 (12) (7) (49) (22) Profit (loss) before tax 396 584 809 (188) (32) (225) (28) Employees (front office, full-time equivalent) 1 2,023 2,024 1,913 (2) (0) 111 6 Employees (business-aligned operations, full-time equivalent) 1 2,363 2,258 2,159 105 5 100 5 Employees (allocated central infrastructure, full-time equivalent) 1 576 495 442 81 16 53 12 Total employees (full-time equivalent) 1 4,962 4,778 4,514 185 4 264 6 Total assets (in € bn) 1,2 10 10 10 0 2 (0) (2) Risk-weighted assets (in € bn) 1 15 13 14 2 18 (2) (11) of which: operational risk RWA (in € bn) 1 3 3 3 0 2 0 2 Leverage exposure (in € bn) 1 10 9 11 0 3 (1) (11) Assets under Management (in € bn) 1,3 896 821 928 75 9 (106) (11) Net flows (in € bn) 28 (20) 48 48 N/M (68) N/M Cost/income ratio 4 76.6% 71.0% 61.7% N/M 5.6ppt N/M 9.3ppt Post-tax return on average shareholders' equity 5 4.9% 7.4% 11.0% N/M (2.5)ppt N/M (3.6)ppt Post-tax return on average tangible shareholders’ equity 5 11.3% 17.1% 25.8% N/M (5.9)ppt N/M (8.7)ppt N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 2 3 4 5
Segment Results of Operations, Corporate & Other [text block table]	Corporate & Other 2023 increase (decrease) 2022 increase (decrease) in € m. 2023 2022 2021 in € m. in % in € m. in % Net revenues 2,321 (1,051) (186) 3,372 N/M (866) N/M Provision for credit losses 26 (9) (36) 35 N/M 27 (76) Noninterest expenses Compensation and benefits 3,372 3,231 3,145 141 4 86 3 General and administrative expenses (2,634) (2,192) (1,862) (441) 20 (331) 18 Impairment of goodwill and other intangible assets 0 0 0 0 N/M 0 N/M Restructuring activities (1) (2) (2) 1 (40) 0 (22) Total noninterest expenses 738 1,037 1,281 (299) (29) (244) (19) Noncontrolling interests (166) (190) (206) 24 (12) 16 (8) Profit (loss) before tax 1,724 (1,890) (1,225) 3,614 N/M (665) 54 Employees (C&O, net, full-time equivalent) 1 1,218 1,856 3,510 (638) (34) (1,654) (47) Employees (central infrastructure allocated to businesses, full-time equivalent) 1 34,588 30,300 26,937 4,288 14 3,363 12 Total Employees (full-time equivalent) 1 35,806 32,156 30,447 3,650 11 1,709 6 Risk-weighted assets (in € bn) 1 40 46 46 (6) (13) (0) (0) Leverage exposure (in € bn) 1 39 36 62 3 7 (25) (41) N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1
Entity-Wide Disclosures by Geographic Area [text block table]	in € m. 2023 2022 2021 Germany: Corporate Bank 4,223 3,166 2,595 Investment Bank 573 587 450 Private Bank 6,570 5,876 5,479 Asset Management 1,211 1,266 1,385 Total Germany 12,577 10,895 9,909 UK: Corporate Bank 192 143 144 Investment Bank 3,503 4,343 3,642 Private Bank 54 3 (2) Asset Management 350 356 336 Total UK 4,099 4,844 4,120 Rest of Europe, Middle East and Africa: Corporate Bank 1,303 1,162 900 Investment Bank 460 383 255 Private Bank 1,987 2,191 1,783 Asset Management 274 275 286 Total Rest of Europe, Middle East and Africa 4,024 4,011 3,223 Americas (primarily United States): Corporate Bank 1,010 974 750 Investment Bank 3,042 3,033 3,904 Private Bank 462 466 364 Asset Management 432 580 537 Total Americas 4,945 5,053 5,555 Asia/Pacific: Corporate Bank 988 892 764 Investment Bank 1,583 1,671 1,381 Private Bank 503 617 608 Asset Management 115 131 163 Total Asia/Pacific 3,188 3,311 2,917 Corporate & Other 2,321 (1,051) (186) Consolidated net revenues 1 31,155 27,063 25,538 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)	12 Months Ended
	Dec. 31, 2023
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Net Interest Income [text block table]	Net interest income in € m. 2023 2022 2021 Interest and similar income: Interest income on cash and central bank balances 7,048 1,936 160 Interest income on interbank balances (w/o central banks) 607 352 67 Central bank funds sold and securities purchased under resale agreements 1,069 504 273 Loans 22,032 14,238 10,650 Other 2,103 1,969 1,747 Total Interest and similar income from assets measured at amortized cost 32,857 18,999 12,897 Interest income on financial assets at fair value through other comprehensive income 1,097 798 501 Total interest and similar income calculated using the effective interest method 33,955 19,798 13,399 Financial assets at fair value through profit or loss 9,592 4,652 3,374 Total interest and similar income 43,546 24,449 16,773 Thereof: negative interest expense on financial liabilities 76 959 1,217 Interest expense: Interest-bearing deposits 10,658 3,719 1,456 Central bank funds purchased and securities sold under repurchase agreements 388 304 148 Other short-term borrowings 310 111 71 Long-term debt 6,154 2,409 1,484 Trust preferred securities 16 13 3 Other 2,848 1,119 876 Total interest expense measured at amortized cost 20,374 7,676 4,036 Financial liabilities at fair value through profit or loss 7,051 2,791 1,619 Total interest expense 27,424 10,466 5,655 Thereof: negative interest income on financial assets 81 461 786 Net interest income 16,122 13,983 11,117
Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Net gains (losses) on financial assets/liabilities at fair value through profit or loss in € m. 2023 2022 2021 Trading income (loss): FIC Sales and Trading 5,117 5,353 2,780 Other trading income (loss) 389 (2,608) (827) Total trading income (loss) 5,506 2,745 1,954 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss: Breakdown by financial assets category: Debt Securities 89 (43) 95 Equity Securities (10) 47 812 Loans and loan commitments 112 (5) 18 Deposits (5) 14 2 Others non-trading financial assets mandatory at fair value through profit and loss 31 (73) 180 Total net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss: 217 (61) 1,106 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss: Breakdown by financial asset/liability category: Loans and loan commitments 12 (2) 11 Deposits (0) 4 5 Long-term debt (180) 265 48 Other financial assets/liabilities designated at fair value through profit or loss 20 11 15 Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (148) 277 79 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 5,575 2,962 3,139
Combined Net Interest and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Combined net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss in € m. 2023 2022 2021 Net interest income 16,122 13,983 11,117 Trading income (loss) 1 5,506 2,745 1,954 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss 217 (61) 1,106 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (148) 277 79 Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 5,575 2,962 3,139 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 2 21,697 16,945 14,256 Corporate Treasury Services 2,902 2,451 1,772 Institutional Client Services 957 572 328 Business Banking 1,205 697 566 Corporate Bank 5,065 3,720 2,666 FIC Sales & Trading 8,123 8,697 6,918 Remaining Products (21) (432) (27) Investment Bank 8,102 8,265 6,891 Private Bank Germany 4,156 4,619 3,114 International Private Bank 2,226 1,993 1,733 Private Bank 6,382 6,612 4,847 Asset Management (11) (250) 246 Corporate & Other 2,160 (1,402) (393) Total net interest income and net gains (losses) on financial assets/liabilities at fair value 21,697 16,945 14,256 1 2

Commission and Fee Income (Tabl

Commission and Fee Income (Tables)	12 Months Ended
	Dec. 31, 2023
Commissions and Fee Income [Abstract]
Commission and Fee Income and Expense [text block table]	in € m. 2023 2022 2021 Commission and fee income and expense: Commission and fee income 11,657 12,512 13,730 Commission and fee expense 2,452 2,675 2,796 Net commissions and fee income 9,206 9,838 10,934
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 Dec 31,2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 204 55 247 11 (2) 515 Commissions for assets under management 18 0 362 3,527 (0) 3,907 Commissions for other securities 461 0 37 1 1 499 Underwriting and advisory fees 43 1,093 16 0 4 1,156 Brokerage fees 19 280 971 33 (20) 1,282 Commissions for local payments 488 0 995 0 1 1,484 Commissions for foreign commercial business 475 27 22 0 (27) 497 Commissions for foreign currency/exchange business 6 0 4 0 (0) 10 Commissions for loan processing and guarantees 646 329 230 0 1 1,207 Intermediary fees 28 3 364 0 10 405 Fees for sundry other customer services 248 290 41 117 0 695 Total fee and commissions income 2,635 2,078 3,288 3,689 (33) 11,657 Gross expense (2,452) Net fees and commissions 9,206 Dec 31,2022 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 218 33 254 17 (3) 520 Commissions for assets under management 18 1 363 3,642 (0) 4,024 Commissions for other securities 512 (0) 47 0 0 559 Underwriting and advisory fees 35 1,373 12 0 (52) 1,368 Brokerage fees 19 253 1,164 65 (1) 1,501 Commissions for local payments 479 3 1,006 0 8 1,497 Commissions for foreign commercial business 466 33 62 0 (5) 556 Commissions for foreign currency/exchange business 15 0 5 0 (0) 19 Commissions for loan processing and guarantees 618 298 292 0 5 1,213 Intermediary fees 23 2 523 0 13 562 Fees for sundry other customer services 282 277 10 122 4 695 Total fee and commissions income 2,684 2,273 3,739 3,847 (30) 12,512 Gross expense (2,675) Net fees and commissions 9,838 Prior year’s comparatives aligned to presentation in the current year. Dec 31,2021 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 231 27 259 21 2 539 Commissions for assets under management 16 1 369 3,570 (0) 3,956 Commissions for other securities 423 (0) 43 1 0 467 Underwriting and advisory fees 35 2,258 12 0 (42) 2,264 Brokerage fees 22 246 1,302 96 118 1,784 Commissions for local payments 441 4 864 0 10 1,320 Commissions for foreign commercial business 456 23 95 0 (2) 572 Commissions for foreign currency/exchange business 11 0 5 0 (0) 16 Commissions for loan processing and guarantees 564 279 305 0 10 1,157 Intermediary fees 12 3 617 0 12 644 Fees for sundry other customer services 282 562 40 121 6 1,011 Total fee and commissions income 2,494 3,403 3,910 3,809 114 13,730 Gross expense (2,796) Net fees and commissions 10,934 Prior year’s comparatives aligned to presentation in the current year.

Gain and Losses on Derecognit_2

Gain and Losses on Derecognition of Financial Assets at Amortized Cost (Tables)	12 Months Ended
	Dec. 31, 2023
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Gain and Losses on derecognition of Financial Assets at Amortized Cost [text block table]	in € m. 2023 2022 2021 Gains 5 11 15 Losses (101) (13) (15) Net gains (losses) from derecognition of financial assets measured at amortized cost (96) (2) 1

Other Income (Tables)

Other Income (Tables)	12 Months Ended
	Dec. 31, 2023
Other Income [Abstract]
Other Income [text block table]	in € m. 2023 2022 2021 Other income (loss): Insurance premiums 4 3 3 Net income (loss) from hedge relationships qualifying for hedge accounting 335 (594) 195 Remaining other income (loss)1 48 937 (185) Total other income (loss) 387 346 13 1 Includes net gains (losses) of € 41 million, € 404 million and € 10 million for the years ended December 31, 2023, 2022 and 2021, respectively, that are related to non-current assets and disposal groups held for sale.

General and Administrative Ex_2

General and Administrative Expenses (Tables)	12 Months Ended
	Dec. 31, 2023
General and administrative expenses [Abstract]
General and Administrative Expenses [text block table]	in € m. 2023 2022 2021 General and administrative expenses: Information Technology 3,755 3,680 4,321 Occupancy, furniture and equipment expenses 1,478 1,429 1,727 Regulatory, Tax & Insurance 1 1,399 1,285 1,395 Professional services 899 858 924 Banking Services and outsourced operations 964 881 946 Market Data and Research Services 374 378 347 Travel expenses 143 110 46 Marketing expenses 203 165 178 Other expenses 2 899 943 938 Total general and administrative expenses 10,112 9,728 10,821 1 2

Restructuring (Tables)

Restructuring (Tables)	12 Months Ended
	Dec. 31, 2023
Restructuring [Abstract]
Net Restructuring Expense by Division [text block table]	Net restructuring expense by division in € m. 2023 2022 2021 Corporate Bank (4) (19) 42 Investment Bank (3) 15 47 Private Bank 228 (113) 173 Asset Management 0 0 2 Corporate & Other (1) (2) (2) Total Net Restructuring Charges 220 (118) 261
Net Restructuring by Type [text block table]	Net restructuring by type in € m. 2023 2022 2021 Restructuring – Staff related 178 (117) 241 thereof: Termination Benefits 176 (132) 224 Retention Acceleration 1 15 16 Social Security 1 0 1 Restructuring – Non Staff related 42 (1) 21 Total Net Restructuring Charges 220 (118) 261
Organizational Changes [text block table]	Organizational changes Full-time equivalent staff 2023 2022 2021 Corporate Bank 29 113 228 Investment Bank 9 54 149 Private Bank 377 594 776 Asset Management 0 1 10 Infrastructure 61 141 199 Total full-time equivalent staff 476 903 1,362

Earnings per Share (Tables)

Earnings per Share (Tables)	12 Months Ended
	Dec. 31, 2023
Earnings per share [Abstract]
Computation of basic and diluted earnings per share [text block table]	Computation of basic and diluted earnings per share in € m. 2023 2022 2021 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,332 5,420 2,451 Coupons paid on additional equity components (498) (479) (363) Net income (loss) attributable to Deutsche Bank shareholders –numerator for basic earnings per share 5,834 4,940 2,088 Effect of dilutive securities 0 0 0 Net income (loss) attributable to Deutsche Bank shareholders after assumedconversions – numerator for diluted earnings per share 5,834 4,940 2,088 Number of shares in million Weighted-average shares outstanding – denominator for basic earnings per share 2,064.1 2,084.9 2,096.5 Effect of dilutive securities: Forwards 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 39.9 40.7 46.6 Other (including trading options) 0.0 0.0 0.0 Dilutive potential common shares 0.0 0.0 0.0 Adjusted weighted-average shares after assumed conversions –denominator for diluted earnings per share 2,104.0 2,125.6 2,143.2
Earnings per share [text block table]	Earnings per share in € 2023 2022 2021 Basic earnings per share 2.83 2.37 1.00 Diluted earnings per share 2.77 2.32 0.97

Financial Assets_Liabilities _2

Financial Assets/Liabilities at Fair Value through Profit or Loss (Tables)	12 Months Ended
	Dec. 31, 2023
Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Financial Assets at Fair Value through Profit and Loss [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Financial assets classified as held for trading: Trading assets: Trading securities 115,832 84,012 Other trading assets1 9,443 8,855 Total trading assets 125,275 92,867 Positive market values from derivative financial instruments 251,877 299,856 Total financial assets classified as held for trading 377,151 392,722 Non-trading financial assets mandatory at fair value through profit or loss: Securities purchased under resale agreements 65,937 63,855 Securities borrowed 13,036 17,414 Loans 812 1,037 Other financial assets mandatory at fair value through profit or loss 8,261 7,348 Total Non-trading financial assets mandatory at fair value through profit or loss 88,047 89,654 Financial assets designated at fair value through profit or loss: Loans 75 168 Other financial assets designated at fair value through profit or loss 0 0 Total financial assets designated at fair value through profit or loss 75 168 Total financial assets at fair value through profit or loss 465,273 482,545 1 Includes traded loans of € 8.2 billion and € 8.0 billion at December 31, 2023 and 2022 respectively
Financial Liabilities at Fair Value through Profit and Loss [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Financial liabilities classified as held for trading: Trading liabilities: Trading securities 43,114 49,860 Other trading liabilities 890 756 Total trading liabilities 44,005 50,616 Negative market values from derivative financial instruments 238,278 282,418 Total financial liabilities classified as held for trading 282,283 333,035 Financial liabilities designated at fair value through profit or loss: Securities sold under repurchase agreements 72,377 48,517 Loan commitments 5 12 Long-term debt 10,709 5,250 Other financial liabilities designated at fair value through profit or loss 636 856 Total financial liabilities designated at fair value through profit or loss 83,727 54,634 Investment contract liabilities 484 469 Total financial liabilities at fair value through profit or loss 366,494 388,138
Changes in fair value of financial assets attributable to movements in counterparty credit risk [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Notional value of financial assets exposed to credit risk 75 168 Annual change in the fair value reflected in the Statement of Income 1 0 Cumulative change in the fair value (0) 1 Notional of credit derivatives used to mitigate credit risk 40 90 Annual change in the fair value reflected in the Statement of Income (0) 0 Cumulative change in the fair value (1) 0
Changes in fair value of financial liabilities attributable to movements in the Groups credit risk [text block table]	Changes in fair value of financial liabilities attributable to movements in the Group’s credit risk1 in € m. Dec 31, 2023 Dec 31, 2022 Presented in Other comprehensive Income Cumulative change in the fair value 19 77 Presented in Statement of income Annual change in the fair value reflected in the Statement of Income 0 0 Cumulative change in the fair value 0 0 1 The fair value of a financial liability incorporates the credit risk of that financial liability. Changes in the fair value of financial liabilities issued by consolidated structured entities have been excluded as this is not related to the Group’s credit risk but to that of the legally isolated structured entity, which is dependent on the collateral it holds
Transfers of the cumulative gains or losses within equity during the period [text block table]	Transfers of the cumulative gains or losses within equity during the period in € m. Dec 31, 2023 Dec 31, 2022 Cumulative gains or losses within equity during the period 0 0
Amounts realized on derecognition of liabilities designated at FVtPL [text block table]	Amounts realized on derecognition of liabilities designated at fair value through profit or loss in € m. Dec 31, 2023 Dec 31, 2022 Amount presented in other comprehensive income realized at derecognition 0 0
Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Including undrawn loan commitments² 1,769 3,308 Excluding undrawn loan commitments 1,104 892 1 Assuming the liability is extinguished at the earliest contractual maturity that the Group can be required to repay. When the amount payable is not fixed, it is determined by reference to conditions existing at the reporting date 2 The contractual cash flows at maturity for undrawn loan commitments assume full drawdown of the facility

Financial Instruments carried_2

Financial Instruments carried at Fair Value (Tables)	12 Months Ended
	Dec. 31, 2023
Financial Instruments carried at Fair Value [Abstract]
Carrying Value of The Financial Instruments held at Fair Value [text block table]	Financial instruments held at fair value1 Dec 31, 2023 Dec 31, 2022 in € m. Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 53,095 62,760 9,420 42,035 42,285 8,547 Trading securities 52,886 59,752 3,194 41,826 39,133 3,053 Other trading assets 210 3,007 6,226 209 3,152 5,494 Positive market values from derivative financial instruments 2,198 241,481 8,198 4,937 285,355 9,564 Non-trading financial assets mandatory at fair value through profit or loss 2,275 80,744 5,028 1,605 82,259 5,790 Financial assets designated at fair value through profit or loss 0 75 0 0 75 94 Financial assets at fair value through other comprehensive income 18,273 14,324 2,949 15,892 13,108 2,676 Other financial assets at fair value 1,353 (489)2 5 1,684 (440)2 5 Total financial assets held at fair value 77,193 398,894 25,599 66,153 422,640 26,675 Financial liabilities held at fair value: Trading liabilities 36,361 7,617 27 43,163 7,419 34 Trading securities 36,361 6,727 26 43,162 6,667 30 Other trading liabilities 0 890 0 2 752 3 Negative market values from derivative financial instruments 2,333 228,280 7,666 3,256 270,662 8,500 Financial liabilities designated at fair value through profit or loss 169 80,309 3,248 0 51,843 2,792 Investment contract liabilities 0 484 0 0 469 0 Other financial liabilities at fair value 486 1,1942 (85)3 240 1,6872 (511)3 Total financial liabilities held at fair value 39,349 317,884 10,856 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 “Material Accounting Policies and Critical Accounting Estimates” 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 Dec 31, 2023 in € m. Balance,beginningof year Changesin thegroup ofconsoli-datedcompanies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofyear Financial assets held atfair value: Trading securities 3,053 0 22 1,651 (974) 43 (615) 545 (532) 3,194 Positive market valuesfrom derivative financialinstruments 9,564 0 104 0 0 0 (538) 2,073 (3,006) 8,198 Other trading assets 5,494 0 42 604 (997) 2,253 (1,424) 636 (383) 6,226 Non-trading financial assets mandatory at fair value through profit or loss 5,790 15 (51) 682 (254) 504 (1,190) 211 (681) 5,028 Financial assets designated at fair value through profit or loss 94 0 0 0 0 0 (94) 0 0 0 Financial assets at fair value through other comprehensive income 2,676 0 (65)5 238 (214) 1,918 (1,280) 184 (509) 2,949 Other financial assets atfair value 5 0 0 0 0 0 0 0 1 5 Total financial assets heldat fair value 26,675 15 536,7 3,176 (2,438) 4,719 (5,140) 3,650 (5,110) 25,599 Financial liabilities heldat fair value: Trading securities 30 0 (4) 0 0 0 0 0 (0) 26 Negative market valuesfrom derivative financialinstruments 8,500 0 101 0 0 0 (435) 1,848 (2,348) 7,666 Other trading liabilities 3 0 3 0 0 0 (6) 0 0 0 Financial liabilitiesdesignated at fair valuethrough profit or loss 2,792 0 43 0 0 2,272 (853) 27 (1,032) 3,248 Other financial liabilitiesat fair value (511) 0 325 0 0 0 54 3 44 (85) Total financial liabilitiesheld at fair value 10,815 0 4686,7 0 0 2,272 (1,240) 1,878 (3,336) 10,856 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 consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the 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 year 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 year 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 € 17 million recognized in other comprehensive income, net of tax and a loss of € 3 million recognized in the income statement presented in net gains (losses) 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 273 million and for total financial liabilities held at fair value this is a gain of € 44 million 7 For assets positive balances represent gains, negative balances represent losses. For liabilities positive balances represent losses, negative balances represent gains Dec 31, 2022 in € m. Balance,beginningof year Changesin thegroup ofconsoli-datedcompanies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofyear Financial assets held atfair value: Trading securities 3,614 0 (380) 2,226 (1,974) 80 (344) 606 (776) 3,053 Positive market valuesfrom derivative financialinstruments 9,042 0
Sensitivity Analysis by Type of Instrument [text block table]	Breakdown of the sensitivity analysis by type of instrument1 Dec 31, 2023 Dec 31, 2022 in € m. Positive fair valuemovement fromusing reasonablepossible alternatives Negative fair valuemovement fromusing reasonablepossible alternatives Positive fair valuemovement fromusing reasonablepossible alternatives Negative fair valuemovement fromusing reasonablepossible alternatives Securities: Debt securities 196 221 239 274 Commercial mortgage-backed securities 16 27 15 20 Mortgage and other asset-backed securities 12 19 20 26 Corporate, sovereign and other debt securities 167 176 204 228 Equity securities 94 93 114 80 Derivatives: Credit 200 101 218 125 Equity 44 38 70 63 Interest related 633 368 605 217 Foreign Exchange 47 17 37 30 Other 91 86 59 110 Loans: Loans 486 355 618 459 Other 0 0 0 0 Total 1,790 1,278 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) [text block table]	Financial instruments classified in Level 3 and quantitative information about unobservable inputs Dec 31, 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 86 0 Price based Price 0 % 102 % Discounted cash flow Credit spread (bps) 220 1,830 Mortgage- and other asset-backedsecurities 94 0 Price based Price 0 % 104 % Discounted cash flow Credit spread (bps) 110 1,828 Recovery rate 50 % 85 % Constant default rate 0 % 2 % Constant prepayment rate 2 % 29 % Total mortgage- and other asset-backedsecurities 180 0 Debt securities and otherdebt obligations 4,385 3,116 Price based Price 0 % 300 % Held for trading 2,887 26 Discounted cash flow Credit spread (bps) 84 651 Corporate, sovereign andother debt securities 2,887 Non-trading financial assets mandatory at fair value through profit or loss 1,254 Designated at fair value through profit or loss 0 3,089 Financial assets at fair value through other comprehensive income 244 Equity securities 778 0 Market approach Price per net asset value 0 % 100 % Held for trading 127 0 Enterprise value/EBITDA(multiple) 5 15 Non-trading financial assets mandatory at fair value through profit or loss 652 Discounted cash flow Weighted average cost capital 18 % 20 % Designated at fair value through profit or loss 0 Price based Price 0 % 100 % Loans 9,405 0 Price based Price 0 % 124 % Held for trading 6,121 0 Discounted cash flow Credit spread (bps) 12 1,207 Non-trading financial assets mandatory at fair value through profit or loss 696 Designated at fair value through profit or loss 0 0 Recovery rate 40 % 75 % Financial assets at fair value through other comprehensive income 2,588 Loan commitments 0 5 Discounted cash flow Credit spread (bps) 169 1,070 Recovery rate 40 % 76 % Loan pricing model Utilization 0 % 100 % Other financial instruments 2,6472 1543 Discounted cash flow IRR 7 % 13 % Repo rate (bps) 120 595 Total non-derivative financialinstruments held at fair value 17,396 3,275 1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position 2 Other financial assets include € 104 million of other trading assets, € 2.4 billion of other non-trading financial assets mandatory at fair value, and € 117 million other financial assets at fair value through other comprehensive income 3 Other financial liabilities include € 154 million of securities sold under repurchase agreements designated at fair value Dec 31, 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:
Unrealized Gains or Losses on Level 3 Instruments held or in Issue at the Reporting Date [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Financial assets held at fair value: Trading securities 29 (298) Positive market values from derivative financial instruments 1,347 (2,907) Other trading assets 59 (251) Non-trading financial assets mandatory at fair value through profit or loss (47) 247 Financial assets designated at fair value through profit or loss 0 (0) Financial assets at fair value through other comprehensive income (2) 0 Other financial assets at fair value (0) 0 Total financial assets held at fair value 1,385 (3,209) Financial liabilities held at fair value: Trading securities 4 3 Negative market values from derivative financial instruments (1,287) 1,634 Other trading liabilities 0 2 Financial liabilities designated at fair value through profit or loss (53) 55 Other financial liabilities at fair value (268) 358 Total financial liabilities held at fair value (1,604) 2,053 Total (219) (1,156)
Recognitions of Trade Date Profit [text block table]	in € m. 2023 2022 Balance, beginning of year 550 462 New trades during the period 295 265 Amortization (144) (111) Matured trades (69) (60) Subsequent move to observability (53) (9) Exchange rate changes (1) 3 Balance, end of year 577 550

Fair Value of Financial Instr_2

Fair Value of Financial Instruments not carried at Fair Value (Tables)	12 Months Ended
	Dec. 31, 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 Dec 31, 2023 in € m. Carrying value Fair value Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets: Cash and central bank balances 178,416 178,416 178,416 0 0 Interbank balances (w/o central banks) 6,140 6,140 0 6,140 0 Central bank funds sold and securitiespurchased under resale agreements 14,725 14,778 0 14,034 744 Securities borrowed 39 39 0 39 0 Loans 479,353 454,972 0 11,519 443,453 Other financial assets 106,617 105,132 13,304 90,973 855 Financial liabilities: Deposits 625,486 624,731 2 624,729 0 Central bank funds purchased and securitiessold under repurchase agreements 3,038 3,031 0 3,031 0 Securities loaned 3 3 0 3 0 Other short-term borrowings 9,620 9,628 0 9,628 0 Other financial liabilities 99,272 99,272 1,961 97,311 0 Long-term debt 119,390 117,510 0 113,723 3,787 Trust preferred securities 289 264 0 264 0 Dec 31, 2022 in € m. Carrying value Fair value Quotedprices inactive market(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets: Cash and central bank balances 178,896 178,896 178,896 0 0 Interbank balances (w/o central banks) 7,195 7,195 0 7,194 0 Central bank funds sold and securitiespurchased under resale agreements 11,478 11,505 0 10,363 1,142 Securities borrowed 0 0 0 0 0 Loans 491,175 461,070 0 12,038 449,032 Other financial assets 110,066 107,878 16,046 90,842 989 Financial liabilities: Deposits 629,183 629,629 1,736 627,893 0 Central bank funds purchased and securitiessold under repurchase agreements 573 572 0 572 0 Securities loaned 13 13 0 13 0 Other short-term borrowings 5,122 5,121 0 5,115 7 Other financial liabilities 93,135 93,135 2,007 91,127 0 Long-term debt 131,525 127,743 0 123,525 4,219 Trust preferred securities 500 426 0 426 0 1 Amounts generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates”

Financial assets at fair valu_2

Financial assets at fair value through other comprehensive income (Tables)	12 Months Ended
	Dec. 31, 2023
Financial assets at fair value through other comprehensive income [Abstract]
Financial assets at fair value through other comprehensive income [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Securities purchased under resale agreement 1,805 2,156 Debt securities: German government 1,566 602 U.S. Treasury and U.S. government agencies 9,232 12,334 U.S. local (municipal) governments 446 392 Other foreign governments 15,672 9,960 Corporates 686 708 Other asset-backed securities 0 0 Mortgage-backed securities, including obligations of U.S. federal agencies 442 486 Other debt securities 831 969 Total debt securities 28,874 25,450 Loans 4,867 4,069 Total financial assets at fair value through other comprehensive income 35,546 31,675

Equity Method Investments (Tabl

Equity Method Investments (Tables)	12 Months Ended
	Dec. 31, 2023
Equity Method Investments [Abstract]
Significant investments [text block table]	Significant investments as of December 31, 20231 Investment Principal place of business Nature of relationship Ownership percentage Huarong Rongde Asset Management Company Limited Beijing, China Strategic investment 40.7 % Harvest Fund Management Co., Ltd. Shanghai, China Strategic investment 30.0 % 1 The Group has significant influence over these investees through its holding percentage and representation on the board seats
Summarised financial information on Huarong Rongde Asset Management Company Ltd [text block table]	Summarized financial information on Huarong Rongde Asset Management Company Limited in € m. Dec 31, 20221 Dec 31, 20212 Total net revenues (305) (138) Net income (230) (102) Other comprehensive income 0 0 Total comprehensive income3 (230) (102) in € m. Dec 31, 2022 Dec 31, 2021 Current assets 1,984 2,738 Non-Current assets 513 568 Total assets 2,496 3,306 Current liabilities 1,842 2,132 Non-Current liabilities 228 460 Total liabilities 2,070 2,592 Noncontrolling Interest 0 0 Net assets of the equity method investee 426 714 1 December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 2 December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 3 The Group received dividends from Huarong Rongde Asset Management Company Limited of € 0 million during the reporting period 2023 (2022: € 0 million)
Reconciliation of total net assets of Huarong Rongde Asset Management Company Ltd to the Groups carrying amount [text block table]	Reconciliation of total net assets of Huarong Rongde Asset Management Company Limited to the Group’s carrying amount in € m. Dec 31, 20221 Dec 31, 20212 Net assets of the equity method investee 426 714 Group's ownership percentage on the investee's equity 40.7 % 40.7 % Group's share of net assets 173 291 Goodwill 0 0 Intangible Assets 0 0 Other adjustments3,4 (36) (64) Carrying amount 138 227 1 December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 2 December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited 3 There is no life to date impairment loss in 2023 (€  73 million in 2022) as the carrying amount is appropriately reflected after the Group’s share of losses from Huarong Rongde Management Company Limited 4 Other adjustments include equity method accounting adjustments to reflect the Group’s share of losses from Huarong Rongde Management Company Limited
Summarised financial information on Harvest Fund Management Co., LTD [text block table]	Summarized financial information on Harvest Fund Management Co., Ltd. in € m. Dec 31, 2023¹ Dec 31, 2022² Total net revenues 843 1,016 Net income 199 237 Other comprehensive income 1 7 Total comprehensive income3 200 244 in € m. Dec 31, 2023 Dec 31, 2022 Current assets 955 1,090 Non-Current assets 1,049 1,100 Total assets 2,004 2,190 Current liabilities 638 812 Non-Current liabilities 192 248 Total liabilities 830 1,060 Noncontrolling Interest 50 47 Net assets of the equity method investee 1,124 1,083 1 December 31, 2023 numbers are based on 2023 unaudited financials 2 December 31, 2022 numbers are based on 2022 audited financials 3 The Group received dividends from Harvest Fund Management Co., Ltd. of € 28 million during the reporting period 2023 (2022: € 45 million)
Reconciliation of total net assets of Harvest Fund Management Co., LTD to the Groups carrying amount [text block table]	Reconciliation of total net assets of Harvest Fund Management Co., Ltd.to the Group’s carrying amount in € m. Dec 31, 2023¹ Dec 31, 2022² Net assets of the equity method investee 1,124 1,083 Group's ownership percentage on the investee's equity 30 % 30 % Group's share of net assets 337 325 Goodwill 18 18 Intangible Assets 14 15 Other adjustments 2 3 Carrying amount3 371 361 1 December 31, 2023 numbers are based on 2023 unaudited financials 2 December 31, 2022 numbers are based on 2022 audited financials 3 There is no impairment loss in 2023 (€ 0 million in 2022)
Information on the Groups Share in Associates and Joint Ventures individually immaterial [text block table]	Aggregated financial information on the Group’s share in associates and joint ventures that are individually immaterial in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of all associates that are individually immaterial to the Group 505 536 Aggregated amount of the Group's share of profit (loss) from continuing operations (34) 100 Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations 0 0 Aggregated amount of the Group's share of other comprehensive income (16) 15 Aggregated amount of the Group's share of total comprehensive income (50) 115

Offsetting Financial Assets a_2

Offsetting Financial Assets and Financial Liabilities (Tables)	12 Months Ended
	Dec. 31, 2023
Offsetting Financial Assets and Financial Liabilities [Abstract]
Offsetting [text block table]	Assets Dec 31, 2023 Amounts not set off on the balance sheet in € m. Grossamountsof financialassets Grossamountsset offon thebalancesheet Netamountsof financialassetspresentedon thebalancesheet Impact ofMasterNettingAgreements Cashcollateral Financialinstrumentcollateral¹ Net amount Central bank funds sold and securities purchasedunder resale agreements (enforceable) 21,574 (9,999) 11,574 0 0 (11,491) 84 Central bank funds sold and securities purchasedunder resale agreements (non-enforceable) 3,151 0 3,151 0 0 (2,270) 881 Securities borrowed (enforceable) 33 0 33 0 0 (33) 0 Securities borrowed (non-enforceable) 6 0 6 0 0 0 6 Financial assets at fair value through profit or loss (enforceable) 513,839 (199,135) 314,704 (197,447) (32,109) (74,885) 10,263 Of which: Positive market values from derivative financial instruments (enforceable) 259,177 (15,657) 243,520 (195,517) (32,092) (5,766) 10,145 Financial assets at fair value through profit or loss (non-enforceable) 150,569 0 150,569 0 (1,227) (10,167) 139,174 Of which: Positive market values from derivative financial instruments (non-enforceable) 8,357 0 8,357 0 (1,101) (1,077) 6,178 Total financial assets at fair value through profitor loss 664,408 (199,135) 465,273 (197,447) (33,337) (85,052) 149,437 Loans at amortized cost 479,353 0 479,353 0 (11,317) (69,594) 398,442 Other assets 123,694 (8,997) 114,697 (24,019) (79) (13) 90,587 Of which: Positive market values from derivatives qualifying for hedge accounting (enforceable) 911 (42) 869 (644) (79) (13) 133 Remaining assets subject to netting 1,805 0 1,805 0 0 0 1,805 Remaining assets not subject to netting 241,373 0 241,373 0 (73) (3,533) 237,767 Total assets 1,535,397 (218,131) 1,317,266 (221,466) (44,805) (171,985) 879,010 1 Excludes real estate and other non-financial instrument collateral. Liabilities Dec 31, 2023 Amounts not set off on the balance sheet in € m. Grossamountsof financialliabilities Grossamountsset offon thebalancesheet Netamountsof financialliabilitiespresentedon thebalancesheet Impact ofMasterNettingAgreements Cashcollateral Financialinstrumentcollateral¹ Net amount Deposits 625,486 0 625,486 0 0 0 625,486 Central bank funds purchased and securities soldunder repurchase agreements (enforceable) 11,890 (9,999) 1,891 0 0 (1,891) 0 Central bank funds purchased and securities soldunder repurchase agreements (non-enforceable) 1,147 0 1,147 0 0 (51) 1,096 Securities loaned (enforceable) 3 0 3 0 0 (3) 0 Securities loaned (non-enforceable) 0 0 0 0 0 0 0 Financial liabilities at fair value through profit or loss (enforceable) 540,811 (199,160) 341,651 (197,940) (21,990) (68,806) 52,915 Of which: Negative market values from derivative financial instruments (enforceable) 245,627 (16,140) 229,487 (195,978) (21,990) (2,608) 8,910 Financial liabilities at fair value through profit or loss (non-enforceable) 24,843 0 24,843 0 (785) (4,485) 19,572 Of which: Negative market values from derivative financial instruments (non-enforceable) 8,792 0 8,792 0 (723) (191) 7,878 Total financial liabilities at fair value through profitor loss 565,654 (199,160) 366,494 (197,940) (22,776) (73,292) 72,487 Other liabilities 121,990 (8,972) 113,018 (33,574) (23) (1) 79,419 Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable) 254 (20) 233 (182) (23) (1) 26 Remaining liabilities not subject to net

Loans (Tables)

Loans (Tables)	12 Months Ended
	Dec. 31, 2023
Loans [Abstract]
Components of Loans by Industry Classification IFRS 9 [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Agriculture, forestry and fishing 386 526 Mining and quarrying 3,130 2,679 Manufacturing 30,564 32,352 Electricity, gas, steam and air conditioning supply 4,734 5,103 Water supply, sewerage, waste management and remediation activities 486 725 Construction 4,494 4,494 Wholesale and retail trade, repair of motor vehicles and motorcycles 22,127 22,605 Transport and storage 5,617 6,067 Accommodation and food service activities 1,865 1,972 Information and communication 8,082 7,783 Financial and insurance activities 116,298 121,333 Real estate activities 50,793 49,671 Professional, scientific and technical activities 6,958 7,137 Administrative and support service activities 9,385 7,922 Public administration and defense, compulsory social security 6,131 5,977 Education 281 249 Human health services and social work activities 4,432 4,554 Arts, entertainment and recreation 1,072 1,180 Other service activities 5,624 5,778 Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use 216,056 221,099 Activities of extraterritorial organizations and bodies 0 1 Gross loans 498,516 509,208 (Deferred expense)/unearned income 1,675 131 Loans less (deferred expense)/unearned income 496,841 509,077 Less: Allowance for loan losses 5,208 4,848 Total loans 491,632 504,229

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 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 Dec 31, 2023 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business and credit extensions (195) 294 1,647 32 1,778 Transfers due to changes in creditworthiness 170 (150) (20) 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 (57)- (53) 0 0 (110) Financial assets that have been derecognized during the period³ 0 0 (1,145) (52) (1,197) Recovery of written off amounts 0 0 93 0 93 Foreign exchange and other changes (3) (38) (271) 38 (273) Balance, end of reporting period 447 680 3,960 198 5,285 Provision for Credit Losses excluding country risk¹ (83) 92 1,627 32 1,668 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022 Dec 31, 2022 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 440 532 3,740 182 4,895 Movements in financial assets including new business and credit extensions (32) 204 887 22 1,081 Transfers due to changes in creditworthiness 122 (121) (0) 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 period³ 0 0 (1,014) (28) (1,043) Recovery of written off amounts 0 0 68 3 71 Foreign exchange and other changes 2 12 (25) 1 (10) Balance, end of reporting period 533 626 3,656 180 4,995 Provision for Credit Losses excluding country risk¹ 90 82 886 22 1,081 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021 Dec 31, 2021 Allowance for Credit Losses² in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI⁴ Total Balance, beginning of year 544 648 3,614 139 4,946 Movements in financial assets including new business and credit extensions (245) 85 615 26 480 Transfers due to changes in creditworthiness 138 (197) 58 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 period³ 0 0 (561) (5) (566) Recovery of written off amounts 0 0 55 23 78 Foreign exchange and other changes 3 (4) (41) (0) (43) Balance, end of reporting period 440 532 3,740 182 4,895 Provision for Credit Losses excluding country risk¹ (107) (112) 673 26 480 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2021 3 This position includes charge offs of allowance for credit losses 4 The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2021 and € 46 million in 2020
Allowance for credit losses for financial assets at fair value through OCI [text block table]	Allowance for credit losses for financial assets at fair value through OCI1 Dec 31, 2023 Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Fair Value through OCI 13 13 22 0 48 1 Allowance for credit losses against financial assets at fair value through OCI remained at very low levels (€ 69 million at December 31, 2022 and € 48 million as of December 31, 2023). Due to immateriality, we do not provide any details on the year-over-year development. Dec 31, 2022 Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Fair Value through OCI 14 12 43 0 69 1 Allowance for credit losses against financial assets at fair value through OCI were almost unchanged at very low levels (€ 41 million at December 31, 2021 and € 69 million as of December 31, 2022). Due to immateriality, we do not provide any details on the year-over-year development. Dec 31, 2021 Allowance for Credit Losses in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Fair Value through OCI 15 10 16 0 41 1 Allowance for credit losses against financial assets at fair value through OCI were almost unchanged at very low levels (€ 20 million at December, 31, 2020 and € 41 million as of December 31, 2021, respectively). Due to immateriality, we do not provide any details on the year-over-year development.
Development of allowance for credit losses for Off-balance sheet positions [text block table]	Development of allowance for credit losses for off-balance sheet positions Dec 31, 2023 Allowance for Credit Losses2 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 (39) (3) (118) 0 (160) Transfers due to changes in creditworthiness 11 (4) (7) 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 1 (2) 3 0 2 Balance, end of reporting period 117 88 187 0 393 of which: Financial guarantees 84 37 113 0 233 Provision for Credit Losses excluding country risk1 (28) (7) (125) 0 (160) 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023 Dec 31, 2022 Allowance for Credit Losses2 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 21 (1) 78 0 99 Transfers due to changes in creditworthiness 12 (15) 3 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 4 3 3 0 9 Balance, end of reporting period 144 97 310 0 551 of which: Financial guarantees 95 56 226 0 378 Provision for Credit Losses excluding country risk1 33 (16) 82 0 99 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022 Dec 31, 2021 Allowance for Credit Losses2 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 144 74 200 0 419 Movements including new business (43) 38 18 0 13 Transfers due to changes in creditworthiness 3 (5) 2 0 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 3 3 6 0 12 Balance, end of reporting period 108 111 225 0 443 of which: Financial guarantees 69 64 164 0 297 Provision for Credit Losses excluding country risk1 (40) 33 19 0 13 1 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 2 Allowance for credit losses does not include allowance for country risk amounting to € 6 million as of December 31, 2021

Transfers of Financial Assets a

Transfers of Financial Assets and Assets Pledged and Received as Collateral (Tables)	12 Months Ended
	Dec. 31, 2023
Assets Pledged and Received as Collateral [Abstract]
Information on the Asset Types and the Associated Transactions [text block table]	Information on asset types and associated transactions that did not qualify for derecognition in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of transferred assets Trading securities not derecognized due to the following transactions: Repurchase agreements 45,106 30,201 Securities lending agreements 10,155 8,313 Total return swaps 4,483 1,461 Other 5,060 4,480 Total trading securities 64,804 44,455 Other trading assets 138 171 Non-trading financial assets mandatory at fair value through profit or loss 203 1,077 Financial assets at fair value through other comprehensive income 7,080 2,351 Loans at amortized cost1 26 104 Others 8,674 3,815 Total 80,924 51,973 Carrying amount of associated liabilities 70,706 43,820 ¹Other traded loans where the associated liability is recourse only to the transferred assets had carrying value and fair value of € 20 million and € 0 million as at December 31, 2023 and December 31, 2022 respectively. The associated liabilities had the same carrying value and fair value which resulted in a net position of € 0 million and € 0 million as at December 31, 2023 and December 31, 2022 respectively.
Continuing Involvement Accounting [text block table]	Carrying value of assets transferred to the Group has continuing involvement in € m. Dec 31, 2023 Dec 31, 2022 Carrying amount of the original assets transferred Trading securities 1,043 1,059 Non-trading financial assets mandatory at fair value through profit or loss 317 328 Carrying amount of the assets continued to be recognized Trading securities 28 34 Non-trading financial assets mandatory at fair value through profit or loss 16 16 Carrying amount of associated liabilities 78 95
Transferred Assets with on-going Involvement - Table I [text block table]	The impact on the Group’s Balance Sheet of on-going involvement associated with transferred assets derecognized in full Dec 31,2023 Dec 31,2022 in € m. Carryingvalue Fair value MaximumExposureto Loss¹ Carryingvalue Fair value MaximumExposureto Loss¹ Loans at amortized cost Securitization notes 389 344 344 357 321 321 Other 0 0 0 0 0 0 Total loans at amortized cost 389 344 344 357 321 321 Financial assets held at fair value through profit or loss Securitization notes 23 23 23 30 30 30 Non-standard Interest Rate, cross-currency or inflation-linked swap 0 0 0 0 0 0 Total financial assets held at fair value through profit or loss 23 23 23 30 30 30 Financial assets at fair value through other comprehensive income: Securitization notes 706 592 592 739 629 629 Other 0 0 0 0 0 0 Total financial assets at fair value through other comprehensive income 706 592 592 739 629 629 Total financial assets representing on-going involvement 1,118 959 959 1,126 981 981 Financial liabilities held at fair value through profit or loss Non-standard Interest Rate, cross-currency or inflation-linked swap 0 0 0 0 0 0 Total financial liabilities representing on-going involvement 0 0 0 0 0 0 1 The maximum exposure to loss is defined as the carrying value plus the notional value of any undrawn loan commitments not recognized as liabilities.
Transferred Assets with on-going Involvement - Table II [text block table]	The impact on the Group’s Statement of Income of on-going involvement associated with transferred assets derecognized in full Dec 31,2023 Dec 31,2022 in € m. Year-to- Cumulative Gain/(loss) Year-to- Cumulative Gain/(loss) Securitization notes 48 164 7 41 112 (8) Non-standard Interest Rate, cross-currency or 0 0 0 (0) (0) 0 Net gains/(losses) recognized from on-going 48 164 7 40 112 (8)
Carrying Value of the Assets Pledged as Collateral [text block table]	Carrying value of the Group’s assets pledged as collateral for liabilities or contingent liabilities1 in € m. Dec 31, 2023 Dec 31, 2022 Financial assets at fair value through profit or loss 55,166 37,216 Financial assets at fair value through other comprehensive income 7,222 2,375 Loans 54,148 73,305 Other 9,610 5,306 Total 126,146 118,202 1 Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.
Total assets pledged to creditors [text block table]	Total assets pledged to creditors available for sale or repledge1 in € m. Dec 31, 2023 Dec 31, 2022 Financial assets at fair value through profit or loss 57,143 40,997 Financial assets at fair value through other comprehensive income 7,073 1,408 Loans 5,428 2,716 Other 7,815 593 Total 77,459 45,715 1 Includes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.
Collateral Received [text block table]	Fair Value of collateral received in € m. Dec 31, 2023 Dec 31, 2022 Securities and other financial assets accepted as collateral 379,573 309,107 Of which: Collateral sold or repledged 324,757 254,856

Property and Equipment (Tables)

Property and Equipment (Tables)	12 Months Ended
	Dec. 31, 2023
Property and Equipment [Abstract]
Property and Equipment [text block table]

Leases (Tables)

Leases (Tables)	12 Months Ended
	Dec. 31, 2023
Leases [Abstract]
Future cash outflows to which the Group is potentially exposed that are not reflected in the measurement of lease liabilities [Text Block Table]	Future cash outflows to which the Group is potentially exposed that are not reflected in the measurement of lease liabilities in € m. Dec 31, 2023 Dec 31, 2022 Future cash outflows not reflected in lease liabilities: Not later than one year 14 14 Later than one year and not later than five years 590 613 Later than five years 4,318 5,226 Future cash outflows not reflected in lease liabilities 4,922 5,852

Goodwill and Other Intangible_2

Goodwill and Other Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2023
Goodwill and Other Intangible Assets [Abstract]
Goodwill allocated to cash generating units [text block table]	Goodwill allocated to cash-generating units in € m. Investment Bank Corporate Bank AssetManage-ment Private Bank Total Balance as of January 1, 2022 0 0 2,806 0 2,806 Goodwill acquired during the year 0 0 0 0 0 Purchase accounting adjustments 0 0 0 0 0 Transfers 0 0 0 0 0 Reclassification from (to) “held for sale” 0 0 0 0 0 Goodwill related to dispositions without being classified as “held for sale” 0 0 0 0 0 Impairment losses1 0 0 0 0 0 Exchange rate changes/other 0 0 113 0 113 Balance as of December 31, 2022 0 0 2,919 0 2,919 Gross amount of goodwill 4,079 629 3,408 3,717 11,834 Accumulated impairment losses (4,079) (629) (489) (3,717) (8,915) Balance as of January 1, 2023 0 0 2,919 0 2,919 Goodwill acquired during the year 235 0 0 0 235 Purchase accounting adjustments 0 0 0 0 0 Transfers 0 0 0 0 0 Reclassification from (to) “held for sale” 0 0 (7) 0 (7) Goodwill related to dispositions without being classified as “held for sale” 0 0 0 0 0 Impairment losses1 (233) 0 0 0 (233) Exchange rate changes/other (2) 0 (63) 0 (65) Balance as of December 31, 2023 0 0 2,849 0 2,849 Gross amount of goodwill 4,175 615 3,336 3,723 11,848 Accumulated impairment losses (4,175) (615) (487) (3,723) (9,000) 1 Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement.
Change in certain key assumptions to cause the recoverable amount to equal the carrying amount [Text Block Table]	Change in certain key assumptions to cause the recoverable amount to equal the carrying amount Change in Key Assumptions Asset Management Discount rate (post tax) increase from 10.9 % to 12.0 % Change in projected future earnings in each period by (10.9) % Long term growth rate from 3.0 % to 0.9 %
Changes of Other Intangible Assets by Asset Class [text block table]	Changes of other intangible assets by asset classes for the years ended December 31, 2023 and December 31, 2022 Purchased intangible assets Internallygeneratedintangibleassets Total otherintangibleassets Unamortized Amortized Amortized in € m. Retailinvestmentmanagementagreements Other Totalunamortizedpurchasedintangibleassets Customer-relatedintangibleassets Contract-basedintangibleassets Softwareandother Totalamortizedpurchasedintangibleassets Software Cost of acquisition/manufacture: Balance as ofJanuary 1, 2022 1,017 440 1,457 1,398 70 789 2,257 9,018 12,732 Additions 0 0 0 0 0 45 45 1,145 1,191 Changes in the group ofconsolidated companies 0 0 0 0 0 (6) (6) (20) (26) Disposals 0 0 0 0 0 37 37 122 160 Reclassifications from(to) “held for sale” 0 0 0 0 0 0 0 (32) (32) Transfers 0 0 0 (9) 0 0 (9) 0 (9) Exchange rate changes 67 0 67 32 0 0 32 128 226 Balance as ofDecember 31, 2022 1,083 441 1,524 1,421 70 792 2,283 10,116 13,923 Additions 0 0 0 56 0 66 122 1,314 1,436 Changes in the group ofconsolidated companies 0 0 0 0 0 0 0 0 0 Disposals 0 0 0 0 0 0 0 71 72 Reclassifications from(to) “held for sale” 0 0 0 0 0 0 0 0 0 Transfers 0 0 0 0 0 (4) (4) 0 (4) Exchange rate changes (37) 0 (37) (21) 0 0 (21) (72) (130) Balance as ofDecember 31, 2023 1,046 440 1,486 1,456 70 854 2,380 11,288 15,154 Accumulated amortizationand impairment: Balance as ofJanuary 1, 2022 257 439 696 1,383 70 662 2,115 5,904 8,714 Amortization for the year 0 0 0 3 0 37 40 980 1,0201 Changes in the group ofconsolidated companies 0 0 0 0 0 (6) (6) (20) (26) Disposals 0 0 0 0 0 35 35 122 157 Reclassifications from(to) “held for sale” 0 0 0 0 0 0 0 (25) (25) Impairment losses 68 0 68 0 0 0 0 30 982 Reversals of impairmentlosses 0 0 0 3 0 0 3 0 33 Transfers 0 0 0 3 0 0 3 0 3 Exchange rate changes
Useful Lives of Other Amortized Intangible Assets by Asset Class [text block table]	Useful lives of other amortized intangible assets by asset class Useful livesin years Internally generated intangible assets: Software up to 10 Purchased intangible assets: Customer-related intangible assets up to 20 Other up to 20

Non-Current Assets and Dispos_2

Non-Current Assets and Disposal Groups Held for Sale (Tables)	12 Months Ended
	Dec. 31, 2023
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [text block table]

Other Assets and Other Liabil_2

Other Assets and Other Liabilities (Tables)	12 Months Ended
	Dec. 31, 2023
Other Assets and Other Liabilities [Abstract]
Components of Other Assets/Liabilities [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Brokerage and securities related receivables Cash/margin receivables 40,157 50,394 Receivables from prime brokerage 5 4 Pending securities transactions past settlement date 1,801 2,385 Receivables from unsettled regular way trades 30,603 18,467 Total brokerage and securities related receivables 72,566 71,250 Debt Securities held to collect 21,853 25,500 Accrued interest receivable 4,158 3,588 Assets held for sale 0 40 Assets related to insurance business 92 6 Other 16,028 17,740 Total other assets 114,698 118,124 in € m. Dec 31, 2023 Dec 31, 2022 Brokerage and securities related payables Cash/margin payables 49,516 62,824 Payables from prime brokerage 18 24 Pending securities transactions past settlement date 2,641 2,982 Payables from unsettled regular way trades 29,365 16,882 Total brokerage and securities related payables 81,539 82,711 Accrued interest payable 4,785 2,826 Liabilities held for sale 0 208 Lease liabilities 4,493 4,470 Liabilities related to insurance business 87 1 Other 22,114 23,433 Total other liabilities 113,018 113,648

Deposits (Tables)

Deposits (Tables)	12 Months Ended
	Dec. 31, 2023
Deposits [Abstract]
Components of Deposits [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Noninterest-bearing demand deposits 187,078 253,989 Interest-bearing deposits Demand deposits 162,444 131,726 Time deposits 188,468 158,851 Savings deposits 87,496 84,617 Total interest-bearing deposits 438,408 375,195 Total deposits 625,486 629,183

Provisions (Tables)

Provisions (Tables)	12 Months Ended
	Dec. 31, 2023
Provisions [Abstract]
Movements by Class of Provision [text block table]	Movements by Class of Provisions in € m. OperationalRisk CivilLitigation RegulatoryEnforcement Re-structuring Other Total1 Balance as of January 1, 2022 42 644 475 582 448 2,192 Changes in the group of consolidated companies 0 0 0 0 (0) (0) New provisions 14 285 290 3 653 1,246 Amounts used 3 136 216 201 582 1,138 Unused amounts reversed 8 166 0 137 110 421 Effects from exchange rate fluctuations/Unwind of discount (0) 1 23 0 1 26 Transfers 0 (1) (3) 1 (13) (16) Balance as of December 31, 2022 45 627 570 248 398 1,888 Changes in the group of consolidated companies (1) (2) (0) (2) 4 (1) New provisions 8 881 109 287 709 1,993 Amounts used 4 328 196 132 604 1,264 Unused amounts reversed 8 73 339 69 82 570 Effects from exchange rate fluctuations/Unwind of discount 0 18 (13) 0 1 6 Transfers (1) 1 (1) 0 (5) (6) Balance as of December 31, 2023 40 1,124 129 333 421 2,047 1 For the remaining portion of provisions as disclosed on the consolidated balance sheet, please see Note 19 “Allowance for Credit Losses”, in which allowances for credit related off-balance sheet positions are disclosed

Credit related Commitments an_2

Credit related Commitments and Contingent Liabilities (Tables)	12 Months Ended
	Dec. 31, 2023
Credit related Commitments and Contingent Liabilities [Abstract]
Irrevocable lending commitments and lending related contingent liabilities [text block table]	Irrevocable lending commitments and lending related contingent liabilities in € m. Dec 31, 2023 Dec 31, 2022 Irrevocable lending commitments 206,084 202,595 Revocable lending commitments 49,325 48,425 Contingent liabilities 65,131 67,214 Total 320,540 318,234

Other Short-Term Borrowings (Ta

Other Short-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2023
Other Short-Term Borrowings [Abstract]
Components of Other Short-Term Borrowings [text block table]	in € m. Dec 31, 2023 Dec 31, 2022 Other short-term borrowings: Commercial paper 5,497 1,899 Other 4,123 3,223 Total other short-term borrowings 9,620 5,122

Long-Term Debt and Trust Pref_2

Long-Term Debt and Trust Preferred Securities (Table)	12 Months Ended
	Dec. 31, 2023
Long-Term Debt and Trust Preferred Securities [Abstract]
Long-Term Debt by Contractual Maturity [text block table]	Long-Term Debt by Earliest Contractual Maturity in € m. Due in2024 Due in2025 Due in2026 Due in2027 Due in2028 Due after2028 TotalDec 31,2023 TotalDec 31,2022 Senior debt: Bonds and notes: Fixed rate 14,803 12,237 12,380 10,779 8,736 13,720 72,656 63,986 Floating rate 319 2,427 2,441 895 616 2,329 9,028 14,571 Other 15,704 568 564 350 680 8,529 26,394 41,588 Subordinated debt: Bonds and notes: Fixed rate 53 2,703 1,978 2,378 0 4,051 11,163 9,644 Floating rate 0 0 0 0 0 0 0 1,491 Other 64 0 42 20 0 22 149 245 Total long-term debt 30,942 17,936 17,406 14,422 10,032 28,652 119,390 131,525
Fixed and Floating Rate Trust Preferred Securities [text block table]	Trust Preferred Securities1 in € m. Dec 31, 2023 Dec 31, 2022 Fixed rate 0 0 Floating rate 289 500 Total trust preferred securities 289 500 1 Perpetual instruments, redeemable at specific future dates at the Group’s option.

Maturity Analysis of the earlie

Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities (Tables)	12 Months Ended
	Dec. 31, 2023
Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [Abstract]
Maturity Analysis of Financial Liabilities (IFRS) [text block table]	Dec 31, 2023 in € m. On demand Due within3 months Due between3 and 12months Due between1 and 5 years Due after5 years Noninterest bearing deposits 187,078 0 0 0 0 Interest bearing deposits 162,650 150,427 107,907 13,432 10,627 Trading liabilities1 44,005 0 0 0 0 Negative market values from derivative financialinstruments1 238,278 0 0 0 0 Financial liabilities designated at fair valuethrough profit or loss 26,521 41,868 4,862 7,438 5,064 Investment contract liabilities2 0 0 484 0 0 Negative market values from derivative financialinstruments qualifying for hedge accounting3 0 132 24 18 60 Central bank funds purchased 1,057 1 0 0 0 Securities sold under repurchase agreements 373 659 317 790 48 Securities loaned 3 0 0 0 0 Other short-term borrowings 1,566 5,338 2,910 0 0 Long-term debt 26 17,475 18,342 69,773 30,692 Trust preferred securities 0 0 307 0 0 Lease liabilities 16 230 589 1,816 3,331 Other financial liabilities 90,041 1,342 1,954 509 62 Off-balance sheet loan commitments 197,337 0 0 0 0 Financial guarantees 29,113 0 0 0 0 Total4 978,064 217,470 137,696 93,775 49,883 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote. Dec 31, 2022 in € m. On demand Due within3 months Due between3 and 12months Due between1 and 5 years Due after5 years Noninterest bearing deposits 253,989 0 0 0 0 Interest bearing deposits 131,941 132,641 92,816 16,414 9,735 Trading liabilities1 50,664 0 0 0 0 Negative market values from derivative financialinstruments1 282,418 0 0 0 0 Financial liabilities designated at fair valuethrough profit or loss 24,942 19,335 4,696 4,082 3,478 Investment contract liabilities2 0 0 469 0 0 Negative market values from derivative financialinstruments qualifying for hedge accounting3 0 325 186 61 149 Central bank funds purchased 0 0 0 0 0 Securities sold under repurchase agreements 3,603 398 21 41 15 Securities loaned 12 1 0 0 0 Other short-term borrowings 3,003 2,149 142 0 0 Long-term debt 1 34,050 17,377 71,882 22,529 Trust preferred securities 0 0 514 0 0 Lease liabilities 36 144 453 1,613 3,214 Other financial liabilities 90,334 1,655 2,023 453 15 Off-balance sheet loan commitments 192,286 0 0 0 0 Financial guarantees 28,083 0 0 0 0 Total4 1,061,314 190,698 118,696 94,546 39,135 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balan

Common Shares (Tables)

Common Shares (Tables)	12 Months Ended
	Dec. 31, 2023
Common Shares [Abstract]
Common Shares [text block table]	Number of shares Issued andfully paid Treasury shares Outstanding Common shares, January 1, 2022 2,066,773,131 (678,948) 2,066,094,183 Shares issued under share-based compensation plans 0 0 0 Capital increase 0 0 0 Common shares cancelled 0 0 0 Shares purchased for treasury 0 (55,830,172) (55,830,172) Shares sold or distributed from treasury 0 27,577,502 27,577,502 Common shares, December 31, 2022 2,066,773,131 (28,931,618) 2,037,841,513 Shares issued under share-based compensation plans 0 0 0 Capital increase 0 0 0 Common shares cancelled (26,530,172) 26,530,172 0 Shares purchased for treasury 0 (81,868,366) (81,868,366) Shares sold or distributed from treasury 0 36,074,703 36,074,703 Common shares, December 31, 2023 2,040,242,959 (48,195,109) 1,992,047,850
Dividends [text block table]	2023(proposed) 2022 2021 Cash dividends declared (in € ) 896,421,532 609,934,751 406,386,212 Cash dividends declared per common share (in €) 0.45 0.30 0.20

Employee Benefits (Tables)

Employee Benefits (Tables)	12 Months Ended
	Dec. 31, 2023
Employee Benefits [Abstract]
Basic Terms of Share Plans [text block table]	The following table sets forth the basic terms of these share plans: Grant year(s) Deutsche Bank Equity Plan Vesting schedule Eligibility 2022 - 20234 Annual Award 1/4: 12 months1 Select employees as 1/4: 24 months1 annual performance-based 1/4: 36 months1 compensation 1/4: 48 months1 (CB/IB/CRU and InstVV MRTs) Annual Award 1/3: 12 months1 Select employees as 1/3: 24 months1 annual performance-based 1/3: 36 months1 compensation (non-CB/IB/CRU) Annual Award 1/5: 12 months1 Select employees as 1/5: 24 months1 annual performance-based 1/5: 36 months1 compensation (Senior Management) 1/5: 48 months1 1/5: 60 months1 Retention/New Hire Individual specification Select employees to attract andretain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments Annual Award – Upfront Vesting immediately at grant3 Selected employees 2019 - 20214 Annual Award 1/4: 12 months1 Select employees as 1/4: 24 months1 annual performance-based 1/4: 36 months1 compensation 1/4: 48 months1 (CB/IB/CRU and InstVV MRTs in an Material Business Unit)2 Annual Award 1/3: 12 months1 Select employees as 1/3: 24 months1 annual performance-based 1/3: 36 months1 compensation (non-CB/IB/CRU)2 Annual Award 1/5: 12 months1 Select employees as 1/5: 24 months1 annual performance-based 1/5: 36 months1 compensation (Senior Management) 1/5: 48 months1 1/5: 60 months1 Retention/New Hire/Off-Cycle 5 Individual specification Select employees to attract andretain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments Annual Award – Upfront Vesting immediately at grant3 Regulated employees 2017 - 20184 Annual Award 1/4: 12 months1 Select employees as 1/4: 24 months1 annual performance-based 1/4: 36 months1 compensation 1/4: 48 months1 Or cliff vesting after 54 months1 Members of Senior Leadership Cadre Severance Individual specification Regulatory requirement for certain employees to defer severance payments Retention/New Hire/Off-Cycle Individual specification Select employees to attract and retain the best talent 1 For InstVV-regulated employees (and Senior Management) a further retention period of twelve months applies (six months for awards granted from 2017-2018) 2 For grant year 2019 divisions were called CIB, for grant years 2020 and 2021 CIB is split into CB/IB/CRU 3 Share delivery takes place after a further retention period of twelve months 4 Annual and Retention/New Hire awards include grants made under the Restricted Share Plan from 2018-2023 5 Off-Cycle awards granted up to 2020.
Movements in share award units [text block table]	Share units (in thousands) 2023 2022 Balance outstanding as of January 01 127,528 121,818 Granted 50,930 45,114 Released (44,963) (34,121) Forfeited (4,565) (4,872) Other movements (302) (411) Balance outstanding as of December 31 128,627 127,528
Awards Granted Released and Remaining [text block table]	The following table sets out key information regarding awards granted, released and remaining in the year. 2023 2022 Weighted average fair value per award granted in year Weighted average share price at release in year Weighted average remaining contractual life in years Weighted average fair value per award granted in the year Weighted average share price at release in year Weighted average remaining contractual life in years DB Equity Plan € 9.85 € 11.51 1.5 € 9.53 € 10.04 1.5
DWS Basic Terms of Share Plans [text block table]	The following table sets forth the basic terms of the DWS share-based plans: Grant year(s) Award Type Vesting schedule Eligibility 2021 - 2023 Annual Awards 1/4: 12 months 1 Select employees as annual 1/4: 24 months 1 performance-based 1/4: 36 months 1 compensation (InstVV MRTs) 1/4: 48 months 1 Annual Awards 1/3: 12 months 1 Select employees as annual 1/3: 24 months 1 performance-based 1/3: 36 months 1 compensation (non-InstVV MRTs) Annual Awards (Senior Management) 1/5: 12 months 1 Members of the Executive Board 1/5: 24 months 1 1/5: 36 months 1 1/5: 48 months 1 1/5: 60 months 1 Annual Award - Upfront Vesting immediately at grant 1 Regulated employees Retention/New Hire/Off-Cycle 4 Individual specification Select employees to attract and retain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments 2019 - 2020 Annual Awards 1/3: 12 months 1 Select employees as annual performance-based 1/3: 24 months 1 compensation 1/3: 36 months 1 Annual Awards (Senior Management) 1/5: 12 months 1 Members of the Executive Board 1/5: 24 months 1 1/5: 36 months 1 1/5: 48 months 1 1/5: 60 months 1 Annual Award - Upfront Vesting immediately at grant 1 Regulated employees Retention/New Hire/Off-Cycle 4 Individual specification Select employees to attract and retain the best talent Severance Individual specification Regulatory requirement for certain employees to defer severance payments Performance Share Unit Award 1/3: March 2022 1 Members of the Executive Board (one-off IPO related award granted in 2019) 1/3: March 2023 1 1/3: March 2024 1 2018 Performance Share Unit Award 1/3: March 2022 1 Select Senior Managers (one-off IPO related award ) 1/3: March 2023 1 1/3: March 2024 1 SAR Award (one-off IPO related award) For non-MRTs:1 June 2021 3 all DWS employees 2 For MRTs:1 March 2023 1,3 1 Depending on their individual regulatory status, a six month retention period (AIFMD/UCITS MRTs) or a twelve month retention period (InstVV, or IFD MRTs starting from 2023) applies after vesting 2 Unless the employee received Performance Share Unit Award 3 For outstanding awards, a 4-year exercise period applies following vesting/retention period 4 Off-Cycle awards to non-InstVV regulated employees only
DWS Share Awards [text block table]	The following table sets out the movements in share award units. DWS Equity Plan DWS SAR Plan 2023 2022 2023 2022 Share units (in thousands) Number of Awards Number of Awards Number of Awards Weighted-average exercise price Number of Awards Weighted-average exercise price Outstanding at beginning of year 2,329 2,415 887 € 24.65 948 € 24.65 Granted 1,213 1,005 0 - 0 - Issued or Exercised (1,101) (1,042) (122) € 24.65 (40) € 24.65 Forfeited (86) (55) (10) € 24.65 (4) € 24.65 Expired 0 0 (18) € 24.65 (16) € 24.65 Other Movements 22 6 (1) € 24.65 (1) € 24.65 Outstanding at end of year 2,377 2,329 735 € 24.65 887 € 24.65 Of which, exercisable 0 0 695 € 24.65 678 € 24.65
DWS Awards Granted Released and Remaining [text block table]	The following table sets out key information regarding awards granted, released and remaining in the year. 2023 2022 Weighted average fair value per award granted in year Weighted average share price at release/ exercise in year Weighted average remaining contractual life in years Weighted average fair value per award granted in the year Weighted average share price at release/ exercise in year Weighted average remaining contractual life in years DWS Equity Plan € 25.40 € 31.33 1.4 € 27.67 € 29.24 1.3 DWS SAR Plan n/a € 31.64 1.9 n/a € 31.89 3.0
DWS Share based Plans [text block table]	Measurement dateDec 31, 2023 Measurement dateDec 31, 2022 Units (in thousands) 735 887 Fair value € 10.81 € 7.65 Share price € 34.80 € 30.36 Exercise price € 24.65 € 24.65 Expected volatility (weighted-average) 32% 32% Expected life (weighted-average) in years 1.9 3.0 Expected dividends (% of income) 88% 66%
Breakdown of Benefit Obligation [text block table]	Dec 31, 2023 in € m. Germany U.K. U.S. Other Total Defined benefit obligation related to Active plan participants 3,301 300 215 661 4,477 Participants in deferred status 1,926 1,450 509 87 3,972 Participants in payment status 5,277 1,276 448 231 7,232 Total defined benefit obligation 10,504 3,026 1,172 979 15,681 Fair value of plan assets 10,532 3,912 1,003 1,071 16,518 Funding ratio (in %) 100 % 129 % 86 %1 109 % 105 % 1 US Total defined benefit obligation is inclusive of the unfunded US Medicare Plan (€ 119 million) in addition to defined benefit pension plans. The US defined benefit pension funding ratio excluding Medicare is 95 % Dec 31, 2022 in € m. Germany U.K. U.S. Other Total Defined benefit obligation related to Active plan participants 3,193 287 218 593 4,291 Participants in deferred status 1,827 1,375 523 83 3,808 Participants in payment status 5,017 1,214 461 207 6,899 Total defined benefit obligation 10,037 2,876 1,202 883 14,998 Fair value of plan assets 10,351 3,768 996 962 16,077 Funding ratio (in %) 103 % 131 % 83 %1 109 % 107 % 1 US Total defined benefit obligation is inclusive of the unfunded US Medicare Plan (€ 120 million) in addition to defined benefit pension plans. The US defined benefit pension funding ratio excluding Medicare is 92 %
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [text block table]	in € m. Germany U.K. U.S. Other Total Actual benefit payments 2023 498 109 89 50 746 Benefits expected to be paid 2024 543 154 81 76 854 Benefits expected to be paid 2025 551 138 83 71 843 Benefits expected to be paid 2026 568 146 88 68 870 Benefits expected to be paid 2027 586 160 87 70 903 Benefits expected to be paid 2028 603 171 92 71 937 Benefits expected to be paid 2029 – 2033 3,252 925 447 350 4,974 Weighted average duration of defined benefitobligation (in years) 11 15 9 10 12
Actuarial Assumptions [text block table]	Dec 31, 2023 Dec 31, 2022 Germany U.K. U.S.1 Other Germany U.K. U.S.1 Other Discount rate (in %) 3.33 % 4.50 % 5.01 % 3.33 % 3.80 % 4.77 % 5.34 % 3.99 % Rate of price inflation (in %) 2.30 % 3.42 % 2.20 % 1.84 % 2.62 % 3.71 % 2.20 % 2.16 % Rate of nominal increase infuture compensation levels (in %) 2.48 % 3.42 % 2.30 % 2.83 % 2.81 % 3.71 % 2.30 % 3.14 % Rate of nominal increase forpensions in payment (in %) 2.77 % 3.15 % 2.20 % 0.69 % 2.97 % 3.32 % 2.20 % 0.85 % Assumed life expectancyat age 65 For a male aged 65at measurement date 21.4 23.2 22.0 22.0 21.3 23.6 22.0 22.0 For a female aged 65at measurement date 23.6 25.0 23.5 24.1 23.6 25.4 23.4 24.1 For a male aged 45at measurement date 22.7 24.4 23.4 23.5 22.6 24.9 23.3 23.5 For a female aged 45at measurement date 24.7 26.3 24.8 25.6 24.7 26.7 24.8 25.5 Mortality tables applied ModifiedRichttafelnHeubeck2018G SAPS (S3)Light/Very Lightwith CMI2022projections PRI-2012withMP-2021projection Countryspecifictables ModifiedRichttafelnHeubeck2018G SAPS (S3)Light\Very Lightwith CMI2021projections PRI-2012withMP-2021projection Countryspecifictables 1 Cash balance interest crediting rate in line with the 30-year US government bond yield
Reconciliation in Movement of Liabilities and Assets - Impact on Balance Sheet [text block table]	Reconciliation in Movement of Liabilities and Assets – Impact on Financial Statements 2023 in € m. Germany U.K. U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 10,037 2,876 1,202 884 14,999 Defined benefit cost recognized in Profit & Loss Current service cost 115 9 7 33 164 Interest cost 373 137 61 35 606 Past service cost and gain or loss arising from settlements 8 2 0 (1) 9 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 387 55 39 36 517 Actuarial gain or loss arising from changes in demographic assumptions 36 (59) 0 (1) (24) Actuarial gain or loss arising from experience 45 55 (7) 9 102 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Benefits paid (498) (109) (89) (50) (746) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 60 (41) 18 37 Other 0 0 0 0 0 Balance, end of year 10,504 3,026 1,172 979 15,681 thereof: Unfunded 0 9 138 72 219 Funded 10,504 3,017 1,034 907 15,462 Change in fair value of plan assets: Balance, beginning of year 10,351 3,768 996 962 16,077 Defined benefit cost recognized in Profit & Loss Interest income 387 180 50 37 654 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income 247 (5) 28 28 298 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Contributions by the employer 1 44 0 40 41 125 Benefits paid 2 (498) (108) (74) (41) (721) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 83 (35) 29 77 Other 0 0 0 0 0 Plan administration costs 0 (6) (2) (1) (9) Balance, end of year 10,532 3,912 1,003 1,071 16,518 Funded status, end of year 28 886 (169) 92 837 Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 (107) (107) Interest cost 0 0 0 (2) (2) Changes in irrecoverable surplus 0 0 0 13 13 Exchange rate changes 0 0 0 (6) (6) Balance, end of year 0 0 0 (102) (102) Net asset (liability) recognized 28 886 (169) (10) 735 3 Fair value of reimbursement rights 0 0 0 3 3 1 2 3 2022 in € m. Germany U.K. U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 13,097 4,929 1,351 1,027 20,404 Defined benefit cost recognized in Profit & Loss Current service cost 164 18 10 38 230 Interest cost 142 88 39 20 289 Past service cost and gain or loss arising from settlements 17 2 0 0 19 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial (3,055) (1,966) (196) (183) (5,400) Actuarial gain or loss arising from changes in demographic 80 29 (5) 0 104 Actuarial gain or loss arising from experience 79 97 3 25 204 Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Benefits paid 1 (485) (131) (92) (67) (775) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures (2) 0 0 (2) (4) Exchange rate changes 0 (190) 92 9 (89) Other (0) 0 0 0 0 Balance, end of year 10,037 2,876 1,202 884 14,999 thereof: Unfunded 0 10 143 75 228 Funded 10,037 2,866 1,059 809 14,771 Change in fair value of plan assets: Balance, beginning of year 12,642 6,019 1,148 1,079 20,888 Defined benefit cost recognized in Profit & Loss Interest income 139 108 33 19 299 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income (1,594) (1,982) (184) (130) (3,890) Cash flow and other changes Contributions by plan participants 1 0 0 16 17 Contributions by the employer 1 (353) 0 0 28 (325) Benefits paid 2 (485) (130) (77) (60) (752) Payments in respect to settlements 0 0 0 0 0 Acquisitions/Divestitures 1 0 0 (1) 0 Exchange rate changes 0 (243) 79 11 (153) Other 0 0 0 0 0 Plan administration costs 0 (4) (3) 0 (7) Balance, end of year 10,351 3,768 996 962 16,077 Funded status, end of year 314 892 (206) 78 1,078 Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 (90) (90) Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 (12) (12) Exchange rate changes 0 0 0 (5) (5) Balance, end of year 0 0 0 (107) (107) Net asset (liability) recognized 314 892 (206) (29) 971 3 Fair value of reimbursement rights 0 0 0 3 3 1 2 3
Plan Asset Allocation [text block table]	Dec 31, 2023 Dec 31, 2022 in € m. Germany U.K. U.S. Other Total Germany U.K. U.S. Other Total Cash and cash equivalents 179 92 53 71 395 34 551 56 69 710 Equity instruments1 1,213 0 109 215 1,537 1,046 174 108 186 1,514 Investment-grade bonds2 Government 1,882 919 366 189 3,356 1,860 537 346 169 2,912 Non-government bonds 4,081 915 369 347 5,712 3,898 1,302 385 315 5,900 Non-investment-grade bonds Government 103 1 1 4 109 89 1 2 3 95 Non-government bonds 325 73 16 21 435 282 168 13 17 480 Securitized and other Debt Investments 47 99 78 10 234 45 47 81 7 180 Insurance 0 1,807 0 15 1,822 0 1,193 0 9 1,202 Alternatives Real estate 727 0 0 97 824 690 0 0 105 795 Commodities 39 0 0 4 43 41 0 0 5 46 Private equity 0 0 0 3 3 0 0 0 2 2 Other3 1,022 0 0 60 1,082 1,008 0 0 51 1,059 Derivatives (Market Value) Interest rate 909 171 (3) 17 1,094 1,294 229 13 7 1,543 Credit (18) (1) 16 0 (3) 6 (112) 7 0 (99) Inflation 0 (5) 0 13 8 0 (14) 0 13 (1) Foreign exchange 21 0 0 5 26 55 (5) 0 4 54 Other 2 (159) (2) 0 (159) 3 (303) (15) 0 (315) Total fair value of plan assets 10,532 3,912 1,003 1,071 16,518 10,351 3,768 996 962 16,077 1 Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index 2 Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A 3 This position contains commingled funds which could not be segregated into the other asset categories
Plan Asset Allocation Level 1 [text block table]	Dec 31, 2023 Dec 31, 2022 in € m. Germany U.K. U.S. Other Total Germany U.K. U.S. Other Total Cash and cash equivalents 29 92 50 19 190 (154) 551 55 24 476 Equity instruments1 933 0 109 39 1,081 772 173 108 38 1,091 Investment-grade bonds2 Government 601 919 360 41 1,921 691 537 340 49 1,617 Non-government bonds 0 0 0 0 0 0 0 0 0 0 Non-investment-grade bonds Government 1 1 0 0 2 0 1 0 0 1 Non-government bonds 0 0 0 0 0 0 0 0 0 0 Securitized and other Debt Investments 0 98 0 0 98 0 45 0 0 45 Insurance 0 0 0 0 0 0 0 0 0 0 Alternatives Real estate 0 0 0 0 0 0 0 0 0 0 Commodities 0 0 0 0 0 0 0 0 0 0 Private equity 0 0 0 0 0 0 0 0 0 0 Other 0 0 0 0 0 0 0 0 0 0 Derivatives (Market Value) Interest rate 0 0 (16) 0 (16) 0 0 (7) 0 (7) Credit 0 0 0 0 0 0 0 0 0 0 Inflation 0 0 0 0 0 0 0 0 0 0 Foreign exchange 0 0 0 0 0 0 0 0 0 0 Other 2 0 0 0 2 3 0 0 0 3 Total fair value of quotedplan assets 1,566 1,110 503 99 3,278 1,312 1,307 496 111 3,226 1 Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index 2 Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A
Regional Asset Break Down [text block table]	Dec 31, 2023 in € m. Germany UnitedKingdom UnitedStates OtherEurozone Otherdevelopedcountries Emergingmarkets Total Cash and cash equivalents (20) 98 67 195 29 26 395 Equity instruments 21 52 921 325 179 40 1,538 Government bonds(investment-grade and above) 420 919 419 910 191 497 3,356 Government bonds(non-investment-grade) 0 1 0 2 0 106 109 Non-government bonds(investment-grade and above) 503 693 1,909 2,099 449 60 5,713 Non-government bonds(non-investment-grade) 5 67 29 330 3 1 435 Securitized and other Debt Investments 32 98 77 14 10 1 232 Subtotal 961 1,928 3,422 3,875 861 731 11,778 Share (in %) 8% 16% 29% 33% 7% 6% 100% Other asset categories 4,740 Fair value of plan assets 16,518 Dec 31, 2022 in € m. Germany UnitedKingdom UnitedStates OtherEurozone Otherdevelopedcountries Emergingmarkets Total Cash and cash equivalents 4 387 126 132 31 30 710 Equity instruments 29 43 881 327 172 62 1,514 Government bonds(investment-grade and above) 372 544 402 1,044 106 444 2,912 Government bonds(non-investment-grade) 0 1 0 0 2 92 95 Non-government bonds(investment-grade and above) 347 1,068 1,810 2,100 500 75 5,900 Non-government bonds(non-investment-grade) 16 104 23 327 7 3 480 Securitized and other Debt Investments 32 35 81 21 9 2 180 Subtotal 800 2,182 3,323 3,951 827 708 11,791 Share (in %) 7% 19% 28% 34% 7% 6% 100% Other asset categories 4,286 Fair value of plan assets 16,077
Sensitivity Analysis on Funded Status [text block table]	Dec 31, 2023 Dec 31, 2022 in € m. Germany U.K. U.S. Other Germany U.K. U.S. Other Interest rate (–50 bp): (Increase) in DBO (575) (230) (25) (40) (570) (225) (25) (35) Expected increase in plan assets1 355 150 20 15 290 170 25 10 Expected net impact on funded status (de-) increase (220) (80) (5) (25) (280) (55) 0 (25) Interest rate (+50 bp): Decrease in DBO 545 215 25 40 540 210 25 35 Expected (decrease) in plan assets1 (355) (150) (20) (15) (290) (170) (25) (10) Expected net impact on funded status (de-) increase 190 65 5 25 250 40 0 25 Credit spread (–50 bp): (Increase) in DBO (575) (230) (50) (45) (570) (225) (55) (40) Expected increase in plan assets1 320 65 15 10 210 65 15 5 Expected net impact on funded status (de-) increase (255) (165) (35) (35) (360) (160) (40) (35) Credit spread (+50 bp): Decrease in DBO 545 215 50 45 540 210 50 40 Expected (decrease) in plan assets1 (320) (65) (15) (10) (210) (65) (15) (5) Expected net impact on funded status (de-) increase 225 150 35 35 330 145 35 35 Rate of price inflation (–50 bp):2 Decrease in DBO 300 150 10 10 305 140 10 10 Expected (decrease) in plan assets1 (275) (95) 0 (5) (285) (115) 0 (5) Expected net impact on funded status (de-) increase 25 55 10 5 20 25 10 5 Rate of price inflation (+50 bp):2 (Increase) in DBO (310) (160) (5) (10) (325) (145) (5) (10) Expected increase in plan assets1 275 95 0 5 285 115 0 5 Expected net impact on funded status (de-) increase (35) (65) (5) (5) (40) (30) (5) (5)
Expected Cash Flows [text block table]	2024 in € m. Total Expected contributions to Defined benefit plan assets 185 BVV 55 Other defined contribution plans 265 Expected benefit payments for unfunded defined benefit plans 25 Expected total cash flow related to post-employment benefits 530
Expenses for Defined Benefit Plans (Impact on Expense) [text block table]	in € m. 2023 2022 2021 Expenses for defined benefit plans: Service cost1 164 229 234 Net interest cost (income) (45) (10) 0 Total expenses defined benefit plans 119 219 234 Expenses for defined contribution plans: BVV 55 57 58 Other defined contribution plans 265 258 244 Total expenses for defined contribution plans 320 315 302 Total expenses for post-employment benefit plans 439 534 536 Employer contributions to state-mandated pension plans Pensions related payments social security in Germany 218 214 221 Contributions to pension fund for Postbank´s postal civil servants 57 58 66 Further pension related state-mandated benefit plans 248 216 217 Total employer contributions to state-mandated benefit plans 523 488 504 Expenses for share-based payments: Expenses for share-based payments, equity settled2 436 405 455 Expenses for share-based payments, cash settled2 43 29 35 Expenses for cash retention plans2 448 418 398 Expenses for severance payments3 293 82 184 1 Severance related items under Service Costs are reclassified to Expenses for Severance payments 2 Including expenses for new hire awards and the acceleration of expenses not yet amortized due to the discontinuation of employment including those amounts which are recognized as part of the Group’s restructuring expenses 3 Excluding the acceleration of expenses for deferred compensation awards not yet amortized. Severance related items under Service Costs were reclassified to Expense for Severance payments

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2023
Income Taxes [Abstract]
Components of Income Tax Expense (Benefit) [text block table]	Income tax expense/(benefit) in € m. 2023 2022 2021 Current tax expense (benefit): Tax expense (benefit) for current year 1,284 919 847 Adjustments for prior years 56 (132) 14 Total current tax expense (benefit) 1,340 787 861 Deferred tax expense (benefit): Origination and reversal of temporary differences, unused tax losses and tax credits 1,158 381 108 Effect of changes in tax law and/or tax rate 7 (19) (26) Adjustments for prior years (1,002) (1,256) (20) Total deferred tax expense (benefit) 163 (894) 62 Total income tax expense (benefit) 1,503 (107) 923
Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense) [text block table]	Difference between applying German statutory (domestic) income tax rate and actual income tax expense/(benefit) in € m. 2023 2022 2021 Expected tax expense (benefit) at domestic income tax rate of 31.3% (31.3% for 2022 and 31.3% for 2021) 2,490 1,705 1,101 Foreign rate differential (85) (115) (89) Tax-exempt gains on securities and other income (319) (217) (183) Loss (income) on equity method investments 0 (12) (11) Nondeductible expenses 392 429 287 Impairments of goodwill 55 (0) 1 Changes in recognition and measurement of deferred tax assets1 (1,238) (1,891) (227) Effect of changes in tax law and/or tax rate 7 (19) (26) Effect related to share-based payments 0 (5) 1 Other1 201 18 69 Actual income tax expense (benefit) 1,503 (107) 923 1 Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items “Changes in recognition and measurement of deferred tax assets” and “Other”.
Income Tax Charged or Credited to Equity [text block table]	Income taxes credited or charged to equity (other comprehensive income/additional paid in capital) in € m. 2023 2022 2021 Actuarial gains (losses) related to defined benefit plans 137 (642) (207) Net fair value gains (losses) attributable to credit risk related to financialliabilities designated as at fair value through profit or loss 18 (25) 5 Financial assets mandatory at fair value through other comprehensive income: Unrealized net gains (losses) arising during the period 59 312 111 Realized net gains (losses) arising during the period (reclassified to profit or loss) 1 (61) 68 Derivatives hedging variability of cash flows: Unrealized net gains (losses) arising during the period (132) 229 (2) Net gains (losses) reclassified to profit or loss (110) (18) 15 Other equity movement: Unrealized net gains (losses) arising during the period 151 192 88 Net gains (losses) reclassified to profit or loss 0 0 6 Income taxes credited (charged) to other comprehensive income 124 (13) 84 Other income taxes credited (charged) to equity 50 25 45
Major Components of Gross Deferred Income Tax Assets and Liabilities [text block table]	Major components of the Group’s gross deferred tax assets and liabilities in € m. Dec 31, 2023 Dec 31, 2022 Deferred tax assets: Unused tax losses 4,747 3,946 Unused tax credits 23 2 Deductible temporary differences: Trading activities, including derivatives 2,927 5,819 Employee benefits, including equity settled share based payments 1,828 1,653 Accrued interest expense 999 1,367 Loans and borrowings, including allowance for loans 949 791 Leases 855 865 Intangible Assets 80 43 Fair value OCI (IFRS 9) 332 387 Other assets 485 630 Other provisions 88 81 Other liabilities 6 1 Total deferred tax assets pre offsetting 13,319 15,585 Deferred tax liabilities: Taxable temporary differences: Trading activities, including derivatives 3,970 6,164 Employee benefits, including equity settled share based payments 291 245 Loans and borrowings, including allowance for loans 617 549 Leases 758 780 Intangible Assets 717 594 Fair value OCI (IFRS 9) 43 70 Other assets 272 371 Other provisions 89 85 Other liabilities 40 40 Total deferred tax liabilities pre offsetting 6,797 8,898
After Offsetting, Deferred Tax Assets and Liabilities [text block table]	Deferred tax assets and liabilities, after offsetting in € m. Dec 31, 2023 Dec 31, 2022 Presented as deferred tax assets 7,039 7,225 Presented as deferred tax liabilities 517 538 Net deferred tax assets 6,522 6,687
Items where no Deferred Tax Assets were recognized [text block table]	Items for which no deferred tax assets were recognized in € m. Dec 31, 2023¹ Dec 31, 2022¹ Deductible temporary differences (36) (773) Not expiring (5,119) (9,462) Expiring in subsequent period (28) (0) Expiring after subsequent period (55) (471) Unused tax losses (5,202) (9,933) Expiring after subsequent period 0 (0) Unused tax credits (1) (1) 1 Amounts in the table refer to deductible temporary differences, unused tax losses and tax credits for federal income tax purposes.

Derivatives (Tables)

Derivatives (Tables)	12 Months Ended
	Dec. 31, 2023
Derivatives [Abstract]
Hedging Derivates [text block table]	Dec 31, 2023 Dec 31, 2022 in € m. Notional Notional Fair value hedge CHF LIBOR 0 0 GBP LIBOR 0 0 JPY LIBOR 0 0 USD LIBOR 0 12,281
Value of Derivatives held as Fair Value Hedges [text block table]	Derivatives held as fair value hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominalamount Fair Valuechanges usedfor hedgeeffectiveness Assets Liabilities Nominalamount Fair Valuechanges usedfor hedgeeffectiveness Derivatives held as fair value hedges 2,246 6,386 99,106 1,917 2,401 7,668 95,386 (6,300) 2023 2022 in € m. Hedgeineffectiveness Hedgeineffectiveness Result of fair value hedges 140 (279)
Fair Value Hedges [text block table]	Financial instruments designated as fair value hedges Dec 31, 2023 2023 Carrying amount of Financialinstruments designated as fairvalue hedges Accumulated amount offair value hedgeadjustments - Total Accumulated amount offair value hedgeadjustments - Terminatedhedge relationships Fair Valuechanges usedfor hedgeeffectiveness in € m. Assets Liabilities Assets Liabilities Assets Liabilities Financial assets at fair value throughother comprehensive income 13,468 0 (1,277) 0 49 0 486 Bonds at amortized cost 361 0 (12) 0 (23) 0 25 Long-term debt 0 71,769 0 (3,936) 0 (184) (2,274) Deposits 0 289 0 (93) 0 0 (14) Loans at amortized cost 0 0 (1) 0 0 0 0 Dec 31, 2022 2022 Carrying amount of Financialinstruments designated as fairvalue hedges Accumulated amount offair value hedgeadjustments - Total Accumulated amount offair value hedgeadjustments - Terminatedhedge relationships Fair Valuechanges usedfor hedgeeffectiveness in € m. Assets Liabilities Assets Liabilities Assets Liabilities Financial assets at fair value throughother comprehensive income 13,459 0 (2,118) 0 (2) 0 (2,390) Bonds at amortized cost 336 0 (37) 0 0 0 (37) Long-term debt 0 68,596 0 (6,606) 0 (164) 8,444 Deposits 0 0 0 0 0 0 0 Loans at amortized cost 0 0 0 0 0 0 0
Value of Derivatives held as Cash Flow Hedges [text block table]	Derivatives held as cash flow hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominalamount Fair Valuechanges usedfor hedgeeffectiveness Assets Liabilities Nominalamount Fair Valuechanges usedfor hedgeeffectiveness Derivatives held as cash flow hedges 416 228 111,462 537 6 1,219 47,976 (802)
Cash Flow Hedge Balances [text block table]	Cash flow hedge balances in € m. Dec 31, 2023 Dec 31, 2022 Dec 31, 2021 Reported in Equity 1 44 (790) (42) thereof relates to terminated programs 0 0 0 Gains (losses) posted to equity for the year ended 436 (819) 1 Gains (losses) removed from equity for the year ended 398 71 (54) thereof relates to terminated programs 0 0 0 Changes of hedged item's value used for hedge effectiveness 434 (899) 66 Ineffectiveness recorded within P&L 101 16 25 1
Value of Derivatives held as Net Investment Hedges [text block table]	Derivatives held as net investment hedges Dec 31, 2023 2023 Dec 31, 2022 2022 in € m. Assets Liabilities Nominal amount Fair Valuechanges usedfor hedgeeffectiveness Assets Liabilities Nominal amount Fair Valuechanges usedfor hedgeeffectiveness Derivatives held as net investment hedges 736 157 42,751 317 1,044 513 45,749 (2,539) 2023 2022 in € m. Fair value changesrecognized inEquity1 Hedgeineffectiveness Fair value changesrecognized inEquity1 Hedgeineffectiveness Result of net investment hedges (169) (138) 2,410 (329) 1 Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet.
Profile of NIH hedging instruments [text block table]	Profile of derivatives held as net investment hedges in € m. Within 1 year 1–3 years 3–5 years Over 5 years As of December 31, 2023 Nominal amount Foreign exchange forwards 33,347 85 18 0 Nominal amount Foreign exchange swaps 8,683 579 39 0 Total 42,030 664 57 0 As of December 31, 2022 Nominal amount Foreign exchange forwards 34,664 229 21 0 Nominal amount Foreign exchange swaps 10,776 59 0 0 Total 45,440 288 21 0

Related Party Transactions (Tab

Related Party Transactions (Tables)	12 Months Ended
	Dec. 31, 2023
Related Party Transactions [Abstract]
Compensation Expense of Key Management Personnel [text block table]	Compensation expense of key management personnel in € m. 2023 2022 2021 Short-term employee benefits 37 37 36 Post-employment benefits 7 5 7 Other long-term benefits 17 15 10 Termination benefits 0 2 6 Share-based payment 18 17 15 Total 79 76 74
Loans (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Loans in € m. 2023 2022 Loans outstanding, beginning of year 119 153 Net movement in loans during the period (98) (34) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 23 0 Loans outstanding, end of year1 44 119 Other credit risk related transactions: Allowance for loan losses 1 0 Provision for loan losses 0 0 Guarantees and commitments 1 5 1. Loans past due were € 0 million as of December 31, 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 December 31, 2023 and December 31, 2022, respectively
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Deposits in € m. 2023 2022 Deposits outstanding, beginning of year 31 63 Net movement in deposits during the period 2 (32) Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits outstanding, end of year 33 31
Summary of Transactions with Related Party Pension Plans [text block table]	Transactions with related party pension plans in € m. 2023 2022 Equity shares issued by the Group held in plan assets 0 0 Other assets 1 5 Fees paid from plan assets to asset managers of the Group 21 20 Market value of derivatives with a counterparty of the Group 698 1,389 Notional amount of derivatives with a counterparty of the Group 8,146 12,888

Information on Subsidiaries (Ta

Information on Subsidiaries (Tables)	12 Months Ended
	Dec. 31, 2023
Information on Subsidiaries [Abstract]
Subsidiaries with significant non-controlling interests [text block table]	Subsidiaries with material noncontrolling interests Dec 31, 2023 Dec 31, 2022 DWS Group GmbH & Co. KGaA Proportion of ownership interests and voting rights held by noncontrolling interests 20.51 % 20.51 % Place of business Global Global in € m Dec 31, 2023 Dec 31, 2022 Net income attributable to noncontrolling interests 117 119 Accumulated noncontrolling interests of the subsidiary 1,620 1,622 Dividends paid to noncontrolling interests 84 82 Summarized financial information: Total assets 11,683 11,396 Total liabilities 3,852 3,566 Total net revenues 2,614 2,712 Net income (loss) 567 599 Total comprehensive income (loss), net of tax 424 783
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [text block table]	Restricted assets Dec 31, 2023 Dec 31, 2022 in € m. Totalassets Restrictedassets Totalassets Restrictedassets Interest-earning deposits with banks 163,454 108 164,136 108 Financial assets at fair value through profit or loss 465,273 58,270 482,545 40,346 Financial assets at fair value through other comprehensive income 35,546 7,618 31,675 2,771 Loans at amortized cost 479,353 54,343 491,175 73,500 Other 173,641 7,920 174,686 3,592 Total 1,317,266 128,259 1,344,217 120,317

Structured Entities (Tables)

Structured Entities (Tables)	12 Months Ended
	Dec. 31, 2023
Structured Entities [Abstract]
Carrying amounts of assets & liabilities recognised in its financial statements relating to DBs interests [text block table]	Carrying amounts and size relating to Deutsche Bank’s interests Dec 31, 2023 in € m. Repacka-ging andInvestmentEntities Third PartyFundingEntities Securiti-zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) 1 0 0 9 11 Central bank funds sold and securitiespurchased under resale agreements 0 373 209 3,482 4,064 Securities Borrowed 0 0 0 0 0 Total financial assets at fair valuethrough profit or loss 237 4,137 3,372 53,909 61,654 Trading assets 193 2,663 2,750 3,302 8,908 Positive market values(derivative financial instruments) 44 450 6 3,272 3,772 Non-trading financial assets mandatory at fair value through profit or loss 0 1,024 615 47,335 48,974 Financial assets designated at fairvalue through profit or loss 0 0 0 0 0 Financial assets at fair value through other comprehensive income 0 893 330 264 1,487 Loans at amortized cost 233 66,033 31,002 19,433 116,701 Other assets 1 677 3,406 10,581 14,665 Total assets 472 72,112 38,319 87,679 198,582 Liabilities Total financial liabilities at fair valuethrough profit or loss 43 51 71 5,098 5,264 Negative market values(derivative financial instruments) 43 51 71 5,098 5,264 Other short-term borrowings 0 0 0 0 0 Other liabilities 0 0 0 0 0 Total liabilities 43 51 71 5,098 5,264 Off-balance sheet exposure 0 8,737 10,720 6,386 25,843 Total 429 80,798 48,967 88,967 219,162 Dec 31, 2022 in € m. Repacka-ging andInvestmentEntities Third PartyFundingEntities Securiti-zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) 1 0 319 7 327 Central bank funds sold and securitiespurchased under resale agreements 0 0 87 2,404 2,491 Securities Borrowed 0 0 0 0 0 Total financial assets at fair valuethrough profit or loss 195 8,675 4,956 46,695 60,520 Trading assets 145 2,910 3,159 3,660 9,874 Positive market values(derivative financial instruments) 34 4,224 863 5,458 10,580 Non-trading financial assets mandatory at fair value through profit or loss 16 1,541 933 37,577 40,067 Financial assets designated at fairvalue through profit or loss 0 0 0 0 0 Financial assets at fair value through other comprehensive income 0 830 298 404 1,532 Loans at amortized cost 212 68,398 31,077 18,896 118,583 Other assets 0 956 3,293 10,405 14,654 Total assets 408 78,859 40,030 78,810 198,107 Liabilities Total financial liabilities at fair valuethrough profit or loss 51 1,251 438 5,021 6,761 Negative market values(derivative financial instruments) 51 1,251 438 5,021

Current and Non-Current Asset_2

Current and Non-Current Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2023
Current and Non-Current Assets and Liabilities [Abstract]
Current and Non-Current Assets and Liabilities (actual & previous) [text block table]	Asset items as of December 31, 2023 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2023 Cash and central bank balances 178,416 0 178,416 Interbank balances (w/o central banks) 5,535 606 6,140 Central bank funds sold and securities purchased under resale agreements 8,263 6,462 14,725 Securities borrowed 32 6 39 Financial assets at fair value through profit or loss 459,625 5,648 465,273 Financial assets at fair value through other comprehensive income 7,393 28,152 35,546 Equity method investments 0 1,013 1,013 Loans at amortized cost 133,131 346,222 479,353 Property and equipment 0 6,185 6,185 Goodwill and other intangible assets 0 7,327 7,327 Other assets 93,111 21,587 114,698 Assets for current tax 1,084 429 1,513 Total assets before deferred tax assets 886,590 423,637 1,310,227 Deferred tax assets 7,039 Total assets 1,317,266 Liability items as of December 31, 2023 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2023 Deposits 602,392 23,095 625,486 Central bank funds purchased and securities sold under repurchase agreements 2,215 823 3,038 Securities loaned 3 0 3 Financial liabilities at fair value through profit or loss 356,973 9,521 366,494 Other short-term borrowings 9,620 0 9,620 Other liabilities 107,337 5,681 113,018 Provisions 2,448 0 2,448 Liabilities for current tax 369 262 631 Long-term debt 30,942 88,448 119,390 Trust preferred securities 289 0 289 Total liabilities before deferred tax liabilities 1,112,588 127,830 1,240,418 Deferred tax liabilities 517 Total liabilities 1,240,935 Asset items as of December 31, 2022 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2022 Cash and central bank balances 178,896 0 178,896 Interbank balances (w/o central banks) 7,189 6 7,195 Central bank funds sold and securities purchased under resale agreements 8,415 3,063 11,478 Securities borrowed 0 0 0 Financial assets at fair value through profit or loss 476,114 6,431 482,545 Financial assets at fair value through other comprehensive income 7,296 24,380 31,675 Equity method investments 0 1,124 1,124 Loans at amortized cost 126,584 364,591 491,175 Property and equipment 0 6,103 6,103 Goodwill and other intangible assets 0 7,092 7,092 Other assets 93,564 24,560 118,124 Assets for current tax 873 711 1,584 Total assets before deferred tax assets 898,931 438,061 1,336,992 Deferred tax assets 7,225 Total assets 1,344,217 Liability items as of December 31, 2022 Amounts to be recovered or settled Total in € m. within one year after one year Dec 31, 2022 Deposits 604,227 24,956 629,183 Central bank funds purchased and securities sold under repurchase agreements 517 56 573 Securities loaned 13 0 13 Financial liabilities at fair value through profit or loss 384,020 4,118 388,138 Other short-term borrowings 5,122 0 5,122 Other liabilities1 107,343 6,305 113,648 Provisions 2,449 0 2,449 Liabilities for current tax 240 148 388 Long-term debt 46,622 84,903 131,525 Trust preferred securities 500 0 500 Total liabilities before deferred tax liabilities1 1,151,052 120,486 1,271,538 Deferred tax liabilities 538 Total liabilities 1,272,076

Regulatory Capital Information

Regulatory Capital Information (Tables)	12 Months Ended
	Dec. 31, 2023
Regulatory Capital Information [Abstract]
Transitional template for regulatory capital RWA and capital ratios [text block table]	Own Funds Template (incl. RWA and capital ratios) Dec 31, 2023 Dec 31, 2022 in € m. CRR/CRD CRR/CRD Common Equity Tier 1 (CET 1) capital: instruments and reserves Capital instruments, related share premium accounts and other reserves 44,908 45,458 Retained earnings 16,509 12,305 Accumulated other comprehensive income (loss), net of tax (1,760) (1,314) Independently reviewed interim profits net of any foreseeable charge or dividend1 3,493 4,183 Other 973 1,002 Common Equity Tier 1 (CET 1) capital before regulatory adjustments 64,124 61,634 Common Equity Tier 1 (CET 1) capital: regulatory adjustments Additional value adjustments (negative amount) (1,727) (2,026) Other prudential filters (other than additional value adjustments) (126) 600 Goodwill and other intangible assets (net of related tax liabilities) (negative amount) (5,014) (5,024) Deferred tax assets that rely on future profitability excluding those arising fromtemporary differences (net of related tax liabilities where the conditions in Art. 38 (3)CRR are met) (negative amount) (4,207) (3,244) Negative amounts resulting from the calculation of expected loss amounts (2,386) (466) Defined benefit pension fund assets (net of related tax liabilities) (negative amount) (920) (1,149) Direct, indirect and synthetic holdings by an institution of own CET 1 instruments (negative amount) (0) (0) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above the 10 % / 15 % thresholds and net of eligible short positions) (negative amount) 0 0 Deferred tax assets arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (amount above the 10 % / 15 % thresholds) (negative amount) 0 0 Other regulatory adjustments2 (1,679) (2,225) Total regulatory adjustments to Common Equity Tier 1 (CET 1) capital (16,058) (13,536) Common Equity Tier 1 (CET 1) capital 48,066 48,097 Additional Tier 1 (AT1) capital: instruments Capital instruments and the related share premium accounts 8,578 8,578 Amount of qualifying items referred to in Art. 484 (4) CRR and the related sharepremium accounts subject to phase out from AT1 0 0 Additional Tier 1 (AT1) capital before regulatory adjustments 8,578 8,578 Additional Tier 1 (AT1) capital: regulatory adjustments Direct, indirect and synthetic holdings by an institution of own AT1 instruments(negative amount) (250) (60) Residual amounts deducted from AT1 capital with regard to deduction from CET 1 capital during the transitional period pursuant to Art. 472 CRR Other regulatory adjustments 0 0 Total regulatory adjustments to Additional Tier 1 (AT1) capital (250) (60) Additional Tier 1 (AT1) capital 8,328 8,518 Tier 1 capital (T1 = CET 1 + AT1) 56,395 56,616 Tier 2 (T2) capital 8,610 9,531 Total capital (TC = T1 + T2) 65,005 66,146 Total risk-weighted assets 349,742 360,003 Capital ratios Common Equity Tier 1 capital ratio (as a percentage of risk-weighted assets) 13.7 13.4 Tier 1 capital ratio (as a percentage of risk-weighted assets) 16.1 15.7 Total capital ratio (as a percentage of risk-weighted assets) 18.6 18.4 N/M – Not meaningful 1 Full year profit is recognized as per ECB Decision (EU) 2015/656 in accordance with the Article 26(2) of Regulation (EU) No 575/2013 (ECB/2015/4) 2 Includes capital deductions of € 1.4 billion (Dec 2022: € 1.2 billion) based on ECB guidance on irrevocable payment commitments related to the Single Resolution Fund and the Deposit Guarantee Scheme, € 0.3 billion (Dec 2022: € 1.0 billion) based on ECB's supervisory recommendation for a prudential provisioning of non-performing exposures, € 0.9 million (Dec 2022: € 7.4 million) resulting from minimum value commitments as per Article 36 (1)(n) of the CRR and CET 1 shows no change in the current year, but a decrease of € 14.7 million for the year 2022 from IFRS 9 transitional provision as per Article 473a of the CRR
Reconciliation of Shareholders Equity to Regulatory Capital [text block table]	Reconciliation of shareholders’ equity to Own Funds CRR/CRD in € m. Dec 31, 2023 Dec 31, 2022 Total shareholders’ equity per accounting balance sheet (IASB IFRS) 65,999 61,772 Difference between equity per IASB IFRS / EU IFRS³ (1,513) 187 Total shareholders’ equity per accounting balance sheet (EU IFRS) 64,486 61,959 Deconsolidation/Consolidation of entities (35) 29 Of which: Additional paid-in capital 0 0 Retained earnings (35) 29 Accumulated other comprehensive income (loss), net of tax 0 0 Total shareholders' equity per regulatory balance sheet 64,451 61,988 Minority Interests (amount allowed in consolidated CET 1) 973 1,002 AT1 coupon and shareholder dividend deduction1 (1,279) (1,342) Capital instruments not eligible under CET 1 as per CRR 28(1) (21) (14) Common Equity Tier 1 (CET 1) capital before regulatory adjustments 64,124 61,634 Additional value adjustments (1,727) (2,026) Other prudential filters (other than additional value adjustments) (126) 600 Goodwill and other intangible assets (net of related tax liabilities) (negative amount) (5,014) (5,024) Deferred tax assets that rely on future profitability (4,207) (3,244) Defined benefit pension fund assets (net of related tax liabilities) (negative amount) (920) (1,149) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entitieswhere the institution has a significant investment in those entities 0 0 Other regulatory adjustments2 (4,065) (2,691) Common Equity Tier 1 capital 48,066 48,097 1 Full year profit is recognized as per ECB Decision (EU) 2015/656 in accordance with the Article 26(2) of Regulation (EU) No 575/2013 (ECB/2015/4) 2 Includes capital deductions of € 1.4 billion (Dec 2022: € 1.2 billion) based on ECB guidance on irrevocable payment commitments related to the Single Resolution Fund and the Deposit Guarantee Scheme, € 0.3 billion (Dec 2022: € 1.0 billion) based on ECB's supervisory recommendation for a prudential provisioning of non-performing exposures, € 0.9 million (Dec 2022: € 7.4 million) resulting from minimum value commitments as per Article 36 (1)(n) of the CRR and CET 1 shows no change in the current year, but a decrease of € 14.7 million for the year 2022 from IFRS 9 transitional provision as per Article 473a of the CRR 3 Differences in “equity per balance sheet” result entirely from deviations in profit (loss) after taxes due to the application of EU carve-out rules as set forth in the chapter " Material Accounting Policies and Critical Accounting Estimates". These rules were initially applied in the first quarter 2020.

Condensed Deutsche Bank AG (D_2

Condensed Deutsche Bank AG (Deutsche Bank AG) Financial Information (Tables)	12 Months Ended
	Dec. 31, 2023
Condensed Deutsche Bank AG (Parent Company only) Financial Information [Abstract]
Condensed Statement of Income (Parent Company only) [text block table]	Condensed statement of income in € m. 2023 2022 2021 Interest income, excluding dividends from subsidiaries 38,205 20,682 13,830 Dividends received from subsidiaries: Bank subsidiaries 516 395 356 Nonbank subsidiaries 2,255 1,117 893 Interest expense 26,260 9,909 5,120 Net interest and dividend income 14,715 12,284 9,959 Provision for credit losses 1,158 829 317 Net interest and dividend income after provision for credit losses 13,557 11,455 9,642 Noninterest income: Commissions and fee income 4,513 4,383 4,987 Net gains (losses) on financial assets/liabilities at fair value through profit or loss 4,681 1,824 2,151 Other income (loss)1 (412) 3,541 (105) Total noninterest income 8,782 9,747 7,034 Noninterest expenses: Compensation and benefits 5,896 5,679 5,395 General and administrative expenses 6,540 6,273 7,427 Services provided by (to) affiliates, net 2,540 2,165 2,097 Impairment of goodwill and other intangible assets 0 0 0 Total noninterest expenses 14,975 14,118 14,918 Income (loss) before income taxes 7,363 7,084 1,757 Income tax expense (benefit) 906 (1,189) 213 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,457 8,273 1,544 1 Includes net gains (losses) on financial assets mandatory at fair value through other comprehensive income as well as impairments and write-ups on investments in subsidiaries. Condensed statement of comprehensive income in € m. 2023 2022 2021 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 6,457 8,273 1,544 Other comprehensive income (loss), net of tax (143) (1,006) 130 Total comprehensive income (loss), net of tax 6,314 7,267 1,674
Condensed Balance Sheet (Parent Company only) [text block table]	Condensed balance sheet in € m. Dec 31, 2023 Dec 31, 2022 Assets: Cash and central bank balances: 149,493 148,680 Interbank balances (w/o central banks): Bank subsidiaries 10,787 12,250 Other 4,869 5,218 Central bank funds sold, securities purchased under resale agreements, securities borrowed: Bank subsidiaries 0 0 Nonbank subsidiaries 10,783 11,588 Other 14,758 11,478 Financial assets at fair value through profit or loss: Bank subsidiaries 2,972 3,022 Nonbank subsidiaries 968 1,288 Other 409,623 424,988 Financial assets at fair value through other comprehensive income 54,038 50,283 Investments in associates 291 297 Investment in subsidiaries: Bank subsidiaries 5,569 6,164 Nonbank subsidiaries 24,989 25,970 Loans: Bank subsidiaries 56,042 40,429 Nonbank subsidiaries 33,581 34,802 Other 350,411 364,094 Other assets: Bank subsidiaries 2,679 1,475 Nonbank subsidiaries 11,372 12,437 Other 104,272 116,599 Total assets 1,247,496 1,271,062 Liabilities and equity: Deposits: Bank subsidiaries 30,781 25,880 Nonbank subsidiaries 13,453 14,957 Other 530,991 529,060 Central bank funds purchased, securities sold under repurchase agreements and securities loaned: Bank subsidiaries 563 468 Nonbank subsidiaries 38,260 22,960 Other 3,025 584 Financial liabilities at fair value through profit or loss: Bank subsidiaries 3,613 4,151 Nonbank subsidiaries 1,261 1,217 Other 314,707 350,084 Other short-term borrowings: Bank subsidiaries 127 61 Nonbank subsidiaries 814 698 Other 9,283 4,874 Other liabilities: Bank subsidiaries 1,660 1,398 Nonbank subsidiaries 8,541 6,370 Other 85,416 101,256 Long-term debt 143,919 150,670 Total liabilities 1,186,414 1,214,687 Total shareholders’ equity 52,513 47,797 Additional equity components 8,569 8,578 Total equity 61,082 56,375 Total liabilities and equity 1,247,496 1,271,062
Condensed Statement of Cash Flows (Parent Company only) [text block table]	Condensed statement of cash flows in € m. 2023 2022 2021 Net cash provided by (used in) operating activities 5,231 5,522 (12,829) Cash flows from investing activities: Proceeds from: Sale of financial assets at fair value through other comprehensive income 14,245 13,307 49,020 Maturities of financial assets at fair value through other comprehensive income 13,769 15,847 18,646 Sale of debt securities held to collect at amortized cost 0 0 30 Maturities of debt securities held to collect at amortized cost 6,702 5,585 4,743 Sale of equity method investments 20 117 21 Sale of property and equipment 28 7 93 Purchase of: Financial assets at fair value through other comprehensive income (32,017) (34,484) (42,011) Debt Securities held to collect at amortized cost (3,920) (15,780) (5,922) Investments in associates (60) (97) (8) Property and equipment (327) (237) (464) Net change in investments in subsidiaries (35) 622 1,516 Other, net (1,199) (1,066) (965) Net cash provided by (used in) investing activities (2,794) (16,180) 24,698 Cash flows from financing activities: Issuances of subordinated long-term debt 1,396 2,672 1,099 Repayments and extinguishments of subordinated long-term debt (1,407) (42) (25) Issuances of trust preferred securities 0 0 0 Repayments and extinguishments of trust preferred securities 0 0 0 Principal portion of lease payments (395) (445) (462) Common shares issued 0 0 0 Purchases of treasury shares (857) (695) (346) Sale of treasury shares 395 0 35 Additional Equity Components (AT1) issued 0 2,000 2,500 Additional Equity Components (AT1) repaid 0 (1,750) 0 Purchases of Additional Equity Components (AT1) (356) (759) (1,230) Sale of Additional Equity Components (AT1) 415 785 1,210 Coupon on additional equity components, pre tax (498) (479) (363) Cash dividends paid to Deutsche Bank shareholders (610) (406) 0 Net cash provided by (used in) financing activities (1,918) 879 2,417 Net effect of exchange rate changes on cash and cash equivalents (791) 2,378 755 Net increase (decrease) in cash and cash equivalents (273) (7,400) 15,042 Cash and cash equivalents at beginning of period 137,341 144,741 129,699 Cash and cash equivalents at end of period 137,068 137,341 144,741 Net cash provided by (used in) operating activities include Income taxes paid (received), net 196 464 13 Interest paid 24,360 8,736 5,182 Interest received 38,161 19,415 13,288 Dividends received 2,053 1,391 1,468 Cash and cash equivalents comprise Cash and central bank balances (not included Interest-earning time deposits with central banks) 132,547 131,763 138,800 Interbank balances (w/o central banks) 4,521 5,578 5,941 Total 137,068 137,341 144,741
Parent Company Long-Term Debt (Parent Company only) [text block table]	Parent company’s long-term debt by earliest contractual maturity in € m. Due in2024 Due in2025 Due in2026 Due in2027 Due in2028 Due after2028 TotalDec 31,2023 TotalDec 31,2022 Senior debt: Bonds and notes: Fixed rate 13,806 11,770 11,863 10,804 8,736 13,756 70,735 62,155 Floating rate 319 2,427 2,453 895 616 2,315 9,026 14,579 Other 12,512 775 764 645 941 36,155 51,793 61,509 Subordinated debt Bonds and notes: Fixed rate 35 2,703 1,978 2,378 0 4,655 11,749 9,614 Floating rate 0 0 0 0 0 468 468 2,578 Other 64 0 42 20 0 22 149 235 Total long-term debt 26,736 17,676 17,100 14,742 10,294 57,371 143,919 150,670

Note 03 - Fair Value of Assets

Note 03 - Fair Value of Assets Acquired and Liabilities Assumed as of the Acquisition Date (Detail) € in Millions	12 Months Ended
	Dec. 31, 2023 EUR (€)
Fair Value of Assets Acquired and Liabilities Assumed as of the Acquisition Date [Abstract]
Total consideration transferred	€ 460
Cash consideration transferred	460
Recognized amounts of identifiable assets acquired and liabilities assumed [Abstract]
Interbank balances wo central banks	126	[1]
Securities borrowed	10	[1]
Financial assets at fair value through profit or loss	44	[1]
Property and equipment	53	[1]
Other intangible assets	84	[1]
All other assets	410	[1]
Total assets acquired	727	[1]
Financial liabilities at fair value through profit or loss	14	[1]
All other liabilities	488	[1]
Total liabilites assumed	502	[1]
Total identifiable net assets	225	[1]
Goodwill	235	[1]
Total identifiable net assets and goodwill acquired	€ 460	[1]
[1]By major class of assets acquired and liabilities assumed.

Note 03 - Assets and liabilitie

Note 03 - Assets and liabilities disposed (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Assets and liabilities disposed
Cash and cash equivalents	€ 7	€ 1,126	€ 0
All remaining assets	105	659	3,507
Total assets disposed	113	1,785	3,507
Total liabilities disposed	€ 213	€ 1,676	€ 8,102

Note 03 - Assets and liabilit_2

Note 03 - Assets and liabilities disposed (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Assets and liabilities disposed
Total cash consideration received for dispositions of subsidiaries/businesses	€ 117	€ 488	€ 34
of which: in cash	€ 99	€ 439	€ 0

Note 03 - Assets and liabilit_3

Note 03 - Assets and liabilities Acquired (Detail: Text Values) - 12 months ended Dec. 31, 2023 £ in Millions	EUR (€)	GBP (£)	EUR (€)
About Numis [Abstract]
Number of corporate broking clients of Numis		170,000,000	170,000,000
of which clients in the FTSE 350		64,000,000	64,000,000
Percentage of index represented by Numis		20%	20%
DB acquision of Numis [Abstract]
Percentage of interest acquired by Deutsche bank in Numis		100%	100%
Amount paid by Deutsche Bank to acquire Numis in GBP | £		£ 397
Other intangibles identified in purchase price allocation [Abstract]
Custommer relationships			€ 56,000,000
Trade Name			€ 27,000,000
Impact on Financials due to Numis acquisition [Abstract]
Contribution of Numis to the Groups revenue from the date of acquisition	€ 31,000,000
Contribution of Numis to the Groups Profit Loss from the date of acquisition	1,000,000
Total Groups revenue if the acquisition had taken place at the beginning of the year	31,200,000,000
Total Groups Profit Loss if the acquisition had taken place at the beginning of the year	€ 6,400,000,000
Better Payment Germany GMBH
Group completed the acquisition of of the shares in Better Payment Germany GmbH	1
Cash consideration	€ 5,000,000
Contingent consideration	3,000,000
Group recorded goodwill of EUR million	€ 5,000,000

Note 04 - Management Report - S

Note 04 - Management Report - Segment Results of Operations (Detail) € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)		Dec. 31, 2021 EUR (€)
Segment Results of Operations [Line Items]
Net revenues	[1]	€ 31,155		€ 27,063		€ 25,538
Provision for credit losses		1,505		1,226		515
Noninterest expenses [Abstract]
Compensation and benefits		11,131		10,712		10,418
General and administrative expenses		10,112		9,728		10,821
Impairment of goodwill and other intangible assets		233		68		5
Restructuring activities		220		(118)		261
Total noninterest expenses		21,695		20,390		21,505
Noncontrolling interests		0		0		0
Profit (loss) before tax		7,955		5,447		3,518
Assets		1,317,266		1,344,217		1,325,000
Loans (gross of allowance for loan losses)		485,000		496,000		477,000
Additions to non-current assets		2,118		2,494		1,939
Deposits		625,000		629,000		604,000
Average allocated shareholders' equity		63,149		60,109		56,537
Risk-weighted assets		350,000		360,000		352,000
Risk Weighted Assets in Divisions Of which Operational		57,000		58,000		62,000
Leverage Exposure (fully-loaded)		€ 1,240,000		€ 1,240,000		€ 1,125,000	[2]
Total employees (full-time equivalent)		90,130		84,930		82,969
Post-tax return on average shareholders equity		9.10%	[3]	8.20%	[4]	3.60%	[5]
Post-tax return on average tangible shareholders' equity		10.20%	[3]	9.10%	[4]	4%	[5]
Cost Income Ratio		69.60%	[6]	75.30%	[7]	84.20%	[8]
Includes:
Net interest income		€ 16,122		€ 13,983		€ 11,117
Net income (loss) from equity method investments		(38)		152		98
Includes:
Equity method investment		1,013		1,124		1,091
Corporate Bank [Member]
Segment Results of Operations [Line Items]
Net revenues		7,716		6,337		5,153
Provision for credit losses		266		335		(3)
Noninterest expenses [Abstract]
Compensation and benefits		1,537		1,422		1,447
General and administrative expenses		2,934		2,786		3,053
Impairment of goodwill and other intangible assets		0		0		5
Restructuring activities		(4)		(19)		42
Total noninterest expenses		4,466		4,188		4,547
Noncontrolling interests		0		0		0
Profit (loss) before tax		2,984		1,814		609
Assets	[9],[10]	264,000		258,000		246,000
Loans (gross of allowance for loan losses)	[9]	117,000		122,000		122,000
Additions to non-current assets		13		3		17
Deposits	[9]	289,000		289,000		270,000
Average allocated shareholders' equity		13,306		12,015		11,101
Risk-weighted assets		69,000		74,000		65,000
Risk Weighted Assets in Divisions Of which Operational	[9]	6,000		5,000		6,000
Leverage Exposure (fully-loaded)		€ 307,000		€ 321,000		€ 300,000	[2]
Total employees (full-time equivalent)	[9]	25,520		22,161		20,560
Post-tax return on average shareholders equity		15.20%	[3]	10%	[4]	3.20%	[5]
Post-tax return on average tangible shareholders' equity		16.60%	[3]	10.90%	[4]	3.50%	[5]
Cost Income Ratio		57.90%	[6]	66.10%	[7]	88.20%	[8]
Includes:
Net interest income		€ 5,113		€ 3,628		€ 2,605
Net income (loss) from equity method investments		(6)		4		3
Includes:
Equity method investment		91		90		72
Investment Bank [Member]
Segment Results of Operations [Line Items]
Net revenues		9,160		10,016		9,631
Provision for credit losses		431		319		104
Noninterest expenses [Abstract]
Compensation and benefits		2,524		2,376		2,197
General and administrative expenses		4,136		4,075		3,843
Impairment of goodwill and other intangible assets		233		0		0
Restructuring activities		(3)		15		47
Total noninterest expenses		6,890		6,466		6,087
Noncontrolling interests		3		15		(17)
Profit (loss) before tax		1,836		3,217		3,458
Assets	[11],[12]	658,000		677,000		616,000
Loans (gross of allowance for loan losses)	[11]	101,000		103,000		93,000
Additions to non-current assets		89		4		6
Deposits	[11]	18,000		16,000		13,000
Average allocated shareholders' equity		27,593		26,036		25,281
Risk-weighted assets		140,000		139,000		141,000
Risk Weighted Assets in Divisions Of which Operational	[11]	22,000		23,000		25,000
Leverage Exposure (fully-loaded)		€ 546,000		€ 530,000		€ 530,000	[2]
Total employees (full-time equivalent)	[11]	19,979		18,420		16,927
Post-tax return on average shareholders equity		3.80%	[3]	8%	[4]	9%	[5]
Post-tax return on average tangible shareholders' equity		4%	[3]	8.40%	[4]	9.40%	[5]
Cost Income Ratio		75.20%	[6]	64.60%	[7]	63.20%	[8]
Includes:
Net interest income		€ 3,013		€ 3,467		€ 3,332
Net income (loss) from equity method investments		(70)		50		(34)
Includes:
Equity method investment		413		501		462
Private Bank [Member]
Segment Results of Operations [Line Items]
Net revenues		9,575		9,153		8,233
Provision for credit losses		783		583		446
Noninterest expenses [Abstract]
Compensation and benefits		2,806		2,785		2,808
General and administrative expenses		4,742		4,176		4,939
Impairment of goodwill and other intangible assets		0		0		0
Restructuring activities		228		(113)		173
Total noninterest expenses		7,777		6,848		7,920
Noncontrolling interests		0		0		0
Profit (loss) before tax		1,015		1,722		(133)
Assets	[13],[14]	331,000		333,000		310,000
Loans (gross of allowance for loan losses)	[13]	261,000		265,000		254,000
Additions to non-current assets		90		177		149
Deposits	[13]	308,000		317,000		313,000
Average allocated shareholders' equity		14,477		13,557		13,041
Risk-weighted assets		86,000		88,000		85,000
Risk Weighted Assets in Divisions Of which Operational	[13]	8,000		8,000		8,000
Leverage Exposure (fully-loaded)		€ 339,000		€ 344,000		€ 321,000	[2]
Total employees (full-time equivalent)	[13]	38,451		37,716		37,458
Post-tax return on average shareholders equity		4.10%	[3]	8.30%	[4]	(1.50%)	[5]
Post-tax return on average tangible shareholders' equity		4.50%	[3]	9%	[4]	(1.70%)	[5]
Cost Income Ratio		81.20%	[6]	74.80%	[7]	96.20%	[8]
Includes:
Net interest income		€ 6,160		€ 5,223		€ 4,601
Net income (loss) from equity method investments		(5)		27		40
Includes:
Equity method investment		84		99		180
Asset Management [Member]
Segment Results of Operations [Line Items]
Net revenues		2,383		2,608		2,708
Provision for credit losses		(1)		(2)		5
Noninterest expenses [Abstract]
Compensation and benefits		891		899		822
General and administrative expenses		934		883		846
Impairment of goodwill and other intangible assets		0		68		0
Restructuring activities		0		0		2
Total noninterest expenses		1,825		1,850		1,670
Noncontrolling interests		163		174		223
Profit (loss) before tax		396		584		809
Assets	[15],[16]	10,000		10,000		10,000
Loans (gross of allowance for loan losses)		0		0		0
Additions to non-current assets		73		41		32
Deposits		0		0		0
Average allocated shareholders' equity		5,318		5,395		5,128
Risk-weighted assets		15,000		13,000		14,000
Risk Weighted Assets in Divisions Of which Operational	[15]	3,000		3,000		3,000
Leverage Exposure (fully-loaded)		€ 10,000		€ 9,000		€ 11,000	[2]
Total employees (full-time equivalent)	[15]	4,962		4,778		4,514
Post-tax return on average shareholders equity		4.90%	[3]	7.40%	[4]	11%	[5]
Post-tax return on average tangible shareholders' equity		11.30%	[3]	17.10%	[4]	25.80%	[5]
Cost Income Ratio		76.60%	[6]	71%	[7]	61.70%	[8]
Includes:
Net interest income		€ (124)		€ (65)		€ (5)
Net income (loss) from equity method investments		42		66		81
Includes:
Equity method investment		420		415		349
Corporate & Other [Member]
Segment Results of Operations [Line Items]
Net revenues		2,321		(1,051)		(186)
Provision for credit losses		26		(9)		(36)
Noninterest expenses [Abstract]
Compensation and benefits		3,372		3,231		3,145
General and administrative expenses		(2,634)		(2,192)		(1,862)
Impairment of goodwill and other intangible assets		0		0		0
Restructuring activities		(1)		(2)		(2)
Total noninterest expenses		738		1,037		1,281
Noncontrolling interests		(166)		(190)		(206)
Profit (loss) before tax		1,724		(1,890)		(1,225)
Assets		54,000		67,000		142,000
Loans (gross of allowance for loan losses)		6,000		6,000		7,000
Additions to non-current assets		1,853		2,267		1,733
Deposits		10,000		7,000		8,000
Average allocated shareholders' equity		2,456		3,105		1,987
Risk-weighted assets		40,000		46,000		46,000
Risk Weighted Assets in Divisions Of which Operational		19,000		19,000		20,000
Leverage Exposure (fully-loaded)		€ 39,000		€ 36,000		€ 62,000	[2]
Total employees (full-time equivalent)	[17]	1,218		1,856		3,510
Includes:
Net interest income		€ 1,960		€ 1,730		€ 584
Net income (loss) from equity method investments		2		6		9
Includes:
Equity method investment		€ 5		€ 20		€ 29
[1]Consolidated net revenues comprise interest and similar income, interest expenses and total noninterest income (including net commission and fee income); revenues are attributed to countries based on the location in which the Group’s booking office is located; the location of a transaction on the Group’s books is sometimes different from the location of the headquarters or other offices of a customer and different from the location of the Group’s personnel who entered into or facilitated the transaction; where the Group records a transaction involving its staff and customers and other third parties in different locations frequently depends on other considerations, such as the nature of the transaction, regulatory considerations and transaction processing considerations[2]The leverage ratio exposure is calculated according to CRR as applicable at the reporting date; starting with September 30, 2020, the Group was allowed to exclude certain Euro-based exposures facing Eurosystem central banks from the leverage ratio exposure based on the ECB-decision (EU) 2020/1306 and EU 2021/1074; this exclusion applied until March 31, 2022; the segmental leverage exposures are presented without that exclusion[3] 3

Note 04 - Management Report -_2

Note 04 - Management Report - Segment Results of Operations (Detail: Text Values) - Segment Results of Operations, Text Values [Member]	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022 EUR (€)	Dec. 31, 2021 EUR (€)
Segment Results of Operations [Line Items]
Tax rate used in determining the fully taxable-equivalent of net interest income in respect of the majority of the US tax-exempt securities	2,100%
Effective tax rate for the Group, reflected in the post-tax return on average tangible shareholders equity and average shareholders equity at the Group level	19%	(2.00%)	26%
Effective tax rate for the group adjusted to exclude the impact of permanent differences not attributed to the segments, reflected in the post-tax return on average tangible shareholders equity and average shareholders equity of the segments	28%	28%
Infrastructure Full-time Employees realignment			9,000
Movement of Noninterest Expenses Due To Changes In Segment Structure In Corporate Bank		€ 276,000,000
Movement of Noninterest Expenses Due To Changes In Segment Structure In IB		239,000,000
Movement of Noninterest Expenses Due To Changes In Segment Structure In AM		15,000,000
Movement of Noninterest Expenses Due To Changes In Segment Structure In PB		279,000,000
Movement of Noninterest Expenses Due To Changes In Segment Structure In CandO		€ 809,000,000

Note 04 - Management Report - C

Note 04 - Management Report - Corporate Divisions - Corporate Bank (Detail) - Corporate Bank [Member] € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)		Dec. 31, 2021 EUR (€)
Net revenues [Abstract]
Corporate Treasury Services		€ 4,366		€ 3,821		€ 3,072
Institutional Client Services		1,906		1,587		1,299
Business Banking		1,445		930		781
Total net revenues		7,716		6,337		5,153
Of which: [Abstract]
Net Interest Income		5,113		3,628		2,605
Commissions and Fee Income		2,328		2,356		2,204
Remaining Income		275		354		343
Provision for credit losses		266		335		(3)
Noninterest expenses [Abstract]
Compensation and benefits		1,537		1,422		1,447
General and administrative expenses		2,934		2,786		3,053
Impairment of goodwill and other intangible assets		0		0		5
Restructuring activities		(4)		(19)		42
Total noninterest expenses		4,466		4,188		4,547
Noncontrolling interests		0		0		0
Profit (loss) before tax		€ 2,984		€ 1,814		€ 609
Employees (front office full time equivalent)	[1]	7,859		7,444		7,441
Employees (business aligned operations full time equivalent)	[1]	7,853		6,508		5,838
Employees (allocated central infrastructure, full-time equivalent)	[1]	9,808		8,209		7,282
Total employees (full-time equivalent)	[1]	25,520		22,161		20,560
Total assets	[1],[2]	€ 264,000		€ 258,000		€ 246,000
Risk weighted assets (RWA)	[1]	69,000		74,000		65,000
of which operational risk RWA	[1]	6,000		5,000		6,000
Leverage exposure	[1]	307,000		321,000		300,000
Deposits	[1]	289,000		289,000		270,000
Loans (gross of allowance for loan losses) In Divisions	[1]	€ 117,000		€ 122,000		€ 122,000
Cost Income Ratio		57.90%	[3]	66.10%	[4]	88.20%	[5]
Post-tax return on average shareholders equity		15.20%	[6]	10%	[6]	3.20%
Post-tax return on average tangible shareholders' equity		16.60%	[6]	10.90%	[6]	3.50%
[1]As of year-end[2]Segment assets are presented on a consolidated basis, i.e., the amounts do not include intersegment balances[3]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[4]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[5]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[6]For the post-tax return on average shareholders’ equity and average tangible shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 28 % for the years 2023, 2022 and 2021; for further information, please refer to “Supplementary Information (Unaudited): Non-GAAP Financial Measures” of this report

Note 04 - Management Report -_3

Note 04 - Management Report - Corporate Divisions - Investment Bank (Detail) - Investment Bank [Member] € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)		Dec. 31, 2021 EUR (€)
Net revenues [Abstract]
Fixed Income, Currency (FIC) Sales & Trading		€ 7,974		€ 8,935		€ 7,063
Debt Origination		843		412		1,573
Equity Origination		102		101		544
Advisory		301		485		491
Origination and Advisory		1,246		998		2,608
Other		(60)		84		(40)
Total net revenues		9,160		10,016		9,631
Provision for credit losses		431		319		104
Noninterest expenses [Abstract]
Compensation and benefits		2,524		2,376		2,197
General and administrative expenses		4,136		4,075		3,843
Impairment of goodwill and other intangible assets		233		0		0
Restructuring activities		(3)		15		47
Total noninterest expenses		6,890		6,466		6,087
Noncontrolling interests		3		15		(17)
Profit (loss) before income taxes		€ 1,836		€ 3,217		€ 3,458
Employees (front office full time equivalent)	[1]	4,940		4,334		4,212
Employees (business aligned operations full time equivalent)	[1]	3,050		3,298		2,928
Employees (allocated central infrastructure, full-time equivalent)	[1]	11,989		10,788		9,787
Total employees (full-time equivalent)	[1]	19,979		18,420		16,927
Total assets	[1],[2]	€ 658,000		€ 677,000		€ 616,000
Risk weighted assets (RWA)	[1]	140,000		139,000		141,000
of which operational risk RWA	[1]	22,000		23,000		25,000
Leverage exposure	[1]	546,000		530,000		530,000
Deposits	[1]	18,000		16,000		13,000
Loans (gross of allowance for loan losses) In Divisions	[1]	€ 101,000		€ 103,000		€ 93,000
Cost Income Ratio		75.20%	[3]	64.60%	[4]	63.20%	[5]
Post-tax return on average shareholders equity	[6]	3.80%		8%		9%
Post-tax return on average tangible shareholders' equity	[6]	4%		8.40%		9.40%
[1]As of year-end[2]Segment assets are presented on a consolidated basis, i.e., the amounts do not include intersegment balances[3]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[4]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[5]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[6]For the post-tax return on average shareholders’ equity and average tangible shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 28 % for the years 2023, 2022 and 2021; for further information, please refer to “Supplementary Information (Unaudited): Non-GAAP Financial Measures” of this report

Note 04 - Management Report -_4

Note 04 - Management Report - Corporate Divisions - Private Bank (Detail) - Private Bank [Member] € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)		Dec. 31, 2021 EUR (€)
Net revenues [Abstract]
Private Bank Germany		€ 6,070		€ 5,325		€ 5,006
International Private Bank		3,505		3,828		3,226
Premium Banking		986		942		934
Wealth Management and Bank for Entrepreneurs		2,520		2,886		2,292
Total net revenues		9,575		9,153		8,233
Of which: [Abstract]
Net interest income		6,160		5,223		4,601
Commission and fee income		2,852		3,155		3,206
Remaining income		563		775		426
Provision for credit losses		783		583		446
Noninterest expenses [Abstract]
Compensation and benefits		2,806		2,785		2,808
General and administrative expenses		4,742		4,176		4,939
Impairment of goodwill and other intangible assets		0		0		0
Restructuring activities		228		(113)		173
Total noninterest expenses		7,777		6,848		7,920
Noncontrolling interests		0		0		0
Profit (loss) before income taxes		€ 1,015		€ 1,722		€ (133)
Employees (front office full time equivalent)	[1]	20,599		21,092		21,973
Employees (business aligned operations full time equivalent)	[1]	5,637		5,816		6,060
Employees (allocated central infrastructure, full-time equivalent)	[1]	12,215		10,808		9,426
Total employees (full-time equivalent)	[1]	38,451		37,716		37,458
Total assets	[1],[2]	€ 331,000		€ 333,000		€ 310,000
Risk weighted assets (RWA)	[1]	86,000		88,000		85,000
of which operational risk RWA	[1]	8,000		8,000		8,000
Leverage exposure	[1]	339,000		344,000		321,000
Deposits	[1]	308,000		317,000		313,000
Loans (gross of allowance for loan losses) In Divisions	[1]	261,000		265,000		254,000
Assets under Management	[1],[3]	559,000		518,000		554,000
Net flows		€ 29,000		€ 30,000		€ 30,000
Cost Income Ratio		81.20%	[4]	74.80%	[5]	96.20%	[6]
Post-tax return on average shareholders equity	[7]	4.10%		8.30%		(1.50%)
Post-tax return on average tangible shareholders' equity	[7]	4.50%		9%		(1.70%)
[1]As of year-end[2]Segment assets are presented on a consolidated basis, i.e., the amounts do not include intersegment balances[3]The Group defines assets under management as (a) assets held on behalf of customers for investment purposes and/or (b) client assets that are managed by the bank; assets under management are managed on a discretionary or advisory basis, or these assets are deposited with the bank; deposits are considered assets under management if they serve investment purposes; in the Private Bank Germany and Premium Banking, this includes term deposits and savings deposits; in Wealth Management & Bank for Entrepreneurs, it is assumed that all customer deposits are held with the bank primarily for investment purposes; in instances in which Private Bank distributes investment products qualifying as assets under management which are managed by DWS these are reported as assets under management for Private Bank and for Asset Management (DWS) because they are two distinct, independent qualifying services[4]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[5]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[6]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[7]For the post-tax return on average shareholders’ equity and average tangible shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 28 % for the years 2023, 2022 and 2021; for further information, please refer to “Supplementary Information (Unaudited): Non-GAAP Financial Measures” of this report

Note 04 - Management Report -_5

Note 04 - Management Report - Corporate Divisions - Asset Management (Detail) - Asset Management [Member] € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)		Dec. 31, 2021 EUR (€)
Net revenues [Abstract]
Management Fees		€ 2,314		€ 2,458		€ 2,370
Performance and transaction fees		128		125		212
Other revenues		(59)		24		126
Total net revenues		2,383		2,608		2,708
Provision for credit losses		(1)		(2)		5
Noninterest expenses [Abstract]
Compensation and benefits		891		899		822
General and administrative expenses		934		883		846
Impairment of goodwill and other intangible assets		0		68		0
Restructuring activities		0		0		2
Total noninterest expenses		1,825		1,850		1,670
Noncontrolling interests		163		174		223
Profit (loss) before income taxes		€ 396		€ 584		€ 809
Employees (front office full time equivalent)	[1]	2,023		2,024		1,913
Employees (business aligned operations full time equivalent)	[1]	2,363		2,258		2,159
Employees (allocated central infrastructure, full-time equivalent)	[1]	576		495		442
Total employees (full-time equivalent)	[1]	4,962		4,778		4,514
Total assets	[1],[2]	€ 10,000		€ 10,000		€ 10,000
Risk weighted assets (RWA)	[1]	15,000		13,000		14,000
of which operational risk RWA	[1]	3,000		3,000		3,000
Leverage exposure	[1]	10,000		9,000		11,000
Assets under Management	[1],[3]	896,000		821,000		928,000
Net flows		€ 28,000		€ (20,000)		€ 48,000
Cost Income Ratio		76.60%	[4]	71%	[5]	61.70%	[6]
Post-tax return on average shareholders equity	[7]	4.90%		7.40%		11%
Post-tax return on average tangible shareholders' equity	[7]	11.30%		17.10%		25.80%
[1]As of year-end[2]Segment assets are presented on a consolidated basis, i.e. the amounts do not include intersegment balances[3]The Group defines assets under management as (a) assets held on behalf of customers for investment purposes and/or (b) client assets that are managed by the bank; assets under management are managed on a discretionary or advisory basis, or these assets are deposited with the bank; deposits are considered assets under management if they serve investment purposes; in the Private Bank Germany and Premium Banking, this includes term deposits and savings deposits; in Wealth Management & Bank for Entrepreneurs, it is assumed that all customer deposits are held with the bank primarily for investment purposes; in instances in which Private Bank distributes investment products qualifying as assets under management which are managed by DWS these are reported as assets under management for Private Bank and for Asset Management (DWS) because they are two distinct, independent qualifying services[4]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[5]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[6]Noninterest expenses as a percentage of total net revenues, which are defined as net interest income before provision for credit losses plus noninterest income[7]For the post-tax return on average shareholders’ equity and average tangible shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 28 % for the years 2023, 2022 and 2021; for further information, please refer to “Supplementary Information (Unaudited): Non-GAAP Financial Measures” of this report

Note 04 - Management Report -_6

Note 04 - Management Report - Corporate Divisions - Corporate & Other (Detail) - Corporate & Other [Member] € in Millions		12 Months Ended
		Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)	Dec. 31, 2021 EUR (€)
Corporate and Others [Line Items]
Net revenues		€ 2,321	€ (1,051)	€ (186)
Provision for credit losses		26	(9)	(36)
Noninterest expenses [Abstract]
Compensation and benefits		3,372	3,231	3,145
General and administrative expenses		(2,634)	(2,192)	(1,862)
Impairment of goodwill and other intangible assets		0	0	0
Restructuring activities		(1)	(2)	(2)
Total noninterest expenses		738	1,037	1,281
Noncontrolling interests		(166)	(190)	(206)
Profit (loss) before income taxes		€ 1,724	€ (1,890)	€ (1,225)
Employees (C and O net full time equivalent)	[1]	35,806	32,156	30,447
Employees (central infrastructure allocated to businesses full time equivalent)	[1]	34,588	30,300	26,937
Total employees (full-time equivalent)	[1]	1,218	1,856	3,510
Risk weighted assets (RWA)	[1]	€ 40,000	€ 46,000	€ 46,000
Leverage exposure	[1]	€ 39,000	€ 36,000	€ 62,000
[1]As of year-end

Note 04 - Entity-Wide Disclosur

Note 04 - Entity-Wide Disclosures by Geographic Area (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues	[1]	€ 31,155	€ 27,063	€ 25,538
Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		7,716	6,337	5,153
Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		9,160	10,016	9,631
Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		9,575	9,153	8,233
Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		2,383	2,608	2,708
Corporate & Other [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		2,321	(1,051)	(186)
Germany [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		12,577	10,895	9,909
Germany [Member] | Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,223	3,166	2,595
Germany [Member] | Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		573	587	450
Germany [Member] | Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		6,570	5,876	5,479
Germany [Member] | Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,211	1,266	1,385
UK [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,099	4,844	4,120
UK [Member] | Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		192	143	144
UK [Member] | Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,503	4,343	3,642
UK [Member] | Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		54	3	(2)
UK [Member] | Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		350	356	336
Rest of Europe, Middle East and Africa [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,024	4,011	3,223
Rest of Europe, Middle East and Africa [Member] | Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,303	1,162	900
Rest of Europe, Middle East and Africa [Member] | Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		460	383	255
Rest of Europe, Middle East and Africa [Member] | Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,987	2,191	1,783
Rest of Europe, Middle East and Africa [Member] | Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		274	275	286
Americas [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,945	5,053	5,555
Americas [Member] | Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,010	974	750
Americas [Member] | Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,042	3,033	3,904
Americas [Member] | Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		462	466	364
Americas [Member] | Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		432	580	537
Asia/Pacific [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,188	3,311	2,917
Asia/Pacific [Member] | Corporate Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		988	892	764
Asia/Pacific [Member] | Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,583	1,671	1,381
Asia/Pacific [Member] | Private Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		503	617	608
Asia/Pacific [Member] | Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		€ 115	€ 131	€ 163
[1]Consolidated net revenues comprise interest and similar income, interest expenses and total noninterest income (including net commission and fee income); revenues are attributed to countries based on the location in which the Group’s booking office is located; the location of a transaction on the Group’s books is sometimes different from the location of the headquarters or other offices of a customer and different from the location of the Group’s personnel who entered into or facilitated the transaction; where the Group records a transaction involving its staff and customers and other third parties in different locations frequently depends on other considerations, such as the nature of the transaction, regulatory considerations and transaction processing considerations

Note 04 - Entity-Wide Disclos_2

Note 04 - Entity-Wide Disclosures by Geographic Area (Detail: Text Values) - EUR (€)	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Entity-Wide Disclosures by Geographic Area [Abstract]
Increase of net interest income in IB due to presentation of tax-exempt securities as fully taxable, offsetted by reversal in C&O	€ 10	€ 33	€ 40

Note 05 - Net Interest Income (

Note 05 - Net Interest Income (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Interest and similar income:
Interest income on cash and central bank balances		€ 7,048	€ 1,936	€ 160
Interest income on interbank balances (w/o central banks)		607	352	67
Central bank funds sold and securities purchased under resale agreements		1,069	504	273
Loans		22,032	14,238	10,650
Other		2,103	1,969	1,747
Total Interest and similar income from assets measured at amortized cost		32,857	18,999	12,897
Interest income from assets at fair value through other comprehensive income		1,097	798	501
Total Interest and similar income calculated using the effective interest method		33,955	19,798	13,399
Financial assets at fair value through profit or loss		9,592	4,652	3,374
Total interest and similar income	[1]	43,546	24,449	16,773
Thereof: Negative Interest Expense on Financial Liabilities		76	959	1,217
Interest expense:
Interest-bearing deposits		10,658	3,719	1,456
Central bank funds purchased and securities sold under repurchase agreements		388	304	148
Other short-term borrowings		310	111	71
Long-term debt		6,154	2,409	1,484
Trust preferred securities		16	13	3
Other		2,848	1,119	876
Total Interest expense measured at amortized cost		20,374	7,676	4,036
Financial liabilities at fair value through profit or loss		7,051	2,791	1,619
Total interest expense		27,424	10,466	5,655
Thereof: Negative interest income on financial assets		81	461	786
Net interest income		€ 16,122	€ 13,983	€ 11,117
[1]Interest and similar income included € 34.0 billion, € 19.8 billion and € 13.4 billion for the year ended December 31, 2023, 2022 and 2021, respectively, calculated based on effective interest method

Note 05 - Net Interest Income_2

Note 05 - Net Interest Income (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Net Interest Income [Abstract]
Net interest income under TLTRO III program included twelve months ended	€ (741)	€ 211
Group borrowing under the TLTRO III-refinancing program Dec 2023	€ 15,000
Group borrowing under the TLTRO III-refinancing program Dec 2022		€ 33,700

Note 05 - Net Gains (Losses) on

Note 05 - Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Total Fair Value [Domain Member]
Breakdown by financial assets/ liability category [Abstract]
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss		€ 5,575	€ 2,962	€ 3,139
Trading Fair Value [Member]
Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Line Items]
FIC Sales & Trading		5,117	5,353	2,780
Other trading income (loss)		389	(2,608)	(827)
Total trading income (loss)		5,506	2,745	1,954
Non-Trading Fair Value [Member]
Breakdown by financial assets/ liability category [Abstract]
Debt securities	[1]	89	(43)	95
Equity securities	[1]	(10)	47	812
Loans and loan commitments		112	5	18
Deposits		(5)	14	2
Other non-trading finacial assets mandatory at fair value through profit and loss		31	(73)	180
Total net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss		217	(61)	1,106
Designated Fair Value [Member]
Breakdown by financial assets/ liability category [Abstract]
Loans and loan commitments		12	(2)	11
Deposits		0	4	5
Long-term debt		(180)	265	48
Other financial assets/liabilities designated at fair value through profit or loss		20	11	15
Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss		€ (148)	€ 277	€ 79
[1]

Note 05 - Combined Net Interest

Note 05 - Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Line Items]
Net interest income	€ 16,122	€ 13,983	€ 11,117
Trading income (loss)	5,506	2,745	1,954
Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss	217	(61)	1,106
Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss	(148)	277	79
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss	5,575	2,962	3,139
Net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	21,697	16,945	14,256
Corporate Bank	5,065	3,720	2,666
Corporate Treasury Services	2,902	2,451	1,772
Institutional Client Services	957	572	328
Business Banking	1,205	697	566
Investment Bank	8,102	8,265	6,891
FIC Sales & Trading	8,123	8,697	6,918
Remaining Products	(21)	(432)	(27)
Private Bank	6,382	6,612	4,847
Private Bank Germany	4,156	4,619	3,114
International Private Bank	2,226	1,993	1,733
Asset Management	(11)	(250)	246
Corporate & Other	2,160	(1,402)	(393)
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	€ 21,697	€ 16,945	€ 14,256

Note 06 - Commission and Fee In

Note 06 - Commission and Fee Income and Expense (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Commission and fee income and expense:
Commission and fee income	€ 11,657	€ 12,512	€ 13,730
Commission and fee expense	2,452	2,675	2,796
Net commissions and fee income	€ 9,206	€ 9,838	€ 10,934

Note 06 - Disaggregation of rev

Note 06 - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Total Consolidated Segments [Domain Member]
Major type of services: [Abstract]
Commissions for administration	€ 515	€ 520	€ 539
Commissions for assets under management	3,907	4,024	3,956
Commissions for other securities	499	559	467
Underwriting and advisory fees	1,156	1,368	2,264
Brokerage fees	1,282	1,501	1,784
Commissions for local payments	1,484	1,497	1,320
Commissions for foreign commercial business	497	556	572
Commissions for foreign currency/exchange business	10	19	16
Commissions for loan processing and guarantees	1,207	1,213	1,157
Intermediary fees	405	562	644
Fees for sundry other customer services	695	695	1,011
Total commission and fee income	11,657	12,512	13,730
Corporate Bank [Member]
Major type of services: [Abstract]
Commissions for administration	204	218	231
Commissions for assets under management	18	18	16
Commissions for other securities	461	512	423
Underwriting and advisory fees	43	35	35
Brokerage fees	19	19	22
Commissions for local payments	488	479	441
Commissions for foreign commercial business	475	466	456
Commissions for foreign currency/exchange business	6	15	11
Commissions for loan processing and guarantees	646	618	564
Intermediary fees	28	23	12
Fees for sundry other customer services	248	282	282
Total commission and fee income	2,635	2,684	2,494
Investment Bank [Member]
Major type of services: [Abstract]
Commissions for administration	55	33	27
Commissions for assets under management	0	1	1
Commissions for other securities	0	0	0
Underwriting and advisory fees	1,093	1,373	2,258
Brokerage fees	280	253	246
Commissions for local payments	0	3	4
Commissions for foreign commercial business	27	33	23
Commissions for foreign currency/exchange business	0	0	0
Commissions for loan processing and guarantees	329	298	279
Intermediary fees	3	2	3
Fees for sundry other customer services	290	277	562
Total commission and fee income	2,078	2,273	3,403
Private Bank [Member]
Major type of services: [Abstract]
Commissions for administration	247	254	259
Commissions for assets under management	362	363	369
Commissions for other securities	37	47	43
Underwriting and advisory fees	16	12	12
Brokerage fees	971	1,164	1,302
Commissions for local payments	995	1,006	864
Commissions for foreign commercial business	22	62	95
Commissions for foreign currency/exchange business	4	5	5
Commissions for loan processing and guarantees	230	292	305
Intermediary fees	364	523	617
Fees for sundry other customer services	41	10	40
Total commission and fee income	3,288	3,739	3,910
Asset Management [Member]
Major type of services: [Abstract]
Commissions for administration	11	17	21
Commissions for assets under management	3,527	3,642	3,570
Commissions for other securities	1	0	1
Underwriting and advisory fees	0	0	0
Brokerage fees	33	65	96
Commissions for local payments	0	0	0
Commissions for foreign commercial business	0	0	0
Commissions for foreign currency/exchange business	0	0	0
Commissions for loan processing and guarantees	0	0	0
Intermediary fees	0	0	0
Fees for sundry other customer services	117	122	121
Total commission and fee income	3,689	3,847	3,809
Corporate & Other [Member]
Major type of services: [Abstract]
Commissions for administration	(2)	(3)	2
Commissions for assets under management	0	0	0
Commissions for other securities	1	0	0
Underwriting and advisory fees	4	(52)	42
Brokerage fees	(20)	(1)	118
Commissions for local payments	1	8	10
Commissions for foreign commercial business	(27)	(5)	2
Commissions for foreign currency/exchange business	0	0	0
Commissions for loan processing and guarantees	1	5	10
Intermediary fees	10	13	12
Fees for sundry other customer services	0	4	6
Total commission and fee income	€ (33)	€ (30)	€ 114

Note 06 - Disaggregation of r_2

Note 06 - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Disaggregation of revenues by product type and business segment - based on IFRS 15 [Abstract]
Unsatisfied performance obligations with an expected original maturity of more than one year	€ 225	€ 267
Balance of receivables from commission and fee income	903	798
Balance of contract liabilities associated to commission and fee income	€ 90	€ 63

Note 07 - Gain and Losses on de

Note 07 - Gain and Losses on derecognition of Financial Assets at Amortized Cost (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Gains	€ 5	€ 11	€ 15
Losses	(101)	(13)	(15)
Net gains (losses) from derecognition of securities measured at amortized cost	€ 96	€ 2	€ 1

Note 07 - Gain and Losses on _2

Note 07 - Gain and Losses on Derecognition of Financial Assets at Amortized Cost (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Derecognition of Financial Assets at amortized cost [Abstract]
Total Derecognition	€ 559	€ 473	€ 539

Note 08 - Other Income (Detail)

Note 08 - Other Income (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	[1]	Dec. 31, 2021	[1]
Other Income [Abstract]
Insurance premiums		€ 4	€ 3		€ 3
Net income (loss) from hedge relationships qualifying for hedge accounting		335	(594)		195
Remaining other income (loss)	[2]	48	937		(185)
Total other income (loss)		€ 387	€ 346		€ 13
[1]

Note 08 - Other Income (Detail_

Note 08 - Other Income (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Other Income [Abstract]
Net gains (losses) related to non-current assets and disposal groups held for sale	€ 41	€ 404	€ 10

Note 09 - General and Administr

Note 09 - General and Administrative Expenses (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
General and administrative expenses [Abstract]
Information Technology		€ 3,755	€ 3,680	€ 4,321
Occupancy, furniture and equipment expenses		1,478	1,429	1,727
Regulatory, Tax and Insurance	[1]	1,399	1,285	1,395
Professional services		899	858	924
Banking services and outsourced operations		964	881	946
Market Data and Research Services		374	378	347
Travel expenses		143	110	46
Marketing expenses		203	165	178
Other expenses	[2]	899	943	938
Total general and administrative expenses		€ 10,112	€ 9,728	€ 10,821
[1]Includes bank levy of € 528 million in 2023, € 762 million in 2022 and € 553 million in 2021[2]Includes litigation related expenses of € 311 million in 2023, € 413 million in 2022 and € 466 million in 2021; see Note 27 “Provisions”, for more details on litigation

Note 09 - General and Adminis_2

Note 09 - General and Administrative Expenses (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Regulatory, Tax & Insurance [Abstract]
of which: bank levy	€ 528	€ 762	€ 553
Other expenses [Abstract]
of which: litigation related net expenses	€ 311	€ 413	€ 466

Note 10 - Net Restructuring Exp

Note 10 - Net Restructuring Expense by Division (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Corporate Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ (4)	€ (19)	€ 42
Investment Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(3)	15	47
Private Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	228	(113)	173
Asset Management [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	0	2
Corporate & Other [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(1)	(2)	(2)
Total Net Restructuring Charges [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ 220	€ (118)	€ 261

Note 10 - Net Restructuring E_2

Note 10 - Net Restructuring Expense by Division (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Net Restructuring Expense by Division
Provisions for restructuring	€ 333	€ 248	€ 582

Note 10 - Net Restructuring by

Note 10 - Net Restructuring by Type (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Net Restructuring by Type
Restructuring, Staff related	€ 178	€ (117)	€ 241
thereof: [Abstract]
Termination Benefits	176	(132)	224
Retention Acceleration	1	15	16
Social Security	1	0	1
Restructuring, Non Staff related	42	(1)	21
Total Net Restructuring Charges	€ 220	€ (118)	€ 261

Note 10 - Organizational Change

Note 10 - Organizational Changes (Detail)	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Corporate Bank [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	29	113	228
Investment Bank [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	9	54	149
Private Bank [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	377	594	776
Asset Management [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	0	1	10
Infrastructure [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	61	141	199
Total full-time equivalent staff [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	476	903	1,362

Note 11 - Computation of Earnin

Note 11 - Computation of Earnings per Share (Detail) - EUR (€) € in Millions, shares in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Computation of Earnings per Share [Line Items]
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components	€ 6,332	€ 5,420	€ 2,451
Coupon on additional equity components	(498)	(479)	(363)
Net income (loss) attributable to Deutsche Bank shareholders, numerator for basic earnings per share	€ 5,834	€ 4,940	€ 2,088
Effect of dilutive securities	0	0	0
Net income (loss) attributable to Deutsche Bank shareholders after assumed conversions, numerator for diluted earnings per share	€ 5,834	€ 4,940	€ 2,088
Number of shares in million [Abstract]
Weighted-average shares outstanding, denominator for basic earnings per share	2,064.1	2,084.9	2,096.5
Effect of dilutive securities:
Forwards	0	0	0
Employee stock compensation options	0	0	0
Deferred shares	39.9	40.7	46.6
Other (including trading options)	0	0	0
Dilutive potential common shares	0	0	0
Adjusted weighted-average shares after assumed conversions, denominator for diluted earnings per share	2,104	2,125.6	2,143.2

Note 11 - Computation of Earn_2

Note 11 - Computation of Earnings per Share in Euro (Detail) - € / shares		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Earnings per share [Abstract]
Basic earnings per share	[1]	€ 2.83	€ 2.37	€ 1
Diluted earnings per share	[1]	€ 2.77	€ 2.32	€ 0.97
[1]Earnings were adjusted by € 498 million, € 479 million and € 363 million before tax for the coupons paid on Additional Tier 1 Notes in May 2023, May 2022 and April 2021; in accordance with IAS 33 the coupons paid on Additional Tier 1 Notes are not attributable to Deutsche Bank shareholders and therefore need to be deducted in the calculation

Note 12 - Financial Assets at F

Note 12 - Financial Assets at Fair Value through Profit and Loss (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Total Fair Value [Domain Member]
Financial Assets at Fair Value through Profit and Loss [Line Items]
Total financial assets at fair value through profit or loss		€ 465,273	€ 482,545
Trading Financial Assets [Member]
Financial Assets at Fair Value through Profit and Loss [Line Items]
Trading securities		115,832	84,012
Other trading assets	[1]	9,443	8,855
Total trading assets		125,275	92,867
Positive market values from derivative financial instruments		251,877	299,856
Total trading financial assets		377,151	392,722
Non-Trading Fair Value [Member]
Financial Assets at Fair Value through Profit and Loss [Line Items]
Securities purchased under resale agreement		65,937	63,855
Securities borrowed		13,036	17,414
Loans		812	1,037
Other financial assets mandatory at fair value through profit or loss		8,261	7,348
Total non-trading financial assets mandatory at fair value through profit or loss		88,047	89,654
Designated Fair Value [Member]
Financial Assets at Fair Value through Profit and Loss [Line Items]
Loans		75	168
Other financial assets mandatory at fair value through profit or loss		0	0
Total financial assets designated at fair value through profit or loss		€ 75	€ 168
[1]Includes traded loans of € 8.2 billion and € 8.0 billion at December 31, 2023 and 2022 respectively

Note 12 - Financial Assets at_2

Note 12 - Financial Assets at Fair Value through Profit and Loss (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Financial Assets at Fair Value through Profit and Loss [Abstract]
Traded loans included in "Other trading assets"	€ 8,200	€ 8,000
Group's maximum exposure to credit risk on drawn loans, including securities purchased under resale agreements and securities borrowed	€ 75	€ 168

Note 12 - Financial Liabilities

Note 12 - Financial Liabilities at Fair Value through Profit and Loss (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Trading liabilities:
Trading securities	€ 43,114	€ 49,860
Other trading liabilities	890	756
Total trading liabilities	44,005	50,616
Negative market values from derivative financial instruments	238,278	282,418
Total trading financial liabilities	282,283	333,035
Financial liabilities designated at fair value through profit or loss:
Securities sold under repurchase agreements	72,377	48,517
Loan commitments	5	12
Long-term debt	10,709	5,250
Other financial liabilities designated at fair value through profit or loss	636	856
Total financial liabilities designated at fair value through profit or loss	83,727	54,634
Investment contract liabilities	484	469
Total financial liabilities at fair value through profit or loss	€ 366,494	€ 388,138

Note 12 - Changes in fair value

Note 12 - Changes in fair value of financial assets attributable to movements in counterparty credit risk (Detail) - Changes in fair value of of financial assets attributable to movements in couterparty credit risk [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Changes in fair value of financial assets attributable to movements in couterparty credit risk [line items]
Notional value of financial assets exposed to credit risk	€ 75	€ 168
Annual change in the fair value reflected in the Statement of Income	1	0
Cumulative change in the fair value	0	1
Notional of credit derivatives used to mitigate credit risk	40	90
Annual change in the fair value reflected in the Statement of Income	0	0
Cumulative change in the fair value	€ 1	€ 0

Note 12 - Changes in fair val_2

Note 12 - Changes in fair value of financial liabilities attributable to movements in the Groups credit risk (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Presented in Other comprehensive Income [Member]
Changes in Fair Value of Financial Liabilities Designated at Fair Value through Profit or Loss [Line Items]
Cumulative change in the fair value	[1]	€ 19	€ 77
Presented in Statement of income [Member]
Changes in Fair Value of Financial Liabilities Designated at Fair Value through Profit or Loss [Line Items]
Annual change in the fair value reflected in the Statement of Income	[1]	0	0
Cumulative change in the fair value	[1]	€ 0	€ 0
[1]The fair value of a financial liability incorporates the credit risk of that financial liability. Changes in the fair value of financial liabilities issued by consolidated structured entities have been excluded as this is not related to the Group’s credit risk but to that of the legally isolated structured entity, which is dependent on the collateral it holds

Note 12 - Transfers of the cumu

Note 12 - Transfers of the cumulative gains or losses within equity during the period (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Transfers of the cumulative gains or losses within equity during the period [Abstract]
Cumulative gains or losses within equity during the period	€ 0	€ 0

Note 12 - Amounts realized on d

Note 12 - Amounts realized on derecognition of liabilities designated at FVtPL (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Amounts realized on derecognition of liabilities designated at FVtPL [Abstract]
Amount presented in other comprehensive income realized at derecognition	€ 0	€ 0

Note 12 - Excess of the Contrac

Note 12 - Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities
Including undrawn loan commitments	[1],[2]	€ 1,769	€ 3,308
Excluding undrawn loan commitments	[1]	€ 1,104	€ 892
[1]Assuming the liability is extinguished at the earliest contractual maturity that the Group can be required to repay. When the amount payable is not fixed, it is determined by reference to conditions existing at the reporting date[2]The contractual cash flows at maturity for undrawn loan commitments assume full drawdown of the facility

Note 13 - Carrying Value of The

Note 13 - Carrying Value of The Financial Instruments held at Fair Value (Detail) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Quoted prices in active market (Level 1)
Financial assets held at fair value:
Trading assets	[1]	€ 53,095		€ 42,035
Trading securities	[1]	52,886		41,826
Other trading assets	[1]	210		209
Positive market values from derivative financial instruments	[1]	2,198		4,937
Non-trading financial assets mandatory at fair value through profit and loss	[1]	2,275		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]	18,273		15,892
Other financial assets at fair value	[1]	1,353		1,684
Total financial assets held at fair value	[1]	77,193		66,153
Financial liabilities held at fair value:
Trading liabilities	[1]	36,361		43,163
Trading securities	[1]	36,361		43,162
Other trading liabilities	[1]	0		2
Negative market values from derivative financial instruments	[1]	2,333		3,256
Financial liabilities designated at fair value through profit or loss	[1]	169		0
Investment contract liabilities	[1]	0		0
Other financial liabilities at fair value	[1]	486		240
Total financial liabilities held at fair value	[1]	39,349		46,660
Valuation technique observable parameters (Level 2)
Financial assets held at fair value:
Trading assets	[1]	62,760		42,285
Trading securities	[1]	59,752		39,133
Other trading assets		3,007	[1]	3,152
Positive market values from derivative financial instruments	[1]	241,481		285,355
Non-trading financial assets mandatory at fair value through profit and loss	[1]	80,744		82,259
Financial assets designated at fair value through profit or loss	[1]	75		75
Financial assets at fair value through other comprehensive income	[1]	14,324		13,108
Other financial assets at fair value	[1],[2]	(489)		(440)
Total financial assets held at fair value	[1]	398,894		422,640
Financial liabilities held at fair value:
Trading liabilities	[1]	7,617		7,419
Trading securities	[1]	6,727		6,667
Other trading liabilities	[1]	890		752
Negative market values from derivative financial instruments	[1]	228,280		270,662
Financial liabilities designated at fair value through profit or loss	[1]	80,309		51,843
Investment contract liabilities	[1]	484		469
Other financial liabilities at fair value	[1],[2]	1,194		1,687
Total financial liabilities held at fair value	[1]	317,884		332,080
Valuation technique unobservable parameters (Level 3) [Member]
Financial assets held at fair value:
Trading assets	[1]	9,420		8,547
Trading securities	[1]	3,194		3,053
Other trading assets	[1]	6,226		5,494
Positive market values from derivative financial instruments	[1]	8,198		9,564
Non-trading financial assets mandatory at fair value through profit and loss	[1]	5,028		5,790
Financial assets designated at fair value through profit or loss	[1]	0		94
Financial assets at fair value through other comprehensive income	[1]	2,949		2,676
Other financial assets at fair value	[1]	5		5
Total financial assets held at fair value	[1]	25,599		26,675
Financial liabilities held at fair value:
Trading liabilities	[1]	27		34
Trading securities	[1]	26		30
Other trading liabilities	[1]	0		3
Negative market values from derivative financial instruments	[1]	7,666		8,500
Financial liabilities designated at fair value through profit or loss	[1]	3,248		2,792
Investment contract liabilities	[1]	0		0
Other financial liabilities at fair value	[1],[3]	(85)		(511)
Total financial liabilities held at fair value	[1]	€ 10,856		€ 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 “Material Accounting Policies and Critical Accounting Estimates”[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

Note 13 - Carrying Value of T_2

Note 13 - Carrying Value of The Financial Instruments held at Fair Value (Detail: Text Values) - Quoted prices in active market (Level 1) € in Billions	Dec. 31, 2023 EUR (€)
Carrying Value of The Financial Instruments held at Fair Value [Line Items]
Net move from Level 1 to Level 2 of Trading Assets due to liquidity testing procedures refinement	€ 6
Net move from Level 1 to Level 2 of Trading Liabilities due to liquidity testing procedures refinement	2
Net move from Level 2 to Level 1 of Trading Assets due to liquidity testing procedures refinement	11
Net move from Level 2 to Level 1 of Trading Liabilities due to liquidity testing procedures refinement	€ 3

Note 13 - Reconciliation of Fin

Note 13 - Reconciliation of Financial Instruments Categorized in Level 3 (Detail) - Valuation technique unobservable parameters (Level 3) [Member] - EUR (€) € in Millions	Dec. 31, 2023		Dec. 31, 2022		Dec. 31, 2021
Balance, beginning of period [Member]
Financial assets held at fair value [Abstract]
Trading securities			€ 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			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	€ 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	15		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	15		0
Financial liabilities held at fair value:
Trading securities	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	22	[1]	380	[2]
Positive market values from derivative financial instruments	104	[1]	4,755	[2]
Other trading assets	42	[1]	(178)	[2]
Non-trading financial assets mandatory at fair value through profit and loss	(51)	[1]	332	[2]
Financial assets designated at fair value through profit or loss	0	[1]	2	[2]
Financial assets at fair value through other comprehensive income	(65)	[1],[3]	(107)	[2],[4]
Other financial assets at fair value	0	[1]	0	[2]
Total financial assets held at fair value	53	[1],[5],[6]	(5,087)	[2],[7],[8]
Financial liabilities held at fair value:
Trading securities	4	[1]	3	[2]
Negative market values from derivative financial instruments	101	[1]	3,256	[2]
Other trading liabilities	3	[1]	(51)	[2]
Financial liabilities designated at fair value through profit or loss	43	[1]	(55)	[2]
Other financial liabilities at fair value	325	[1]	(380)	[2]
Total financial liabilities held at fair value	468	[1],[5],[6]	(3,746)	[2],[7],[8]
Purchases [Member]
Financial assets held at fair value [Abstract]
Trading securities	1,651		2,226
Positive market values from derivative financial instruments	0		0
Other trading assets	604		748
Non-trading financial assets mandatory at fair value through profit and loss	682		652
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	238		79
Other financial assets at fair value	0		0
Total financial assets held at fair value	3,176		3,706
Financial liabilities held at fair value:
Trading securities	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	(974)		(1,974)
Positive market values from derivative financial instruments	0		0
Other trading assets	(997)		(1,945)
Non-trading financial assets mandatory at fair value through profit and loss	(254)		(142)
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	(214)		(338)
Other financial assets at fair value	0		0
Total financial assets held at fair value	(2,438)		(4,399)
Financial liabilities held at fair value:
Trading securities	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	43	[9]	80	[10]
Positive market values from derivative financial instruments	0	[9]	0	[10]
Other trading assets	2,253	[9]	2,998	[10]
Non-trading financial assets mandatory at fair value through profit and loss	504	[9]	1,373	[10]
Financial assets designated at fair value through profit or loss	0	[9]	0	[10]
Financial assets at fair value through other comprehensive income	1,918	[9]	977	[10]
Other financial assets at fair value	0	[9]	0	[10]
Total financial assets held at fair value	4,719	[9]	5,428	[10]
Financial liabilities held at fair value:
Trading securities	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	2,272	[9]	1,140	[10]
Other financial liabilities at fair value	0	[9]	0	[10]
Total financial liabilities held at fair value	2,272	[9]	1,140	[10]
Settlements [Member]
Financial assets held at fair value [Abstract]
Trading securities	(615)	[11]	(344)	[12]
Positive market values from derivative financial instruments	(538)	[11]	(423)	[12]
Other trading assets	(1,424)	[11]	(1,419)	[12]
Non-trading financial assets mandatory at fair value through profit and loss	(1,190)	[11]	(1,430)	[12]
Financial assets designated at fair value through profit or loss	(94)	[11]	(45)	[12]
Financial assets at fair value through other comprehensive income	(1,280)	[11]	(752)	[12]
Other financial assets at fair value	0	[11]	0	[12]
Total financial assets held at fair value	(5,140)	[11]	(4,413)	[12]
Financial liabilities held at fair value:
Trading securities	0	[11]	0	[12]
Negative market values from derivative financial instruments	(435)	[11]	(633)	[12]
Other trading liabilities	(6)	[11]	5	[12]
Financial liabilities designated at fair value through profit or loss	(853)	[11]	(202)	[12]
Other financial liabilities at fair value	54	[11]	64	[12]
Total financial liabilities held at fair value	(1,240)	[11]	(766)	[12]
Transfers into Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities	545	[13]	606	[14]
Positive market values from derivative financial instruments	2,073	[13]	8,011	[14]
Other trading assets	636	[13]	875	[14]
Non-trading financial assets mandatory at fair value through profit and loss	211	[13]	702	[14]
Financial assets designated at fair value through profit or loss	0	[13]	88	[14]
Financial assets at fair value through other comprehensive income	184	[13]	549	[14]
Other financial assets at fair value	0	[13]	0	[14]
Total financial assets held at fair value	3,650	[13]	10,831	[14]
Financial liabilities held at fair value:
Trading securities	0	[13]	0	[14]
Negative market values from derivative financial instruments	1,848	[13]	4,454	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	27	[13]	178	[14]
Other financial liabilities at fair value	3	[13]	16	[14]
Total financial liabilities held at fair value	1,878	[13]	4,649	[14]
Transfers out of Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities	(532)	[13]	(776)	[14]
Positive market values from derivative financial instruments	(3,006)	[13]	(2,310)	[14]
Other trading assets	(383)	[13]	(785)	[14]
Non-trading financial assets mandatory at fair value through profit and loss	(681)	[13]	(593)	[14]
Financial assets designated at fair value through profit or loss	0	[13]	0	[14]
Financial assets at fair value through other comprehensive income	(509)	[13]	(36)	[14]
Other financial assets at fair value	1	[13]	(74)	[14]
Total financial assets held at fair value	(5,110)	[13]	(4,573)	[14]
Financial liabilities held at fair value:
Trading securities	0	[13]	0	[14]
Negative market values from derivative financial instruments	(2,348)	[13]	(1,845)	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	(1,032)	[13]	(10)	[14]
Other financial liabilities at fair value	44	[13]	(31)	[14]
Total financial liabilities held at fair value	(3,336)	[13]	(1,887)	[14]
Balance financial instruments Level 3 - end of period [Member]
Financial assets held at fair value [Abstract]
Trading securities	3,194		3,053
Positive market values from derivative financial instruments	8,198		9,564
Other trading assets	6,226		5,494
Non-trading financial assets mandatory at fair value through profit and loss	5,028		5,790
Financial assets designated at fair value through profit or loss	0		94
Financial assets at fair value through other comprehensive income	2,949		2,676
Other financial assets at fair value	5		5
Total financial assets held at fair value	25,599		26,675
Financial liabilities held at fair value:
Trading securities	26
Negative market values from derivative financial instruments	7,666		8,500
Other trading liabilities	0		3
Financial liabilities designated at fair value through profit or loss	3,248		2,792
Other financial liabilities at fair value	(85)		(511)
Total financial liabilities held at fair value	€ 10,856		€ 10,815
[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 consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the 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 consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the 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 € 17 million recognized in other comprehensive income, net of tax and a loss of € 3 million recognized in the income statement presented in net gains (losses)[4]Total gains and losses on financial assets at fair value through other comprehensive income include a loss of € 189 million recognized in other comprehensive income, net of tax and a loss of € 2 million recognized in the income statement presented in net gains (losses)[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 € 273 million and for total financial liabilities held at fair value this is a gain of € 44 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 € 425 million and for total financial liabilities held at fair value this is a loss of € 35 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 year 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 year 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 year 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 year since the table is presented as if they have been transferred out at the beginning of the year

Note 13 - Reconciliation of F_2

Note 13 - Reconciliation of Financial Instruments Categorized in Level 3 (Detail: Text Values) - Carrying Value of Financial Instruments held at Fair Value [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Financial assets at fair value through other comprehensive income [Abstract]
therein gain (loss) recognized in other comprehensive income, net of tax	€ 17	€ 189
therein gain (loss) recognized in Statement of income in net gains and loss	3	2
Financial assets held at fair value:
therein effect of exchange rate changes	273	425
Financial liabilities held at fair value:
therein effect of exchange rate changes	€ 44	€ 35

Note 13 - Sensitivity Analysis

Note 13 - Sensitivity Analysis by Type Parenthetical Information (Detail: Text Values) - Valuation technique unobservable parameters (Level 3) [Member]	12 Months Ended
	Dec. 31, 2023 EUR (€)
Positive fair value movement from using reasonable possible alternatives [Member]
Sensitivity Analysis by Type of Instrument [Line Items]
Changes in sensitive amounts during the year	€ 169,000,000
Changes in sensitive amounts during the year in percent	0.09
Negative fair value movement from using reasonable possible alternatives [Member]
Sensitivity Analysis by Type of Instrument [Line Items]
Changes in sensitive amounts during the year	€ 79,000,000
Changes in sensitive amounts during the year in percent	0.06

Note 13 - Sensitivity Analysi_2

Note 13 - Sensitivity Analysis by Type of Instrument (Detail) - Valuation technique unobservable parameters (Level 3) [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Positive fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	€ 196	€ 239
Commercial mortgage-backed securities	[1]	16	15
Mortgage and other asset-backed securities	[1]	12	20
Corporate, sovereign and other debt securities	[1]	167	204
Equity securities	[1]	94	114
Derivatives [Abstract]
Credit	[1]	200	218
Equity	[1]	44	70
Interest related	[1]	633	605
Foreign exchange	[1]	47	37
Other	[1]	91	59
Loans [Abstract]
Loans	[1]	486	618
Other	[1]	0	0
Total	[1]	1,790	1,959
Negative fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	221	274
Commercial mortgage-backed securities	[1]	27	20
Mortgage and other asset-backed securities	[1]	19	26
Corporate, sovereign and other debt securities	[1]	176	228
Equity securities	[1]	93	80
Derivatives [Abstract]
Credit	[1]	101	125
Equity	[1]	38	63
Interest related	[1]	368	217
Foreign exchange	[1]	17	30
Other	[1]	86	110
Loans [Abstract]
Loans	[1]	355	459
Other	[1]	0	0
Total	[1]	€ 1,278	€ 1,357
[1] 1 Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table

Note 13 - Quantitative Informat

Note 13 - Quantitative Information about Fair Value (Level 3) (Detail) - Valuation technique unobservable parameters (Level 3) [Member] € in Millions		12 Months Ended
		Dec. 31, 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		€ 86		€ 22
Mortgage and other asset-backed securities		94		128
Total mortgage- and other asset-backed securities		180		151
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		4,385		4,720
Equity securities [Abstract]
Equity securities		778		787
Loans, at fair value [Abstract]
Loans, at Fair Value		9,405		8,819
Loan commitments (financial instruments)		0		0
Other financial instruments		2,647	[1]	2,629	[2]
Total non-derivative financial instruments held at fair value		17,396		17,106
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives		4,997		6,360
Credit derivatives		501		577
Equity derivatives		339		452
FX derivatives		1,765		1,646
Other derivatives		601		534
Total market values from derivative financial instruments		8,203		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		3,116		2,625
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		0		3
Loan commitments (financial instruments)		5		12
Other financial instruments		154	[3]	186	[4]
Total non-derivative financial instruments held at fair value		3,275		2,825
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives		4,070		4,546
Credit derivatives		503		517
Equity derivatives		1,027		1,155
FX derivatives		1,850		1,976
Other derivatives		130	[5]	(205)	[6]
Total market values from derivative financial instruments		€ 7,581		€ 7,989
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Mortgage and other asset-backed securities, significant unobsevable input, percent		0%	[7]	0%	[8]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent		0%	[7]	0%	[8]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		0%	[7]	0%	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		220	[7]	182	[8]
Mortgage and other asset-backed securities, significant unobservable input, absolute		110	[7]	169	[8]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute		84	[7]	62	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		12	[7]	133	[8]
Loan commitments, significant unobservable input, absolute		169	[7]	94	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute		2	[7]	1	[8]
Other derivatives, significant unobservable input, absolute	[7]	234
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		50%	[7]	16%	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent		40%	[7]	40%	[8]
Loan commitments, significant unobservable input, percent		40%	[7]	35%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent		8%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		2%	[7]	3%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Discounted Cashflow | Weighted average cost capital, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		18%	[7]	8%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Discounted Cashflow | IRR, in percent [Member]
Loans, at fair value [Abstract]
Other financial instruments, significant unobservable input, percent		7%	[7]	7%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Discounted Cashflow | Repo Rate, in bps [Member]
Loans, at fair value [Abstract]
Other financial instruments, significant unobservable input, absolute		120	[7]	2	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		(3,932)	[7]	(1,748)	[8]
FX derivatives, significant unobservable input, absolute		(7)	[7]	(6)	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		1%	[7]	(1.00%)	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Market Approach | Price, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Market Approach | Enterprise value EBITDA, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute		5	[7]	5	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Loan pricing model | Utilization, in percent [Member]
Loans, at fair value [Abstract]
Loan commitments, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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	[7]	73%
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	1%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		(10.00%)	[7]	(1.00%)	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		(90.00%)	[7]	(90.00%)	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		7%	[7]	13%	[8]
Other derivatives, significant unobservable input, percent		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Option pricing model | Index Correlation [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, absolute		0	[7]	88	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	1%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Option pricing model | Volatility, in percent [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
FX derivatives, significant unobservable input, percent		(6.00%)	[7]	(12.00%)	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Option pricing model | Quoted volatility [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
FX derivatives, significant unobservable input, percent		0%	[7]	0%	[8]
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		26%	[7]	25%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		102%	[7]	100%	[8]
Mortgage and other asset-backed securities, significant unobsevable input, percent		104%	[7]	99%	[8]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent		300%	[7]	181%	[8]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		100%	[7]	150%	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent		124%	[7]	122%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		1,830	[7]	1,720	[8]
Mortgage and other asset-backed securities, significant unobservable input, absolute		1,828	[7]	2,672	[8]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute		651	[7]	1,369	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		1,207	[7]	1,520	[8]
Loan commitments, significant unobservable input, absolute		1,070	[7]	925	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute		7,535	[7]	4,885	[8]
Other derivatives, significant unobservable input, absolute	[7]	610
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		85%	[7]	95%	[8]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent		75%	[7]	75%	[8]
Loan commitments, significant unobservable input, percent		76%	[7]	76%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent		40%	[7]	40%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		2%	[7]	16%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent		18%	[7]	15%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		29%	[7]	29%	[8]
Financial instruments held at fair value, Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent		26%	[7]	19%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Discounted Cashflow | Weighted average cost capital, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		20%	[7]	20%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Discounted Cashflow | IRR, in percent [Member]
Loans, at fair value [Abstract]
Other financial instruments, significant unobservable input, percent		13%	[7]	13%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Discounted Cashflow | Repo Rate, in bps [Member]
Loans, at fair value [Abstract]
Other financial instruments, significant unobservable input, absolute		595	[7]	525	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		4,150	[7]	1,301	[8]
FX derivatives, significant unobservable input, absolute		50	[7]	46	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		15%	[7]	14%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Market Approach | Price, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent		100%	[7]	100%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Market Approach | Enterprise value EBITDA, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute		15	[7]	13	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Loan pricing model | Utilization, in percent [Member]
Loans, at fair value [Abstract]
Loan commitments, significant unobservable input, percent		100%	[7]	100%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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	[7]	77%
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		7%	[7]	6%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		43%	[7]	43%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		96%	[7]	99%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		65%	[7]	90%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		84%	[7]	75%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		23%	[7]	30%	[8]
Other derivatives, significant unobservable input, percent		129%	[7]	91%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Option pricing model | Index Correlation [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, absolute		0	[7]	96	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		0%	[7]	0%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		3%	[7]	11%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Option pricing model | Index Forwards, in percent [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent		6%	[7]	6%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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		39%	[7]	48%	[8]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | 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%	[7]	85%	[8]
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		59%	[7]	69%	[8]
Financial Instruments Category [Member] | Discounted Cashflow | Credit Spread, in bps [Member]
Financial instruments held at fair value, Market values from derivative financial instruments:
Other derivatives, significant unobservable input, absolute	[8]			0
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		€ 2,887		€ 2,741
Corporate, sovereign and other debt securities (held for trading)		2,887		2,741
Equity securities [Abstract]
Equity securities		127		161
Loans, at fair value [Abstract]
Loans, at Fair Value		6,121		5,298
Assets: Non-Trading Financial Assets mandatory at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Corporate, sovereign and other debt securities (held for trading)		1,254
Equity securities [Abstract]
Equity securities		652		626
Loans, at fair value [Abstract]
Loans, at Fair Value		696		925
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
Corporate, sovereign and other debt securities (held for trading)		0		1,844
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		0		94
Assets: Financial Assets at fair value through OCI [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations				135
Corporate, sovereign and other debt securities (held for trading)		244
Loans, at fair value [Abstract]
Loans, at Fair Value		2,588		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		26		30
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		0		3
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		3,089		2,594
Loans, at fair value [Abstract]
Loans, at Fair Value		€ 0		€ 0
[1]Other financial assets include € 104 million of other trading assets, € 2.4 billion of other non-trading financial assets mandatory at fair value, and € 117 million other financial assets at fair value through other comprehensive income[2] 2 3 1 1 1

Note 13 - Quantitative Inform_2

Note 13 - Quantitative Information about Fair Value (Level 3) (Detail: Text Values) - Valuation technique unobservable parameters (Level 3) [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Assets [Member]
Non-derivative other financial instruments held at fair value, Included in other financial assets [Abstract]
Other trading assets	€ 104	€ 196
Other financial assets mandatory at fair value through profit or loss	2,400	2,400
Other financial assets at FV through OCI	117	38
Liabilities [Member]
Included in other financial liabilities [Abstract]
Securities sold under repurchase agreements designated at fair value	€ 154	141
Other financial liabilities designated at fair value		€ 45

Note 13 - Unrealized Gains or L

Note 13 - 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) [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Financial assets held at fair value [Abstract]
Trading securities	€ 29	€ 298
Positive market values from derivative financial instruments	1,347	2,907
Other trading assets	59	(251)
Non-trading financial assets mandatory at fair value through profit and loss	(47)	247
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	(2)	0
Other financial assets at fair value	0	0
Total financial assets held at fair value	1,385	(3,209)
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities	4	3
Negative market values from derivative financial instruments	(1,287)	1,634
Other trading liabilities	0	2
Financial liabilities designated at fair value through profit or loss	(53)	55
Other financial liabilities at fair value	(268)	358
Total financial liabilities held at fair value	(1,604)	2,053
Total	€ (219)	€ (1,156)

Note 13 - Recognitions of Trade

Note 13 - Recognitions of Trade Date Profit (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Recognitions of Trade Date Profit
Balance, beginning of year	€ 550	€ 462
New trades during the period	295	265
Amortization	(144)	(111)
Matured trades	(69)	(60)
Subsequent move to observability	(53)	(9)
Exchange rate changes	(1)	3
Balance, end of year	€ 577	€ 550

Note 14 - Estimated Fair Value

Note 14 - Estimated Fair Value of the Financial Instruments not carried at Fair Value (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Carrying value [Member]
Financial assets:
Cash and central bank balances	[1]	€ 178,416	€ 178,896
Interbank balances (w/o central banks)	[1]	6,140	7,195
Central bank funds sold and securities purchased under resale agreements	[1]	14,725	11,478
Securities borrowed	[1]	39	0
Loans	[1]	479,353	491,175
Other financial assets	[1]	106,617	110,066
Financial liabilities:
Deposits	[1]	625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements	[1]	3,038	573
Securities loaned	[1]	3	13
Other short-term borrowings	[1]	9,620	5,122
Other financial liabilities	[1]	99,272	93,135
Long-term debt	[1]	119,390	131,525
Trust preferred securities	[1]	289	500
Fair value [Member]
Financial assets:
Cash and central bank balances	[1]	178,416	178,896
Interbank balances (w/o central banks)	[1]	6,140	7,195
Central bank funds sold and securities purchased under resale agreements	[1]	14,778	11,505
Securities borrowed	[1]	39	0
Loans	[1]	454,972	461,070
Other financial assets	[1]	105,132	107,878
Financial liabilities:
Deposits	[1]	624,731	629,629
Central bank funds purchased and securities sold under repurchase agreements	[1]	3,031	572
Securities loaned	[1]	3	13
Other short-term borrowings	[1]	9,628	5,121
Other financial liabilities	[1]	99,272	93,135
Long-term debt	[1]	117,510	127,743
Trust preferred securities	[1]	264	426
Quoted prices in active market (Level 1)
Financial assets:
Cash and central bank balances	[1]	178,416	178,896
Interbank balances (w/o central banks)	[1]	0	0
Central bank funds sold and securities purchased under resale agreements	[1]	0	0
Securities borrowed	[1]	0	0
Loans	[1]	0	0
Other financial assets	[1]	13,304	16,046
Financial liabilities:
Deposits	[1]	2	1,736
Central bank funds purchased and securities sold under repurchase agreements	[1]	0	0
Securities loaned	[1]	0	0
Other short-term borrowings	[1]	0	0
Other financial liabilities	[1]	1,961	2,007
Long-term debt	[1]	0	0
Trust preferred securities	[1]	0	0
Valuation technique observable parameters (Level 2)
Financial assets:
Cash and central bank balances	[1]	0	0
Interbank balances (w/o central banks)	[1]	6,140	7,194
Central bank funds sold and securities purchased under resale agreements	[1]	14,034	10,363
Securities borrowed	[1]	39	0
Loans	[1]	11,519	12,038
Other financial assets	[1]	90,973	90,842
Financial liabilities:
Deposits	[1]	624,729	627,893
Central bank funds purchased and securities sold under repurchase agreements	[1]	3,031	572
Securities loaned	[1]	3	13
Other short-term borrowings	[1]	9,628	5,115
Other financial liabilities	[1]	97,311	91,127
Long-term debt	[1]	113,723	123,525
Trust preferred securities	[1]	264	426
Valuation technique unobservable parameters (Level 3) [Member]
Financial assets:
Cash and central bank balances	[1]	0	0
Interbank balances (w/o central banks)	[1]	0	0
Central bank funds sold and securities purchased under resale agreements	[1]	744	1,142
Securities borrowed	[1]	0	0
Loans	[1]	443,453	449,032
Other financial assets	[1]	855	989
Financial liabilities:
Deposits	[1]	0	0
Central bank funds purchased and securities sold under repurchase agreements	[1]	0	0
Securities loaned	[1]	0	0
Other short-term borrowings	[1]	0	7
Other financial liabilities	[1]	0	0
Long-term debt	[1]	3,787	4,219
Trust preferred securities	[1]	€ 0	€ 0
[1]Amounts generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates”

Note 14 - Estimated Fair Valu_2

Note 14 - Estimated Fair Value of the Financial Instruments not carried at Fair Value (Detail Text Values) € in Billions	Dec. 31, 2023 EUR (€)
Estimated Fair Value of the Financial Instruments not carried at Fair Value
Increase of the fair value of mortgages due to Project Unity	€ 2.5

Note 15 - Financial assets at f

Note 15 - Financial assets at fair value through OCI (Detail) - Financial assets at fair value through OCI [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Financial assets at fair value through OCI [Line Items]
Securities purchased under resale agreement	€ 1,805	€ 2,156
Debt securities [Abstract]:
German government	1,566	602
U.S. Treasury and U.S. government agencies	9,232	12,334
U.S. local (municipal) governments	446	392
Other foreign governments	15,672	9,960
Corporates	686	708
Other asset-backed securities	0	0
Mortgage-backed securities, including obligations of U.S. federal agencies	442	486
Other debt securities	831	969
Total debt securities	28,874	25,450
Loans	4,867	4,069
Total financial assets at fair value through other comprehensive income	€ 35,546	€ 31,675

Note 16 - Significant Investmen

Note 16 - Significant Investments (Detail)	12 Months Ended
	Dec. 31, 2023		Dec. 31, 2022		Dec. 31, 2021	[4]
Huarong Rongde Asset Management Company Ltd [Member]
Significant Investments [Line Items]
Principal place of business	Beijing, China
Nature of relationship	Strategic investment
Ownership percentage	40.70%	[1]	40.70%	[2],[3]	40.70%
Harvest Fund Management Co., LTD [Member]
Significant Investments [Line Items]
Principal place of business	Shanghai, China
Nature of relationship	Strategic investment
Ownership percentage	30%	[1],[5]	30%	[6]
[1]The Group has significant influence over these investees through its holding percentage and representation on the board seats[2]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[3]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[4]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[5]December 31, 2023 numbers are based on 2023 unaudited financials[6]December 31, 2022 numbers are based on 2022 audited financials

Note 16 - Summarised financial

Note 16 - Summarised financial information on Huarong Rongde Asset Management Company Ltd (Detail) - Huarong Rongde Asset Management Company Ltd [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2022		Dec. 31, 2021
Summarised financial information on Huarong Rongde Asset Management Company Ltd [Line Items]
Total net revenues	€ (305)	[1],[2]	€ (138)	[3],[4]
Net income (loss)	(230)	[1],[2]	(102)	[3],[4]
Other comprehensive income	0		0
Total comprehensive income (loss), net of tax	(230)	[1],[2],[5],[6]	(102)	[3],[4]
Current assets	1,984	[1],[2]	2,738	[3],[4]
Non-Current assets	513	[1],[2]	568	[3],[4]
Total assets	2,496	[1],[2]	3,306	[3],[4]
Current liabilities	1,842	[1],[2]	2,132	[3],[4]
Non-Current liabilities	228	[1],[2]	460	[3],[4]
Total liabilities	2,070	[1],[2]	2,592	[3],[4]
Noncontrolling interests	0
Net assets of the equity method investee	€ 426	[1],[2]	€ 714	[3],[4]
[1]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[2]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[3]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[4]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[5]

Note 16 - Reconciliation of tot

Note 16 - Reconciliation of total net assets of Huarong Rongde Asset Management Company Ltd to the Groups carrying amount (Detail) - Huarong Rongde Asset Management Company Ltd [Member] - EUR (€) € in Millions		Dec. 31, 2023	[5]	Dec. 31, 2022		Dec. 31, 2021
Reconciliation of total net assets of Huarong Rongde Asset Management Company Ltd to the Groups carrying amount [Line Items]
Net assets of the equity method investee				€ 426	[1],[2]	€ 714	[3],[4]
Groups ownership percentage on the investees equity		40.70%		40.70%	[6],[7]	40.70%	[8]
Groups share of net assets				€ 173	[6],[7]	€ 291	[8]
Goodwill				0		0
Intangible Assets				0		0
Other adjustments	[9],[10],[11]			(36)	[6],[7]	(64)	[8]
Carrying amount				€ 138	[6],[7]	€ 227	[8]
[1]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[2]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[3]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[4]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[5]The Group has significant influence over these investees through its holding percentage and representation on the board seats[6]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[7]December 31, 2023 numbers are based on 2022 audited financials and 2023 equity method accounting adjustments, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[8]December 31, 2022 numbers are based on 2021 audited financials, 2022 impairment adjustments and 2021 dividends entitlement adjustment, due to difference in reporting timelines for the Group and Huarong Rongde Management Company Limited[9]Other adjustments include equity method accounting adjustments to reflect the Group’s share of losses from Huarong Rongde Management Company Limited[10]There is no life to date impairment loss in 2023 (€  73 million in 2022) as the carrying amount is appropriately reflected after the Group’s share of losses from Huarong Rongde Management Company Limited[11]There is no life to date impairment loss in 2023 (€  73 million in 2022) as the carrying amount is appropriately reflected after the Group’s share of losses from Huarong Rongde Management Company Limited

Note 16 - Summarised financia_2

Note 16 - Summarised financial information on Harvest Fund Management Co., LTD (Detail) - Harvest Fund Management Co., LTD [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Summarised financial information on Harvest Fund Management Co., LTD [Line Items]
Total net revenues		€ 843	[1]	€ 1,016	[2]
Net income (loss)		199	[1]	237	[2]
Other comprehensive income		1	[1]	7	[2]
Total comprehensive income (loss), net of tax	[3]	200	[1]	244	[2]
Current assets		955		1,090
Non-Current assets		1,049		1,100
Total assets		2,004		2,190
Current liabilities		638		812
Non-Current liabilities		192		248
Total liabilities		830		1,060
Noncontrolling interests		50		47
Net assets of the equity method investee		€ 1,124	[4]	€ 1,083	[5]
[1]December 31, 2023 numbers are based on 2023 unaudited financials[2]December 31, 2022 numbers are based on 2022 audited financials[3]The Group received dividends from Harvest Fund Management Co., Ltd. of € 28 million during the reporting period 2023 (2022: € 45 million)[4]December 31, 2023 numbers are based on 2023 unaudited financials[5]December 31, 2022 numbers are based on 2022 audited financials

Note 16 - Reconciliation of t_2

Note 16 - Reconciliation of total net assets of Harvest Fund Management Co., LTD to the Groups carrying amount (Detail) - Harvest Fund Management Co., LTD [Member] - EUR (€) € in Millions		Dec. 31, 2023	[1]	Dec. 31, 2022	[2]
Reconciliation of total net assets of Harvest Fund Management Co., LTD to the Groups carrying amount [Line Items]
Net assets of the equity method investee		€ 1,124		€ 1,083
Groups ownership percentage on the investees equity		30%	[3]	30%
Groups share of net assets		€ 337		€ 325
Goodwill		18		18
Intangible Assets		14		15
Other adjustments		2		3
Carrying amount	[4]	€ 371		€ 361
[1]December 31, 2023 numbers are based on 2023 unaudited financials[2]December 31, 2022 numbers are based on 2022 audited financials[3]The Group has significant influence over these investees through its holding percentage and representation on the board seats[4]There is no impairment loss in 2023 (€ 0 million in 2022)

Note 16 - Equity Method Investm

Note 16 - Equity Method Investments - Information on the Groups Share in Associates and Joint Ventures individually immaterial (Detail: Text Values) € in Millions, u-3 in Millions	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
Information on the Groups Share in Associates and Joint Ventures individually immaterial [Abstract]
Number of associates Deutsche Bank Group holds interests	54	53
Number of jointly controlled entities Deutsche Bank Group holds interests	6	9
Investment in Huarong Rongde Asset Management Company Ltd
Dividends received	€ 0	€ 0
Impairment		73
Investment in Harvest Fund Management Co., LTD
Dividends received	€ 28	45
Impairment		€ 0

Note 16 - Aggregated financial

Note 16 - Aggregated financial information on the Group's share in associates and joint ventures that are individually immaterial (Detail) - Information on the Groups Share in Associates and Joint Ventures individually immaterial [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Aggregated financial information on the Group's share in associates and joint ventures that are individually immaterial [Line Items]
Carrying amount of all associates that are individually immaterial to the Group	€ 505	€ 536
Aggregated amount of the Group's share of profit (loss) from continuing operations	(34)	100
Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations	0	0
Aggregated amount of the Group's share of other comprehensive income	(16)	15
Aggregated amount of the Group's share of total comprehensive income	€ (50)	€ 115

Note 17 - Offsetting Assets (De

Note 17 - Offsetting Assets (Details) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Gross amounts of financial assets [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		€ 21,574		€ 20,068
Securities borrowed		33		0
Financial assets at fair value through profit or loss		513,839		508,498
of which: Positive market values from derivative financial instruments		259,177		308,577
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		911		1,319
Remaining assets subject to netting		1,805		2,156
Gross amounts of financial assets [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		3,151		31
Securities borrowed		6		0
Financial assets at fair value through profit or loss		150,569		118,253
of which: Positive market values from derivative financial instruments		8,357		9,581
Loans at amortized cost		479,353		491,175
Remaining assets not subject to netting		241,373		238,738
Gross amounts of financial assets [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss		664,408		626,751
Other assets		123,694		128,279
Total assets		1,535,397		1,507,199
Gross amounts set off on the balance sheet [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		(9,999)		(8,621)
Securities borrowed		0		0
Financial assets at fair value through profit or loss		(199,135)		(144,206)
of which: Positive market values from derivative financial instruments		(15,657)		(18,302)
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(8,997)		(72)
Remaining assets subject to netting				0
Gross amounts set off on the balance sheet [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		0		0
Securities borrowed		0		0
Financial assets at fair value through profit or loss		0		0
of which: Positive market values from derivative financial instruments		0		0
Loans at amortized cost		(199,135)		0
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(42)
Remaining assets not subject to netting		0		0
Gross amounts set off on the balance sheet [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss				(144,206)
Other assets		0		(10,155)
Remaining assets subject to netting		0
Total assets		(218,131)		(162,982)
Net amounts of financial assets presented on the balance sheet [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		11,574		11,447
Securities borrowed		33		0
Financial assets at fair value through profit or loss		314,704		364,292
of which: Positive market values from derivative financial instruments		243,520		290,275
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		114,697		1,248
Remaining assets subject to netting				2,156
Net amounts of financial assets presented on the balance sheet [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		3,151		31
Securities borrowed		6		0
Financial assets at fair value through profit or loss		150,569		118,253
of which: Positive market values from derivative financial instruments		8,357		9,581
Loans at amortized cost		465,273		491,175
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		869
Remaining assets not subject to netting		241,373		238,738
Net amounts of financial assets presented on the balance sheet [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss				482,545
Other assets		479,353		118,124
Remaining assets subject to netting		1,805
Total assets		1,317,266		1,344,217
Impact of Master Netting Agreements [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		0		(700)
Securities borrowed		0		0
Financial assets at fair value through profit or loss		(197,447)		(229,841)
of which: Positive market values from derivative financial instruments		(195,517)		227,361
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(24,019)		(1,027)
Remaining assets subject to netting				0
Impact of Master Netting Agreements [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		0		0
Securities borrowed		0		0
Financial assets at fair value through profit or loss		0		0
of which: Positive market values from derivative financial instruments		0		0
Loans at amortized cost		(197,447)		0
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(644)
Remaining assets not subject to netting		0		0
Impact of Master Netting Agreements [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss				(229,841)
Other assets		0		(29,171)
Remaining assets subject to netting		0
Total assets		(221,466)		(259,712)
Cash collateral [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		0		0
Securities borrowed		0		0
Financial assets at fair value through profit or loss		(32,109)		(41,924)
of which: Positive market values from derivative financial instruments		(32,092)		(41,921)
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(79)		(78)
Remaining assets subject to netting				0
Cash collateral [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		0		0
Securities borrowed		0		0
Financial assets at fair value through profit or loss		(1,227)		(1,101)
of which: Positive market values from derivative financial instruments		(1,101)		(966)
Loans at amortized cost		(33,337)		(12,278)
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(79)
Remaining assets not subject to netting		(73)		(111)
Cash collateral [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss				(43,025)
Other assets		(11,317)		(78)
Remaining assets subject to netting		0
Total assets		(44,805)		(55,492)
Financial instrument collateral [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		(11,491)	[1]	(10,746)	[2]
Securities borrowed		(33)	[1]	0	[2]
Financial assets at fair value through profit or loss		(74,885)	[1]	(80,591)	[2]
of which: Positive market values from derivative financial instruments		(5,766)	[1]	(9,076)	[2]
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		(13)	[1]	(14)	[2]
Remaining assets subject to netting	[2]			0
Financial instrument collateral [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		(2,270)	[1]	(25)	[2]
Securities borrowed		0	[1]	0	[2]
Financial assets at fair value through profit or loss		(10,167)	[1]	(10,167)	[2]
of which: Positive market values from derivative financial instruments		(1,077)		(1,327)	[2]
Loans at amortized cost		(85,052)	[1]	(66,762)	[2]
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)	[1]	(13)
Remaining assets not subject to netting		(3,533)		(2,995)	[2]
Financial instrument collateral [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss	[2]			(90,759)
Other assets		(69,594)	[1]	(14)	[2]
Remaining assets subject to netting	[1]	0
Total assets		(171,985)		(171,299)	[2]
Net amount [Member] | enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		84		1
Securities borrowed		0		0
Financial assets at fair value through profit or loss		10,263		11,937
of which: Positive market values from derivative financial instruments		10,145		11,917
Of which: positive market values from derivatives qualifying for hedge accounting (enforceable)		133		129
Remaining assets subject to netting		1,805		2,156
Net amount [Member] | non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements		881		6
Securities borrowed		6		0
Financial assets at fair value through profit or loss		139,174		106,984
of which: Positive market values from derivative financial instruments		6,178		7,288
Loans at amortized cost		398,442		412,136
Remaining assets not subject to netting		237,767		235,633
Net amount [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Assets [Line Items]
Financial assets at fair value through profit or loss		149,437		118,921
Other assets		90,587		88,861
Total assets		€ 879,010		€ 857,714
[1]Excludes real estate and other non-financial instrument collateral.[2]Excludes real estate and other non-financial instrument collateral.

Note 17 - Offsetting Liabilitie

Note 17 - Offsetting Liabilities (Details) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Gross amounts of financial liabilities [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	€ 11,890	€ 9,032
Securities loaned	3	7
Financial liabilities at fair value through profit or loss	540,811	508,361
Of which: Negative market values from derivative financial instruments	245,627	287,488
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	254	751
Gross amounts of financial liabilities [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements	1,147	162
Securities loaned	0	6
Financial liabilities at fair value through profit or loss	24,843	21,646
Of which: Negative market values from derivative financial instruments	8,792	11,333
Remaining liabilities not subject to netting	132,896	140,521
Gross amounts of financial liabilities [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	565,654	530,007
Other liabilities	121,990	126,140
Total liabilities	1,459,066	1,435,058
Gross amounts set off on the balance sheet [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	(9,999)	(8,621)
Securities loaned	0
Financial liabilities at fair value through profit or loss	(199,160)	(141,869)
Of which: Negative market values from derivative financial instruments	(16,140)	(16,403)
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(20)	(30)
Gross amounts set off on the balance sheet [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0	0
Central bank funds purchased and securities sold under repurchase agreements	0
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	0	0
Of which: Negative market values from derivative financial instruments	0	0
Remaining liabilities not subject to netting	0	0
Gross amounts set off on the balance sheet [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	(199,160)	(141,869)
Other liabilities	(8,972)	(12,492)
Total liabilities	(218,131)	(162,982)
Net amounts of financial liabilities presented on the balance sheet [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	1,891	411
Securities loaned	3	7
Financial liabilities at fair value through profit or loss	341,651	366,492
Of which: Negative market values from derivative financial instruments	229,487	271,085
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	233	721
Net amounts of financial liabilities presented on the balance sheet [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements	1,147	162
Securities loaned	0	6
Financial liabilities at fair value through profit or loss	24,843	21,646
Of which: Negative market values from derivative financial instruments	8,792	11,333
Remaining liabilities not subject to netting	132,896	140,521
Net amounts of financial liabilities presented on the balance sheet [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	366,494	388,138
Other liabilities	113,018	113,648
Total liabilities	1,240,935	1,272,076
Impact of Master Netting Agreements [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	0	0
Securities loaned	0
Financial liabilities at fair value through profit or loss	(197,940)	(230,419)
Of which: Negative market values from derivative financial instruments	(195,978)	(227,825)
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(182)	(563)
Impact of Master Netting Agreements [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0	0
Central bank funds purchased and securities sold under repurchase agreements	0
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	0	0
Of which: Negative market values from derivative financial instruments	0	0
Remaining liabilities not subject to netting	0	0
Impact of Master Netting Agreements [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	(197,940)	(230,419)
Other liabilities	(33,574)	(44,055)
Total liabilities	(231,514)	(274,473)
Cash collateral [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	0	0
Securities loaned	0
Financial liabilities at fair value through profit or loss	(21,990)	(26,319)
Of which: Negative market values from derivative financial instruments	(21,990)	(26,319)
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(23)	(76)
Cash collateral [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0	0
Central bank funds purchased and securities sold under repurchase agreements	0
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	(785)	(880)
Of which: Negative market values from derivative financial instruments	(723)	(736)
Remaining liabilities not subject to netting	0	0
Cash collateral [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	(22,776)	(27,199)
Other liabilities	(23)	(76)
Total liabilities	(22,799)	(27,275)
Financial instrument collateral [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	(1,891)	(410)
Securities loaned	(3)	(7)
Financial liabilities at fair value through profit or loss	(68,806)	(44,516)
Of which: Negative market values from derivative financial instruments	(2,608)	(2,319)
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(1)	(2)
Financial instrument collateral [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0	0
Central bank funds purchased and securities sold under repurchase agreements	(51)	(51)
Securities loaned	0	(6)
Financial liabilities at fair value through profit or loss	(4,485)	(4,245)
Of which: Negative market values from derivative financial instruments	(191)	(209)
Remaining liabilities not subject to netting	0	0
Financial instrument collateral [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	(73,292)	(48,761)
Other liabilities	(1)	(2)
Total liabilities	(75,239)	(49,238)
Net amount [Member] | enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Central bank funds purchased and securities sold under repurchase agreements	0	0
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	52,915	65,238
Of which: Negative market values from derivative financial instruments	8,910	14,622
Of which: Negative market values from derivatives qualifying for hedge accounting (enforceable)	26	80
Net amount [Member] | non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements	1,096	111
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	19,572	16,521
Of which: Negative market values from derivative financial instruments	7,878	10,388
Remaining liabilities not subject to netting	132,896	140,521
Net amount [Member] | enforceable and non-enforceable [Member]
Offsetting Financial Liabilities [Line Items]
Financial liabilities at fair value through profit or loss	72,487	81,759
Other liabilities	79,419	69,516
Total liabilities	€ 911,384	€ 921,090

Note 18 - Components of Loans b

Note 18 - Components of Loans by Industry Classification (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Components of Loans by Industry Classification [Line Items]
Agriculture, forestry and fishing	€ 386	€ 526
Mining and quarrying	3,130	2,679
Manufacturing	30,564	32,352
Electricity, gas, steam and air conditioning supply	4,734	5,103
Water supply, sewerage, waste management and remediation activities	486	725
Construction	4,494	4,494
Wholesale and retail trade, repair of motor vehicles and motorcycles	22,127	22,605
Transport and storage	5,617	6,067
Accommodation and food service activities	1,865	1,972
Information and communication	8,082	7,783
Financial and insurance activities	116,298	121,333
Real estate activities	50,793	49,671
Professional, scientific and technical activities	6,958	7,137
Administrative and support service activities	9,385	7,922
Public administration and defense, compulsory social security	6,131	5,977
Education	281	249
Human health services and social work activities	4,432	4,554
Arts, entertainment and recreation	1,072	1,180
Other service activities	5,624	5,778
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	216,056	221,099
Activities of extraterritorial organizations and bodies	0	1
Gross loans	498,516	509,208
(Deferred expense)/unearned income	1,675	131
Loans less (deferred expense)/unearned income	496,841	509,077
Less: Allowance for loan losses	5,208	4,848
Total Loans	€ 491,632	€ 504,229

Note 19 - Allowance for Credit

Note 19 - Allowance for Credit Losses (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
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	€ 4	€ 14	€ 4
Total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impared	0	46	0
Allowance for country risk not included in Allowance for credit losses for Off-balance Sheet Positions	€ 9	€ 9	€ 6

Note 19 - Development of allowa

Note 19 - Development of allowance for credit losses in the reporting period, Allowance for Credit Losses (Detail) - Allowance for Credit Losses - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year	[1],[2]	€ 4,995
Movements in financial assets including new business	[1],[2],[3]	1,778
Transfers due to changes in creditworthiness		0	[1],[2]	€ 0
Changes in models		(110)	[1],[2]	0	[4],[5],[6]
Financial assets that have been derecognized during the period	[1],[2],[3],[7]	(1,197)
Recovery of written off amounts	[1],[2],[3]	93
Foreign exchange and other changes	[1],[2],[3]	(273)
Balance, end of reporting period	[1],[2]	5,285	[3]	4,995
Provision for Credit Losses excluding country risk	[3],[8],[9]	1,668
Stage 1 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year	[1],[2]	533
Movements in financial assets including new business	[1],[2],[3]	(195)
Transfers due to changes in creditworthiness	[1],[2],[3]	170
Changes in models	[1],[2],[3]	(57)
Financial assets that have been derecognized during the period	[1],[2],[3],[7]	0
Recovery of written off amounts	[1],[2],[3]	0
Foreign exchange and other changes	[1],[2],[3]	(3)
Balance, end of reporting period	[1],[2]	447	[3]	533
Provision for Credit Losses excluding country risk	[3],[8],[9]	(83)
Stage 2 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year	[1],[2]	626
Movements in financial assets including new business	[1],[2],[3]	294
Transfers due to changes in creditworthiness	[1],[2],[3]	(150)
Changes in models	[1],[2],[3]	(53)
Financial assets that have been derecognized during the period	[1],[2],[3],[7]	0
Recovery of written off amounts	[1],[2],[3]	0
Foreign exchange and other changes	[1],[2],[3]	(38)
Balance, end of reporting period	[1],[2]	680	[3]	626
Provision for Credit Losses excluding country risk	[3],[8],[9]	92
Stage 3 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year	[1],[2]	3,656
Movements in financial assets including new business	[1],[2],[3]	1,647
Transfers due to changes in creditworthiness	[1],[2],[3]	(20)
Changes in models	[1],[2],[3]	0
Financial assets that have been derecognized during the period	[1],[2],[3],[7]	(1,145)
Foreign exchange and other changes	[1],[2],[3]	(271)
Balance, end of reporting period	[1],[2]	3,960	[3]	3,656
Provision for Credit Losses excluding country risk	[3],[8],[9]	1,627
Stage 3 POCI [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year	[1],[2]	180
Movements in financial assets including new business	[1],[2],[3],[10]	32
Changes in models	[1],[2],[3],[10],[11]	0
Financial assets that have been derecognized during the period	[1],[2],[3],[7],[10]	(52)
Recovery of written off amounts	[1],[2],[3],[10],[11]	0
Foreign exchange and other changes	[1],[2],[3],[10],[11]	38
Balance, end of reporting period	[1],[2]	198	[3],[10],[11]	€ 180
Provision for Credit Losses excluding country risk	[3],[8],[9],[10],[11]	€ 32
[1]Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023[2]Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023[3]Allowance for credit losses does not include allowance for country risk amounting to € 6 million as of December 31, 2021[4]Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022[5]Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022[6]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021[7]This position includes charge offs of allowance for credit losses[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]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[10]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022[11]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022

Note 19 - Intro AQ Section (Det

Note 19 - Intro AQ Section (Detail) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Amortized Cost [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount	[1]	€ 761,400		€ 786,776
Allowance for Credit Losses	[1],[2]	5,285		4,995
of which Loans
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount		484,527		495,979
Allowance for Credit Losses	[2]	5,170		4,790
Fair Value through OCI [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses		48	[3]	69	[4]
Fair value		35,546		31,675
Off-balance sheet [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses	[5]	393		551
Notional Amount		318,814		317,173
Stage 1 [Member] | Amortized Cost [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount	[1]	692,091		729,021
Allowance for Credit Losses	[1],[2]	447		533
Stage 1 [Member] | of which Loans
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount		418,311		440,556
Allowance for Credit Losses	[2]	424		507
Stage 1 [Member] | Fair Value through OCI [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses		13	[3]	14	[4]
Fair value		34,424		31,123
Stage 1 [Member] | Off-balance sheet [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses	[5]	117		144
Notional Amount		292,747		296,062
Stage 2 [Member] | Amortized Cost [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount	[1]	55,704		45,335
Allowance for Credit Losses	[1],[2]	680		626
Stage 2 [Member] | of which Loans
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount		52,834		43,711
Allowance for Credit Losses	[2]	673		619
Stage 2 [Member] | Fair Value through OCI [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses		13	[3]	12	[4]
Fair value		1,076		482
Stage 2 [Member] | Off-balance sheet [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses	[5]	88		97
Notional Amount		23,778		18,478
Stage 3 [Member] | Amortized Cost [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount	[1]	12,799		11,379
Allowance for Credit Losses	[1],[2]	3,960		3,656
Stage 3 [Member] | of which Loans
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount		12,576		10,686
Allowance for Credit Losses	[2]	3,874		3,491
Stage 3 [Member] | Fair Value through OCI [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses		22	[3]	43	[4]
Fair value		46		70
Stage 3 [Member] | Off-balance sheet [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses	[5]	187		310
Notional Amount		2,282		2,625
Stage 3 POCI [Member] | Amortized Cost [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount	[1]	806		1,041
Allowance for Credit Losses	[1],[2]	198		180
Stage 3 POCI [Member] | of which Loans
Intro AQ Section //Mapping auf RFT [Line Items]
Gross Carrying Amount		806		1,027
Allowance for Credit Losses	[2]	198		174
Stage 3 POCI [Member] | Fair Value through OCI [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Allowance for Credit Losses		0	[3]	0	[4]
Stage 3 POCI [Member] | Off-balance sheet [Member]
Intro AQ Section //Mapping auf RFT [Line Items]
Notional Amount		€ 8		€ 8
[1]Financial assets at amortized cost consist of: loans at amortized cost, cash and central bank balances, Interbank balances (w/o central banks), central bank funds sold and securities purchased under resale agreements, securities borrowed and certain subcategories of other assets[2]Allowance for credit losses do not include allowance for country risk amounting to € 4 million as of December 31, 2023 and € 14 million as of December 31, 2022[3]Allowance for credit losses against financial assets at fair value through OCI remained at very low levels (€ 69 million at December 31, 2022 and € 48 million as of December 31, 2023). Due to immateriality, we do not provide any details on the year-over-year development.[4]Allowance for credit losses against financial assets at fair value through OCI were almost unchanged at very low levels (€ 41 million at December 31, 2021 and € 69 million as of December 31, 2022). Due to immateriality, we do not provide any details on the year-over-year development.[5]Allowance for credit losses do not include allowance for country risk amounting to € 9 million as of December 31, 2023 and € 9 million as of December 31, 2022

Note 19 - Off-balance sheet len

Note 19 - Off-balance sheet lending commitments and guarantee business, Allowance for Credit Losses (Detail) - Allowance for Credit Losses - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Off-balance sheet lending commitments and guarantee business [Line Items]
Movements in financial assets including new business		€ (160)	[1],[2]	€ 99	[3],[4]
Transfers due to changes in creditworthiness		0		0	[3],[4]
Changes in models	[3],[4]			0
Foreign exchange and other changes		2	[1],[2]	9	[3],[4]
Provision for Credit Losses excluding country risk	[5]	(160)	[1],[2],[6]	99	[3],[4],[7],[8]
Stage 1 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Movements in financial assets including new business		(39)	[1],[2]	21	[3],[4]
Transfers due to changes in creditworthiness	[3],[4]			12
Changes in models	[3],[4]			0
Foreign exchange and other changes	[3],[4]			4
Provision for Credit Losses excluding country risk	[3],[4],[5],[7],[8]			33
Stage 2 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Movements in financial assets including new business		(3)	[1],[2]	(1)	[3],[4]
Transfers due to changes in creditworthiness		(4)	[1],[2]	(15)	[3],[4]
Changes in models	[3],[4]			0
Foreign exchange and other changes		(2)	[1],[2]	3	[3],[4]
Provision for Credit Losses excluding country risk	[5]	(7)	[1],[2],[6]	(16)	[3],[4],[7],[8]
Stage 3 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Movements in financial assets including new business		(118)	[1],[2]	78	[3],[4]
Transfers due to changes in creditworthiness		(7)	[1],[2]	3	[3],[4]
Changes in models	[3],[4]			0
Foreign exchange and other changes		3	[1],[2]	3	[3],[4]
Provision for Credit Losses excluding country risk	[5]	(125)	[1],[2],[6]	82	[3],[4],[7],[8]
Stage 3 POCI [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Movements in financial assets including new business		0		0	[3],[4]
Transfers due to changes in creditworthiness		0		0	[3],[4]
Changes in models	[3],[4]			0
Foreign exchange and other changes		0		0	[3],[4]
Provision for Credit Losses excluding country risk		€ 0		€ 0	[3],[4],[5],[7],[8]
[1]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023[2]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023[3]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022[4]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022[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[7]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[8]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

Note 20 - Information on the As

Note 20 - Information on the Asset Types and the Associated Transactions (Detail) - Information on the Asset Types and the Associated Transactions [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Trading securities not derecognized due to the following transactions:
Repurchase agreements		€ 45,106	€ 30,201
Securities lending agreements		10,155	8,313
Total return swaps		4,483	1,461
Other		5,060	4,480
Total trading securities, assets		64,804	44,455
Other trading assets		138	171
Non-trading financial assets mandatory at fair value through profit and loss		203	1,077
Financial assets at fair value through other comprehensive income		7,080	2,351
Loans at amortized cost	[1]	26	104
Other		8,674	3,815
Total		80,924	51,973
Carrying amount of associated liabilities		€ 70,706	€ 43,820
[1]Other traded loans where the associated liability is recourse only to the transferred assets had carrying value and fair value of € 20 million and € 0 million as at December 31, 2023 and December 31, 2022 respectively. The associated liabilities had the same carrying value and fair value which resulted in a net position of € 0 million and € 0 million as at December 31, 2023 and December 31, 2022 respectively.

Note 20 - Information on the _2

Note 20 - Information on the Asset Types and the Associated Transactions (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Loans where associated liability is recourse only to transferred assets [Abstract]
Other Traded Loans where associated liability is recourse only to transferred assets, Carrying value and Fair Value	€ 20	€ 0
Net position of associated liabilities	0	€ 0
Securitized loans (in EUR bn)	€ 0

Note 20 - Continuing Involvemen

Note 20 - Continuing Involvement Accounting (Detail) - Continuing Involvement Accounting [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Carrying amount of the original assets transferred [Member]
Continuing Involvemnt Accounting [Line Items]
Trading securities, assets	€ 1,043	€ 1,059
Non-trading financial assets mandatory at fair value through profit and loss	317	328
Carrying amount of the assets continued to bel recognised [Member]
Continuing Involvemnt Accounting [Line Items]
Trading securities, assets	28	34
Non-trading financial assets mandatory at fair value through profit and loss	16	16
Continuing Involvement Accounting, Associated Liabilities [Member]
Continuing Involvemnt Accounting [Line Items]
Carrying amount of associated liabilities	€ 78	€ 95

Note 20 - Transferred Assets wi

Note 20 - Transferred Assets with on-going Involvement I (Detail) - The impact on the Groups Balance Sheet of on-going involvement associated with transferred assets derecognized in full [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Carrying value [Member]
Loans at amortized cost
Securitization notes		€ 389	€ 357
Other		0	0
Total loans at amortized cost		389	357
Financial assets held at Fair Value through the P&L:
Securitization notes		23	30
Non-standard Interest Rate, cross-currency or inflation-linked swap		0	0
Total financial assets at fair value through profit or loss		23	30
Financial assets at fair value through other comprehensive income [Abstract]
Securitization notes		706	739
Other		0	0
Total financial assets at fair value through other comprehensive income		706	739
Total financial assets representing on-going involvement		1,118	1,126
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap		0	0
Total financial liabilities representing on-going involvement		0	0
Fair value [Member]
Loans at amortized cost
Securitization notes		344	321
Other		0	0
Total loans at amortized cost		344	321
Financial assets held at Fair Value through the P&L:
Securitization notes		23	30
Non-standard Interest Rate, cross-currency or inflation-linked swap		0	0
Total financial assets at fair value through profit or loss		23	30
Financial assets at fair value through other comprehensive income [Abstract]
Securitization notes		592	629
Other		0	0
Total financial assets at fair value through other comprehensive income		592	629
Total financial assets representing on-going involvement		959	981
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap		0	0
Total financial liabilities representing on-going involvement		0	0
Maximum Exposure to Loss [Member]
Loans at amortized cost
Securitization notes	[1]	344	321
Other	[1]	0	0
Total loans at amortized cost	[1]	344	321
Financial assets held at Fair Value through the P&L:
Securitization notes	[1]	23	30
Non-standard Interest Rate, cross-currency or inflation-linked swap	[1]	0	0
Total financial assets at fair value through profit or loss	[1]	23	30
Financial assets at fair value through other comprehensive income [Abstract]
Securitization notes	[1]	592	629
Other	[1]	0	0
Total financial assets at fair value through other comprehensive income	[1]	592	629
Total financial assets representing on-going involvement	[1]	959	981
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap	[1]	0	0
Total financial liabilities representing on-going involvement	[1]	€ 0	€ 0
[1]The maximum exposure to loss is defined as the carrying value plus the notional value of any undrawn loan commitments not recognized as liabilities.

Note 20 - Transfers of Financia

Note 20 - Transfers of Financial Assets - Transferred Assets with on-going Involvement II (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Year-to- date P&L [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	€ 48	€ 41
Non-standard Interest Rate, cross-currency or inflation-linked swap	0	0
Net gains/(losses) recognized from on-going involvement in derecognized assets	48	40
Cumulative P&L [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	164	112
Non-standard Interest Rate, cross-currency or inflation-linked swap	0	0
Net gains/(losses) recognized from on-going involvement in derecognized assets	164	112
Gain/(loss) on disposal [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	7	(8)
Non-standard Interest Rate, cross-currency or inflation-linked swap	0	0
Net gains/(losses) recognized from on-going involvement in derecognized assets	€ 7	€ (8)

Note 20 - Carrying value of the

Note 20 - Carrying value of the Groups assets pledged as collateral for liabilities or contingent liabilities (Detail) - Carrying Value of the Assets Pledged as Collateral [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Carrying Value of the Assets Pledged as Collateral [Line Items]
Financial assets at fair value through profit or loss	[1]	€ 55,166	€ 37,216
Financial assets at fair value through other comprehensive income	[1]	7,222	2,375
Loans	[1]	54,148	73,305
Other	[1]	9,610	5,306
Total	[1]	€ 126,146	€ 118,202
[1]Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.

Note 20 - Total assets pledged

Note 20 - Total assets pledged to creditors available for sale or repledge (Detail) - Total assets pledged to creditors [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Total assets pledged to creditors [Line Items]
Financial assets at fair value through profit or loss	[1]	€ 57,143	€ 40,997
Financial assets at fair value through other comprehensive income	[1]	7,073	1,408
Loans	[1]	5,428	2,716
Other	[1]	7,815	593
Total	[1]	€ 77,459	€ 45,715
[1]Includes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.

Note 20 - Fair Value of collate

Note 20 - Fair Value of collateral received (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Collateral Received
Securities and other financial assets accepted as collateral	€ 379,573	€ 309,107
Of which: [Abstract]
collateral sold or repledged	€ 324,757	€ 254,856

Note 21 - Property and Equipmen

Note 21 - Property and Equipment (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Property and Equipment (IFRS 16) [Domain Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	€ 6,103
Property and equipment, end of period	6,185	€ 6,103
Property and Equipment (IFRS 16) [Domain Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	12,863	11,737
Changes in the group of consolidated companies	34	0
Additions	685	1,308
Transfers	419	171
Reclassifications (to)/from "held for sale"	(22)	(19)
Disposals	950	535
Exchange rate changes	(148)	201
Property and equipment, end of period	12,881	12,863
Property and Equipment (IFRS 16) [Domain Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	6,760	6,201
Changes in the group of consolidated companies	(11)	0
Depreciation	878	922
Transfers	29	89
Reclassifications (to)/from "held for sale"	(19)	(15)
Disposals	907	486
Exchange rate changes	(70)	60
Impairment losses	43	11
Reversals of impairment losses	8	21
Accumulated depreciation and impairment, end of period	6,696	6,760
Owner occupied properties [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	217
Property and equipment, end of period	177	217
Owner occupied properties [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	503	514
Changes in the group of consolidated companies	0	0
Additions	0	0
Transfers	0	0
Reclassifications (to)/from "held for sale"	(22)	0
Disposals	41	11
Exchange rate changes	1	(1)
Property and equipment, end of period	441	503
Owner occupied properties [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	286	288
Changes in the group of consolidated companies	0	0
Depreciation	9	13
Transfers	0	0
Reclassifications (to)/from "held for sale"	(19)	0
Disposals	20	11
Exchange rate changes	0	(1)
Impairment losses	7	1
Reversals of impairment losses	0	4
Accumulated depreciation and impairment, end of period	264	286
Furniture and equipment [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	412
Property and equipment, end of period	360	412
Furniture and equipment [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	2,434	2,283
Changes in the group of consolidated companies	(8)	0
Additions	84	94
Transfers	23	109
Reclassifications (to)/from "held for sale"	0	(7)
Disposals	113	72
Exchange rate changes	(27)	27
Property and equipment, end of period	2,393	2,434
Furniture and equipment [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	2,022	1,860
Changes in the group of consolidated companies	(10)	0
Depreciation	127	141
Transfers	17	61
Reclassifications (to)/from "held for sale"	0	(6)
Disposals	108	55
Exchange rate changes	(22)	20
Impairment losses	8	0
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, end of period	2,033	2,022
Leasehold improvements [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	1,219
Property and equipment, end of period	1,179	1,219
Leasehold improvements [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	3,523	3,102
Changes in the group of consolidated companies	7	0
Additions	40	65
Transfers	193	362
Reclassifications (to)/from "held for sale"	0	(12)
Disposals	643	35
Exchange rate changes	(43)	42
Property and equipment, end of period	3,078	3,523
Leasehold improvements [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	2,304	2,095
Changes in the group of consolidated companies	0	0
Depreciation	199	194
Transfers	54	24
Reclassifications (to)/from "held for sale"	0	(9)
Disposals	638	28
Exchange rate changes	(25)	24
Impairment losses	5	4
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, end of period	1,900	2,304
Construction-in-progress [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	215
Property and equipment, end of period	460	215
Construction-in-progress [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	216	398
Accumulated depreciation and impairment, beginning of period	1
Changes in the group of consolidated companies	0	0
Additions	297	178
Transfers	(50)	(377)
Reclassifications (to)/from "held for sale"	0	0
Disposals	0	0
Exchange rate changes	(2)	16
Property and equipment, end of period	461	216
Accumulated depreciation and impairment, end of period		1
Construction-in-progress [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	1
Changes in the group of consolidated companies	0	0
Depreciation	0	0
Transfers	0	0
Reclassifications (to)/from "held for sale"	0	0
Disposals	0	0
Exchange rate changes	0	0
Impairment losses	0	0
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, end of period	1	1
Total Property and equipment (IAS 16) [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	2,063
Property and equipment, end of period	2,176	2,063
Total Property and equipment (IAS 16) [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	6,676	6,297
Changes in the group of consolidated companies	(1)	0
Additions	422	337
Transfers	167	94
Reclassifications (to)/from "held for sale"	(22)	(19)
Disposals	798	118
Exchange rate changes	(71)	84
Property and equipment, end of period	6,374	6,676
Total Property and equipment (IAS 16) [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	4,613	4,244
Changes in the group of consolidated companies	(11)	0
Depreciation	335	348
Transfers	71	86
Reclassifications (to)/from "held for sale"	(19)	(15)
Disposals	766	93
Exchange rate changes	(46)	43
Impairment losses	21	4
Reversals of impairment losses	0	4
Accumulated depreciation and impairment, end of period	4,198	4,613
Right-of-use for leased assets (IFRS 16) [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	4,040
Property and equipment, end of period	4,009	4,040
Right-of-use for leased assets (IFRS 16) [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, beginning of period	6,187	5,439
Changes in the group of consolidated companies	34	0
Additions (IFRS 16)	263	971
Transfers	251	78
Reclassifications (to)/from "held for sale"	0	0
Disposals	152	417
Exchange rate changes	(77)	117
Property and equipment, end of period	6,507	6,187
Right-of-use for leased assets (IFRS 16) [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, beginning of period	2,147	1,957
Changes in the group of consolidated companies	0	0
Depreciation (IFRS 16)	543	573
Transfers	41	3
Reclassifications (to)/from "held for sale"	0	0
Disposals	141	393
Exchange rate changes	24	17
Impairment losses	23	6
Reversals of impairment losses	8	17
Accumulated depreciation and impairment, end of period	€ 2,498	€ 2,147

Note 21 - Property and Equipm_2

Note 21 - Property and Equipment (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Property and Equipment [Line Items]
Carrying value of items of property and equipment on which there is a restriction on sale	€ 24	€ 25
Commitments for the acquisition of property and equipment	96	150
Additions to Right-of-use assets (IFRS 16), mainly new real estate leases	263
Depreciation charges for Right-of-use assets (IFRS 16), mainly resulted from planned consumption for property leases	543
Carrying amount of right-of-use assets	4,000	4,000
of which: Real estate leases	4,000	4,000
Of which: Vehicle leases	€ 13	€ 10

Note 22 - Leases - Future Cash

Note 22 - Leases - Future Cash Outflows (IFRS 16) (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Future cash outflow not reflected in lease liabilities: [Abstract]
Not later than one year	€ 14	€ 14
Later than one year and not later than five years	590	613
Later than five years	4,318	5,226
Future cash outflows not reflected in lease liabilities	€ 4,922	€ 5,852

Note 22 - Leases - Parenthetica

Note 22 - Leases - Parenthetical Information (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Net Carrying Value for each Class of Leasing Assets [Line Items]
Carrying amount of right-of-use assets included in "Property and equipment"	€ 4,000	€ 4,000
Of which: Properties leases	4,000	4,000
Of which: Vehicle leases	13	10
Carrying amount of lease liabilities included in "Other liabilities"	4,493	4,470
Of which: Total future minimum rental payments for the Group headquarters in Frankfurt am Main that was sold and leased back on December 1, 2011	477
Interest expense recorded from the compounding of the lease liabilities	113	85
Expenses relating to short-term leases	1	1
Expenses relating to low-value assets	0	0
Income from the subletting of RoU assets	29	29
Total cash outflow for leases	645	691
Of which: Expenditures made for real estate rentals	638	683
Of which: Principal portion of lease payments	534	607
Of which: Payments for the interest portion	111	€ 84
Potential payment exposures arising from extension options	4,900
Future payments for leases not yet commenced, but to which the Group is committed	€ 40

Note 23 - Changes in Goodwill (

Note 23 - Changes in Goodwill (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Changes in Goodwill [Line Items]
Goodwill, balance, period start		€ 2,919	€ 2,806
Goodwill acquired during the year		235	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		(7)	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	(233)	0
Exchange rate changes/other		(65)	113
Goodwill, balance, period end		2,849	2,919
Gross amount of goodwill		11,848	11,834
Accumulated impairment losses		(9,000)	(8,915)
Investment Bank [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		235	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	(233)	0
Exchange rate changes/other		(2)	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		4,175	4,079
Accumulated impairment losses		(4,175)	(4,079)
Corporate Bank [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		0	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		615	629
Accumulated impairment losses		(615)	(629)
Asset Management [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		2,919	2,806
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		(7)	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		(63)	113
Goodwill, balance, period end		2,849	2,919
Gross amount of goodwill		3,336	3,408
Accumulated impairment losses		(487)	(489)
Private Bank (excl. WM) [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		0	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		3,723	3,717
Accumulated impairment losses		€ (3,723)	€ (3,717)
[1]Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement.

Note 23 - Parenthetical Informa

Note 23 - Parenthetical Information Changes in Goodwill (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Changes in Goodwill [Abstract]
Reclassification of AM Goodwill to assets held for sale		€ 56
Group recorded new goodwill to IB CGU	€ 235
Group recorded new goodwill to CB CGU		€ 5

Note 23 - Primary Cash-Generati

Note 23 - Primary Cash-Generating Units (Detail: Text Values)	Dec. 31, 2023	Dec. 31, 2022
Primary Cash-Generating Units
Constant long-term growth rate of up to	3%	3%
Discount rates (after tax) for AM CGU	10.90%	10.30%

Note 23 - Critical Values (Deta

Note 23 - Critical Values (Detail) - AM [Member]	12 Months Ended
	Dec. 31, 2023
Change in Key Assumptions
Discount rate (post tax) increase from	10.90%
Discount rate (post tax) increase to	12%
Change in projected future earnings in each period by	(10.90%)
from	3%
to	0.90%

Note 23 - Changes of Other Inta

Note 23 - Changes of Other Intangible Assets by Asset Class (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023		Dec. 31, 2022
Total other intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	€ 4,478		€ 4,173
Total other intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	13,923		12,732
Additions	1,436		1,191
Changes in the group of consolidated companies	0		(26)
Disposals	72		160
Reclassifications from (to) held for sale	0		(32)
Transfers	(4)		(9)
Exchange rate changes	(130)		226
Cost of acquisition/manufacture, Balance as of	15,154		13,923
Total other intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	9,750		8,714
Amortization for the year	1,064	[1]	1,020	[2]
Changes in the group of consolidated companies	0		(26)
Disposals	72		157
Reclassifications from (to) held for sale	0		(25)
Impairment losses	24	[3]	98	[4]
Reversals of impairment losses	0	[5]	3
Transfers	(3)		3
Exchange rate changes	(87)		126
Accumulated amortization and impairment, Balance as of	10,676		9,750
Total unamortized purchased intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	717		743
Total unamortized purchased intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,524		1,457
Additions	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Transfers	0		0
Exchange rate changes	(37)		67
Cost of acquisition/manufacture, Balance as of	1,486		1,524
Total unamortized purchased intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	781		696
Amortization for the year	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Impairment losses	0		68
Reversals of impairment losses	0		0
Transfers	0		0
Exchange rate changes	(12)		17
Accumulated amortization and impairment, Balance as of	769		781
Purchased unamortized retail investment management agreements [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	716		741
Purchased unamortized retail investment management agreements [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,083		1,017
Additions	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Transfers	0		0
Exchange rate changes	(37)		67
Cost of acquisition/manufacture, Balance as of	1,046		1,083
Purchased unamortized retail investment management agreements [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	342		257
Amortization for the year	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Impairment losses	0		68
Reversals of impairment losses	0		0
Transfers	0		0
Exchange rate changes	(12)		17
Accumulated amortization and impairment, Balance as of	330		342
Purchased unamortized other intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	1		2
Purchased unamortized other intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	441		440
Additions	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Transfers	0		0
Exchange rate changes	0		0
Cost of acquisition/manufacture, Balance as of	440		441
Purchased unamortized other intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	439		439
Amortization for the year	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Impairment losses	0		0
Reversals of impairment losses	0		0
Transfers	0		0
Exchange rate changes	0		0
Accumulated amortization and impairment, Balance as of	439		439
Total amortized purchased intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	221		137
Total amortized purchased intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	2,283		2,257
Additions	122		45
Changes in the group of consolidated companies	0		(6)
Disposals	0		37
Reclassifications from (to) held for sale	0		0
Transfers	(4)		(9)
Exchange rate changes	(21)		32
Cost of acquisition/manufacture, Balance as of	2,380		2,283
Total amortized purchased intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	2,146		2,115
Amortization for the year	38		40
Changes in the group of consolidated companies	0		(6)
Disposals	0		35
Reclassifications from (to) held for sale	0		0
Impairment losses	0		0
Reversals of impairment losses	0		3
Transfers	(3)		3
Exchange rate changes	(21)		31
Accumulated amortization and impairment, Balance as of	2,159		2,146
Purchased amortized customer-related intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	57		4
Purchased amortized customer-related intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,421		1,398
Additions	56		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Transfers	0		(9)
Exchange rate changes	(21)		32
Cost of acquisition/manufacture, Balance as of	1,456		1,421
Purchased amortized customer-related intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	1,417		1,383
Amortization for the year	3		3
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Impairment losses	0		0
Reversals of impairment losses	0		3
Transfers	0		3
Exchange rate changes	(20)		31
Accumulated amortization and impairment, Balance as of	1,399		1,417
Purchased amortized contract-based intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	0		0
Purchased amortized contract-based intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	70		70
Additions	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Transfers	0		0
Exchange rate changes	0		0
Cost of acquisition/manufacture, Balance as of	70		70
Purchased amortized contract-based intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	70		70
Amortization for the year	0		0
Changes in the group of consolidated companies	0		0
Disposals	0		0
Reclassifications from (to) held for sale	0		0
Impairment losses	0		0
Reversals of impairment losses	0		0
Transfers	0		0
Exchange rate changes	0		0
Accumulated amortization and impairment, Balance as of	70		70
Purchased amortized software and other [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	164		133
Purchased amortized software and other [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	792		789
Additions	66		45
Changes in the group of consolidated companies	0		(6)
Disposals	0		37
Reclassifications from (to) held for sale	0		0
Transfers	(4)		0
Exchange rate changes	0		0
Cost of acquisition/manufacture, Balance as of	854		792
Purchased amortized software and other [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	659		662
Amortization for the year	35		37
Changes in the group of consolidated companies	0		(6)
Disposals	0		35
Reclassifications from (to) held for sale	0		0
Impairment losses	0		0
Reversals of impairment losses	0		0
Transfers	(3)		0
Exchange rate changes	(1)		0
Accumulated amortization and impairment, Balance as of	690		659
Internally generated amortized software [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	3,539		3,293
Internally generated amortized software [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	10,116		9,018
Additions	1,314		1,145
Changes in the group of consolidated companies	0		(20)
Disposals	71		122
Reclassifications from (to) held for sale	0		(32)
Transfers	0		0
Exchange rate changes	(72)		128
Cost of acquisition/manufacture, Balance as of	11,288		10,116
Internally generated amortized software [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Accumulated amortization and impairment, Balance as of	6,824		5,904
Amortization for the year	1,027		980
Changes in the group of consolidated companies	0		(20)
Disposals	71		122
Reclassifications from (to) held for sale	0		(25)
Impairment losses	24		30
Reversals of impairment losses	0		0
Transfers	0		0
Exchange rate changes	(54)		78
Accumulated amortization and impairment, Balance as of	€ 7,749		€ 6,824
[1]€ 3 million were a reversal of impairment losses on customer-related intangibles recorded in general and administrative expenses.[2]€ 1.0 billion were included in general and administrative expenses.[3]€ 1.1 billion were included in general and administrative expenses.[4]€ 98 million were comprised of impairments on retail investment management agreements recorded in impairment of goodwill and other intangible assets of € 68 million and of € 30 million€ 30 million on self-developed software recorded in general and administrative expenses.[5]€ 24 million were impairment losses on self-developed software recorded in general and administrative expenses.

Note 23 - Changes of Other In_2

Note 23 - Changes of Other Intangible Assets by Asset Class (Detail:Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Changes of Other Intangible Assets by Asset Class [Abstract]
Ammortization of other intangible assets included in general and administrative expenses	€ 1,100	€ 1,000
Changes of other intangible assets: impairment losses comprised of		98
Changes of other intangible assets comprised of impairments of EUR million on retail investment management		68
Changes of other intangible assets comprised of impairments of EUR million on self-developed software	€ 24	30
Reversal Of Impairment Loss Other Custommer Related Intangibles		€ 3

Note 23 - Parenthetical Infor_2

Note 23 - Parenthetical Information Other Amortizing Intangible Assets (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Parenthetical Information Other Amortizing Intangible Assets [Line Items]
Decrease of amortizing other intangible assets, net	€ 330	€ 173
Mainly driven by [Abstract]
Amortization expenses	1,100	1,000
Of which: scheduled consumption of capitalized software	1,100	1,000	€ 1,000
Of which: impairment of current platform software and software under construction	24	30
Of which: Additions to internally generated intangible assets	1,300	1,100	1,000
Of which: Negative exchange rate changes	€ 19	€ 50	42
Increase of amortizing other intangible assets, net			22
Impairment of self-developed software			€ 149

Note 23 - Parenthetical Infor_3

Note 23 - Parenthetical Information Other Unamortizing Intangible Assets (Detail: Text Values - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2022	Dec. 31, 2023
Retail investment management agreements [Abstract]
Discount rates (cost of equity) applied in the calculation		10.90%
Asset Management [Member]
Retail investment management agreements [Abstract]
Assets, related to the Groups U.S. retail mutual fund business, aquired in 2002, calculated at fair value less costs of disposal		€ 716
Discount rates (cost of equity) applied in the calculation	10.60%
Discount rates (cost of equity) applied in the calculation		10.90%
Terminal value growth rate applied for 2018 is up to	3.80%
Terminal value growth rate applied for 2019 is up to		3.40%
Reassessment in fourth quarter 2022 resulted in an impairment loss	€ 68

Note 24 - Non-Current Assets an

Note 24 - Non-Current Assets and Disposal Groups Held for Sale - Components of Other Non-Current Assets and Disposal Groups Held for Sale (Detail) - Components of Other Non-Current Assets and Disposal Groups Held for Sale [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Other assets [Member]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Line Items]
Financial assets at fair value through profit or loss	€ 0	€ 40
Total assets classified as held for sale	0	40
Other liabilities [Member]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Line Items]
Financial liabilities at fair value through profit or loss	0	208
Total liabilities classified as held for sale	€ 0	€ 208

Note 24 - Non-Current Assets _2

Note 24 - Non-Current Assets and Disposal Groups Held for Sale - Components of Other Non-Current Assets and Disposal Groups Held for Sale (Detail: Text Values)	12 Months Ended
	Dec. 31, 2022 EUR (€)
DWS completes closing of transfer of its digital investment platform as part of its partnership with BlackFin [Abstract]
DWS Transfer of Digital investment platform to BlackFin, In percent	0.30
Stake in MorgenFund GmbH received as part of consideration in Percent	0.30
Sale of the Italian financial advisors business to Zurich Italy [Abstract]
Sale of the Italian financial advisors business to Zurich Italy, no of Financial Advisors	1,085,000,000
Sale of the Italian financial advisors business to Zurich Italy, no of employees	96,000,000
Sale of the Italian financial advisors business to Zurich Italy, Assets Under Management	€ 16,000,000,000
Sale of the Italian financial advisors business to Zurich Italy, AUM of which discretionay Portfolio managed by DB	1,000,000,000
Sale of the Italian financial advisors business to Zurich Italy Pre-tax gain on sale recorded	€ 312,000,000

Note 25 - Components of Other A

Note 25 - Components of Other Assets (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Brokerage and securities related receivables [Abstracts]
Cash/margin receivables		€ 40,157	€ 50,394
Receivables from prime brokerage		5	4
Pending securities transactions past settlement date		1,801	2,385
Receivables from unsettled regular way trades		30,603	18,467
Total brokerage and securities related receivables		72,566	71,250
Debt securities held to collect		21,853	25,500
Accrued interest receivable		4,158	3,588
Assets held for sale		0	40
Other		16,028	17,740
Total other assets	[1]	€ 114,698	€ 118,124
[1]Includes non-current assets and disposal groups held for sale

Note 25 - Components of Other L

Note 25 - Components of Other Liabilities (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Brokerage and securities related payables [Abstract]
Cash/margin payables		€ 49,516	€ 62,824
Payables from prime brokerage		18	24
Pending securities transactions past settlement date, liabilities		2,641	2,982
Payables from unsettled regular way trades		29,365	16,882
Brokerage and securities related payables		81,539	82,711
Accrued interest payable		4,785	2,826
Liabilities held for sale		0	208
Lease liabilities		4,493	4,470
Other		22,114	23,433
Total other liabilities	[1]	€ 113,018	€ 113,648
[1]Includes non-current assets and disposal groups held for sale

Note 26 - Components of Deposit

Note 26 - Components of Deposits (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Components of Deposits [Line Items]
Noninterest-bearing demand deposits	€ 187,078	€ 253,989
Interest-bearing deposits [Abstract]
Demand deposits	162,444	131,726
Time deposits	188,468	158,851
Savings deposits	87,496	84,617
Total interest-bearing deposits	438,408	375,195
Total deposits	€ 625,486	€ 629,183

Note 27 - Movements by Class of

Note 27 - Movements by Class of Provision (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Operational Risk [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		€ 45		€ 42
Changes in the group of consolidated companies		(1)		0
New provisions		8		14
Amounts used		4		3
Unused amounts reversed		8		8
Effects from exchange rate fluctuations/ Unwind of discount		0		0
Transfers		(1)		0
Balance as of, end period		40		45
Civil Litigations [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		627		644
Changes in the group of consolidated companies		(2)		0
New provisions		881		285
Amounts used		328		136
Unused amounts reversed		73		166
Effects from exchange rate fluctuations/ Unwind of discount		18		1
Transfers		1		(1)
Balance as of, end period		1,124		627
Regulatory Enforcement [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		570		475
Changes in the group of consolidated companies		0		0
New provisions		109		290
Amounts used		196		216
Unused amounts reversed		339		0
Effects from exchange rate fluctuations/ Unwind of discount		(13)		23
Transfers		(1)		(3)
Balance as of, end period		129		570
Restructuring [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		248		582
Changes in the group of consolidated companies		(2)		0
New provisions		287		3
Amounts used		132		201
Unused amounts reversed		69		137
Effects from exchange rate fluctuations/ Unwind of discount		0		0
Transfers		0		1
Balance as of, end period		333		248
Other [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		398		448
Changes in the group of consolidated companies		4		0
New provisions		709		653
Amounts used		604		582
Unused amounts reversed		82		110
Effects from exchange rate fluctuations/ Unwind of discount		1		1
Transfers		(5)		(13)
Balance as of, end period		421		398
Total [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		1,888	[1]	2,192
Changes in the group of consolidated companies	[1]	(1)		0
New provisions	[1]	1,993		1,246
Amounts used	[1]	1,264		1,138
Unused amounts reversed	[1]	570		421
Effects from exchange rate fluctuations/ Unwind of discount	[1]	6		26
Transfers	[1]	(6)		(16)
Balance as of, end period	[1]	€ 2,047		€ 1,888
[1]For the remaining portion of provisions as disclosed on the consolidated balance sheet, please see Note 19 “Allowance for Credit Losses”, in which allowances for credit related off-balance sheet positions are disclosed

Note 27 - Provisions Parentheti

Note 27 - Provisions Parenthetical Information (Detail: Text Values) € / shares in Units, ₩ in Billions	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2023 USD ($)	Dec. 31, 2023 KRW (₩)	Dec. 31, 2022 EUR (€) € / shares shares	Dec. 31, 2022 USD ($)	Dec. 31, 2023 USD ($)	Dec. 31, 2022 USD ($) shares
Estimated aggregated future loss (more than remote but less than probable) [Abstract]
Civil Litigation matters	€ 1,900,000,000			€ 1,800,000,000
Regulatory enfocement matters	200,000,000			100,000,000
Biscayne [Abstract]
Jury trial verdict in USD | $						$ 95,000,000
Settlement in appeal to the liquidators in USD | $						43,500,000
Consent Order and Written Agreement with the Federal Reserve [Abstract]
Consent Order to pay a civil monetary penalty due to various deficiencies in governance risk management and internal controls in USD | $						186,000,000
including violations alleged with respect to the post settlement sanctions and embargoes and AML control enhancement undertakings in USD | $						140,000,000
including penalty for unsafe or unsound practices stemming from the banks handling of its legacy correspondent banking relationship with Danske Bank Estonia in USD | $						$ 46,000,000
Cum-ex Investigations and Litigations [Abstract]
Demand from Federal Central Tax Office for tax refunds paid to former custody client in EURO				49,000,000
Payment of liability notice from Federal Central Tax Office by January 20, 2020 in connection with tax refund claims in EURO				2,100,000
BNY estimation of potential Cum-Ex related tax liabilities in EUR				120,000,000
Payment orders from tax authorities in relation to the investment funds in EUR				118,300,000
Payment by BNY after consultation with Deutsche Bank in EUR				53,600,000
Further payment by third parties in EUR				50,900,000
BNY payment request regarding penalty interests in EUR				€ 11,600,000
Hearing letters from the German Federal Tax Office regarding two third party investment funds in EUR	87,000,000
FX Derivatives Products Investigations and Litigation [Abstract]
Claim from Palladium Hotels Group for restitution or damages for alleged losses in respect of FX derivatives trades entered into with DB in EUR	500,000,000
Interbank Offered Rates Matters [Abstract]
GBP LIBOR SDNY settlement agreement with plaintiffs finally approved by the court In November 2023 in USD | $		$ 5,000,000
CHF LIBOR SDNY settlement agreement with plaintiffs finally approved in September 2023 in USD | $		13,000,000
Jeffrey Epstein Investigations [Abstract]
Civil penalty in connection with these three former Deutsche Bank Clients Danske Banks Estonia branch, Jeffrey Epstein and FBME Bank which was paid by the bank in U.S. dollar | $					$ 150,000,000
Class action settlement approved by the Court in an order dated February 6 2023 in USD | $		26,300,000
Class action settlement approved by the Court in an order dated October 20 2023 in USD | $		$ 75,000,000
KOSPI Index Unwind Matters [Abstract]
Sale of a basket of stocks that was held as part of an index arbitrage position in 2010 in EUR	1,600,000,000
Criminal fine imposed on DSK dismissed by the Supreme Court of South Korea on December 21 2023 in KRW | ₩			₩ 1.5
Criminal fine imposed on DSK dismissed by the Supreme Court of South Korea on December 21 2023 in EUR	2,000,000
Monte Dei Paschi [Abstract]
Seizure of alleged profits ordered by the Milan Court revoked in appeal confirmed on October 11 2023 in EUR	64,900,000
Fine imposed by the Milan court revoked in appeal proceedings finally confirmed on October 11 2023 in EUR	3,000,000
Fines imposed by CONSOB against six current and former employees of Deutsche Bank in EUR each	100,000
Mortgage-Related and Asset-Backed Securities Matters and Investigation [Abstract]
Total realised collateral losses in USD | $					3,700,000,000
Damages before IKB voluntarely discountinued its claims as to certain RMBS certificates in USD | $					$ 268,000,000
Polish Mortgages [Abstract]
Reimbursement of alleged overpayments	685,000,000
Polish mortgages: Number of civil claims	5,000
Increase of provisions for reimbursement of the alleged overpayments in current year	244,000,000
Provisions for the reimbursement of alleged overpayments	534,000,000
Postbank Voluntary Public Takeover Offer [Abstract]
Takeover offer for Postbank shareholder in 2010 in EUR per share | € / shares				€ 25
Total number of shares accepted in takeover in 2010 in shares | shares				48,200,000			48,200,000
Claim (raised in 2010 by Effecten-Spiegel AG) for raising the takeover share price offer to EUR per share | € / shares				€ 57.25
Claim (raised in 2014 by additional former shareholders of Postbank) for raising the takeover share price offer in EUR per share | € / shares				57.25
Increase of takeover share price offer to shareholders which have accepted the takeover in EUR per share | € / shares				32.25
Additional claims (raised in 2017) for raising the takeover share price offer to EUR per share | € / shares				€ 64.25
Total payment claims against Deutsche Bank in relation to Postbank takeover (excluding interest)				€ 700,000,000
Further Proceedings Relating to the Postbank Takeover [Abstract]
Decisive takeover price for determining an appropriate cash compensation, claimed by applicants in the appraisal proceedings in Euro per share | € / shares				€ 57.25
Regional Court Cologne decision from October 1, 2020 [Abstract]
Increase of annual compensation pursuant to Section 304 of the German Stock Corporation Act (jaehrliche Ausgleichszahlung), in EURO per share | € / shares				0.12
New saldo after increase of annual compensation pursuant to Section 304 of the German Stock Corporation Act (jaehrliche Ausgleichszahlung), in EURO per share | € / shares				1.78
Increase of settlement amount pursuant to Section 305 of the German Stock Corporation Act (Abfindungsbetrag), in EURO per share | € / shares				4.56
New saldo after increase of settlement amount pursuant to Section 305 of the German Stock Corporation Act (Abfindungsbetrag), in EURO per share | € / shares				€ 29.74
Number of former Postbank shares affected from increase of the settlement amount, approximately | shares				492,000			492,000
Number of former Postbank shares affected from increase of the annual compensation, approximately | shares				7,000,000			7,000,000
RusChemAlliance Litigation [Abstract]
Claim for payment by RCA under an advance payment guarantee issued by Deutsche Bank in EUR	238,000,000
Recognition of a provision and a corresponding contingent asset under the indemnification agreement in EUR	€ 260,000,000
Sovereign, Supranational and Agency Bonds (SSA) Investigations and Litigations [Abstract]
Fine against DB Mexico resulting from alleging violations of U.S. antitrust law and a claim for unjust enrichment relating to Mexican government bond trading, in USD | $							$ 427,000

Note 28 - Other Commitments and

Note 28 - Other Commitments and Contingent Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Commitments and Contingent Liabilities [Line Items]
Irrevocable lending commitments	€ 206,084	€ 202,595
Revocable lending commitments	49,325	48,425
Contingent liabilities	65,131	67,214
Total	€ 320,540	€ 318,234

Note 28 - Other Commitments a_2

Note 28 - Other Commitments and Contingent Liabilities (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Other Commitments and Contingent Liabilities [Abstract]
Total	€ 74.2	€ 73

Note 28 Contingent and commitme

Note 28 Contingent and commitment - Parenthetical information (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Commitments and Contingent Liabilities [Abstract]
Irrevocable payment commitments related to bank levy	€ 1,400	€ 1,300
Irrevocable payment commitments related to bank levy thereof SRF	1,000	900
Additional Irrevocable Payment Commitments provided to Euroean Single Resolution Fund during the year	119
Additional Irrevocable Payment Commitments provided to German deposit protection Fund during the year	54
Groups cash collateral	1,400	1,200
Groups cash collateral thereof SRPF	1,000	900
Groups Securities collateral	€ 81	€ 78

Note 29 - Components of Other S

Note 29 - Components of Other Short-Term Borrowings (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Other short-term borrowings [Abstract]
Commercial paper	€ 5,497	€ 1,899
Other	4,123	3,223
Total other short-term borrowings	€ 9,620	€ 5,122

Note 30 - Long-Term Debt by Con

Note 30 - Long-Term Debt by Contractual Maturity (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Total [Domain Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	€ 119,390	€ 131,525
Total [Domain Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	72,656	63,986
Floating rate	9,028	14,571
Other Long-Term Debt by Contractual Maturity	26,394	41,588
Total [Domain Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,163	9,644
Floating rate	0	1,491
Other Long-Term Debt by Contractual Maturity	149	€ 245
Due in 2024 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	30,942
Due in 2024 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	14,803
Floating rate	319
Other Long-Term Debt by Contractual Maturity	15,704
Due in 2024 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	53
Floating rate	0
Other Long-Term Debt by Contractual Maturity	64
Due in 2025 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	17,936
Due in 2025 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	12,237
Floating rate	2,427
Other Long-Term Debt by Contractual Maturity	568
Due in 2025 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	2,703
Floating rate	0
Other Long-Term Debt by Contractual Maturity	0
Due in 2026 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	17,406
Due in 2026 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	12,380
Floating rate	2,441
Other Long-Term Debt by Contractual Maturity	564
Due in 2026 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	1,978
Floating rate	0
Other Long-Term Debt by Contractual Maturity	42
Due in 2027 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	14,422
Due in 2027 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	10,779
Floating rate	895
Other Long-Term Debt by Contractual Maturity	350
Due in 2027 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	2,378
Floating rate	0
Other Long-Term Debt by Contractual Maturity	20
Due in 2028 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	10,032
Due in 2028 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	8,736
Floating rate	616
Other Long-Term Debt by Contractual Maturity	680
Due in 2028 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Other Long-Term Debt by Contractual Maturity	0
Due after 2028 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Long-term debt	28,652
Due after 2028 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	13,720
Floating rate	2,329
Other Long-Term Debt by Contractual Maturity	8,529
Due after 2028 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	4,051
Floating rate	0
Other Long-Term Debt by Contractual Maturity	€ 22

Note 30 - Fixed and Floating Ra

Note 30 - Fixed and Floating Rate Trust Preferred Securities (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Fixed and Floating Rate Trust Preferred Securities [Abstract]
Fixed rate	[1]	€ 0	€ 0
Floating rate	[1]	289	500
Total trust preferred securities	[1]	€ 289	€ 500
[1]Perpetual instruments, redeemable at specific future dates at the Group’s option.

Note 31 - Maturity Analysis of

Note 31 - Maturity Analysis of Financial Liabilities (IFRS) (Detail) - EUR (€) € in Millions	Dec. 31, 2023		Dec. 31, 2022
On demand [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits	€ 187,078		€ 253,989
Interest-bearing deposits	162,650		131,941
Trading liabilities	44,005	[1]	50,664	[2]
Negative market values from derivative financial instruments	238,278	[1]	282,418	[2]
Financial liabilities designated at fair value through profit or loss	26,521		24,942
Investment contract liabilities	0	[3]	0	[4]
Negative market values from derivative financial instruments qualifying for hedge accounting	0	[5]	0	[6]
Central bank funds purchased	1,057		0
Securities sold under repurchase agreements, Financial Liabilities	373		3,603
Securities loaned	3		12
Other short-term borrowings	1,566		3,003
Long-term debt	26		1
Trust preferred securities	0		0
Lease liabilities	16		36
Other financial liabilities	90,041		90,334
Off-balance sheet loan commitments	197,337		192,286
Financial guarantees	29,113		28,083
Total	978,064	[7]	1,061,314	[8]
Due within 3 months [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits	0		0
Interest-bearing deposits	150,427		132,641
Trading liabilities	0	[1]	0	[2]
Negative market values from derivative financial instruments	0	[1]	0	[2]
Financial liabilities designated at fair value through profit or loss	41,868		19,335
Investment contract liabilities	0	[3]	0	[4]
Negative market values from derivative financial instruments qualifying for hedge accounting	132	[5]	325	[6]
Central bank funds purchased	1		0
Securities sold under repurchase agreements, Financial Liabilities	659		398
Securities loaned	0		1
Other short-term borrowings	5,338		2,149
Long-term debt	17,475		34,050
Trust preferred securities	0		0
Lease liabilities	230		144
Other financial liabilities	1,342		1,655
Off-balance sheet loan commitments	0		0
Financial guarantees	0		0
Total	217,470	[7]	190,698	[8]
Due between 3 and 12 months [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits	0		0
Interest-bearing deposits	107,907		92,816
Trading liabilities	0	[1]	0	[2]
Negative market values from derivative financial instruments	0	[1]	0	[2]
Financial liabilities designated at fair value through profit or loss	4,862		4,696
Investment contract liabilities	484	[3]	469	[4]
Negative market values from derivative financial instruments qualifying for hedge accounting	24	[5]	186	[6]
Central bank funds purchased	0		0
Securities sold under repurchase agreements, Financial Liabilities	317		21
Securities loaned	0		0
Other short-term borrowings	2,910		142
Long-term debt	18,342		17,377
Trust preferred securities	307		514
Lease liabilities	589		453
Other financial liabilities	1,954		2,023
Off-balance sheet loan commitments	0		0
Financial guarantees	0		0
Total	137,696	[7]	118,696	[8]
Due between 1 and 5 years [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits	0		0
Interest-bearing deposits	13,432		16,414
Trading liabilities	0	[1]	0	[2]
Negative market values from derivative financial instruments	0	[1]	0	[2]
Financial liabilities designated at fair value through profit or loss	7,438		4,082
Investment contract liabilities	0	[3]	0	[4]
Negative market values from derivative financial instruments qualifying for hedge accounting	18	[5]	61	[6]
Central bank funds purchased	0		0
Securities sold under repurchase agreements, Financial Liabilities	790		41
Securities loaned	0		0
Other short-term borrowings	0		0
Long-term debt	69,773		71,882
Trust preferred securities	0		0
Lease liabilities	1,816		1,613
Other financial liabilities	509		453
Off-balance sheet loan commitments	0		0
Financial guarantees	0		0
Total	93,775	[7]	94,546	[8]
Due after 5 years [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits	0		0
Interest-bearing deposits	10,627		9,735
Trading liabilities	0	[1]	0	[2]
Negative market values from derivative financial instruments	0	[1]	0	[2]
Financial liabilities designated at fair value through profit or loss	5,064		3,478
Investment contract liabilities	0	[3]	0	[4]
Negative market values from derivative financial instruments qualifying for hedge accounting	60	[5]	149	[6]
Central bank funds purchased	0		0
Securities sold under repurchase agreements, Financial Liabilities	48		15
Securities loaned	0		0
Other short-term borrowings	0		0
Long-term debt	30,692		22,529
Trust preferred securities	0		0
Lease liabilities	3,331		3,214
Other financial liabilities	62		15
Off-balance sheet loan commitments	0		0
Financial guarantees	0		0
Total	€ 49,883	[7]	€ 39,135	[8]
[1]Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods.[2]Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods.[3]These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value.[4]These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value.[5]Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate.[6]Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate.[7]The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote.[8]The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote.

Note 32 - Common Shares (Detail

Note 32 - Common Shares (Detail)	12 Months Ended
	Dec. 31, 2023 EUR (€) shares	Dec. 31, 2022 EUR (€) shares
Issued and fully paid [Member]
Number of shares [line items]
Common shares, beginning balance	2,066,773,131	2,066,773,131
Shares issued under share-based compensation plans | €	0	0
Capital increase	0	0
Common shares cancelled	(26,530,172)	0
Shares purchased for treasury	0	0
Shares sold or distributed from treasury	0	0
Common shares, ending balance	2,040,242,959	2,066,773,131
Treasury shares [Member]
Number of shares [line items]
Common shares, beginning balance	(28,931,618)	(678,948)
Shares issued under share-based compensation plans | €	0	0
Capital increase	0	0
Common shares cancelled	26,530,172	0
Shares purchased for treasury	(81,868,366)	(55,830,172)
Shares sold or distributed from treasury	36,074,703	27,577,502
Common shares, ending balance	(48,195,109)	(28,931,618)
Outstanding [Member]
Number of shares [line items]
Common shares, beginning balance	2,037,841,513	2,066,094,183
Shares issued under share-based compensation plans | €	0	0
Capital increase	0	0
Common shares cancelled	0	0
Shares purchased for treasury	(81,868,366)	(55,830,172)
Shares sold or distributed from treasury	36,074,703	27,577,502
Common shares, ending balance	1,992,047,850	2,037,841,513

Note 32 - Common Shares - Divid

Note 32 - Common Shares - Dividends (Detail) - EUR (€) € / shares in Units, € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Dividends
Cash dividends declared	€ 896,421,532	€ 609,934,751	€ 406,386,212
Cash dividends declared per common share (in EUR per share)	€ 0.45	€ 0.30	€ 0.20

Note 32 - Common Shares - Paren

Note 32 - Common Shares - Parenthetical Information (Detail: Text Values)	Dec. 31, 2023 EUR (€) € / shares
Parenthetical Information Common Shares
Nominal value of each share derived by dividing the total amount of share capital by the number of shares | € / shares	€ 2.56
Authorized capital available to the Management Board | €	€ 2,560,000,000

Note 33 - Employee Benefits - M

Note 33 - Employee Benefits - Movements In Share Award Units (Detail) € in Thousands, u-3 in Thousands	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
Movements in share awards units [Line Items]
Number of Awards Outstanding at beginning of year	127,528	121,818
Number of Awards Granted	50,930	45,114
Released	€ (44,963)	€ (34,121)
Number of Awards Forfeited	(4,565)	(4,872)
Number of Awards Other Movements	(302)	(411)
Number of Awards Outstanding at end of year	128,627	127,528

Note 33 - Employee Benefits - A

Note 33 - Employee Benefits - Awards Granted Released and Remaining (Detail) - DB Equity Plans [Domain Member] - EUR (€)	Dec. 31, 2023	Dec. 31, 2022
Share-Based Plans [Line Items]
Weighted average fair value per award granted in year	€ 9.85	€ 9.53
Weighted average share price at release in year	11.51	10.04
Weighted average remaining contractual life in years	€ 1.5	€ 1.5

Note 33 - Employee Benefits - D

Note 33 - Employee Benefits - DWS Share Awards (Detail)	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
DWS Equity Plan [Member]
Number of Awards [Abstract]
Number of Awards Outstanding at beginning of year	2,329,000	2,415,000
Number of Awards Granted	1,213,000	1,005,000
Number of Awards Issued or Exercised	(1,101,000)	(1,042,000)
Number of Awards Forfeited	(86,000)	(55,000)
Number of Awards Expired	0
Number of Awards Other Movements	22,000	6,000
Number of Awards Outstanding at end of year	2,377,000	2,329,000
Weighted-average exercise price [Abstract]
Weighted-average exercise price outstanding, of which, exercisable	€ 0
DWS SAR Plan [Member]
Number of Awards [Abstract]
Number of Awards Outstanding at beginning of year	887,000	948,000
Number of Awards Granted	0
Number of Awards Issued or Exercised	(122,000)	(40,000)
Number of Awards Forfeited	(10,000)	(4,000)
Number of Awards Expired	(18,000)	(16,000)
Number of Awards Other Movements	(1,000)	(1)
Number of Awards of which, exercisable	695,000	678,000
Number of Awards Outstanding at end of year	735,000	887,000
Weighted-average exercise price [Abstract]
Weighted-average exercise price outstanding at beginning of year	€ 24.65	€ 24.65
Weighted-average exercise price issued or exercised	24.65	24.65
Weighted-average exercise price forfeited	24.65	24.65
Weighted-average exercise price expired	24.65	24.65
Weighted-average exercise price other movements	24.65	24.65
Weighted-average exercise price outstanding at end of year	24.65	24.65
Weighted-average exercise price outstanding, of which, exercisable	€ 24.65	€ 24.65

Note 33 - Employee Benefits -_2

Note 33 - Employee Benefits - DWS Awards Granted Released and Remaining (Detail) - EUR (€)	Dec. 31, 2023	Dec. 31, 2022
DWS Equity Plan [Member]
DWS Share-Based Plans [Line Items]
Weighted average fair value per award granted in year	€ 25.40	€ 27.67
Weighted average share price at release/ exercise in year	31.33	29.24
Weighted average remaining contractual life in years	1.4	1.3
DWS SAR Plan [Member]
DWS Share-Based Plans [Line Items]
Weighted average share price at release/ exercise in year	31.64	31.89
Weighted average remaining contractual life in years	€ 1.9	€ 3

Note 33 - Employee Benefits -_3

Note 33 - Employee Benefits - DWS Share based Plans (Detail) - DWS Share-Based Plans [Domain Member] - EUR (€) shares in Thousands	Dec. 31, 2023	Dec. 31, 2022
DWS Share based Plans [Line Items]
Units (in thousands)	735	887
Fair value	€ 10.81	€ 7.65
Share price	34.80	30.36
Exercise price	€ 24.65	€ 24.65
Expected volatility (weighted-average, in percent)	32%	32%
Expected life (weighted-average, in years)	1.9	3
Expected dividends (in percent of income)	88%	66%

Note 33 - Employee Benefits - P

Note 33 - Employee Benefits - Post-employment Benefit Plans - Breakdown of Benefit Obligation (Detail) - EUR (€) € in Millions	Dec. 31, 2023		Dec. 31, 2022
Defined benefit obligation related to
Active plan participants	€ 4,477		€ 4,291
Participants in deferred status	3,972		3,808
Participants in payment status	7,232		6,899
Defined benefit obligation	15,681		14,998
Fair value of plan assets	€ 16,518		€ 16,077
Funding ratio (in %)	105%		107%
Germany [Member]
Defined benefit obligation related to
Active plan participants	€ 3,301		€ 3,193
Participants in deferred status	1,926		1,827
Participants in payment status	5,277		5,017
Defined benefit obligation	10,504		10,037
Fair value of plan assets	€ 10,532		€ 10,351
Funding ratio (in %)	100%		103%
UK [Member]
Defined benefit obligation related to
Active plan participants	€ 300		€ 287
Participants in deferred status	1,450		1,375
Participants in payment status	1,276		1,214
Defined benefit obligation	3,026		2,876
Fair value of plan assets	€ 3,912		€ 3,768
Funding ratio (in %)	129%		131%
US [Member]
Defined benefit obligation related to
Active plan participants	€ 215		€ 218
Participants in deferred status	509		523
Participants in payment status	448		461
Defined benefit obligation	1,172	[1]	1,202
Fair value of plan assets	€ 1,003		€ 996
Funding ratio (in %)	86%	[1]	83%	[2]
Other [Member]
Defined benefit obligation related to
Active plan participants	€ 661		€ 593
Participants in deferred status	87		83
Participants in payment status	231		207
Defined benefit obligation	979		883
Fair value of plan assets	€ 1,071		€ 962
Funding ratio (in %)	109%		109%
[1]US Total defined benefit obligation is inclusive of the unfunded US Medicare Plan (€ 119 million) in addition to defined benefit pension plans. The US defined benefit pension funding ratio excluding Medicare is 95 %[2]US Total defined benefit obligation is inclusive of the unfunded US Medicare Plan (€ 120 million) in addition to defined benefit pension plans. The US defined benefit pension funding ratio excluding Medicare is 92 %

Note 33 - Employee Benefits - B

Note 33 - Employee Benefits - Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) (Detail)	12 Months Ended
	Dec. 31, 2023 EUR (€)
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted Average duration of defined benefit obligation in Years	12
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted Average duration of defined benefit obligation in Years	11
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted Average duration of defined benefit obligation in Years	15
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted Average duration of defined benefit obligation in Years	9
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted Average duration of defined benefit obligation in Years	10
Actual benefit payments 2023
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	€ 746,000,000
Actual benefit payments 2023 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	498,000,000
Actual benefit payments 2023 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	109,000,000
Actual benefit payments 2023 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	89,000,000
Actual benefit payments 2023 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	50,000,000
Benefits expected to be paid 2024
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	854,000,000
Benefits expected to be paid 2024 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	543,000,000
Benefits expected to be paid 2024 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	154,000,000
Benefits expected to be paid 2024 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	81,000,000
Benefits expected to be paid 2024 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	76,000,000
Benefits expected to be paid 2025
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	843,000,000
Benefits expected to be paid 2025 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	551,000,000
Benefits expected to be paid 2025 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	138,000,000
Benefits expected to be paid 2025 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	83,000,000
Benefits expected to be paid 2025 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	71,000,000
Benefits expected to be paid 2026
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	870,000,000
Benefits expected to be paid 2026 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	568,000,000
Benefits expected to be paid 2026 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	146,000,000
Benefits expected to be paid 2026 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	88,000,000
Benefits expected to be paid 2026 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	68,000,000
Benefits expected to be paid 2027
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	903,000,000
Benefits expected to be paid 2027 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	586,000,000
Benefits expected to be paid 2027 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	160,000,000
Benefits expected to be paid 2027 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	87,000,000
Benefits expected to be paid 2027 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	70,000,000
Benefits expected to be paid 2028
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	937,000,000
Benefits expected to be paid 2028 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	603,000,000
Benefits expected to be paid 2028 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	171,000,000
Benefits expected to be paid 2028 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	92,000,000
Benefits expected to be paid 2028 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	71,000,000
Benefits expected to be paid 2029 to 2033
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	4,974,000,000
Benefits expected to be paid 2029 to 2033 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	3,252,000,000
Benefits expected to be paid 2029 to 2033 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	925,000,000
Benefits expected to be paid 2029 to 2033 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	447,000,000
Benefits expected to be paid 2029 to 2033 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	€ 350,000,000

Note 33 - Employee Benefits -_4

Note 33 - Employee Benefits - Actuarial Assumptions (Detail)		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Germany [Member]
Actuarial Assumptions [line items]
Discount rate (in percent)		3.33%	3.80%
Rate of price inflation (in percent)		2.30%	2.62%
Rate of nominal increase in future compensation levels (in percent)		2.48%	2.81%
Rate of nominal increase for pensions in payment (in percent)		2.77%	2.97%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		21.4	21.3
For a female aged 65 at measurement date		23.6	23.6
For a male aged 45 at measurement date		22.7	22.6
For a female aged 45 at measurement date		24.7	24.7
UK [Member]
Actuarial Assumptions [line items]
Discount rate (in percent)		4.50%	4.77%
Rate of price inflation (in percent)		3.42%	3.71%
Rate of nominal increase in future compensation levels (in percent)		3.42%	3.71%
Rate of nominal increase for pensions in payment (in percent)		3.15%	3.32%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		23.2	23.6
For a female aged 65 at measurement date		25	25.4
For a male aged 45 at measurement date		24.4	24.9
For a female aged 45 at measurement date		26.3	26.7
US [Member]
Actuarial Assumptions [line items]
Discount rate (in percent)	[1]	5.01%	5.34%
Rate of price inflation (in percent)	[1]	2.20%	2.20%
Rate of nominal increase in future compensation levels (in percent)	[1]	2.30%	2.30%
Rate of nominal increase for pensions in payment (in percent)	[1]	2.20%	2.20%
Assumed life expectancy at age 65
For a male aged 65 at measurement date	[1]	22	22
For a female aged 65 at measurement date	[1]	23.5	23.4
For a male aged 45 at measurement date	[1]	23.4	23.3
For a female aged 45 at measurement date	[1]	24.8	24.8
Other [Member]
Actuarial Assumptions [line items]
Discount rate (in percent)		3.33%	3.99%
Rate of price inflation (in percent)		1.84%	2.16%
Rate of nominal increase in future compensation levels (in percent)		2.83%	3.14%
Rate of nominal increase for pensions in payment (in percent)		0.69%	0.85%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		22	22
For a female aged 65 at measurement date		24.1	24.1
For a male aged 45 at measurement date		23.5	23.5
For a female aged 45 at measurement date		25.6	25.5
[1]Cash balance interest crediting rate in line with the 30-year US government bond yield

Note 33 - Employee Benefits - R

Note 33 - Employee Benefits - Reconciliation in Movement of Liabilities and Assets - Impact on Balance Sheet (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023		Dec. 31, 2022
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Net asset (liability) recognized	€ 735	[1]	€ 971	[2]
Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	14,999		20,404
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	164		230
Interest cost	606		289
Past service cost and gain or loss arising from settlements	9		19
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	517		(5,400)
Actuarial gain or loss arising from changes in demographic assumptions	(24)		104
Actuarial gain or loss arising from experience	102		204
Cash flow and other changes [Abstract]
Contributions by plan participants	17		17
Benefits paid	(746)		(775)
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		(4)
Exchange rate changes	37		(89)
Other, Cash Flow and Other Changes	0		0
Change in the present value of the defined benefit obligation: Balance, end of year	15,681		14,999
thereof, Reconciliation
Unfunded	219		228
Funded	15,462		14,771
Change in fair value of plan assets [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in fair value of plan assets: Balance, beginning of year	16,077		20,888
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest income	654		299
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Return from plan assets less interest income	298		(3,890)
Cash flow and other changes [Abstract]
Contributions by plan participants	17		17
Contributions by the employer	125	[3]	(325)	[4]
Benefits paid	(721)	[5]	(752)	[6]
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		0
Exchange rate changes	77		(153)
Other, Cash Flow and Other Changes	0		0
thereof, Reconciliation
Plan administration costs	(9)		(7)
Change in fair value of plan assets: Balance, end of year	16,518		16,077
Funded status, end of year	837		1,078
Change in irrecoverable surplus (asset ceiling) [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	(107)		(90)
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	(2)		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Changes in irrecoverable surplus	13		(12)
Cash flow and other changes [Abstract]
Exchange rate changes	(6)		(5)
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, end of year	(102)		(107)
Germany [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Net asset (liability) recognized	28		314
Germany [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	10,037		13,097
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	115		164
Interest cost	373		142
Past service cost and gain or loss arising from settlements	8		17
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	387		(3,055)
Actuarial gain or loss arising from changes in demographic assumptions	36		80
Actuarial gain or loss arising from experience	45		79
Cash flow and other changes [Abstract]
Contributions by plan participants	1		1
Benefits paid	(498)		(485)
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		(2)
Exchange rate changes	0		0
Other, Cash Flow and Other Changes	0		0
Change in the present value of the defined benefit obligation: Balance, end of year	10,504		10,037
thereof, Reconciliation
Unfunded	0		0
Funded	10,504		10,037
Germany [Member] | Change in fair value of plan assets [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in fair value of plan assets: Balance, beginning of year	10,351		12,642
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest income	387		139
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Return from plan assets less interest income	247		(1,594)
Cash flow and other changes [Abstract]
Contributions by plan participants	1		1
Contributions by the employer	44	[3]	(353)	[4]
Benefits paid	(498)	[5]	(485)	[6]
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		1
Exchange rate changes	0		0
Other, Cash Flow and Other Changes	0		0
thereof, Reconciliation
Plan administration costs	0		0
Change in fair value of plan assets: Balance, end of year	10,532		10,351
Funded status, end of year	28		314
Germany [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Changes in irrecoverable surplus	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
UK [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Net asset (liability) recognized	886		892
UK [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	2,876		4,929
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	9		18
Interest cost	137		88
Past service cost and gain or loss arising from settlements	2		2
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	55		(1,966)
Actuarial gain or loss arising from changes in demographic assumptions	(59)		29
Actuarial gain or loss arising from experience	55		97
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(109)		(131)
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		0
Exchange rate changes	60		(190)
Other, Cash Flow and Other Changes	0		0
Change in the present value of the defined benefit obligation: Balance, end of year	3,026		2,876
thereof, Reconciliation
Unfunded	9		10
Funded	3,017		2,866
UK [Member] | Change in fair value of plan assets [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in fair value of plan assets: Balance, beginning of year	3,768		6,019
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest income	180		108
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Return from plan assets less interest income	(5)		(1,982)
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Contributions by the employer	0	[3]	0	[4]
Benefits paid	(108)	[5]	(130)	[6]
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		0
Exchange rate changes	83		(243)
Other, Cash Flow and Other Changes	0		0
thereof, Reconciliation
Plan administration costs	(6)		(4)
Change in fair value of plan assets: Balance, end of year	3,912		3,768
Funded status, end of year	886		892
UK [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Changes in irrecoverable surplus	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
US [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Net asset (liability) recognized	(169)		(206)
US [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	1,202		1,351
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	7		10
Interest cost	61		39
Past service cost and gain or loss arising from settlements	0		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	39		(196)
Actuarial gain or loss arising from changes in demographic assumptions	0		(5)
Actuarial gain or loss arising from experience	(7)		3
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(89)		(92)
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		0
Exchange rate changes	(41)		92
Other, Cash Flow and Other Changes	0		0
Change in the present value of the defined benefit obligation: Balance, end of year	1,172		1,202
thereof, Reconciliation
Unfunded	138		143
Funded	1,034		1,059
US [Member] | Change in fair value of plan assets [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in fair value of plan assets: Balance, beginning of year	996		1,148
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest income	50		33
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Return from plan assets less interest income	28		(184)
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Contributions by the employer	40	[3]	0	[4]
Benefits paid	(74)	[5]	(77)	[6]
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		0
Exchange rate changes	(35)		79
Other, Cash Flow and Other Changes	0		0
thereof, Reconciliation
Plan administration costs	(2)		(3)
Change in fair value of plan assets: Balance, end of year	1,003		996
Funded status, end of year	(169)		(206)
US [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Changes in irrecoverable surplus	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
Other [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Net asset (liability) recognized	(10)		(29)
Other [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	884		1,027
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	33		38
Interest cost	35		20
Past service cost and gain or loss arising from settlements	(1)		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	36		(183)
Actuarial gain or loss arising from changes in demographic assumptions	(1)		0
Actuarial gain or loss arising from experience	9		25
Cash flow and other changes [Abstract]
Contributions by plan participants	16		16
Benefits paid	(50)		(67)
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		(2)
Exchange rate changes	18		9
Other, Cash Flow and Other Changes	0		0
Change in the present value of the defined benefit obligation: Balance, end of year	979		884
thereof, Reconciliation
Unfunded	72		75
Funded	907		809
Other [Member] | Change in fair value of plan assets [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in fair value of plan assets: Balance, beginning of year	962		1,079
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest income	37		19
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Return from plan assets less interest income	28		(130)
Cash flow and other changes [Abstract]
Contributions by plan participants	16		16
Contributions by the employer	41	[3]	28	[4]
Benefits paid	(41)	[5]	(60)	[6]
Payments in respect to settlements	0		0
Acquisitions/Divestitures, Cashflows and other changes	0		(1)
Exchange rate changes	29		11
Other, Cash Flow and Other Changes	0		0
thereof, Reconciliation
Plan administration costs	(1)		0
Change in fair value of plan assets: Balance, end of year	1,071		962
Funded status, end of year	92		78
Other [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	(107)		(90)
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	(2)		0
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Changes in irrecoverable surplus	13		(12)
Cash flow and other changes [Abstract]
Exchange rate changes	(6)		(5)
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, end of year	€ (102)		€ (107)
[1]Thereof € 1,087 million recognized in Other assets and € 353 million in Other liabilities[2]Thereof € 1,326 million recognized in Other assets and € 355 million in Other liabilities[3]Net Amount includes re-imbursement of 2023 benefit payments[4]Net Amount includes re-imbursement of 2022 benefit payments and a forgiven benefit payment from 2021[5]For funded plans only[6]For funded plans only

Note 33 - Employee Benefits -_5

Note 33 - Employee Benefits - Plan Asset Allocation (Detail) - Plan Asset Allocation [Domain Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Plan Asset Allocation [line items]
Cash and cash equivalents		€ 395	€ 710
Equity instruments	[1]	1,537	1,514
Investment-grade bonds
Government	[2]	3,356	2,912
Non-government bonds	[2]	5,712	5,900
Non-investment-grade bonds
Government		109	95
Non-government bonds		435	480
Structured products		234	180
Insurance		1,822	1,202
Alternatives
Real estate		824	795
Commodities		43	46
Private equity		3	2
Other	[3]	1,082	1,059
Derivatives (Market Value) [Abstract]
Interest rate		1,094	1,543
Credit		3	99
Inflation		8	(1)
Foreign exchange		26	54
Other		159	(315)
Total fair value of plan assets		16,518	16,077
Germany [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		179	34
Equity instruments	[1]	1,213	1,046
Investment-grade bonds
Government	[2]	1,882	1,860
Non-government bonds	[2]	4,081	3,898
Non-investment-grade bonds
Government		103	89
Non-government bonds		325	282
Structured products		47	45
Insurance		0	0
Alternatives
Real estate		727	690
Commodities		39	41
Private equity		0	0
Other	[3]	1,022	1,008
Derivatives (Market Value) [Abstract]
Interest rate		909	1,294
Credit		18	6
Inflation		0	0
Foreign exchange		21	55
Other		2	3
Total fair value of plan assets		10,532	10,351
UK [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		92	551
Equity instruments	[1]	0	174
Investment-grade bonds
Government	[2]	919	537
Non-government bonds	[2]	915	1,302
Non-investment-grade bonds
Government		1	1
Non-government bonds		73	168
Structured products		99	47
Insurance		1,807	1,193
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other	[3]	0	0
Derivatives (Market Value) [Abstract]
Interest rate		171	229
Credit		(1)	112
Inflation		(5)	(14)
Foreign exchange		0	5
Other		159	(303)
Total fair value of plan assets		3,912	3,768
US [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		53	56
Equity instruments	[1]	109	108
Investment-grade bonds
Government	[2]	366	346
Non-government bonds	[2]	369	385
Non-investment-grade bonds
Government		1	2
Non-government bonds		16	13
Structured products		78	81
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other	[3]	0	0
Derivatives (Market Value) [Abstract]
Interest rate		(3)	13
Credit		16	7
Inflation		0	0
Foreign exchange		0	0
Other		(2)	(15)
Total fair value of plan assets		1,003	996
Other countries [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		71	69
Equity instruments	[1]	215	186
Investment-grade bonds
Government	[2]	189	169
Non-government bonds	[2]	347	315
Non-investment-grade bonds
Government		4	3
Non-government bonds		21	17
Structured products		10	7
Insurance		15	9
Alternatives
Real estate		97	105
Commodities		4	5
Private equity		3	2
Other	[3]	60	51
Derivatives (Market Value) [Abstract]
Interest rate		17	7
Credit		0	0
Inflation		13	13
Foreign exchange		5	4
Other		0	0
Total fair value of plan assets		€ 1,071	€ 962
[1]Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index[2]Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A[3]This position contains commingled funds which could not be segregated into the other asset categories

Note 33 - Employee Benefits -_6

Note 33 - Employee Benefits - Plan Asset Allocation Level 1 (Detail) - Level 1 of Fair Value Hierarchy [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Plan Asset Allocation [line items]
Cash and cash equivalents		€ 190	€ 476
Equity instruments	[1]	1,081	1,091
Investment-grade bonds
Government	[2]	1,921	1,617
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		2	1
Non-government bonds		0	0
Structured products		98	45
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		(16)	(7)
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		2	3
Total fair value of quoted plan assets		3,278	3,226
Germany [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		29	(154)
Equity instruments	[1]	933	772
Investment-grade bonds
Government	[2]	601	691
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		1	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		0	0
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		2	3
Total fair value of quoted plan assets		1,566	1,312
UK [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		92	551
Equity instruments	[1]	0	173
Investment-grade bonds
Government	[2]	919	537
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		1	1
Non-government bonds		0	0
Structured products		98	45
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		0	0
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Total fair value of quoted plan assets		1,110	1,307
US [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		50	55
Equity instruments	[1]	109	108
Investment-grade bonds
Government	[2]	360	340
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		0	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		(16)	(7)
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Total fair value of quoted plan assets		503	496
Other countries [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		19	24
Equity instruments	[1]	39	38
Investment-grade bonds
Government	[2]	41	49
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		0	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		0	0
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Total fair value of quoted plan assets		€ 99	€ 111
[1]Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index[2]Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A

Note 33 - Employee Benefits -_7

Note 33 - Employee Benefits - Regional Asset Break Down (Detail) - Regional Asset Break Down [Domain Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 395	€ 710
Equity instruments	1,538	1,514
Government bonds (investment-grade and above)	3,356	2,912
Government bonds (non-investment-grade)	109	95
Non-government bonds (investment-grade and above)	5,713	5,900
Non-government bonds (non-investment-grade)	435	480
Structured products, Regional Asset Break Down	232	180
Subtotal	€ 11,778	€ 11,791
Share (in %)	100%	100%
Regional Asset Break Down, Other	€ 4,740	€ 4,286
Fair value of plan assets	16,518	16,077
Germany [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	(20)	4
Equity instruments	21	29
Government bonds (investment-grade and above)	420	372
Government bonds (non-investment-grade)	0	0
Non-government bonds (investment-grade and above)	503	347
Non-government bonds (non-investment-grade)	5	16
Structured products, Regional Asset Break Down	32	32
Subtotal	€ 961	€ 800
Share (in %)	8%	7%
UK [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 98	€ 387
Equity instruments	52	43
Government bonds (investment-grade and above)	919	544
Government bonds (non-investment-grade)	1	1
Non-government bonds (investment-grade and above)	693	1,068
Non-government bonds (non-investment-grade)	67	104
Structured products, Regional Asset Break Down	98	35
Subtotal	€ 1,928	€ 2,182
Share (in %)	16%	19%
US [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 67	€ 126
Equity instruments	921	881
Government bonds (investment-grade and above)	419	402
Government bonds (non-investment-grade)	0	0
Non-government bonds (investment-grade and above)	1,909	1,810
Non-government bonds (non-investment-grade)	29	23
Structured products, Regional Asset Break Down	77	81
Subtotal	€ 3,422	€ 3,323
Share (in %)	29%	28%
Other Eurozone [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 195	€ 132
Equity instruments	325	327
Government bonds (investment-grade and above)	910	1,044
Government bonds (non-investment-grade)	2	0
Non-government bonds (investment-grade and above)	2,099	2,100
Non-government bonds (non-investment-grade)	330	327
Structured products, Regional Asset Break Down	14	21
Subtotal	€ 3,875	€ 3,951
Share (in %)	33%	34%
Other developed countries [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 29	€ 31
Equity instruments	179	172
Government bonds (investment-grade and above)	191	106
Government bonds (non-investment-grade)	0	2
Non-government bonds (investment-grade and above)	449	500
Non-government bonds (non-investment-grade)	3	7
Structured products, Regional Asset Break Down	10	9
Subtotal	€ 861	€ 827
Share (in %)	7%	7%
Emerging markets [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents	€ 26	€ 30
Equity instruments	40	62
Government bonds (investment-grade and above)	497	444
Government bonds (non-investment-grade)	106	92
Non-government bonds (investment-grade and above)	60	75
Non-government bonds (non-investment-grade)	1	3
Structured products, Regional Asset Break Down	1	2
Subtotal	€ 731	€ 708
Share (in %)	6%	6%

Note 33 - Employee Benefits - S

Note 33 - Employee Benefits - Sensitivity Analysis on Funded Status (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Germany [Member] | Discount rate (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		€ (575)	€ (570)
Expected increase in plan assets	[1]	355	290
Expected net impact on funded status (de-) increase		(220)	(280)
Germany [Member] | Discount rate (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		545	540
Expected (decrease) in plan assets	[1]	(355)	(290)
Expected net impact on funded status (de-) increase		190	250
Germany [Member] | Credit spread (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(575)	(570)
Expected increase in plan assets	[1]	320	210
Expected net impact on funded status (de-) increase		(255)	(360)
Germany [Member] | Credit spread (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		545	540
Expected (decrease) in plan assets	[1]	(320)	(210)
Expected net impact on funded status (de-) increase		225	330
Germany [Member] | Rate of price inflation (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO	[2]	300	305
Expected (decrease) in plan assets	[1]	(275)	(285)
Expected net impact on funded status (de-) increase		25	20
Germany [Member] | Rate of price inflation (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO	[2]	(310)	(325)
Expected increase in plan assets	[1]	275	285
Expected net impact on funded status (de-) increase		(35)	(40)
Germany [Member] | Rate of real increase in future compensation levels (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO, net impact on funded status		30	30
Germany [Member] | Rate of real increase in future compensation levels (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status		(30)	(30)
Germany [Member] | Longevity improvements by 10 percent [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status	[3]	(225)	(215)
UK [Member] | Discount rate (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(230)	(225)
Expected increase in plan assets	[1]	150	170
Expected net impact on funded status (de-) increase		(80)	(55)
UK [Member] | Discount rate (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		215	210
Expected (decrease) in plan assets	[1]	(150)	(170)
Expected net impact on funded status (de-) increase		65	40
UK [Member] | Credit spread (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(230)	(225)
Expected increase in plan assets	[1]	65	65
Expected net impact on funded status (de-) increase		(165)	(160)
UK [Member] | Credit spread (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		215	210
Expected (decrease) in plan assets	[1]	(65)	(65)
Expected net impact on funded status (de-) increase		150	145
UK [Member] | Rate of price inflation (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO	[2]	150	140
Expected (decrease) in plan assets	[1]	(95)	(115)
Expected net impact on funded status (de-) increase		55	25
UK [Member] | Rate of price inflation (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO	[2]	(160)	(145)
Expected increase in plan assets	[1]	95	115
Expected net impact on funded status (de-) increase		(65)	(30)
UK [Member] | Rate of real increase in future compensation levels (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO, net impact on funded status		5	5
UK [Member] | Rate of real increase in future compensation levels (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status		(5)	(5)
UK [Member] | Longevity improvements by 10 percent [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status	[3],[4]	(60)	(60)
US [Member] | Discount rate (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(25)	(25)
Expected increase in plan assets	[1]	20	25
Expected net impact on funded status (de-) increase		(5)	0
US [Member] | Discount rate (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		25	25
Expected (decrease) in plan assets	[1]	(20)	(25)
Expected net impact on funded status (de-) increase		5	0
US [Member] | Credit spread (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(50)	(55)
Expected increase in plan assets	[1]	15	15
Expected net impact on funded status (de-) increase		(35)	(40)
US [Member] | Credit spread (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		50	50
Expected (decrease) in plan assets	[1]	(15)	(15)
Expected net impact on funded status (de-) increase		35	35
US [Member] | Rate of price inflation (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO	[2]	10	10
Expected (decrease) in plan assets	[1]	0	0
Expected net impact on funded status (de-) increase		10	10
US [Member] | Rate of price inflation (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO	[2]	(5)	(5)
Expected increase in plan assets	[1]	0	0
Expected net impact on funded status (de-) increase		(5)	(5)
US [Member] | Rate of real increase in future compensation levels (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO, net impact on funded status		0	0
US [Member] | Rate of real increase in future compensation levels (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status		0	0
US [Member] | Longevity improvements by 10 percent [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status	[3]	(20)	(20)
Other [Member] | Discount rate (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(40)	(35)
Expected increase in plan assets	[1]	15	10
Expected net impact on funded status (de-) increase		(25)	(25)
Other [Member] | Discount rate (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		40	35
Expected (decrease) in plan assets	[1]	(15)	(10)
Expected net impact on funded status (de-) increase		25	25
Other [Member] | Credit spread (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO		(45)	(40)
Expected increase in plan assets	[1]	10	5
Expected net impact on funded status (de-) increase		(35)	(35)
Other [Member] | Credit spread (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO		45	40
Expected (decrease) in plan assets	[1]	(10)	(5)
Expected net impact on funded status (de-) increase		35	35
Other [Member] | Rate of price inflation (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO	[2]	10	10
Expected (decrease) in plan assets	[1]	(5)	(5)
Expected net impact on funded status (de-) increase		5	5
Other [Member] | Rate of price inflation (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO	[2]	(10)	(10)
Expected increase in plan assets	[1]	5	5
Expected net impact on funded status (de-) increase		(5)	(5)
Other [Member] | Rate of real increase in future compensation levels (-50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
Decrease in DBO, net impact on funded status		10	10
Other [Member] | Rate of real increase in future compensation levels (+50 bp) [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status		(10)	(10)
Other [Member] | Longevity improvements by 10 percent [Member]
Sensitivity Analysis on Funded Status [line items]
(Increase) in DBO, net impact on funded status	[3]	€ (10)	€ (10)
[1]Expected changes in the fair value of plan assets contain the simulated impact from the biggest plans in Germany, the UK, the U.S., Channel Islands, Switzerland and Belgium which cover over 98 % of the total fair value of plan assets. The fair value of plan assets for other plans is assumed to be unchanged for this presentation[2]Incorporates sensitivity to changes in pension benefits to the extent linked to the price inflation assumption[3]Estimated to be equivalent to an increase of around 1 year in overall life expectancy[4]Due to buy-in transaction the net impact on funded status reduces by € 40 million due to expected gains within the plan assets. The reduction was € 30 million for 2022

Note 33 - Employee Benefits - E

Note 33 - Employee Benefits - Expected Cash Flows (Detail) - Total [Member] € in Millions	12 Months Ended
	Dec. 31, 2024 EUR (€)
Expected contributions to
Defined benefit plan assets	€ 185
BVV	55
Other defined contribution plans, Expected Cash Flows	265
Expected benefit payments for unfunded defined benefit plans, Expected Cash Flows	25
Expected cash flow related to post-employment benefits, Expected Cash Flows	€ 530

Note 33 - Employee Benefits -_8

Note 33 - Employee Benefits - Expenses for Defined Benefit Plans (Impact on Expense) (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Expenses for defined benefit plans:
Service cost	[1]	€ 164	€ 229	€ 234
Net interest cost (income)		(45)	(10)	0
Total expenses defined benefit plans		119	219	234
Expenses for defined contribution plans:
BVV		55	57	58
Other defined contribution plans		265	258	244
Total expenses for defined contribution plans		320	315	302
Expenses for post-employment benefit plans		439	534	536
Employer contributions to state-mandated benefit plans [abstract]
Pensions related payments social security in Germany		218	214	221
Contributions to pension fund for Postbanks postal civil servants		57	58	66
Further pension related state-mandated benefit plans		248	216	217
Total employer contributions to state-mandated benefit plans		523	488	504
Expenses for share-based payments:
Expenses for share-based payments, equity settled	[2]	436	405	455
Expenses for share-based payments, cash settled	[2]	43	29	35
Expenses for cash retention plans	[2]	448	418	398
Expenses for severance payments	[3]	€ 293	€ 82	€ 184
[1]Severance related items under Service Costs are reclassified to Expenses for Severance payments[2]Including expenses for new hire awards and the acceleration of expenses not yet amortized due to the discontinuation of employment including those amounts which are recognized as part of the Group’s restructuring expenses[3] Excluding the acceleration of expenses for deferred compensation awards not yet amortized.

Note 33 - Employee Benefits -_9

Note 33 - Employee Benefits - Additional Parenthetical Information (Detail: Text Values)	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
Global Share Purchase Plan [Abstract]
Total staff enrolled in the twelfth cycle	11,603
Total countries enrolled in the twelfth cycle	18
Liability raised due to share-based payment transactions in cash	€ 12,000,000	€ 9,000,000
Grant volume of outstanding share awards	1,100,000,000	1,000,000,000
Of which: [Abstract]
Recognized as compensation expense	800,000,000	800,000,000
Not yet recognized	300,000,000	200,000,000
DWS Share based Plans [Abstract]
Fair value of DWS share-based awards (approximately)	72,000,000	67,000,000
of which: recognized in the income statement	62,000,000	58,000,000
of which: relate to fully vested awards (approximately)	42,000,000	25,000,000
of which: related to total unrecognized share-based plans (approximately)	9,000,000	10,000,000
Total defined benefit obligation for post-employment medical plans	€ 145,000,000	144,000,000
Range of defined benefit obligation by plan assets in percent [Abstract]
Bottom of Range	90%
Top of Range	100%
Amount claimed by the Group which represents the benefits paid from the Banks assets on behalf of the trust during 2023	€ 490,000,000	860,000,000
Benefit recognized in Other Comprehensive Income due to recalibration of the discount curve for defined benefit plans to Eurozone curve	70,000,000
Other assets recognized in Net asset (liability) recognized	1,087,000,000	1,326,000,000
Other liabilities recognized in Net asset (liability) recognized	353,000,000	355,000,000
Group reimbursement rights for pension liabilities domiciled in France	3,000,000
Buy-in transactions with a third party insurer to de-risk exposure to the UK defined benefit pension schemes	515,000,000	410,000,000
Impact on Other Comprehensive Income of the recognition of the insurance policies as qualifying plan assets in Q3	33,000,000	35,000,000
Buy-in transactions in the UK with third-party insurers protecting the Group from movements in defined benefit obligations	1,800,000,000
Derivative transactions with Group entities with positive market value included in plan assets	€ 930,000,000	1,250,000,000
Expected changes in the fair value of plan assets contains simulated impact on the biggest plans in Germany, UK, US, Channel Islands, Switzerland and Belgium	0.98
Net Impact on funded status due to buy-in transaction due to expected gains within the plan assets	€ 40,000,000	30,000,000
Unfunded US Medicare Plan included in US Total defined benefit obligation	€ 119,000,000	€ 120,000,000
US defined benefit pension funding ratio excluding Medicare in Percent	95%	92%

Note 34 - Income Taxes - Compon

Note 34 - Income Taxes - Components of Income Tax Expense (Benefit) (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Current tax expense (benefit):
Tax expense (benefit) for current year	€ 1,284	€ 919	€ 847
Adjustments for prior years	56	(132)	14
Total current tax expense (benefit)	1,340	787	861
Deferred tax expense (benefit):
Origination and reversal of temporary difference, unused tax losses and tax credits	1,158	381	108
Effect of changes in tax law and/or tax rate	7	(19)	(26)
Adjustments for prior years	(1,002)	(1,256)	(20)
Total deferred tax expense (benefit)	(163)	894	(62)
Total income tax expense (benefit)	€ 1,503	€ (107)	€ 923

Note 34 - Income Taxes - Comp_2

Note 34 - Income Taxes - Components of Income Tax Expense (Benefit) (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Components of Income Tax Expense (Benefit)
Reduction/(increase) of total deferred tax benefit due to previously unrecognized tax losses (tax credits/deductible tem-porary differences) and the reversal of previous write-downs of deferred tax assets and expenses arising from write-downs of deferred tax assets	€ 1,100	€ 1,400	€ 242
Domestic income tax rate used for calculating deferred tax assets and liabilities	31.30%
From DB Group recognized deferred tax assets for entities which suffer a loss	€ 5,300	2,400
Temporary differences associated with the Group's parent company's investments in subsidiaries, branches and associates and interests in joint ventures of which no deferred tax liabilities were recognized	€ 349	€ 244
CAMT imposes a tax rate on profits before tax (in %)	15%
Blended statutory Tax rate	30%
Blended statutory tax rate across all applicable jurisdictions bottom range	28%
Blended statutory tax rate across all applicable jurisdictions Top range	30%
Number of jurisdictions in calculation of Pillar Two liability for group entities	60,000,000
Number of countries apply a statutory tax rate of less 15percent	6,000,000

Note 34 - Income Taxes - Analys

Note 34 - Income Taxes - Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense) (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense)
Expected tax expense (benefit) at domestic income tax rate of 31.3 % (31.3 % for previous year (year n-1) and the year before previous year (year n-2))		€ 2,490	€ 1,705	€ 1,101
Foreign rate differential		(85)	(115)	(89)
Tax-exempt gains on securities and other income		(319)	(217)	(183)
Loss (income) on equity method investments		0	(12)	(11)
Nondeductible expenses		392	429	287
Impairments of goodwill		55	0	1
Changes in recognition and measurement of deferred tax assets	[1]	(1,238)	(1,891)	(227)
Effect of changes in tax law and/or tax rate		7	(19)	(26)
Effect related to share-based payments		0	(5)	1
Other	[1]	201	18	69
Actual income tax expense (benefit)		€ 1,503	€ (107)	€ 923
[1]Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items “Changes in recognition and measurement of deferred tax assets” and “Other”.

Note 34 - Income Taxes - Income

Note 34 - Income Taxes - Income Tax Charged or Credited to Equity (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Income Tax Charged or Credited to Equity
Actuarial gains/losses related to defined benefit plans	€ 137	€ (642)	€ (207)
Net fair value gains (losses) attributable to credit risk related to financial liabilities designated as at fair value through profit or loss	18	(25)	5
Financial assets mandatory at fair value through other comprehensive income:
Unrealized net gains/losses arising during the period	59	312	111
Realized net gains/losses arising during the period (reclassified to profit or loss)	1	(61)	68
Derivatives hedging variability of cash flows:
Unrealized net gains/losses arising during the period	(132)	229	(2)
Net gains/losses reclassified to profit or loss	(110)	(18)	15
Other equity movement:
Unrealized net gains/losses arising during the period	151	192	88
Net gains/losses reclassified to profit or loss	0	0	6
Income taxes (charged) credited to other comprehensive income	124	(13)	84
Other income taxes (charged) credited to equity	€ 50	€ 25	€ 45

Note 34 - Income Taxes - Major

Note 34 - Income Taxes - Major Components of Gross Deferred Income Tax Assets and Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Deferred tax assets pre-offsetting [Member] | Other deferred tax assets [Member]
Major components of gross deferred tax assets and liabilities [Line Items]
Unused tax losses	€ 4,747	€ 3,946
Unused tax credits	23	2
Deferred tax assets pre-offsetting [Member] | Deductable temporary differences [Member]
Major components of gross deferred tax assets and liabilities [Line Items]
Trading activities, including derivatives	2,927	5,819
Employee benefits, including equity settled share based payments	1,828	1,653
Accrued interest expense	999	1,367
Loans and borrowings, including allowance for loans	949	791
Leases	855	865
Intangible assets	80	43
Fair value OCI (IFRS 9)	332	387
Other assets	485	630
Other provisions	88	81
Other liabilities	6	1
Deferred tax assets pre-offsetting [Member] | NA [Member]
Major components of gross deferred tax assets and liabilities [Line Items]
Total deferred tax assets/ liabilities pre offsetting	13,319	15,585
Deferred tax liabilities pre-offsetting [Member] | Taxable temporary differences [Member]
Major components of gross deferred tax assets and liabilities [Line Items]
Trading activities, including derivatives	3,970	6,164
Employee benefits, including equity settled share based payments	291	245
Loans and borrowings, including allowance for loans	617	549
Leases	758	780
Intangible assets	717	594
Fair value OCI (IFRS 9)	43	70
Other assets	272	371
Other provisions	89	85
Other liabilities	40	40
Deferred tax liabilities pre-offsetting [Member] | NA [Member]
Major components of gross deferred tax assets and liabilities [Line Items]
Total deferred tax assets/ liabilities pre offsetting	€ 6,797	€ 8,898

Note 34 - Income Taxes - Majo_2

Note 34 - Income Taxes - Major Components of Gross Deferred Income Tax Assets and Liabilities (Detail: Text value) € in Millions	Dec. 31, 2023 EUR (€)
Major Components of Gross Deferred Income Tax Assets and Liabilities
Corporate minimum tax included in unused tax credit	€ 10

Note 34 - Income Taxes - After

Note 34 - Income Taxes - After Offsetting, Deferred Tax Assets and Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
After Offsetting, Deferred Tax Assets and Liabilities
Presented as deferred tax assets	€ 7,039	€ 7,225
Presented as deferred tax liabilities	517	538
Net deferred tax assets	€ 6,522	€ 6,687

Note 34 - Income Taxes - Items

Note 34 - Income Taxes - Items where no Deferred Tax Assets were recognized (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Items where no Deferred Tax Assets were recognized
Deductible temporary differences	[1]	€ (36)	€ (773)
Not expiring	[1]	(5,119)	(9,462)
Expiring in subsequent period	[1]	(28)	0
Expiring after subsequent period	[1]	(55)	(471)
Unused tax losses	[1]	(5,202)	(9,933)
Expiring after subsequent period	[1]	0	0
Unused tax credits	[1]	€ (1)	€ (1)
[1]Amounts in the table refer to deductible temporary differences, unused tax losses and tax credits for federal income tax purposes.

Note 35 - Derivatives - Hedging

Note 35 - Derivatives - Hedging Derivatives (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Hedging Derivatives Notional [Member]
Hedging Derivatives - Rates [Line Items]
Hedging Derivatives - USD IBOR	€ 0	€ 12,281

Note 35 - Derivatives - Value o

Note 35 - Derivatives - Value of Derivatives held as Fair Value Hedges (Detail) - Derivatives held as Fair Value Hedges [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Value of Derivatives held as Fair Value Hedges [line items]
Assets	€ 2,246	€ 2,401
Liabilities	6,386	7,668
Nominal amount	99,106	95,386
Fair value changes used for hedge effectiveness	1,917	(6,300)
Hedge ineffectiveness	€ 140	€ (279)

Note 35 - Derivatives - Fair Va

Note 35 - Derivatives - Fair Value Hedges (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Carrying amount of Financial instruments designated as fair value hedges [Member] | Assets [Member]
Fair Value Hedges [Line Items]
Financial assets at fair value through profit or loss	€ 13,468	€ 13,459
Bonds at amortized costs	361	336
Loans at amortized cost	0
Long-term debt	0
Deposits	0
Carrying amount of Financial instruments designated as fair value hedges [Member] | Liabilities [Member]
Fair Value Hedges [Line Items]
Financial assets at fair value through profit or loss	0
Bonds at amortized costs	0
Loans at amortized cost	0
Long-term debt	71,769	68,596
Deposits	289
Accumulated amount of fair value hedge adjustments - Total [Member] | Assets [Member]
Fair Value Hedges [Line Items]
Financial assets at fair value through profit or loss	1,277	2,118
Bonds at amortized costs	12	(37)
Loans at amortized cost	(1)
Accumulated amount of fair value hedge adjustments - Total [Member] | Liabilities [Member]
Fair Value Hedges [Line Items]
Long-term debt	(3,936)	(6,606)
Deposits	(93)
Accumulated amount of fair value hedge adjustments - Terminated hedge relationships [Member] | Assets [Member]
Fair Value Hedges [Line Items]
Financial assets at fair value through profit or loss	49	2
Bonds at amortized costs	(23)	0
Accumulated amount of fair value hedge adjustments - Terminated hedge relationships [Member] | Liabilities [Member]
Fair Value Hedges [Line Items]
Long-term debt	(184)	(164)
Fair Value changes used for hedge effectiveness [Member] | Hedged Items [Domain Member]
Fair Value Hedges [Line Items]
Financial assets at fair value through profit or loss	486	2,390
Bonds at amortized costs	25	(37)
Long-term debt	(2,274)	€ 8,444
Deposits	€ (14)

Note 35 - Derivatives - Value_2

Note 35 - Derivatives - Value of Derivatives held as Cash Flow Hedges (Detail) - Derivatives held as Cash Flow Hedges [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Value of Derivatives held as Cash Flow Hedges [line items]
Assets	€ 416	€ 6
Liabilities	228	1,219
Nominal amount	111,462	47,976
Fair value changes used for hedge effectiveness	€ 537	€ (802)

Note 35 - Derivatives - Cash Fl

Note 35 - Derivatives - Cash Flow Hedge Balances (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Cash Flow Hedge Balances
Reported in Equity	[1]	€ 44	€ (790)	€ (42)
thereof relates to terminated programs		0	0	0
Gains (losses) posted to equity for the year ended		436	(819)	1
Gains (losses) removed from equity for the year ended		398	71	(54)
thereof relates to terminated programs		0	0	0
Changes of hedged item's value used for hedge effectiveness		434	(899)	66
Ineffectiveness recorded within P&L		€ 101	€ 16	€ 25
[1]Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet.

Note 35 - Derivatives - Value_3

Note 35 - Derivatives - Value of Derivatives held as Net Investment Hedges (Detail) - Derivatives Held as Net Investment Hedges [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Value of Derivatives held as Net Investment Hedges [Line Items]
Assets		€ 736	€ 1,044
Liabilities		157	513
Nominal amount		42,751	45,749
Fair value changes used for hedge effectiveness		317	(2,539)
Fair value changes recognised in Equity	[1]	(169)	2,410
Hedge ineffectiveness		€ (138)	€ (329)
[1]Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet.

Note 35 - Derivatives - Profile

Note 35 - Derivatives - Profile of NIH hedging instruments (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Within 1 year [Member]
As of
Nominal amount Foreign exchange forwards	€ 33,347	€ 34,664
Nominal amount Foreign exchange swaps	8,683	10,776
Total	42,030	45,440
1-3 years
As of
Nominal amount Foreign exchange forwards	85	229
Nominal amount Foreign exchange swaps	579	59
Total	664	288
3-5 years
As of
Nominal amount Foreign exchange forwards	18	21
Nominal amount Foreign exchange swaps	39	0
Total	57	21
Over 5 years
As of
Nominal amount Foreign exchange forwards	0	0
Nominal amount Foreign exchange swaps	0	0
Total	€ 0	€ 0

Note 36 - Related Party Transac

Note 36 - Related Party Transactions - Compensation Expense of Key Management Personnel (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Compensation Expense of Key Management Personnel [Abstract]
Short-term employee benefits	€ 37	€ 37	€ 36
Post-employment benefits	7	5	7
Other long-term benefits	17	15	10
Termination benefits	0	2	6
Share-based payment	18	17	15
Total	€ 79	€ 76	€ 74

Note 36 - Related Party Trans_2

Note 36 - Related Party Transactions - Compensation Expense of Key Management Personnel (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Compensation Expense of Key Management Personnel [Abstract]
Aggregated compensation for employee representatives and former management board members on the Supervisory Board paid for their services as employees of Deutsche Bank or status as former employees (retirement, pension and deferred compensation)	€ 1	€ 1	€ 1
Issued loans and commitments to key management personnel	1	5
Received deposits from key management personnel	16	8
Loans past due from transactions with subsidiaries, joint ventures and associates	0	0
Collaterals held for loans from transactions with subsidiaries, joint ventures and associates	0	0
Trading assets and positive market values from derivative financial transactions with associated companies	11	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	€ 7	€ 3

Note 36 - Related Party Trans_3

Note 36 - Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Loans (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Loans (Transactions with Subsidiaries, Joint Ventures and Associates)
Loans outstanding, beginning of year		€ 119	[1]	€ 153
Movement in loans during the period		(98)		(34)
Changes in the group of consolidated companies		0		0
Exchange rate changes/other		23		0
Loans outstanding, end of year	[1]	44		119
Other credit risk related transactions:
Allowance for loan losses		1		0
Provision for loan losses		0		0
Guarantees and commitments		€ 1		€ 5
[1]Loans past due were € 0 million as of December 31, 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 December 31, 2023 and December 31, 2022, respectively

Note 36 - Related Party Trans_4

Note 36 - Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Deposits (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates)
Deposits outstanding, beginning of year	€ 31	€ 63
Movement in deposits during the period	2	(32)
Changes in the group of consolidated companies	0	0
Exchange rate changes/other	0	0
Deposits outstanding, end of year	€ 33	€ 31

Note 36 - Related Party Trans_5

Note 36 - Related Party Transactions - Summary of Transactions with Related Party Pension Plans (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Summary of Transactions with Related Party Pension Plans
Equity shares issued by the Group held in plan assets	€ 0	€ 0
Other assets	1	5
Fees paid from plan assets to asset managers of the Group	21	20
Market value of derivatives with a counterparty of the Group	698	1,389
Notional amount of derivatives with a counterparty of the Group	€ 8,146	€ 12,888

Note 37 - Subsidiaries with sig

Note 37 - Subsidiaries with significant non-controlling interests (Detail) - DWS Group GmbH and Co. KGaA [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Subsidiaries with significant non-controlling interests, DWS Group GmbH & Co. KGaA [Line Items]
Proportion of ownership interests and voting rights held by non-controlling interests	20.51%	20.51%
Place of business	Global	Global
Net income (loss) attributable to noncontrolling interests	€ 117	€ 119
Accumulated non-controlling interests of the subsidiary	1,620	1,622
Dividends paid to noncontrolling interests	84	82
Summarised financial information [Abstract]
Total assets	11,683	11,396
Total liabilities	3,852	3,566
Total net revenues	2,614	2,712
Net income (loss)	567	599
Total comprehensive income (loss), net of tax	€ 424	€ 783

Note 37 - Information on Subsid

Note 37 - Information on Subsidiaries - Carrying Amounts of Assets and Liabilities to which Restrictions Apply (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Total assets [Member]
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [line items]
Interest-earning deposits with banks	€ 163,454	€ 164,136
Financial assets at fair value through profit or loss	465,273	482,545
Financial assets at fair value through other comprehensive income	35,546	31,675
Loans at amortized cost	479,353	491,175
Other	173,641	174,686
Total	1,317,266	1,344,217
Restricted assets [Member]
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [line items]
Interest-earning deposits with banks	108	108
Financial assets at fair value through profit or loss	58,270	40,346
Financial assets at fair value through other comprehensive income	7,618	2,771
Loans at amortized cost	54,343	73,500
Other	7,920	3,592
Total	€ 128,259	€ 120,317

Note 37 - Information on Subs_2

Note 37 - Information on Subsidiaries - Parenthetical Information Note 39 (Detail: Text Values) € in Billions	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
Information on Subsidiaries [Abstract]
Number of consolidated entities in the Group	520	521
Number of consolidated structured entities in the Group	212	200
Number of entities controlled by the Group are directly or indirectly held by the Group at 100 % of the ownership interests (share of capital)	346	362
Number of consolidated entities third parties also hold ownership interests (noncontrolling interests)	174	159
Restricted liquidity reserves in EUR billion	€ 13.3	€ 21.8

Note 38 - Structured Entities -

Note 38 - Structured Entities - Carrying amounts of assets & liabilities recognised in its financial statements relating to DBs interests (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Repackaging and Investment Entities [Member]
Assets [Abstract]
Cash and central bank balances	€ 0	€ 0
Interbank balances (w/o central banks)	1	1
Central bank funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	237	195
Trading assets	193	145
Positive market values from derivative financial instruments	44	34
Non-trading financial assets mandatory at fair value through profit or loss	0	16
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	0	0
Loans at amortized cost	233	212
Other assets	1	0
Total assets	472	408
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	43	51
Negative market values from derivative financial instruments	43	51
Other short-term borrowings	0	0
Other Liabilities	0	0
Total liabilities	43	51
Off-balance sheet exposure	0	0
Total	429	357
Third Party Funding Entities [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	0	0
Central bank funds sold and securities purchased under resale agreements	373	0
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	4,137	8,675
Trading assets	2,663	2,910
Positive market values from derivative financial instruments	450	4,224
Non-trading financial assets mandatory at fair value through profit or loss	1,024	1,541
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	893	830
Loans at amortized cost	66,033	68,398
Other assets	677	956
Total assets	72,112	78,859
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	51	1,251
Negative market values from derivative financial instruments	51	1,251
Other short-term borrowings	0	0
Other Liabilities	0	0
Total liabilities	51	1,251
Off-balance sheet exposure	8,737	10,644
Total	80,798	88,252
Securitizations [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	0	319
Central bank funds sold and securities purchased under resale agreements	209	87
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	3,372	4,956
Trading assets	2,750	3,159
Positive market values from derivative financial instruments	6	863
Non-trading financial assets mandatory at fair value through profit or loss	615	933
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	330	298
Loans at amortized cost	31,002	31,077
Other assets	3,406	3,293
Total assets	38,319	40,030
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	71	438
Negative market values from derivative financial instruments	71	438
Other short-term borrowings	0	0
Other Liabilities	0	0
Total liabilities	71	438
Off-balance sheet exposure	10,720	11,045
Total	48,967	50,637
Funds [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	9	7
Central bank funds sold and securities purchased under resale agreements	3,482	2,404
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	53,909	46,695
Trading assets	3,302	3,660
Positive market values from derivative financial instruments	3,272	5,458
Non-trading financial assets mandatory at fair value through profit or loss	47,335	37,577
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	264	404
Loans at amortized cost	19,433	18,896
Other assets	10,581	10,405
Total assets	87,679	78,810
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	5,098	5,021
Negative market values from derivative financial instruments	5,098	5,021
Other short-term borrowings	0	0
Other Liabilities	0	0
Total liabilities	5,098	5,021
Off-balance sheet exposure	6,386	6,747
Total	88,967	80,536
Total [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	11	327
Central bank funds sold and securities purchased under resale agreements	4,064	2,491
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	61,654	60,520
Trading assets	8,908	9,874
Positive market values from derivative financial instruments	3,772	10,580
Non-trading financial assets mandatory at fair value through profit or loss	48,974	40,067
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	1,487	1,532
Loans at amortized cost	116,701	118,583
Other assets	14,665	14,654
Total assets	198,582	198,107
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	5,264	6,761
Negative market values from derivative financial instruments	5,264	6,761
Other short-term borrowings	0	0
Other Liabilities	0	0
Total liabilities	5,264	6,761
Off-balance sheet exposure	25,843	28,437
Total	€ 219,162	€ 219,782

Note 38 - Structured Entities_2

Note 38 - Structured Entities - Parenthetical Information (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Structured Entities [Abstract]
Notional value of liquidity facilities and guarantees provided to consolidated funds	€ 1,100	€ 1,100
Notional related to positive replacement values of derivatives to unconsolidated structured entities	117,000	457,000
Notional related to negative replacement values of derivatives to unconsolidated structured entities	315,000	397,000
Notional related to off balance sheet commitments to unconsolidated structured entities	26,000	28,000
Total size of structured entities	2,329,000	2,723,000
Of which: From Funds	1,223,000	1,138,000
Total trading assets	8,900	9,900
Of which: [Abstract]
Securitizations	2,800	3,200
Funds structured entities		3,700
Loans consisting of investments in securitization tranches and financing to Third party funding entities	116,700	118,600
Other assets primarily consisting of prime brokerage receivables and cash margin balances	14,700	14,700
Gross revenues from sponsored entities where the Group did not hold an interest	38	226
Aggregated carrying amounts of assets transferred to sponsored unconsolidated structured entities for securitization	1,700	3,400
Aggregated carrying amounts of assets transferred to sponsored unconsolidated structured entities for repackaging and investment entities	€ 1,900	€ 1,200

Note 39 - Current and Non-Curre

Note 39 - Current and Non-Current Assets (actual & previous) (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Amounts recovered or settled within one year [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	€ 178,416	€ 178,896
Interbank balances (w/o central banks)	5,535	7,189
Central bank funds sold and securities purchased under resale agreements	8,263	8,415
Securities borrowed	32	0
Financial assets at fair value through profit or loss	459,625	476,114
Financial assets at fair value through other comprehensive income	7,393	7,296
Equity method investments	0	0
Loans at amortized cost	133,131	126,584
Property and equipment	0	0
Goodwill and other intangible assets	0	0
Other assets	93,111	93,564
Assets for current tax	1,084	873
Total assets before deferred tax assets	886,590	898,931
Amounts recovered or settled after one year [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	606	6
Central bank funds sold and securities purchased under resale agreements	6,462	3,063
Securities borrowed	6	0
Financial assets at fair value through profit or loss	5,648	6,431
Financial assets at fair value through other comprehensive income	28,152	24,380
Equity method investments	1,013	1,124
Loans at amortized cost	346,222	364,591
Property and equipment	6,185	6,103
Goodwill and other intangible assets	7,327	7,092
Other assets	21,587	24,560
Assets for current tax	429	711
Total assets before deferred tax assets	423,637	438,061
Total [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	178,416	178,896
Interbank balances (w/o central banks)	6,140	7,195
Central bank funds sold and securities purchased under resale agreements	14,725	11,478
Securities borrowed	39	0
Financial assets at fair value through profit or loss	465,273	482,545
Financial assets at fair value through other comprehensive income	35,546	31,675
Equity method investments	1,013	1,124
Loans at amortized cost	479,353	491,175
Property and equipment	6,185	6,103
Goodwill and other intangible assets	7,327	7,092
Other assets	114,698	118,124
Assets for current tax	1,513	1,584
Total assets before deferred tax assets	1,310,227	1,336,992
Deferred tax assets	7,039	7,225
Total assets	€ 1,317,266	€ 1,344,217

Note 39 - Current and Non-Cur_2

Note 39 - Current and Non-Current Liabilities (actual & previous) (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Amounts recovered or settled within one year [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	€ 602,392	€ 604,227
Central bank funds purchased and securities sold under repurchase agreements	2,215	517
Securities loaned	3	13
Financial liabilities at fair value through profit or loss	356,973	384,020
Other short-term borrowings	9,620	5,122
Other liabilities	107,337	107,343
Provisions	2,448	2,449
Liabilities for current tax	369	240
Long-term debt	30,942	46,622
Trust preferred securities	289	500
Total liabilities before deferred tax liabilities	1,112,588	1,151,052
Amounts recovered or settled after one year [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	23,095	24,956
Central bank funds purchased and securities sold under repurchase agreements	823	56
Securities loaned	0	0
Financial liabilities at fair value through profit or loss	9,521	4,118
Other short-term borrowings	0	0
Other liabilities	5,681	6,305
Provisions	0	0
Liabilities for current tax	262	148
Long-term debt	88,448	84,903
Trust preferred securities	0	0
Total liabilities before deferred tax liabilities	127,830	120,486
Total [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	625,486	629,183
Central bank funds purchased and securities sold under repurchase agreements	3,038	573
Securities loaned	3	13
Financial liabilities at fair value through profit or loss	366,494	388,138
Other short-term borrowings	9,620	5,122
Other liabilities	113,018	113,648
Provisions	2,448	2,449
Liabilities for current tax	631	388
Long-term debt	119,390	131,525
Trust preferred securities	289	500
Total liabilities before deferred tax liabilities	1,240,418	1,271,538
Deferred tax liabilities	517	538
Total liabilities	€ 1,240,935	€ 1,272,076

Note 41 - Parenthetical Informa

Note 41 - Parenthetical Information Regulatory Capital (Detail: Text Values) - Dec. 31, 2023 € in Millions, shares in Millions, $ in Billions	EUR (€) shares	USD ($) shares
Approval from the 2022 Annual General Meeting (AGM) to buy back shares before end of April 2027 [Abstract]
Approval from the 2022 AGM to buy back shares before end of April 2027 (in percent)	10%	10%
Of which can be purchased by using derivatives (in percent)	5%	5%
Of which derivatives with a maturity exceeding 18 months in percent	2%	2%
Approval from the 2022 Annual General Meeting AGM to buy back shares before end of April 2027 (number of shares)	206.6	206.6
Of which can be purchased by using derivatives	103.3	103.3
Shares purchased during the period from the 2022 Annual General Meeting until the 2023 Annual General Meeting [Abstract]
Number of shares purchased for equity compensation purposes	36.3	36.3
Thereof purchased by exercising call options	22.7	22.7
New call options were purchased for equity compensation purposes in upcoming periods	30.2	30.2
Number of shares held in Treasury from buybacks as of 2023 AGM	5	5
Approval from the 2023 Annual General Meeting AGM to buy back shares before end of April 2028 [Abstract]
Approval from the 2023 AGM to buy back shares before end of April 2028 in percent	10%	10%
Of which can be purchased by using derivatives in percent	5%	5%
Of which derivatives with a maturity exceeding 18 months in percent	2%	2%
Approval from the 2023 Annual General Meeting AGM to buy back shares before end of April 2028 number of shares	204	204
Of which can be purchased by using derivatives	102	102
Shares purchased during the period from the 2023 Annual General Meeting until the December 31 2023 [Abstract]
Number of shares held in Treasury from buybacks as of December 31 2023	48.2	48.2
Number of shares purchased for cancellation with the purpose of distributing capital to shareholders Dec 2023	45.5	45.5
Number of shares purchased for shares to be used for equity compensation purposes in upcoming periods Dec 23	2.7	2.7
Issue participatory notes and other hybrid debt securities on or before April 30 2027 [Abstract]
Additional Tier 1 capital authorized amount | €	€ 9,000
Issued in November 2022 | €	1,250
Eligible AT1 instruments Based on the current CRR as of December 2023 [Abstract]
Eligible AT1 instruments Based on the current CRR in Euro mn | €	8,600
Tier 2 capital instruments amount in Euro mn | €	8,600
Notional of Tier 2 capital instruments in Euro mn | €	11,500
Notional of Tier 2 capital instruments in USD | $		$ 1.5
Tier 2 capital instruments issued in 2023 | €	1,400
Tier 2 capital instruments matured in 2023 | €	€ 132,500

Note 41 - Management Report - R

Note 41 - Management Report - Risk and Capital Performance - Own Funds Template, incl. RWA and capital ratios (Detail) - CCR/CRD 4 [Member] - EUR (€)		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
Common Equity Tier 1 (CET 1) capital: instruments and reserves [Abstract]
Capital instruments and the related share premium accounts and other reserves		€ 44,908,000,000	€ 45,458,000,000
Retained earnings		16,509,000,000	12,305,000,000
Accumulated other comprehensive income (loss), net of tax		(1,760,000,000)	(1,314,000,000)
Independently reviewed interim profits net of any foreseeable charge or dividend	[1]	3,493,000,000	4,183,000,000
Other		973,000,000	1,002,000,000
Common Equity Tier 1 (CET 1) capital before regulatory adjustments		64,124,000,000	61,634,000,000
Common Equity Tier 1 (CET 1) capital: regulatory adjustments [Abstract]
Additional value adjustments (negative amount)		(1,727,000,000)	(2,026,000,000)
Other prudential filters (other than additional value adjustments)		(126,000,000)	600,000,000
Goodwill and other intangible assets (net of related tax liabilities) (negative amount)		(5,014,000,000)	(5,024,000,000)
Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (negative amount)		(4,207,000,000)	(3,244,000,000)
Negative amounts resulting from the calculation of expected loss amounts		(2,386,000,000)	(466,000,000)
Defined benefit pension fund assets (negative amount)		(920,000,000)	(1,149,000,000)
Direct, indirect and synthetic holdings by an institution of own CET 1 instruments (negative amount)		0	0
Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above the 10 % / 15 % thresholds and net of eligible short positions) (negative amount)		0	0
Deferred tax assets arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (amount above the 10 % / 15 % thresholds) (negative amount)		0	0
Other regulatory adjustments	[2]	(1,679,000,000)	(2,225,000,000)
Total regulatory adjustments to Common Equity Tier 1 (CET 1) capital		(16,058,000,000)	(13,536,000,000)
Common Equity Tier 1 (CET 1) capital		48,066,000,000	48,097,000,000
Additional Tier 1 (AT1) capital: instruments [Abstract]
Capital instruments and the related share premium accounts		8,578,000,000	8,578,000,000
Amount of qualifying items referred to in Art. 484 (4) CRR and the related share premium accounts subject to phase out from AT1		0	0
Additional Tier 1 (AT1) capital before regulatory adjustments		8,578,000,000	8,578,000,000
Additional Tier 1 (AT1) capital: regulatory adjustments [Abstract]
Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)		(250,000,000)	(60,000,000)
Other regulatory adjustments		0	0
Total regulatory adjustments to Additional Tier 1 (AT1) capital		(250,000,000)	(60,000,000)
Additional Tier 1 (AT1) capital		8,328,000,000	8,518,000,000
Tier 1 capital (T1 = CET 1 + AT1)		56,395,000,000	56,616,000,000
Tier 2 (T2) capital		8,610,000,000	9,531,000,000
Total Capital		65,005,000,000	66,146,000,000
Total risk-weighted assets		€ 349,742,000,000	€ 360,003,000,000
Capital ratios [Abstract]
Common Equity Tier 1 capital ratio (as a percentage of risk-weighted assets)		13.7	13.4
Tier 1 capital ratio (as a percentage of risk-weighted assets)		16.1	15.7
Total capital ratio (as a percentage of risk-weighted assets)		18.6	18.4
[1]Full year profit is recognized as per ECB Decision (EU) 2015/656 in accordance with the Article 26(2) of Regulation (EU) No 575/2013 (ECB/2015/4)[2]Includes capital deductions of € 1.4 billion (Dec 2022: € 1.2 billion) based on ECB guidance on irrevocable payment commitments related to the Single Resolution Fund and the Deposit Guarantee Scheme, € 0.3 billion (Dec 2022: € 1.0 billion) based on ECB's supervisory recommendation for a prudential provisioning of non-performing exposures, € 0.9 million (Dec 2022: € 7.4 million) resulting from minimum value commitments as per Article 36 (1)(n) of the CRR and CET 1 shows no change in the current year, but a decrease of € 14.7 million for the year 2022 from IFRS 9 transitional provision as per Article 473a of the CRR

Note 41 - Management Report -_2

Note 41 - Management Report - Risk and Capital Performance - Reconciliation of Shareholders Equity to Regulatory Capital (Detail) - Reconciliation of Shareholders Equity to Regulatory Capital [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Reconciliation of Shareholders Equity to Regulatory Capital [Line Items]
Total shareholders equity per accounting balance sheet (IASB IFRS)		€ 65,999	€ 61,772
Difference between equity per IASB IFRS / EU IFRS4	[1]	1,513	187
Shareholders equity per accounting balance sheet EU IFRS		64,486	61,959
Deconsolidation Consolidation of entities		35	29
Of which: [Abstract]
Additional paid-in capital		0	0
Retained earnings		(35)	29
Accumulated other comprehensive income (loss), net of tax		0	0
Total shareholders' equity per regulatory balance sheet		64,451	61,988
Noncontrolling interest based on transitional rules		973	1,002
Accrual for dividend and AT1 coupons	[2]	(1,279)	1,342
Capital instruments not eligible under CET 1 as per CRR 28(1) (22) 0		(21)	(14)
Common Equity Tier 1 (CET 1) capital before regulatory adjustments		64,124	61,634
Additional value adjustments		(1,727)	(2,026)
Other prudential filters (other than additional value adjustments)		(126)	600
Goodwill and other intangible assets (net of related tax liabilities)		(5,014)	(5,024)
Deferred tax assets that rely on future profitability		(4,207)	(3,244)
Defined benefit pension fund assets		(920)	(1,149)
Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities		0	0
Other regulatory adjustments	[3]	(4,065)	(2,691)
Common Equity Tier 1 capital		€ 48,066	€ 48,097
[1]Differences in “equity per balance sheet” result entirely from deviations in profit (loss) after taxes due to the application of EU carve-out rules as set forth in the chapter " Material Accounting Policies and Critical Accounting Estimates". These rules were initially applied in the first quarter 2020.[2]Full year profit is recognized as per ECB Decision (EU) 2015/656 in accordance with the Article 26(2) of Regulation (EU) No 575/2013 (ECB/2015/4)[3]Includes capital deductions of € 1.4 billion (Dec 2022: € 1.2 billion) based on ECB guidance on irrevocable payment commitments related to the Single Resolution Fund and the Deposit Guarantee Scheme, € 0.3 billion (Dec 2022: € 1.0 billion) based on ECB's supervisory recommendation for a prudential provisioning of non-performing exposures, € 0.9 million (Dec 2022: € 7.4 million) resulting from minimum value commitments as per Article 36 (1)(n) of the CRR and CET 1 shows no change in the current year, but a decrease of € 14.7 million for the year 2022 from IFRS 9 transitional provision as per Article 473a of the CRR

Note 43 - Condensed Statement o

Note 43 - Condensed Statement of Comprehensive Income (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Condensed Statement of Comprehensive Income (Deutsche Bank Parent) [Line Items]
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components	€ 6,457	€ 8,273	€ 1,544
Other comprehensive income (loss), net of tax	(143)	(1,006)	130
Total comprehensive income (loss), net of tax	€ 6,314	€ 7,267	€ 1,674

Note 43 - Condensed Statement_2

Note 43 - Condensed Statement of Income (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Condensed Statement of Income (Deutsche Bank Parent) [Line Items]
Interest income, excluding dividends from subsidiaries		€ 38,205	€ 20,682	€ 13,830
Dividends received from [Abstract]
Dividends received from bank subsidiaries		516	395	356
Dividends received from nonbank subsidiaries		2,255	1,117	893
Interest expense		26,260	9,909	5,120
Net interest and dividend income		14,715	12,284	9,959
Provision for credit losses		1,158	829	317
Net interest and dividend income after provision for credit losses		13,557	11,455	9,642
Noninterest income [Abstract]
Commissions and fee income		4,513	4,383	4,987
Net gains (losses) on financial assets/liabilities at fair value through profit or loss		4,681	1,824	2,151
Other income (loss)	[1]	412	3,541	(105)
Total noninterest income		8,782	9,747	7,034
Noninterest expenses [Abstract]
Compensation and benefits		5,896	5,679	5,395
General and administrative expenses		6,540	6,273	7,427
Services provided by (to) affiliates, net		2,540	2,165	2,097
Impairment of goodwill and other intangible assets		0	0	0
Total noninterest expenses		14,975	14,118	14,918
Profit (loss) before income taxes		7,363	7,084	1,757
Income tax expense (benefit)		906	(1,189)	213
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components		€ 6,457	€ 8,273	€ 1,544
[1] 1

Note 43 - Condensed Balance She

Note 43 - Condensed Balance Sheet (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Assets [Abstract]
Cash and central bank balances	€ 149,493	€ 148,680
Financial assets at fair value through other comprehensive income	54,038	50,283
Investments in associates	291	297
Total assets	1,247,496	1,271,062
Liabilities and equity [Abstract]
Long-term debt	143,919	150,670
Total liabilities	1,186,414	1,214,687
Total shareholders equity	52,513	47,797
Additional equity components	8,569	8,578
Total equity	61,082	56,375
Total liabilities and equity	1,247,496	1,271,062
Bank subsidiaries [Member]
Assets [Abstract]
Interbank balances (w/o central banks)	10,787	12,250
Central bank funds sold and securities purchased under resale agreements	0	0
Financial assets at fair value through profit or loss	2,972	3,022
Investment in subsidiaries	5,569	6,164
Loans	56,042	40,429
Other assets	2,679	1,475
Liabilities and equity [Abstract]
Deposits	30,781	25,880
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	563	468
Financial liabilities at fair value through profit or loss	3,613	4,151
Other short-term borrowings	127	61
Other liabilities	1,660	1,398
Nonbank subsidiaries [Member]
Assets [Abstract]
Central bank funds sold and securities purchased under resale agreements	10,783	11,588
Financial assets at fair value through profit or loss	968	1,288
Investment in subsidiaries	24,989	25,970
Loans	33,581	34,802
Other assets	11,372	12,437
Liabilities and equity [Abstract]
Deposits	13,453	14,957
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	38,260	22,960
Financial liabilities at fair value through profit or loss	1,261	1,217
Other short-term borrowings	814	698
Other liabilities	8,541	6,370
Other subsidiaries [Member]
Assets [Abstract]
Interbank balances (w/o central banks)	4,869	5,218
Central bank funds sold and securities purchased under resale agreements	14,758	11,478
Financial assets at fair value through profit or loss	409,623	424,988
Loans	350,411	364,094
Other assets	104,272	116,599
Liabilities and equity [Abstract]
Deposits	530,991	529,060
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	3,025	584
Financial liabilities at fair value through profit or loss	314,707	350,084
Other short-term borrowings	9,283	4,874
Other liabilities	€ 85,416	€ 101,256

Note 43 - Condensed Statement_3

Note 43 - Condensed Statement of Cash Flows (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021	Dec. 31, 2020
Condensed Statement of Cash Flows (Deutsche Bank Parent) [Line Items]
Net cash provided by (used in) operating activities	€ 5,231	€ 5,522	€ (12,829)
Cash flows from investing activities, Proceeds from [Abstract]
Sale of financial assets at fair value through other comprehensive income	14,245	13,307	49,020
Maturities of financial assets at fair value through other comprehensive income	13,769	15,847	18,646
Sale of debt securities held to collect at amortized cost	0	0	30
Maturities of debt securities held to collect at amortized cost	6,702	5,585	4,743
Sale of investments in associates	20	117	21
Sale of property and equipment	28	7	93
Purchase of [Abstract]
Financial assets at fair value through other comprehensive income	(32,017)	(34,484)	(42,011)
Debt Securities held to collect at amortized cost	(3,920)	(15,780)	(5,922)
Investments in associates	(60)	(97)	(8)
Property and equipment	(327)	(237)	(464)
Net change in investments in subsidiaries	(35)	622	1,516
Other, net	(1,199)	(1,066)	(965)
Net cash provided by (used in) investing activities	(2,794)	(16,180)	24,698
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt	1,396	2,672	1,099
Repayments and extinguishments of subordinated long-term debt	(1,407)	(42)	(25)
Principal portion of lease payments	(395)	(445)	(462)
Purchases of treasury shares, Cash Flows	(857)	(695)	(346)
Sale of treasury shares	395	0	35
Additional Equity Components (AT1) issued	0	2,000	2,500
Additional Equity Components (AT1) repaid	0	(1,750)	0
Purchases of Additional Equity Components (AT1)	(356)	(759)	(1,230)
Sale of Additional Equity Components (AT1)	415	785	1,210
Coupon on additional equity components, pre tax	(498)	(479)	(363)
Cash dividends paid	(610)	(406)	0
Net cash provided by (used in) financing activities	(1,918)	879	2,417
Net effect of exchange rate changes on cash and cash equivalents	(791)	2,378		€ 755
Net increase (decrease) in cash and cash equivalents	(273)	(7,400)	15,042
Cash and cash equivalents at beginning of period	137,341	144,741	129,699
Cash and cash equivalents at end of period	137,068	137,341	144,741	129,699
Net cash provided by (used in) operating activities include [Abstract]
Income taxes paid (received), net	196	464	13
Interest paid	24,360	8,736	5,182
Interest received	38,161	19,415	13,288
Dividend received	2,053	1,391	1,468
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	132,547	131,763	138,800
Interbank balances (w/o central banks) (not included: time deposits with banks)	4,521	5,578	5,941
Cash and cash equivalents	€ 137,068	€ 137,341	€ 144,741	€ 129,699

Note 43 - Deutsche Bank Parent

Note 43 - Deutsche Bank Parent Long-Term Debt (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Total Dec 31 [Domain Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	€ 149	€ 235
Total long-term debt	143,919	150,670
Total Dec 31 [Domain Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	70,735	62,155
Floating rate	9,026	14,579
Other	51,793	61,509
Total Dec 31 [Domain Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,749	9,614
Floating rate	468	€ 2,578
Due in 2024 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	64
Total long-term debt	26,736
Due in 2024 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	13,806
Floating rate	319
Other	12,512
Due in 2024 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	35
Floating rate	0
Due in 2025 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	17,676
Due in 2025 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,770
Floating rate	2,427
Other	775
Due in 2025 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	2,703
Floating rate	0
Other	0
Due in 2026 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	17,100
Due in 2026 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,863
Floating rate	2,453
Other	764
Due in 2026 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	1,978
Floating rate	0
Other	42
Due in 2027 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	14,742
Due in 2027 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	10,804
Floating rate	895
Other	645
Due in 2027 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	2,378
Floating rate	0
Other	20
Due in 2028 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	10,294
Due in 2028 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	8,736
Floating rate	616
Other	941
Due in 2028 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Other	0
Due after 2028 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	57,371
Due after 2028 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	13,756
Floating rate	2,315
Other	36,155
Due after 2028 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	4,655
Floating rate	468
Other	€ 22

Note 44 - IBOR Transition - Par

Note 44 - IBOR Transition - Parenthetical information (Detail: Text Values) - EUR (€) € in Billions	Dec. 31, 2023	Dec. 31, 2022
IBOR Transition [Abstract]
Notional value of financial instrument utilizing USD synthetic LIBOR	€ 3.6
Notional value of financial instrument utilizing USD synthetic LIBOR thereof Derivatives	0.1
Notional value of financial instrument utilizing USD synthetic LIBOR thereof Non-Derivatives Assets	1.1
Notional value of financial instrument utilizing USD synthetic LIBOR thereof Non-Derivatives Liabilities	€ 2.4
Notional value of financial instrument utilizing USD LIBOR		€ 5,975
Notional value of financial instrument utilizing USD LIBOR thereof Derivatives		5,897
Notional value of financial instrument utilizing USD LIBOR thereof Non-Derivatives Assets		34
Notional value of financial instrument utilizing USD LIBOR thereof Non-Derivatives Liabilities		9
Notional value of financial instrument utilizing USD LIBOR thereof Off-Balance Sheet		€ 35

Risk Report - Credit Risk Man_2

Risk Report - Credit Risk Management - IFRS 9 1 Forward-looking Information (Detail) - EUR (€)	12 Months Ended
	Dec. 31, 2023	[1],[2]	Dec. 31, 2022	[3],[4]
Year 1 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	1,957.34		1,745.84
Commodity - WTI	82.52		90.19
Credit [Abstract]
Credit - CDX Emerging Markets	195.16		260.99
Credit - CDX High Yield	451.57		489.77
Credit - CDX IG	70.04		85.33
Credit High Yield Index	4.05		4.46
Credit - ITX Europe 125	73.09		101.26
Equity [Abstract]
Equity - MSCI Asia	1,293		1,178
Equity - Nikkei	33,188		28,427
Equity - S&P 500	4,514		3,933
GDP [Abstract]
GDP - Developing Asia	4.94%		3.95%
GDP - Emerging Markets	4.08%		3.31%
GDP - Eurozone	0.13%		0.87%
GDP - Germany	0.12%		(0.26%)
GDP - Italy	0.33%		0.32%
GDP - USA	1.75%		0.62%
Real Estate Prices - US CRE Index	353.41		352.41
Unemployment [Abstract]
Unemployment - Eurozone	6.67%		7.03%
Unemployment - Germany	3.12%		3.22%
Unemployment - Italy	7.75%		8.24%
Unemployment - Japan	2.58%		2.56%
Unemployment - Spain	11.96%		13.06%
Unemployment - USA	4.19%		4.05%
Year 2 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	1,958.16		1,797.74
Commodity - WTI	83.56		88.79
Credit [Abstract]
Credit - CDX Emerging Markets	192.83		239.03
Credit - CDX High Yield	466.40		476.53
Credit - CDX IG	72.12		84.94
Credit High Yield Index	4.19		4.31
Credit - ITX Europe 125	72.21		96.50
Equity [Abstract]
Equity - MSCI Asia	1,297		1,176
Equity - Nikkei	34,051		29,287
Equity - S&P 500	4,621		4,011
GDP [Abstract]
GDP - Developing Asia	4.37%		4.60%
GDP - Emerging Markets	4.01%		3.94%
GDP - Eurozone	1.08%		0.53%
GDP - Germany	1.30%		1%
GDP - Italy	1.03%		0.68%
GDP - USA	1.31%		0.61%
Real Estate Prices - US CRE Index	347.99		343.97
Unemployment [Abstract]
Unemployment - Eurozone	6.64%		7.15%
Unemployment - Germany	3.13%		3.33%
Unemployment - Italy	7.68%		8.53%
Unemployment - Japan	2.42%		2.42%
Unemployment - Spain	11.67%		12.98%
Unemployment - USA	4.40%		4.75%
[1]MEV as of December 6, 2023, which barely changed until December 29, 2023[2]Year 1 equals fourth quarter of 2023 to third quarter of 2024, Year 2 equals fourth quarter of 2024 to third 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

Risk Report - Credit Risk Man_3

Risk Report - Credit Risk Management - IFRS 9 2 Focus areas - Parenthetical information (Detail: Text Values)	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
CRM IFRS 9 Focus areas [Abstract]
The Average LTV In The US Office Loan Segment	0.81	0.60
The Haircuts Applied By The Group For Stress Analysis Top Of Range	0.18
The Haircuts Applied By The Group For Stress Analysis Bottom Of Range	0.03
Movement in NonRecourse CRE portfolio	€ 1,200,000,000
Movement in Stress tested Non Recourse CRE portfolio	€ 700,000,000
Stress tested CRE portfolio in Germany in percent	0.07
Total office loans in the stress-tested CRE portfolio in Germany	0.04
Potential losses identified by stress test of CRE non-recourse portfolio	€ 1,100,000,000
Liquidation scenario implies the stress LTV beyond in percent	1

Risk Report - Credit Risk Man_4

Risk Report - Credit Risk Management - IFRS 9 2.1 Focus Areas - Overview of CRE Portfolio (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Gross Carrying Amount
IFRS 9 Focus Areas Overview of CRE Portfolio [Line Items]
Real Estate Activities	[1],[2]	€ 49,267	€ 47,973
Thereof: Non-recourse	[2]	25,073	24,832
Thereof Stress-Tested	[2]	21,331	22,144
Other Industry Sectors	[1],[2]	13,119	14,037
Thereof Stress-Tested	[2]	9,879	10,242
Total Non-Recourse CRE Portfolio	[2]	38,192	38,869
Thereof Stress-tested	[2]	31,210	32,386
Allowance for credit losses
IFRS 9 Focus Areas Overview of CRE Portfolio [Line Items]
Real Estate Activities	[1],[3]	460	236
Thereof: Non-recourse	[3]	382	147
Thereof Stress-Tested	[3]	364	135
Other Industry Sectors	[1],[3]	225	189
Thereof Stress-Tested	[3]	114	101
Total Non-Recourse CRE Portfolio	[3]	606	336
Thereof Stress-tested	[3]	€ 478	€ 236
[1]Industry sector by NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) code[2]Loans at amortized cost[3]Allowance for credit losses do not include allowance for country risk

Risk Report - Credit Risk Man_5

Risk Report - Credit Risk Management - IFRS 9 2.2 Focus Areas - Non-recourse CRE Portfolio (Detail) - Gross Carrying Amount [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023	Dec. 31, 2022
IFRS 9 Focus Areas Non Recourse CRE Portfolio [Line Items]
Total Non Recourse CRE Portfolio Exposure by stages	[1]	€ 38,192	€ 38,869
Stage 1	[1]	27,325	31,892
Stage 2	[1]	7,661	5,233
Stage 3	[1]	3,206	1,744
Provision for credit losses	[1],[2]	€ 445	€ 128
[1]

Risk Report - Credit Risk Man_6

Risk Report - Credit Risk Management - IFRS 9 2.3 Focus Areas - Stress-tested Non-recourse CRE Portfolio Stagewise (Detail)		12 Months Ended
		Dec. 31, 2023 EUR (€)		Dec. 31, 2022 EUR (€)
IFRS 9 Focus Areas Stress Tested Non Recourse CRE Portfolio [Domain Member]
Weighted average LTV in percent
Provision for credit losses		€ 388,000,000		€ 103,000,000
Thereof North America	[1],[2]	298,000,000		87,000,000
Gross Carrying Amount
IFRS 9 Focus Areas Stress Tested Non Recourse CRE Portfolio [Line Items]
Total	[1]	31,210,000,000		32,386,000,000
Stage 1	[1]	21,568,000,000		26,199,000,000
Stage 2	[1]	6,889,000,000		5,046,000,000
Stage 3	[1]	€ 2,753,000,000		€ 1,141,000,000
Thereof
North America		56		57
Western Europe (including Germany)	[1]	36		36
Asia Pacific	[1]	7	[3]	7
Stress tested Non Recourse CRE Portfolio by Segment in percent [Abstract]
thereof offices	[1]	42		41
North America	[1]	23		22
Western Europe (including Germany)	[1]	17		15
Asia Pacific	[1]	2	[4]	3
thereof residential	[1]	14		12
thereof hospitality	[1]	10		11
thereof retail	[1]	9		9
Weighted average LTV in percent
Investment Bank		66		62
Corporate Bank	[1]	53		53
Other businesses	[1]	68		56
[1]

Risk Report - Credit Risk Man_7

Risk Report - Credit Risk Management - IFRS 9 3 Development of Overlays - Parenthetical information (Detail: Text Values)) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
CRM IFRS 9 Development of overlays [Abstract]
The Net Effect Of PD And LGD Recalibrations Including Offsetting Impact From The Release Of The Overlay	€ 15
The total overlays recorded by the Group leading to allownce for credit loss	€ 84	€ (92)

Risk Report - Credit Risk Man_8

Risk Report - Credit Risk Management - IFRS 9 4 Model sensitivity on forward-looking information (Detail) - EUR (€)	12 Months Ended
	Dec. 31, 2023		Dec. 31, 2022
Upward Sensitivity [Member] | Upward Shift [Member] | Group [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	1		1
Unemployment Rate in pp	(0.5)		(0.5)
Real estate prices in %	5	[1]	5
Equities in %	10		10
Credit spreads in %	(40)		(40)
Commodities in %	10	[2]	10
Upward Sensitivity [Member] | Upward Shift [Member] | Corporate Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	1		1
Unemployment Rate in pp	(0.5)		(0.5)
Real estate prices in %	5	[3]	5
Credit spreads in %	(40)		(40)
Commodities in %	10	[4]	10
Upward Sensitivity [Member] | Upward Shift [Member] | Investment Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	1		1
Unemployment Rate in pp	(0.5)		(0.5)
Real estate prices in %	5	[5]	5
Equities in %	10		10
Credit spreads in %	(40)		(40)
Commodities in %	10	[6]	10
Upward Sensitivity [Member] | Upward Shift [Member] | Private Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	1		1
Unemployment Rate in pp	(0.5)		(0.5)
Upward Sensitivity [Member] | ECL impact on upward shift [Member] | Group [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	€ (80,400,000)		€ (83,300,000)
Unemployment Rates in mn	(43,100,000)		(40,800,000)
Real estate prices in mn	(5,900,000)	[1]	(5,600,000)
Equities in mn	(9,000,000)		(15,800,000)
Credit spreads in mn	(20,500,000)		(37,900,000)
Commodities in mn	(8,500,000)	[2]	(14,800,000)
Upward Sensitivity [Member] | ECL impact on upward shift [Member] | Corporate Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	(18,100,000)		(21,700,000)
Unemployment Rates in mn	(10,400,000)		(12,200,000)
Real estate prices in mn	(1,500,000)	[3]	(1,100,000)
Credit spreads in mn	(3,800,000)		(7,500,000)
Commodities in mn	(2,600,000)	[4]	(4,300,000)
Upward Sensitivity [Member] | ECL impact on upward shift [Member] | Investment Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	(30,600,000)		(35,300,000)
Unemployment Rates in mn	(6,700,000)		(5,300,000)
Real estate prices in mn	(4,000,000)	[5]	(4,500,000)
Equities in mn	(3,300,000)		(5,800,000)
Credit spreads in mn	(13,600,000)		(26,300,000)
Commodities in mn	(5,500,000)	[6]	(9,800,000)
Upward Sensitivity [Member] | ECL impact on upward shift [Member] | Private Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	(24,400,000)		(21,800,000)
Unemployment Rates in mn	€ (22,400,000)		€ (20,700,000)
Downward Sensitivity [Member] | Downward shift [Member] | Group [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	(1)		(1)
Unemployment Rate in pp	0.5		0.5
Real estate prices in %	(5)	[1]	(5)
Equities in %	(10)		(10)
Credit spreads in %	40		40
Commodities in %	(10)	[2]	(10)
Downward Sensitivity [Member] | Downward shift [Member] | Corporate Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	(1)		(1)
Unemployment Rate in pp	0.5		0.5
Real estate prices in %	(5)	[3]	(5)
Credit spreads in %	40		40
Commodities in %	(10)	[4]	(10)
Downward Sensitivity [Member] | Downward shift [Member] | Investment Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	(1)		(1)
Unemployment Rate in pp	0.5		0.5
Real estate prices in %	(5)	[5]	(5)
Equities in %	(10)		(10)
Credit spreads in %	40		40
Commodities in %	(10)	[6]	(10)
Downward Sensitivity [Member] | Downward shift [Member] | Private Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in pp	(1)		(1)
Unemployment Rate in pp	0.5		0.5
Downward Sensitivity [Member] | ECL impact on downward shift [Member] | Group [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	€ 88,900,000		€ 101,400,000
Unemployment Rates in mn	45,900,000		58,000,000
Real estate prices in mn	6,200,000	[1]	6,000,000
Equities in mn	12,200,000		19,600,000
Credit spreads in mn	22,800,000		42,600,000
Commodities in mn	9,200,000	[2]	15,600,000
Downward Sensitivity [Member] | ECL impact on downward shift [Member] | Corporate Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	20,700,000		24,600,000
Unemployment Rates in mn	11,000,000		14,000,000
Real estate prices in mn	1,600,000	[3]	1,100,000
Credit spreads in mn	4,400,000		9,100,000
Commodities in mn	2,900,000	[4]	4,600,000
Downward Sensitivity [Member] | ECL impact on downward shift [Member] | Investment Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	33,500,000		36,900,000
Unemployment Rates in mn	7,500,000		6,100,000
Real estate prices in mn	4,200,000	[5]	4,800,000
Equities in mn	4,400,000		7,300,000
Credit spreads in mn	14,700,000		28,500,000
Commodities in mn	5,900,000	[6]	10,300,000
Downward Sensitivity [Member] | ECL impact on downward shift [Member] | Private Bank [Member]
IFRS 9 Sensitivities on forward-looking information [Line items]
GDP Growth Rates in mn	26,300,000		34,500,000
Unemployment Rates in mn	€ 23,300,000		€ 34,900,000
[1]

Risk Report - Credit Risk Man_9

Risk Report - Credit Risk Management - IFRS 9 4 Model sensitivity on forward-looking information - Parenthetical information (Detail: Text Value)	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
IFRS 9 Sensitivities of Forward-Looking Information Group [Abstract]
Group allowance for credit losses	€ 5,700,000,000	€ 5,600,000,000
Impact on the Group's allowances for credit losses if for all Stage 1 borrowers Deutsche Bank lifetime expected credit losses were recorded	0.38
Groups allowance for credit losses in Stage 3 for homogeneous portfolios	€ 2,200,000,000	1,900,000,000
Stage 3: ECL increase if the LGD for all homogeneous portfolios were to increase by 1%	22,000,000	19,000,000
Thereof in Germany	14,000,000	11,000,000
Thereof in Italy	5,000,000	5,000,000
Thereof in Spain	€ 2,000,000	€ 2,000,000

Risk Report - Credit Risk Ma_10

Risk Report - Credit Risk Management - IFRS 9 5 Model results - Parenthetical information (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
CRM IFRS 9 Model results [Abstract]
Group Provision for credit losses	€ 1,500	€ 1,200
Thereof in relation to Russia and Ukraine	51	114
Thereof in relation to Stage 1 and 2	33	204
Thereof in relation to Stage 3	1,500	1,000
Thereof in Corporate Bank	266	335
Thereof in Investment Bank	431	319
Thereof in Private Bank	783	€ 583
Overlay Related To Parameter Recalibrations Required Due To The New Definition Of Default Introduced In 2021	92
Impact Of Adopting The Basel Internal Ratings Based Approach For IFRS 9 ECL Purposes	€ 101

Risk Report - Credit Risk Ma_11

Risk Report - Credit Risk Management - IFRS 9 6 Russia total exposure and allowance for credit losses by stages (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023		Dec. 31, 2022
Total Exposure [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1	€ 93		€ 209
Stage 2	797		1,182
Stage 3	325		336
Total exposure to Russia by stages	1,215		1,726
Allowance For Credit Losses [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1	0	[1]	0
Stage 2	4	[1]	10
Stage 3	16	[1]	68
Total exposure to Russia by stages	20	[1]	79
Total Collateral and Gurantees [Member]
Breakdown of total exposure and allowance for credit losses to Russia by stages [Line Items]
Stage 1	24		59
Stage 2	270		375
Stage 3	261		152
Total exposure to Russia by stages	€ 555		€ 586
[1]Allowance for credit losses do not include allowance for country risk amounting to € 3 million as of December 31, 2023 and € 11 million as of December 31, 2022

Risk Report - Credit Risk Ma_12

Risk Report - Credit Risk Management - IFRS 9 6 Russia total exposure and allowance for credit losses by stages - Parenthetical information (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Exposure to Russia [Abstract]
Overnight deposits with the Central Bank of Russia	€ 600	€ 800
Allowance for country risk related to Russia	3	11
Total Group exposure to Russia	1,200	1,700
Group total loan exposure to Russia, gross	500	800
Additional undrawn loan commitments to Russia	€ 26	€ 78

Risk Report - Credit Risk Exp_2

Risk Report - Credit Risk Exposure - Maximum Exposure to Credit Risk (Detail) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Maximum exposure to credit risk [Member]
Financial assets at amortized cost [Abstract]
Cash and central bank balances		€ 178,424	[1]	€ 178,897	[2]
Interbank balances (w/o central banks)		6,144	[1]	7,199	[2]
Central bank funds sold and securities purchased under resale agreements		14,725	[1]	11,479	[2]
Securities borrowed		39	[1]	0
Loans		484,527	[1]	495,979
Other assets subject to credit risk	[3]	82,826		98,336	[2],[4],[5],[6]
Total financial assets at amortized cost	[7]	766,685	[1]	791,891	[2],[8]
Trading assets		122,841	[1]	90,180	[2],[9]
Positive market values from derivative financial instruments		251,877		299,856	[9]
Non-trading financial assets mandatory at fair value through profit or loss		87,153	[1]	88,799	[2],[9]
Of which: [Abstract]
Securities purchased under resale agreement		65,937	[1]	63,855
Securities borrowed		13,036	[1]	17,414
Loans		812	[1]	1,037
Financial assets designated at fair value through profit or loss		75	[1]	168	[2],[9]
Total financial assets at fair value through profit or loss	[10]	461,946	[1]	479,002	[2],[9]
Financial assets at fair value through other comprehensive income		35,546	[1]	31,675
Of which: [Abstract]
Securities purchased under resale agreement		1,805	[1]	2,156
Loans		4,867	[1]	4,069
Financial guarantees and other credit related contingent liabilities	[11]	65,131	[1]	67,214
Revocable and irrevocable lending commitments and other credit related commitments	[11]	255,409	[1]	251,021	[12]
Total off-balance sheet		320,540	[1]	318,234
Maximum exposure to credit risk		1,584,717	[1]	1,620,803
Subject to Impairment [Member]
Financial assets at amortized cost [Abstract]
Cash and central bank balances		178,424		178,897
Interbank balances (w/o central banks)		6,144		7,199
Central bank funds sold and securities purchased under resale agreements		14,725		11,479
Securities borrowed		39		0
Loans		484,527		495,979
Other assets subject to credit risk	[3]	77,541		93,221	[4],[5],[6]
Total financial assets at amortized cost	[7]	761,400		786,776
Of which: [Abstract]
Financial assets at fair value through other comprehensive income		35,546		31,675
Of which: [Abstract]
Securities purchased under resale agreement		1,805		2,156
Loans		4,867		4,069
Financial guarantees and other credit related contingent liabilities		64,798		67,214	[11]
Revocable and irrevocable lending commitments and other credit related commitments		254,016		249,959	[11]
Total off-balance sheet		318,814	[11]	317,173
Maximum exposure to credit risk		1,115,760		1,135,624
Netting [Member]
Financial assets at amortized cost [Abstract]
Other assets subject to credit risk	[3]	24,019		29,171	[4],[5],[6]
Total financial assets at amortized cost		24,019		29,871	[7]
Positive market values from derivative financial instruments		195,517		227,361	[9]
Non-trading financial assets mandatory at fair value through profit or loss		1,931		2,480	[9]
Of which: [Abstract]
Securities purchased under resale agreement		1,931		2,480
Total financial assets at fair value through profit or loss		197,447		229,841	[9],[10]
Of which: [Abstract]
Maximum exposure to credit risk		221,466		259,712
Collateral [Member]
Financial assets at amortized cost [Abstract]
Central bank funds sold and securities purchased under resale agreements		13,761		10,771
Securities borrowed				0
Loans		260,047		269,428
Other assets subject to credit risk	[3]	914		871	[4],[5],[6]
Total financial assets at amortized cost	[7]	274,755		281,070
Trading assets		1,458		1,573	[9]
Positive market values from derivative financial instruments		40,036		53,290	[9]
Non-trading financial assets mandatory at fair value through profit or loss		76,894		78,920	[9]
Of which: [Abstract]
Securities purchased under resale agreement		63,877		61,376
Securities borrowed		12,863		17,300
Loans		89		78	[9]
Total financial assets at fair value through profit or loss		118,388		133,783	[9],[10]
Financial assets at fair value through other comprehensive income		2,744		2,622
Of which: [Abstract]
Securities purchased under resale agreement		1,740		1,732
Loans		16		11
Financial guarantees and other credit related contingent liabilities		4,127		4,738	[11]
Revocable and irrevocable lending commitments and other credit related commitments		21,736		24,769	[11]
Total off-balance sheet		25,863	[11]	29,507
Maximum exposure to credit risk		421,750		446,982
Guarantees and Credit derivatives [Member]
Financial assets at amortized cost [Abstract]
Loans	[13]	42,191		38,899	[14]
Other assets subject to credit risk	[3]	626		317	[4],[5],[6],[13],[14]
Total financial assets at amortized cost	[7],[13]	42,817		39,216	[8],[14]
Trading assets	[13]	951		1,264	[9],[14]
Positive market values from derivative financial instruments		30		6	[9],[14]
Non-trading financial assets mandatory at fair value through profit or loss	[13]	92		69	[9],[14]
Of which: [Abstract]
Loans		72		46	[9],[13],[14]
Financial assets designated at fair value through profit or loss	[9],[13],[14]			94
Total financial assets at fair value through profit or loss		1,072		1,433	[10],[13],[14]
Financial assets at fair value through other comprehensive income		988	[10]	879	[9],[14]
Of which: [Abstract]
Loans		976		879	[14]
Financial guarantees and other credit related contingent liabilities		7,136		7,482	[11],[14]
Revocable and irrevocable lending commitments and other credit related commitments	[11]	6,779		5,694	[14]
Total off-balance sheet		13,915	[11]	13,176	[12],[14]
Maximum exposure to credit risk		58,792		54,704	[14]
Total credit enhancements [Member]
Financial assets at amortized cost [Abstract]
Central bank funds sold and securities purchased under resale agreements		13,761		11,471
Securities borrowed				0
Loans		302,239		308,327
Other assets subject to credit risk	[3]	25,559		30,359	[4],[5],[6]
Total financial assets at amortized cost	[7]	341,591		350,158
Trading assets		2,408		2,837	[9]
Positive market values from derivative financial instruments		235,583		280,657	[9]
Non-trading financial assets mandatory at fair value through profit or loss		78,917		81,469	[9]
Of which: [Abstract]
Securities purchased under resale agreement		65,807		63,855
Securities borrowed		12,863		17,300
Loans		160		124
Financial assets designated at fair value through profit or loss		0		94	[9]
Total financial assets at fair value through profit or loss		316,908		365,057	[9],[10]
Financial assets at fair value through other comprehensive income		3,732		3,500
Of which: [Abstract]
Securities purchased under resale agreement		1,740		1,732
Loans		991		890
Financial guarantees and other credit related contingent liabilities		11,263		12,220	[11]
Revocable and irrevocable lending commitments and other credit related commitments		28,515		30,463	[11]
Total off-balance sheet		39,777	[11]	42,683
Maximum exposure to credit risk		€ 702,008		€ 761,398
[1]Does not include credit derivative notional sold (€ 540,063 million) and credit derivative notional bought protection[2]Does not include credit derivative notional sold (€ 738,733 million) and credit derivative notional bought protection[3]Includes Asset Held for Sale regardless of accounting classification[4]All amounts at amortized cost (gross) except for qualifying hedge derivatives, which are reflected at Fair value through P&L[5]All amounts at amortized cost (gross) except for qualifying hedge derivatives, which are reflected at Fair value through P&L[6]Includes Asset Held for Sale regardless of accounting classification[7]All amounts at gross value before deductions of allowance for credit losses[8]All amounts at gross value before deductions of allowance for credit losses[9]Excludes equities, other equity interests and commodities[10]Excludes equities, other equity interests and commodities[11]Figures are reflected at notional amounts[12]Figures are reflected at notional amounts[13]Bought Credit protection is reflected with the notional of the underlying[14]Bought Credit protection is reflected with the notional of the underlying

Risk Report - Credit Exposure -

Risk Report - Credit Exposure - Main Credit Exposure Categories by Business Divisions (Detail) - EUR (€) € in Millions	Dec. 31, 2023		Dec. 31, 2022
Credit Exposure Main Credit Exposure Categories [Line items]
Total	€ 1,108,381		€ 1,090,386
Loans
at amortized cost	484,527	[1]	495,979	[2]
trading at fair value through PL	8,235		7,955
Designated or Mandatory at fair value through PL	887		1,205
at fair value through OCI	4,867	[3]	4,069	[4]
Off balance sheet
Revocable and irrevocable lending commitments	255,409	[5]	251,021	[6]
Contingent liabilities	65,131		67,214
OTC derivative
at fair value through P&L	22,555	[7]	28,967	[8]
Debt Securities
at amortized cost	21,868	[9]	25,596	[10]
at fair value through P&L	120,485		88,025
at fair value through OCI	28,874	[11]	25,450	[12]
Repo and repo-style transactions
at amortized cost	14,764	[13]	11,479	[14]
at fair value through P&L	78,973	[13]	81,270	[14]
at fair value through OCI	1,805		2,156	[14]
Corporate Bank [Member]
Credit Exposure Main Credit Exposure Categories [Line items]
Total	341,118		344,326
Loans
at amortized cost	116,732	[1]	121,543	[2]
trading at fair value through PL	456		497
Designated or Mandatory at fair value through PL	303		312
at fair value through OCI	4,393	[3]	3,797	[4]
Off balance sheet
Revocable and irrevocable lending commitments	158,490	[5]	155,299	[6]
Contingent liabilities	59,781		61,134
OTC derivative
at fair value through P&L	55	[7]	72	[8]
Debt Securities
at amortized cost	294	[9]	617	[10]
at fair value through P&L	19		12
at fair value through OCI	0	[11]	0	[12]
Repo and repo-style transactions
at amortized cost	595	[13]	1,042	[14]
at fair value through P&L	0	[13]	0	[14]
at fair value through OCI	0		0	[14]
Investment Bank [Member]
Credit Exposure Main Credit Exposure Categories [Line items]
Total	397,333		365,045
Loans
at amortized cost	100,645	[1]	103,072	[2]
trading at fair value through PL	7,614		7,198
Designated or Mandatory at fair value through PL	582		883
at fair value through OCI	474	[3]	272	[4]
Off balance sheet
Revocable and irrevocable lending commitments	56,939	[5]	51,299	[6]
Contingent liabilities	2,169		3,515
OTC derivative
at fair value through P&L	18,991	[7]	24,353	[8]
Debt Securities
at amortized cost	4,611	[9]	4,800	[10]
at fair value through P&L	114,741		82,947
at fair value through OCI	1,520	[11]	1,606	[12]
Repo and repo-style transactions
at amortized cost	14,169	[13]	10,437	[14]
at fair value through P&L	74,878	[13]	74,662	[14]
at fair value through OCI	0		0	[14]
Private Bank [Member]
Credit Exposure Main Credit Exposure Categories [Line items]
Total	304,644		312,345
Loans
at amortized cost	261,250	[1]	264,893	[2]
trading at fair value through PL	0		7
Designated or Mandatory at fair value through PL	0		7
at fair value through OCI	0	[3]	0	[4]
Off balance sheet
Revocable and irrevocable lending commitments	39,515	[5]	43,737	[6]
Contingent liabilities	3,128		2,503
OTC derivative
at fair value through P&L	301	[7]	388	[8]
Debt Securities
at amortized cost	447	[9]	804	[10]
at fair value through P&L	1		3
at fair value through OCI	1	[11]	2	[12]
Repo and repo-style transactions
at amortized cost	0	[13]	0	[14]
at fair value through P&L	0	[13]	0	[14]
at fair value through OCI	0		0	[14]
Asset Management [Member]
Credit Exposure Main Credit Exposure Categories [Line items]
Total	4,675		3,932
Loans
at amortized cost	3	[1]	23	[2]
trading at fair value through PL	0		0
Designated or Mandatory at fair value through PL	0		0
at fair value through OCI	0	[3]	0	[4]
Off balance sheet
Revocable and irrevocable lending commitments	99	[5]	92	[6]
Contingent liabilities	9		9
OTC derivative
at fair value through P&L	0	[7]	0	[8]
Debt Securities
at amortized cost	0	[9]	0	[10]
at fair value through P&L	4,483		3,728
at fair value through OCI	82	[11]	80	[12]
Repo and repo-style transactions
at amortized cost	0	[13]	0	[14]
at fair value through P&L	0	[13]	0	[14]
at fair value through OCI	0		0	[14]
Corporate & Other [Member]
Credit Exposure Main Credit Exposure Categories [Line items]
Total	60,611		64,738
Loans
at amortized cost	5,896	[1]	6,447	[2]
trading at fair value through PL	165		253
Designated or Mandatory at fair value through PL	3		3
at fair value through OCI	0	[3]	0	[4]
Off balance sheet
Revocable and irrevocable lending commitments	365	[5]	594	[6]
Contingent liabilities	44		52
OTC derivative
at fair value through P&L	3,208	[7]	4,154	[8]
Debt Securities
at amortized cost	16,516	[9]	19,375	[10]
at fair value through P&L	1,242		1,334
at fair value through OCI	27,271	[11]	23,763	[12]
Repo and repo-style transactions
at amortized cost	0	[13]	0	[14]
at fair value through P&L	4,096	[13]	6,607	[14]
at fair value through OCI	€ 1,805		€ 2,156	[14]
[1]

Risk Report - Credit Risk Exp_3

Risk Report - Credit Risk Exposure - Credit Risk Profile by Industry Sector (Detail) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Total | Credit Risk Profile [Domain Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		€ 643		€ 828
Mining and quarrying		10,012		11,398
Manufacturing		100,783		106,939
Electricity, gas, steam and air conditioning supply		15,289		17,867
Water supply, sewerage, waste management and remediation activities		1,250		1,609
Construction		11,177		11,344
Wholesale and retail trade, repair of motor vehicles and motorcycles		45,973		47,275
Transport and storage		13,548		14,220
Accommodation and food service activities		3,124		3,259
Information and communication		25,449		27,317
Financial and insurance activities		381,232	[1]	362,322	[2]
Real estate activities		60,343	[3]	60,222	[4]
Professional, scientific and technical activities		15,843		14,973
Administrative and support service activities		15,950		14,811
Public administration and defense, compulsory social security		137,893		118,034
Education		645		727
Human health services and social work activities		6,543		6,783
Arts, entertainment and recreation		2,683		3,001
Other service activities		14,531		13,449
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use		243,459		252,687
Activities of extraterritorial organizations and bodies		2,010		1,322
Total		1,108,381		1,090,386
Loans [Member] | at amortized cost [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		384	[5]	524	[6]
Mining and quarrying		2,774	[5]	2,392	[6]
Manufacturing		28,397	[5]	30,534	[6]
Electricity, gas, steam and air conditioning supply		4,081	[5]	4,893	[6]
Water supply, sewerage, waste management and remediation activities		486	[5]	725	[6]
Construction		4,257	[5]	4,239	[6]
Wholesale and retail trade, repair of motor vehicles and motorcycles		21,030	[5]	21,535	[6]
Transport and storage		4,924	[5]	5,547	[6]
Accommodation and food service activities		1,862	[5]	1,965	[6]
Information and communication		7,589	[5]	7,002	[6]
Financial and insurance activities		110,901	[5]	116,558	[6]
Real estate activities		49,267	[5]	47,973	[6]
Professional, scientific and technical activities		6,889	[5]	7,013	[6]
Administrative and support service activities		8,911	[5]	7,470	[6]
Public administration and defense, compulsory social security		5,731	[5]	5,287	[6]
Education		279	[5]	249	[6]
Human health services and social work activities		4,390	[5]	4,523	[6]
Arts, entertainment and recreation		1,017	[5]	1,128	[6]
Other service activities		5,302	[5]	5,324	[6]
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use		216,055	[5]	221,098	[6]
Activities of extraterritorial organizations and bodies		0	[5]	1	[6]
Total		484,527	[5]	495,979	[6]
Loans [Member] | at fair value through P/L [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		2		2
Mining and quarrying		230		248
Manufacturing		285		380
Electricity, gas, steam and air conditioning supply		307		107
Construction		217		233
Wholesale and retail trade, repair of motor vehicles and motorcycles		233		224
Transport and storage		616		409
Accommodation and food service activities		3		7
Information and communication		372		489
Financial and insurance activities		3,840		3,186
Real estate activities		1,302		1,556
Professional, scientific and technical activities		68		124
Administrative and support service activities		148		199
Public administration and defense, compulsory social security		364		552
Education		2
Human health services and social work activities		42		31
Arts, entertainment and recreation		22		1
Other service activities		183		206
Total		8,235		7,955
Loans [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Industry Sector [Line Items]
Mining and quarrying		126
Manufacturing		5		7
Electricity, gas, steam and air conditioning supply		75		75
Construction				0
Wholesale and retail trade, repair of motor vehicles and motorcycles		79		39
Transport and storage		13		22
Information and communication		21		62
Financial and insurance activities		276		620
Real estate activities		103		101
Administrative and support service activities		169		192
Public administration and defense, compulsory social security		10		10
Human health services and social work activities				0
Other service activities		10		39
Total		887		1,205
Loans [Member] | at fair value through OCI [Member]
Credit Risk Profile by Industry Sector [Line Items]
Mining and quarrying	[7]			0
Manufacturing		1,877	[8]	1,431	[7]
Electricity, gas, steam and air conditioning supply	[8]	272
Construction		20	[8]	21	[7]
Wholesale and retail trade, repair of motor vehicles and motorcycles		784	[8]	806	[7]
Transport and storage		63	[8]	90	[7]
Accommodation and food service activities	[7]			0
Information and communication		100	[8]	231	[7]
Financial and insurance activities		1,281	[8]	969	[7]
Real estate activities		122	[8]	41	[7]
Administrative and support service activities		157	[8]	62	[7]
Public administration and defense, compulsory social security		27	[8]	128	[7]
Arts, entertainment and recreation	[8]	33
Other service activities		130	[8]	210	[7]
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use		1	[8]	1	[7]
Total		4,867	[8]	4,069	[7]
Off-balance sheet [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		224	[9]	275	[10]
Mining and quarrying		4,893	[9]	5,636	[10]
Manufacturing		53,572	[9]	58,584	[10]
Electricity, gas, steam and air conditioning supply		6,475	[9]	6,479	[10]
Water supply, sewerage, waste management and remediation activities		523	[9]	457	[10]
Construction		2,965	[9]	3,198	[10]
Wholesale and retail trade, repair of motor vehicles and motorcycles		16,540	[9]	16,947	[10]
Transport and storage		6,088	[9]	6,254	[10]
Accommodation and food service activities		1,015	[9]	1,137	[10]
Information and communication		13,244	[9]	14,567	[10]
Financial and insurance activities		90,138	[9]	74,787	[10],[11]
Real estate activities		7,061	[9]	7,251	[10]
Professional, scientific and technical activities		6,190	[9]	5,070	[10]
Administrative and support service activities		5,007	[9]	5,101	[10]
Public administration and defense, compulsory social security		6,759	[9]	6,767	[10],[11]
Education		72	[9]	125	[10]
Human health services and social work activities		1,725	[9]	1,898	[10]
Arts, entertainment and recreation		1,402	[9]	1,507	[10]
Other service activities		4,534	[9]	4,037	[10]
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use		26,981	[9]	30,943	[10]
Activities of extraterritorial organizations and bodies		0	[9]	0	[10]
Total		255,409	[9]	251,021	[10]
Off-balance sheet [Member] | Contingent liabilities [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		32		17
Mining and quarrying		1,409		2,644
Manufacturing		13,809		13,053
Electricity, gas, steam and air conditioning supply		2,967		3,779
Water supply, sewerage, waste management and remediation activities		148		158
Construction		3,060		2,927
Wholesale and retail trade, repair of motor vehicles and motorcycles		6,247		6,795
Transport and storage		1,108		1,061
Accommodation and food service activities		138		110
Information and communication		3,209		3,317
Financial and insurance activities		28,491		28,173
Real estate activities		183		192
Professional, scientific and technical activities		2,213		2,309
Administrative and support service activities		577		1,062
Public administration and defense, compulsory social security		123		60
Education		55		53
Human health services and social work activities		127		146
Arts, entertainment and recreation		102		106
Other service activities		850		793
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use		282		455
Activities of extraterritorial organizations and bodies		2		2
Total		65,131		67,214
OTC derivatives [Member] | at fair value through P/L [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing	[12]	1		2	[13]
Mining and quarrying	[12]	47		41	[13]
Manufacturing	[12]	1,303		1,863	[13]
Electricity, gas, steam and air conditioning supply	[12]	142		145	[13]
Water supply, sewerage, waste management and remediation activities	[12]	38		245	[13]
Construction	[12]	7		75	[13]
Wholesale and retail trade, repair of motor vehicles and motorcycles	[12]	599		570	[13]
Transport and storage	[12]	173		170	[13]
Accommodation and food service activities	[12]	10		14	[13]
Information and communication	[12]	289		960	[13]
Financial and insurance activities	[12]	18,176		22,881	[13]
Real estate activities	[12]	304		452	[13]
Professional, scientific and technical activities	[12]	172		108	[13]
Administrative and support service activities	[12]	486		413	[13]
Public administration and defense, compulsory social security	[12]	303		398	[13]
Education	[12]	68		169	[13]
Human health services and social work activities	[12]	53		36	[13]
Arts, entertainment and recreation	[12]	49		83	[13]
Other service activities	[12]	165		68	[13]
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	[12]	140		189	[13]
Activities of extraterritorial organizations and bodies	[12]	29		85	[13]
Total	[12]	22,555		28,967	[13]
Debt securities [Member] | at amortized cost [Member]
Credit Risk Profile by Industry Sector [Line Items]
Mining and quarrying		46	[14]	34	[15]
Manufacturing		0	[14]	64	[15]
Electricity, gas, steam and air conditioning supply		175	[14]	78	[15]
Construction		130	[14]	29	[15]
Wholesale and retail trade, repair of motor vehicles and motorcycles	[15]			0
Transport and storage		66	[14]	117	[15]
Information and communication		95	[14]	108	[15]
Financial and insurance activities		4,639	[1],[14]	4,669	[2],[15]
Real estate activities		227	[14]	405	[4],[15]
Professional, scientific and technical activities		49	[14]	27	[15]
Administrative and support service activities		51	[14]	39	[15]
Public administration and defense, compulsory social security		15,907	[14]	19,782	[15]
Human health services and social work activities	[14]	99
Other service activities		146	[14]	115	[15]
Activities of extraterritorial organizations and bodies		205	[14]	40	[15]
Total		21,868	[14]	25,596	[15]
Debt securities [Member] | at fair value through P/L [Member]
Credit Risk Profile by Industry Sector [Line Items]
Agriculture, forestry and fishing		0		8
Mining and quarrying		486		362
Manufacturing		1,481		983
Electricity, gas, steam and air conditioning supply		776		732
Water supply, sewerage, waste management and remediation activities		26		23
Construction		387		621
Wholesale and retail trade, repair of motor vehicles and motorcycles		458		357
Transport and storage		481		537
Accommodation and food service activities		90		26
Information and communication		531		579
Financial and insurance activities		25,416	[1]	18,440	[2]
Real estate activities		1,159		1,703	[4]
Professional, scientific and technical activities		151		206
Administrative and support service activities		436		268
Public administration and defense, compulsory social security		83,791		59,291
Education		160		113
Human health services and social work activities		95		49
Arts, entertainment and recreation		58		125
Other service activities		3,028		2,636
Activities of extraterritorial organizations and bodies		1,476		964
Total		120,485		88,025
Debt securities [Member] | at fair value through OCI [Member]
Credit Risk Profile by Industry Sector [Line Items]
Mining and quarrying		2	[16]	2	[17]
Manufacturing		54	[16]	41	[17]
Electricity, gas, steam and air conditioning supply		20	[16]	35	[17]
Construction		133	[16]	1	[17]
Wholesale and retail trade, repair of motor vehicles and motorcycles		2	[16]	2	[17]
Transport and storage		15	[16]	14	[17]
Accommodation and food service activities	[17]			0
Information and communication		0	[16]	2	[17]
Financial and insurance activities		4,789	[1],[16]	4,421	[2],[17]
Real estate activities		546	[16]	548	[4],[17]
Professional, scientific and technical activities		111	[16]	115	[17]
Administrative and support service activities		8	[16]	5	[17]
Public administration and defense, compulsory social security		22,725	[16]	19,991	[17]
Education	[16]	9
Human health services and social work activities	[16]	11
Other service activities		151	[16]	18	[17]
Activities of extraterritorial organizations and bodies		298	[16]	229	[17]
Total		28,874	[16]	25,450	[17]
Repo and repo-style transactions [Member] | at amortized cost [Member]
Credit Risk Profile by Industry Sector [Line Items]
Electricity, gas, steam and air conditioning supply	[18]	0
Financial and insurance activities	[18]	14,695	[1]	9,965	[2],[19]
Other service activities	[18],[19]			0
Total	[18]	14,764		11,479	[19]
Repo and repo-style transactions [Member] | at fair value through P/L [Member]
Credit Risk Profile by Industry Sector [Line Items]
Financial and insurance activities	[18]	76,785	[1]	75,497	[2],[19]
Public administration and defense, compulsory social security	[18]	2,154		5,768	[19]
Other service activities	[18]	34		4	[19]
Total	[18]	78,973		81,270	[19]
Repo and repo-style transactions [Member] | at fair value through OCI [Member]
Credit Risk Profile by Industry Sector [Line Items]
Financial and insurance activities	[18]	1,805	[1]	2,156	[2],[19]
Total	[18]	€ 1,805		€ 2,156	[19]
[1]Includes exposure to Corporates including Holding Companies of € 96 billion, Asset-Backed Securities of € 44 billion, Banks of € 55 billion, Insurance of € 13 billion, Financial Intermediaries of € 10 billion and Public Sector of € 16 billion, all based on internal client classification[2]Includes exposure to Corporates including Holding Companies of € 85 billion, Asset-Backed Securities of € 43 billion, Banks of € 54 billion, Insurance of € 15 billion, Financial Intermediaries of € 22 billion and Public Sector of € 13 billion, all based on internal client classification[3]Non-recourse Commercial Real Estate portfolio based on Deutsche Bank’s definition is € 38 billion[4]Non-recourse Commercial Real Estate portfolio based on Deutsche Bank’s definition is 39 billion[5]Includes stage 3 and stage 3 POCI loans at amortized cost amounting to € 13.4 billion as of December 31, 2023[6]Includes stage 3 and stage 3 POCI loans at amortized cost amounting to € 12.2 billion as of December 31, 2022[7]Includes stage 3 and stage 3 POCI loans at fair value through OCI amounting to € 54.9 million as of December 31, 2022[8]Includes stage 3 and stage 3 POCI loans at fair value through OCI amounting to € 44.2 million as of December 31, 2023[9]Includes stage 3 and stage 3 POCI off-balance sheet exposure amounting to € 2.3 billion as of December 31, 2023[10]Includes stage 3 and stage 3 POCI off-balance sheet exposure amounting to € 2.6 billion as of December 31, 2022[11]

Risk Report - Credit Risk Exp_4

Risk Report - Credit Risk Exposure - Credit Risk Profile by Geographical Region (Detail) - EUR (€) € in Millions		Dec. 31, 2023		Dec. 31, 2022
Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		€ 1,108,381		€ 1,090,386
at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		484,527		495,979
Debt securities		21,868		25,596
Repo and repo-style transactions		14,764		11,479	[1]
at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		8,235		7,955
OTC derivatives		22,555		28,967
Debt securities		120,485		88,025
Repo and repo-style transactions		78,973		81,270	[1]
Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		887		1,205
at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,867		4,069
Debt securities		28,874		25,450
Repo and repo-style transactions		1,805		2,156	[1]
Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		255,409		251,021
Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		65,131		67,214
Europe [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		645,306		644,886
Europe [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		338,507	[2]	346,395	[3]
Debt securities		9,682	[4]	10,218	[5]
Repo and repo-style transactions		6,021	[6]	4,912	[1]
Europe [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,906		2,647
OTC derivatives	[7]	14,814		19,294
Debt securities		52,205		40,948
Repo and repo-style transactions		17,184	[6]	26,494	[1]
Europe [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		516		724
Europe [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,698	[8]	1,708	[9]
Debt securities		12,884	[10]	7,321	[11]
Repo and repo-style transactions		395	[6]	418	[1]
Europe [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		148,778	[12]	142,035	[13]
Europe [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		39,716		41,773
Germany [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		343,606		359,403
Germany [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		231,287	[2]	242,180	[3]
Debt securities		830	[4]	701	[5]
Repo and repo-style transactions		348	[6]	1,795	[1]
Germany [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		321		444
OTC derivatives	[7]	4,146		4,872
Debt securities		10,114		7,968
Repo and repo-style transactions		1,351	[6]	3,035	[1]
Germany [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		70		42
Germany [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		409	[8]	462	[9]
Debt securities		1,388	[10]	672	[11]
Repo and repo-style transactions		0	[6]	12	[1]
Germany [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		76,810	[12]	80,857	[13]
Germany [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		16,532		16,364
UK [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		46,476		48,598
UK [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		8,323	[2]	7,937	[3]
Debt securities		240	[4]	1,212	[5]
Repo and repo-style transactions		461	[6]	585	[1]
UK [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		239		184
OTC derivatives	[7]	4,834		6,673
Debt securities		10,475		8,399
Repo and repo-style transactions		3,773	[6]	8,519	[1]
UK [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		97		229
UK [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		252	[8]	329	[9]
Debt securities		1,504	[10]	708	[11]
Repo and repo-style transactions	[6]	0
UK [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		13,175	[12]	9,759	[13]
UK [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		3,102		4,067
France [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		31,906		29,038
France [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,587	[2]	3,696	[3]
Debt securities	[4]	0
Repo and repo-style transactions		657	[6]	6	[1]
France [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		76		99
OTC derivatives	[7]	694		1,364
Debt securities		7,756		6,161
Repo and repo-style transactions		5,100	[6]	7,337	[1]
France [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		75		75
France [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		317	[8]	70	[9]
Debt securities		2,901	[10]	870	[11]
Repo and repo-style transactions	[6]	0
France [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		7,868	[12]	7,264	[13]
France [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,876		2,095
Luxembourg [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		31,870		28,257
Luxembourg [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		18,056	[2]	15,472	[3]
Debt securities		0	[4]	0	[5]
Repo and repo-style transactions	[6]	9
Luxembourg [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		612		400
OTC derivatives	[7]	970		855
Debt securities		2,180		1,816
Repo and repo-style transactions		206	[6]	549	[1]
Luxembourg [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		23		67
Luxembourg [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		142	[8]	124	[9]
Debt securities		537	[10]	702	[11]
Repo and repo-style transactions	[6]	0
Luxembourg [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		8,493	[12]	7,525	[13]
Luxembourg [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		641		747
Italy [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		51,571		44,180
Italy [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		23,490	[2]	24,578	[3]
Debt securities		4,890	[4]	4,868	[5]
Repo and repo-style transactions		2,251	[6]	200	[1]
Italy [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		138		145
OTC derivatives	[7]	219		291
Debt securities		7,953		3,570
Repo and repo-style transactions		1,688	[6]	480	[1]
Italy [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		32		8
Italy [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans	[8]	16
Debt securities		1,030	[10]	953	[11]
Repo and repo-style transactions	[6]	0
Italy [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		4,842	[12]	3,709	[13]
Italy [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		5,021		5,354
Netherlands [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		25,526		24,091
Netherlands [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		8,996	[2]	9,009	[3]
Debt securities		0	[4]	0	[5]
Repo and repo-style transactions		0	[6]	177	[1]
Netherlands [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		248		165
OTC derivatives	[7]	1,463		1,404
Debt securities		2,289		2,057
Repo and repo-style transactions		99	[6]	212	[1]
Netherlands [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		8		45
Netherlands [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		252	[8]	200	[9]
Debt securities		27	[10]	24	[11]
Repo and repo-style transactions	[6]	0
Netherlands [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		9,279	[12]	8,279	[13]
Netherlands [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,863		2,519
Spain [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		31,318		32,256
Spain [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		16,073	[2]	17,429	[3]
Debt securities		1,487	[4]	1,486	[5]
Repo and repo-style transactions		1,587	[6]	1,485	[1]
Spain [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		230		326
OTC derivatives	[7]	219		503
Debt securities		3,144		3,390
Repo and repo-style transactions		35	[6]	24	[1]
Spain [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		24
Spain [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		91	[8]	107	[9]
Debt securities		358	[10]	1	[11]
Repo and repo-style transactions	[6]	0
Spain [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		3,738	[12]	3,460	[13]
Spain [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		4,330		4,037
Ireland [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		14,804		13,948
Ireland [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		5,273	[2]	5,234	[3]
Debt securities		1,563	[4]	1,270	[5]
Repo and repo-style transactions		0	[6]	0	[1]
Ireland [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		331		125
OTC derivatives	[7]	542		565
Debt securities		1,269		1,543
Repo and repo-style transactions		960	[6]	1,346	[1]
Ireland [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		184		234
Ireland [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		87	[8]	129	[9]
Debt securities		7	[10]	4	[11]
Repo and repo-style transactions	[6]	0
Ireland [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		4,237	[12]	3,234	[13]
Ireland [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		351		266
Switzerland [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		19,499		18,096
Switzerland [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		6,827	[2]	6,772	[3]
Debt securities		0	[4]	0	[5]
Repo and repo-style transactions	[6]	0
Switzerland [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		37		32
OTC derivatives	[7]	355		294
Debt securities		1,289		491
Repo and repo-style transactions		225	[6]	215	[1]
Switzerland [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		0	[8]	117	[9]
Debt securities		1	[10]	2	[11]
Repo and repo-style transactions	[6]	0
Switzerland [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		8,206	[12]	7,277	[13]
Switzerland [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,558		2,897
Poland [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		8,852		6,511
Poland [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,617	[2]	2,324	[3]
Debt securities	[4]	0
Repo and repo-style transactions	[6]	0
Poland [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
OTC derivatives	[7]	6		7
Debt securities		473		113
Repo and repo-style transactions	[6]	98		149	[1]
Poland [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		16	[8]	26	[9]
Debt securities		2,899	[10]	2,944	[11]
Repo and repo-style transactions	[6]	0
Poland [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,569	[12]	758	[13]
Poland [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		176		190
Belgium [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		7,517		6,769
Belgium [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,742	[2]	1,532	[3]
Debt securities		0	[4]	40	[5]
Repo and repo-style transactions	[6]	0
Belgium [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		23		12
OTC derivatives	[7]	144		193
Debt securities		1,759		2,271
Repo and repo-style transactions	[6]	11		1	[1]
Belgium [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		58	[8]	77	[9]
Debt securities		1,606	[10]	342	[11]
Repo and repo-style transactions	[6]	0
Belgium [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,551	[12]	1,730	[13]
Belgium [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		623		571
Russia [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		333	[14]	750	[15]
Russia [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		243	[2]	537	[3],[15]
Debt securities	[4],[14]	0
Repo and repo-style transactions	[6],[14]	0
Russia [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		6		18	[15]
OTC derivatives	[7],[15]			0
Debt securities		31	[14]	15	[15]
Repo and repo-style transactions	[6],[14]	0
Russia [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		7	[8]	41	[9],[15]
Debt securities		0	[10],[14]	0	[11],[15]
Repo and repo-style transactions	[6],[14]	0
Russia [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		26	[12]	75	[13],[15]
Russia [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		21		64	[15]
UA [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		305	[14]	339	[15]
UA [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		8	[2]	44	[3],[15]
Debt securities	[4],[14]	0
Repo and repo-style transactions	[6],[14]	0
UA [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		208	[16]	270	[15],[17]
Debt securities		73	[14]	17	[15]
Repo and repo-style transactions	[6],[14]	0
UA [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Debt securities		7	[10],[14]	0	[11],[15]
Repo and repo-style transactions	[6],[14]	0
UA [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		3	[12]	3	[13],[15]
UA [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		5		5	[15]
Other Europe [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		31,724	[14]	32,651	[15]
Other Europe [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		10,984		9,650	[15]
Debt securities		672	[14]	643	[15]
Repo and repo-style transactions		707	[14]	664	[1],[15]
Other Europe [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		435		428	[15]
OTC derivatives		1,222		2,274	[15]
Debt securities		3,401	[14]	3,139	[15]
Repo and repo-style transactions		3,638	[14]	4,628	[1],[15]
Other Europe [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		2		16	[15]
Other Europe [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		50		0	[15]
Debt securities		619	[14]	99	[15]
Repo and repo-style transactions		395	[14]	406	[1],[15]
Other Europe [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		7,981		8,105	[15]
Other Europe [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,617		2,598	[15]
North America [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		325,688		321,863
North America [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		101,306	[2]	101,736	[3]
Debt securities		9,433	[4]	12,359	[5]
Repo and repo-style transactions	[6]	5,855		4,365	[1]
North America [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,325		2,998
OTC derivatives	[7]	4,745		5,542
Debt securities		32,184		24,416
Repo and repo-style transactions	[6]	47,782		43,893	[1]
North America [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		238		350
North America [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,378	[8]	1,687	[9]
Debt securities		11,503	[10]	14,616	[11]
Repo and repo-style transactions	[6]	0
North America [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		95,768	[12]	98,137	[13]
North America [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		12,172		11,766
US [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		266,793		272,741
US [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		89,570	[2]	87,794	[3]
Debt securities		9,415	[4]	12,340	[5]
Repo and repo-style transactions	[6]	2,979		976	[1]
US [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,202		2,713
OTC derivatives	[7]	3,269		4,485
Debt securities		31,042		23,644
Repo and repo-style transactions	[6]	14,357		21,484	[1]
US [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		178		290
US [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,247	[8]	1,520	[9]
Debt securities		11,320	[10]	14,359	[11]
Repo and repo-style transactions	[6]	0
US [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		89,460	[12]	92,551	[13]
US [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		10,754		10,585
Cayman Islands [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		45,823		29,790
Cayman Islands [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,985	[2]	5,202	[3]
Debt securities	[4]	0
Repo and repo-style transactions	[6]	2,876		3,389	[1]
Cayman Islands [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		50		103
OTC derivatives	[7]	963		419
Debt securities		495		276
Repo and repo-style transactions	[6]	33,284		17,904	[1]
Cayman Islands [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		0		4
Cayman Islands [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans	[8]	0
Debt securities	[10]	0
Repo and repo-style transactions	[6]	0
Cayman Islands [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,383	[12]	2,026	[13]
Cayman Islands [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		787		445
Canada [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		4,936		9,859
Canada [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,396	[2]	1,919	[3]
Debt securities	[4]	0
Repo and repo-style transactions	[6]	0
Canada [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		49		78
OTC derivatives	[7]	324		372
Debt securities		546		350
Repo and repo-style transactions	[6]	54		4,494	[1]
Canada [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		3
Canada [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		106	[8]	118	[9]
Debt securities		183	[10]	180	[11]
Repo and repo-style transactions	[6]	0
Canada [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,048	[12]	1,884	[13]
Canada [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		226		463
Other North America [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		8,137		9,473
Other North America [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		5,356	[2]	6,821	[3]
Debt securities		18	[4]	19	[5]
Repo and repo-style transactions	[6]	0
Other North America [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		24		104
OTC derivatives	[7]	188		266
Debt securities		101		146
Repo and repo-style transactions	[6]	88		11	[1]
Other North America [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		56		54
Other North America [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		24	[8]	25	[9]
Debt securities		0	[10]	77	[11]
Repo and repo-style transactions	[6]	0
Other North America [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,877	[12]	1,676	[13]
Other North America [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		405		274
Asia/Pacific [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		117,499		107,063
Asia/Pacific [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		35,807		39,502
Debt securities		2,428		2,878
Repo and repo-style transactions		2,620		2,126	[1]
Asia/Pacific [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,746		1,517
OTC derivatives		2,745		3,910
Debt securities		31,297		19,347
Repo and repo-style transactions		13,860		10,652	[1]
Asia/Pacific [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		123		109
Asia/Pacific [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		597		602
Debt securities		4,295		3,344
Repo and repo-style transactions		858		1,301	[1]
Asia/Pacific [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		9,031		9,268
Asia/Pacific [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		12,093		12,507
Japan [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		15,941		12,909
Japan [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,404	[2]	1,349	[3]
Debt securities		22	[4]	25	[5]
Repo and repo-style transactions	[6]	431
Japan [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		328		120
OTC derivatives	[7]	459		374
Debt securities		3,017		2,759
Repo and repo-style transactions	[6]	8,818		6,374	[1]
Japan [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		34		46
Japan [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		10	[8]	22	[9]
Debt securities		485	[10]	481	[11]
Japan [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		481	[12]	589	[13]
Japan [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		451		487
Australia [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		11,800		11,243
Australia [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		3,203	[2]	2,964	[3]
Debt securities		1,725	[4]	1,989	[5]
Australia [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		250		196
OTC derivatives	[7]	153		259
Debt securities		2,387		1,328
Repo and repo-style transactions	[6]	284		946	[1]
Australia [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans				0
Australia [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Debt securities		315	[10]	315	[11]
Australia [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,652	[12]	2,478	[13]
Australia [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		830		769
India [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		19,126		19,058
India [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		7,576	[2]	7,861	[3]
Debt securities		414	[4]	481	[5]
India [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		78		27
OTC derivatives	[7]	53		179
Debt securities		5,858		4,856
Repo and repo-style transactions	[6]	0		6	[1]
India [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		88		3
India [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		23	[8]	23	[9]
Debt securities		62	[10]	49	[11]
Repo and repo-style transactions	[6]	279		1,012	[1]
India [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		921	[12]	1,154	[13]
India [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		3,774		3,408
China [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		16,334		8,675
China [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,254	[2]	4,189	[3]
Debt securities	[5]			0
China [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		1		3
OTC derivatives	[7]	762		591
Debt securities		7,977		1,384
Repo and repo-style transactions	[6]	1,365		292	[1]
China [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		0
China [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		22	[8]	3	[9]
Debt securities		98	[10]	209	[11]
China [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		413	[12]	407	[13]
China [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,442		1,583
Singapore [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		10,156		10,136
Singapore [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		3,789	[2]	5,402	[3]
Debt securities		0	[4]	0	[5]
Singapore [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		362		390
OTC derivatives	[7]	157		277
Debt securities		1,396		847
Repo and repo-style transactions	[6]	683		210	[1]
Singapore [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		0		22
Singapore [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		189	[8]	164	[9]
Debt securities		665	[10]	159	[11]
Singapore [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,558	[12]	1,408	[13]
Singapore [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,357		1,258
Hong Kong [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		5,424		5,611
Hong Kong [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,259	[2]	2,525	[3]
Debt securities		9	[4]	186	[5]
Hong Kong [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		64		84
OTC derivatives	[7]	242		357
Debt securities		738		559
Repo and repo-style transactions	[6]	124		64	[1]
Hong Kong [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans				0
Hong Kong [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		82	[8]	40	[9]
Debt securities		463	[10]	254	[11]
Hong Kong [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		836	[12]	695	[13]
Hong Kong [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		607		846
Other Asia/Pacific [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		38,718		39,430
Other Asia/Pacific [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		13,323	[2]	15,213	[3]
Debt securities		258	[4]	196	[5]
Repo and repo-style transactions	[6]	2,189		1,842	[1]
Other Asia/Pacific [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		662		698
OTC derivatives	[7]	919		1,873
Debt securities		9,922		7,613
Repo and repo-style transactions	[6]	2,587		2,761	[1]
Other Asia/Pacific [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		1		25
Other Asia/Pacific [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		271	[8]	351	[9]
Debt securities		2,206	[10]	1,877	[11]
Repo and repo-style transactions	[6]	579		290	[1]
Other Asia/Pacific [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		2,170	[12]	2,537	[13]
Other Asia/Pacific [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		3,632		4,154
Other countries [Member] | Credit Risk Profile [Domain Member]
Credit Risk Profile by Region [Line Items]
Total		19,887		16,573
Other countries [Member] | at amortized cost [Member]
Credit Risk Profile by Region [Line Items]
Loans		8,906	[2]	8,346	[3]
Debt securities		325	[4]	141	[5]
Repo and repo-style transactions	[6]	268		77	[1]
Other countries [Member] | at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,259		793
OTC derivatives	[7]	252		222
Debt securities		4,799		3,314
Repo and repo-style transactions	[6]	148		232	[1]
Other countries [Member] | Designated / mandatory at fair value through P/L [Member]
Credit Risk Profile by Region [Line Items]
Loans		10		22
Other countries [Member] | at fair value through OCI [Member]
Credit Risk Profile by Region [Line Items]
Loans		193	[8]	72	[9]
Debt securities		191	[10]	170	[11]
Repo and repo-style transactions	[6]	552		437	[1]
Other countries [Member] | Revocable and irrevocable lending commitments [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		1,831	[12]	1,580	[13]
Other countries [Member] | Contingent liabilities [Member]
Credit Risk Profile by Region [Line Items]
Off-balance sheet		€ 1,151		€ 1,168
[1]Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed[2]Includes stage 3 and stage 3 POCI loans at amortized cost amounting to € 13.4 billion as of December 31, 2023[3]Includes stage 3 and stage 3 POCI loans at amortized cost amounting to € 12.2 billion as of December 31, 2022[4]Includes stage 3 and stage 3 POCI debt securities at amortized cost amounting to € 39.5 million as of December 31, 2023[5]Includes stage 3 and stage 3 POCI debt securities at amortized cost amounting to € 327.6 million as of December 31, 2022[6]Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed[7]Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting[8]Includes stage 3 and stage 3 POCI loans at fair value through OCI amounting to € 44.2 million as of December 31, 2023[9]Includes stage 3 and stage 3 POCI loans at fair value through OCI amounting to € 54.9 million as of December 31, 2022[10]Includes stage 3 and stage 3 POCI debt securities at fair value through OCI amounting to € 1.5 million as of December 31, 2023[11]Includes stage 3 and stage 3 POCI debt securities at fair value through OCI amounting to € 15.1 million as of December 31, 2022[12]Includes stage 3 and stage 3 POCI off-balance sheet exposure amounting to € 2.3 billion as of December 31, 2023[13]Includes stage 3 and stage 3 POCI off-balance sheet exposure amounting to € 2.6 billion as of December 31, 2022[14]Thematic addition on back of the ongoing border conflict between the Russian Federation and Ukraine[15]Thematic addition on back of the ongoing border conflict between the Russian Federation and Ukraine[16] 9

Risk Report - Credit Risk Exp_5

Risk Report - Credit Risk Exposure - Parenthetical Information Credit Exposure (Detail:Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Credit Exposure [Abstract]
Credit derivative notional sold and credit derivative notional bought protection, not included in Maximum exposure to credit risk	€ 540,063	€ 738,733
Traded bonds included in "Trading assets"	€ 112,500	€ 80,200
Of which: [Abstract]
Investment-Grade in % (more than)	85%	83%
Stage 3 and stage 3 POCI loans at amortized cost	€ 13,400	€ 12,200
Stage 3 and stage 3 POCI loans at fair value through OCI	44.2	54.9
Stage 3 and stage 3 POCI off-balance sheet exposure	2,300	2,600
Stage 3 and stage 3 POCI debt securities at amortized cost	39.5	327.6
Stage 3 and stage 3 POCI debt securities at fair value through OCI	1.5	15.1
Overall movement in maximum exposure to credit risk	36,100
thereof movement in loans at amortized cost	11,500
thereof movement in other assets subject to credit risk	15,500
thereof movements in trading assets	32,700
Thereof movement in off Balance Sheet exposure	2,300
Thereof Movement In Financial Assets At Fair Value Through OCI	3,900
Thereof Movement In Positive Market Values From Derivatives Financial Instruments	48,000
Total main credit exposure movement	18,000
thereof in Investment Bank	32,200
thereof in Corporate Bank	3,200
thereof in Corporate and Other	4,100
thereof in Private Bank	€ 7,700
Credit Exposure in financial and insurance activities divided by client classification
of which Corporates including Holding Companies		85,000
of which Corporates including AssetBacked Securities		43,000
of which Banks		54,000
of which Insurance		15,000
of which Financial Intermediaries		22,000
of which Public Sector		€ 13,000
LTV ratios adhered to at loan origination in percent	75%
Credit exposure to 10 largest counterparties accounted in percent	12%	11%
Total loan credit exposure across applicable measurement categories	€ 116,300
Total repo and repo style transactions credit exposure across applicable measurement categories	93,300
Total off-balance sheet activites credit exposure across applicable measurement categories	€ 118,600

Risk Report - Asset Quality - F

Risk Report - Asset Quality - Financial Assets subject to impairment - Development of exposures in the reporting period, Gross Carrying Amount (Detail) - Gross Carrying Amount [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year		€ 786,776		€ 764,298
Movements in financial assets including new business		28,084	[1]	119,902
Transfers due to changes in creditworthiness		0
Changes due to modifications that did not result in derecognition		(32)	[1]	(6)
Financial assets that have been derecognized during the period		(46,226)	[1],[2]	(108,679)
Recovery of written off amounts		93	[1]	71
Foreign exchange and other changes		(7,295)		11,189
Balance, end of the reporting period		761,400		786,776
Stage 1 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year		729,021		711,021
Movements in financial assets including new business		15,413	[1]	113,427
Transfers due to changes in creditworthiness		(4,513)	[1]	(2,101)
Changes due to modifications that did not result in derecognition		0		0
Financial assets that have been derecognized during the period	[1],[2]	(41,331)
Recovery of written off amounts		0		0
Foreign exchange and other changes	[1]	(6,499)
Balance, end of the reporting period		692,091	[1]	729,021
Stage 2 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year		45,335		40,653
Movements in financial assets including new business		10,074	[1]	5,554
Transfers due to changes in creditworthiness		3,111	[1]	666
Changes due to modifications that did not result in derecognition		8	[1]	0
Financial assets that have been derecognized during the period	[1],[2]	(2,182)
Recovery of written off amounts		0		0
Foreign exchange and other changes		(641)
Balance, end of the reporting period		55,704		45,335
Stage 3 [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year		11,379		11,326
Movements in financial assets including new business		2,498	[1]	923
Transfers due to changes in creditworthiness		1,402	[1]	1,435
Changes due to modifications that did not result in derecognition		(40)	[1]	(6)
Financial assets that have been derecognized during the period	[1],[2]	(2,397)
Recovery of written off amounts	[1]	93
Foreign exchange and other changes	[1]	(136)
Balance, end of the reporting period		12,799	[1]	11,379
Stage 3 POCI [Member]
Development of exposures and allowance for credit losses in the reporting period [Line Items]
Balance, beginning of year		1,041	[3]	1,297
Movements in financial assets including new business		99	[1],[3],[4]	(1)	[5],[6]
Changes due to modifications that did not result in derecognition		0		0
Financial assets that have been derecognized during the period	[1],[2],[4]	(315)
Recovery of written off amounts	[1],[4]	0
Foreign exchange and other changes	[1],[4]	(18)
Balance, end of the reporting period		€ 806	[1],[4]	€ 1,041	[3]
[1]Allowance for credit losses does not include allowance for country risk amounting to € 6 million as of December 31, 2021[2]This position includes charge offs of allowance for credit losses[3]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022[4]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 0 million in 2023 and € 46 million in 2022[5]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021[6]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021

Risk Report - Asset Quality -_2

Risk Report - Asset Quality - Financial Assets at amortized Cost (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Financial assets at amortized cost subject to impairment [Abstract]
YoY increase (decrease) primarily driven by Stage 1	€ 25,000	€ 22,000
YoY increase (decrease) primarily driven by Stage 1, in percent	3%	3%
YoY increase (decrease) of Stage 1 exposures	€ 37,000	€ 18,000
YoY increase (decrease) of Stage 1 exposures, in percent	5%	3%
YoY increase (decrease) of Stage 2 exposures driven by Loans at Amortized Cost in Private Bank and Corporate Bank due to the deterioration	€ 10,000
YoY increase (decrease) of Stage 2 exposures driven by Loans at Amortized Cost in Private Bank and Corporate Bank due to the deterioration, in percent	23%
YoY increase (decrease) of Stage 2 exposures driven by the Investment Bank due to process enhancements		€ 5,000
YoY increase (decrease) of Stage 2 exposures driven by the Investment Bank due to process enhancements, in percent		12%
YoY increase (decrease) of Stage 3 exposures driven by reductions in the Private Bank and the POCI loan portfolio partly offset by increase in Corporate Bank due to new defaults	€ 1,000
YoY increase (decrease) of Stage 3 exposures driven by reductions in the Private Bank and the POCI loan portfolio partly offset by increase in Corporate Bank due to new defaults, in percent	10%
YoY increase (decrease) of Stage 3 exposures driven by new defaults in PB and IB ank partly offset by reductions in POCI loan portfolio CB and CRU		€ 203
YoY increase (decrease) of Stage 3 exposures driven by new defaults in PB and IB and partly offset by reductions in POCI loan portfolio CB and CRU, in percent		2%
Allowance for credit losses against financial assets at amortized cost subject to impairment [Abstract]
YoY increase (decrease) mainly driven by Stage 1 and Stage 2	€ 291	€ 100
YoY increase (decrease) mainly driven by Stage 1 and Stage 2, in percent	6%	2%
YoY increase (decrease) of Stage 1 allowances driven by deteriorating macroeconomic environment	€ 86
YoY increase (decrease) of Stage 1 allowances driven by deteriorating macroeconomic environment, in percent	16%
YoY increase (decrease) of Stage 1 allowances driven by update of macroeconoimic outlook		€ 93
YoY increase (decrease) of Stage 1 allowances driven by update of macroeconoimic outlook, in percent		21%
YoY increase (decrease) of Stage 2 allowances		€ 94
YoY increase (decrease) of Stage 2 allowances, in percent		18%
YoY increase (decrease) of Stage 2 allowances due to the update of the macroeconomic outlook	€ 54
YoY increase (decrease) of Stage 2 allowances due to the update of the macroeconomic outlook, in percent	9%
YoY increase (decrease) of Stage 3 allowances driven by driven by reductions due to non-performing portfolio sales in Private Bank partly offset by new bookings in Investment Bank and Corporate Bank	€ 323
YoY increase (decrease) of Stage 3 allowances driven by driven by reductions due to non-performing portfolio sales in Private Bank partly offset by new bookings in Investment Bank and Corporate Bank, in percent	8%
YoY increase (decrease) of Stage 3 allowances driven by new defaults in PB and IBank partly offset by reductions in POCI loan portfolio CB and CRU		€ 87
YoY increase (decrease) of Stage 3 allowances driven by new defaults in PB and IBank partly offset by reductions in POCI loan portfolio CB and CRU, in percent		2%
Existing commitments to lend additional funds to debtors with Stage 3 financial assets at amortized cost	€ 816	€ 621
YoY increase (decrease) of collateral and guarantees held against financial assets as amortized cost in stage 3 driven by PB and IB	€ 1,000
YoY increase (decrease) of collateral and guarantees held against financial assets as amortized cost in Stage 3 driven by PB and IB, in percent	21%
Not recognize allowance for credit losses against Financial assets at amortized cost in Stage 3	€ 408	€ 916
Stage 3 coverage ratio (defined as Allowance for credit losses in Stage 3 (excluding POCI) divided by Financial assets at amortized cost in Stage 3 (excluding POCI), in percent	31%	32%

Risk Report - Asset Quality -_3

Risk Report - Asset Quality - Financial Assets at amortized cost by Business Division (Detail) - EUR (€) € in Millions	Dec. 31, 2023		Dec. 31, 2022
Total Consolidated Segments [Domain Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	€ 761,400	[1]	€ 786,776	[2]
Allowance for Credit Losses	5,285		4,995
Total Consolidated Segments [Domain Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	692,091	[1]	729,021	[2]
Allowance for Credit Losses	447		533
Total Consolidated Segments [Domain Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	55,704	[1]	45,335	[2]
Allowance for Credit Losses	680		626
Total Consolidated Segments [Domain Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	12,799	[1]	11,379	[2]
Allowance for Credit Losses	3,960		3,656
Total Consolidated Segments [Domain Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	806	[1]	1,041	[2]
Allowance for Credit Losses	198		180
Corporate Bank [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	122,329	[1]	128,892	[2]
Allowance for Credit Losses	1,053		1,153
Corporate Bank [Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	105,812	[1]	114,983	[2]
Allowance for Credit Losses	67		91
Corporate Bank [Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	13,706	[1]	11,030	[2]
Allowance for Credit Losses	110		99
Corporate Bank [Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	2,812		2,879	[2]
Allowance for Credit Losses	876		963
Corporate Bank [Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	0		0	[2]
Allowance for Credit Losses	0		0
Investment Bank [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	167,804	[1]	178,147	[2]
Allowance for Credit Losses	962		904
Investment Bank [Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	150,562	[1]	164,443	[2]
Allowance for Credit Losses	119		145
Investment Bank [Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	13,309	[1]	10,288	[2]
Allowance for Credit Losses	108		89
Investment Bank [Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	3,127	[1]	2,375	[2]
Allowance for Credit Losses	536		491
Investment Bank [Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	806	[1]	1,041	[2]
Allowance for Credit Losses	198		180
Private Bank [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	266,960	[1]	272,375	[2]
Allowance for Credit Losses	3,191		2,883
Private Bank [Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	233,744	[1]	243,896	[2]
Allowance for Credit Losses	249		283
Private Bank [Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	26,815	[1]	22,609	[2]
Allowance for Credit Losses	445		433
Private Bank [Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	6,400	[1]	5,870	[2]
Allowance for Credit Losses	2,497		2,167
Private Bank [Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	0		0	[2]
Allowance for Credit Losses	0		0
Asset Management [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	1,232	[1]	1,910	[2]
Allowance for Credit Losses	0		0
Asset Management [Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	1,224	[1]	1,861	[2]
Allowance for Credit Losses	0		0
Asset Management [Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	8	[1]	49	[2]
Allowance for Credit Losses	0		0
Asset Management [Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	0		0	[2]
Allowance for Credit Losses	0		0
Asset Management [Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	0		0	[2]
Allowance for Credit Losses	0		0
Corporate & Other [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	203,075	[1]	205,453	[2],[3]
Allowance for Credit Losses	79		54	[3]
Corporate & Other [Member] | Stage 1 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	200,749	[1]	203,838	[2],[3]
Allowance for Credit Losses	11		14	[3]
Corporate & Other [Member] | Stage 2 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	1,866	[1]	1,359	[2],[3]
Allowance for Credit Losses	16		5	[3]
Corporate & Other [Member] | Stage 3 [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	460	[1]	255	[2],[3]
Allowance for Credit Losses	51		35	[3]
Corporate & Other [Member] | Stage 3 POCI [Member]
Amortized Cost Exposures by Business Division [Line Items]
Gross Carrying Amount	0		0	[2],[3]
Allowance for Credit Losses	€ 0		€ 0	[3]
[1]Gross Carrying Amount numbers per business division are reported after a reallocation of cash balances from business divisions to Corporate & Other.[2]Gross Carrying Amount numbers per business division are reported after a reallocation of cash balances from business divisions to Corporate & Other[3]

Risk Report - Asset Quality -_4

Risk Report - Asset Quality - Financial Assets at amortized cost and Allowances by Industry Sector (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Gross Carrying Value [Member]
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	€ 384	€ 525
Mining and quarrying	2,823	2,434
Manufacturing	29,024	31,068
Electricity, gas, steam and air conditioning supply	4,532	6,839
Water supply, sewerage, waste management and remediation activities	517	726
Construction	4,414	4,282
Wholesale and retail trade, repair of motor vehicles and motorcycles	21,366	22,004
Transport and storage	5,346	6,127
Accommodation and food service activities	1,869	1,969
Information and communication	8,302	7,854
Financial and insurance activities	356,583	367,883
Real estate activities	49,675	48,929
Professional, scientific and technical activities	6,985	7,087
Administrative and support service activities	9,463	9,833
Public administration and defense, compulsory social security	27,767	32,325
Education	283	251
Human health services and social work activities	4,503	4,622
Arts, entertainment and recreation	1,030	1,137
Other service activities	9,395	8,365
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	216,927	222,475
Activities of extraterritorial organizations and bodies	213	41
Total	761,400	786,776
Allowance for Credit Losses
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	6	10
Mining and quarrying	9	32
Manufacturing	533	620
Electricity, gas, steam and air conditioning supply	23	42
Water supply, sewerage, waste management and remediation activities	5	8
Construction	107	115
Wholesale and retail trade, repair of motor vehicles and motorcycles	402	437
Transport and storage	46	83
Accommodation and food service activities	31	67
Information and communication	49	122
Financial and insurance activities	769	720
Real estate activities	464	239
Professional, scientific and technical activities	94	119
Administrative and support service activities	141	121
Public administration and defense, compulsory social security	45	33
Education	3	3
Human health services and social work activities	25	32
Arts, entertainment and recreation	10	9
Other service activities	143	174
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	2,381	2,010
Activities of extraterritorial organizations and bodies	0	0
Total	5,285	4,995
Stage 1 [Member] | Gross Carrying Value [Member]
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	288
Mining and quarrying	2,538
Manufacturing	23,474
Electricity, gas, steam and air conditioning supply	4,253
Water supply, sewerage, waste management and remediation activities	491
Construction	3,248
Wholesale and retail trade, repair of motor vehicles and motorcycles	17,237
Transport and storage	4,083
Accommodation and food service activities	1,471
Information and communication	7,398
Financial and insurance activities	342,352
Real estate activities	37,907
Professional, scientific and technical activities	5,887	6,147
Administrative and support service activities	7,980	8,429
Public administration and defense, compulsory social security	26,536	30,984
Education	226	205
Human health services and social work activities	3,986	4,188
Arts, entertainment and recreation	769	922
Other service activities	8,436	7,198
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	193,318	202,435
Activities of extraterritorial organizations and bodies	213	41
Total	692,091	729,021
Stage 1 [Member] | Allowance for Credit Losses
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	0	1
Mining and quarrying	2	4
Manufacturing	27	35
Electricity, gas, steam and air conditioning supply	3	4
Water supply, sewerage, waste management and remediation activities	1	1
Construction	5	5
Wholesale and retail trade, repair of motor vehicles and motorcycles	16	20
Transport and storage	6	9
Accommodation and food service activities	2	2
Information and communication	10	14
Financial and insurance activities	96	129
Real estate activities	19	30
Professional, scientific and technical activities	6	6
Administrative and support service activities	7	9
Public administration and defense, compulsory social security	15	15
Education	0	0
Human health services and social work activities	5	8
Arts, entertainment and recreation	1	1
Other service activities	11	10
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	212	229
Activities of extraterritorial organizations and bodies	0	0
Total	447	533
Stage 2 [Member] | Gross Carrying Value [Member]
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	77	76
Mining and quarrying	277	137
Manufacturing	4,061	4,670
Electricity, gas, steam and air conditioning supply	206	563
Water supply, sewerage, waste management and remediation activities	21	63
Construction	893	540
Wholesale and retail trade, repair of motor vehicles and motorcycles	3,407	2,530
Transport and storage	1,075	642
Accommodation and food service activities	320	466
Information and communication	814	614
Financial and insurance activities	12,189	8,991
Real estate activities	8,954	6,345
Professional, scientific and technical activities	918	721
Administrative and support service activities	1,107	1,003
Public administration and defense, compulsory social security	489	418
Education	46	41
Human health services and social work activities	482	351
Arts, entertainment and recreation	229	185
Other service activities	648	818
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	19,492	16,160
Activities of extraterritorial organizations and bodies	0	0
Total	55,704	45,335
Stage 2 [Member] | Allowance for Credit Losses
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	1	1
Mining and quarrying	3	5
Manufacturing	48	64
Electricity, gas, steam and air conditioning supply	3	5
Water supply, sewerage, waste management and remediation activities	0	1
Construction	9	9
Wholesale and retail trade, repair of motor vehicles and motorcycles	31	30
Transport and storage	10	8
Accommodation and food service activities	3	5
Information and communication	11	13
Financial and insurance activities	90	73
Real estate activities	49	22
Professional, scientific and technical activities	12	9
Administrative and support service activities	11	13
Public administration and defense, compulsory social security	1	0
Education	1	1
Human health services and social work activities	7	12
Arts, entertainment and recreation	5	5
Other service activities	6	6
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	379	343
Activities of extraterritorial organizations and bodies	0	0
Total	680	626
Stage 3 [Member] | Gross Carrying Value [Member]
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	20	23
Mining and quarrying	8	70
Manufacturing	1,445	1,163
Electricity, gas, steam and air conditioning supply	73	51
Water supply, sewerage, waste management and remediation activities	5	39
Construction	213	203
Wholesale and retail trade, repair of motor vehicles and motorcycles	698	733
Transport and storage	165	225
Accommodation and food service activities	76	112
Information and communication	89	127
Financial and insurance activities	1,691	1,999
Real estate activities	2,630	896
Professional, scientific and technical activities	179	218
Administrative and support service activities	351	383
Public administration and defense, compulsory social security	742	923
Education	11	4
Human health services and social work activities	34	83
Arts, entertainment and recreation	31	28
Other service activities	225	226
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	4,113	3,874
Activities of extraterritorial organizations and bodies	0	0
Total	12,799	11,379
Stage 3 [Member] | Allowance for Credit Losses
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	4	8
Mining and quarrying	4	23
Manufacturing	456	519
Electricity, gas, steam and air conditioning supply	16	33
Water supply, sewerage, waste management and remediation activities	3	6
Construction	80	91
Wholesale and retail trade, repair of motor vehicles and motorcycles	351	383
Transport and storage	30	65
Accommodation and food service activities	26	59
Information and communication	28	94
Financial and insurance activities	491	472
Real estate activities	321	116
Professional, scientific and technical activities	75	104
Administrative and support service activities	114	94
Public administration and defense, compulsory social security	28	17
Education	2	2
Human health services and social work activities	14	12
Arts, entertainment and recreation	3	2
Other service activities	119	133
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	1,792	1,423
Activities of extraterritorial organizations and bodies	0	0
Total	3,960	3,656
Stage 3 POCI [Member] | Gross Carrying Value [Member]
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	0	0
Mining and quarrying	0	0
Manufacturing	44	84
Electricity, gas, steam and air conditioning supply	0	0
Water supply, sewerage, waste management and remediation activities	0	0
Construction	60	87
Wholesale and retail trade, repair of motor vehicles and motorcycles	25	31
Transport and storage	24	28
Accommodation and food service activities	3	6
Information and communication	0	17
Financial and insurance activities	351	402
Real estate activities	185	238
Professional, scientific and technical activities	1	1
Administrative and support service activities	24	18
Public administration and defense, compulsory social security	0	0
Education	0	0
Human health services and social work activities	0	0
Arts, entertainment and recreation	1	1
Other service activities	86	123
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	3	6
Activities of extraterritorial organizations and bodies	0	0
Total	806	1,041
Stage 3 POCI [Member] | Allowance for Credit Losses
Financial Assets and Allowance at Amortized Cost by Industry Sector [Line Items]
Agriculture, forestry and fishing	0	0
Mining and quarrying	0	0
Manufacturing	2	3
Electricity, gas, steam and air conditioning supply	0	0
Water supply, sewerage, waste management and remediation activities	0	0
Construction	12	10
Wholesale and retail trade, repair of motor vehicles and motorcycles	3	3
Transport and storage	0	0
Accommodation and food service activities	0	1
Information and communication	0	0
Financial and insurance activities	92	46
Real estate activities	75	71
Professional, scientific and technical activities	1	0
Administrative and support service activities	9	6
Public administration and defense, compulsory social security	0	0
Education	0	0
Human health services and social work activities	0	0
Arts, entertainment and recreation	0	0
Other service activities	6	25
Activities of households as employers, undifferentiated goods- and services-producing activities of households for own use	(2)	15
Activities of extraterritorial organizations and bodies	0	0
Total	€ 198	€ 180

Risk Report - Asset Quality -_5

Risk Report - Asset Quality - Financial Assets at amortized cost and Allowances by Region (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	€ 761,400	€ 786,776
Allowance for Credit Losses	5,285	4,995	€ 41
Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	692,091	729,021
Allowance for Credit Losses	447	533
Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	55,704	45,335
Allowance for Credit Losses	680	626
Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	12,799	11,379
Allowance for Credit Losses	3,960	3,656
Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	806	1,041
Allowance for Credit Losses	198	180
Germany [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	322,648	348,310
Allowance for Credit Losses	2,537	2,166
Germany [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	297,495	324,716
Allowance for Credit Losses	214	201
Germany [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	21,499	19,904
Allowance for Credit Losses	390	333
Germany [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	3,653	3,689
Allowance for Credit Losses	1,936	1,619
Germany [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	(4)	13
Western Europe (excluding Germany) [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	153,573	155,646
Allowance for Credit Losses	1,564	1,758
Western Europe (excluding Germany) [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	134,375	141,935
Allowance for Credit Losses	116	178
Western Europe (excluding Germany) [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	15,228	9,828
Allowance for Credit Losses	179	194
Western Europe (excluding Germany) [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	3,410	3,171
Allowance for Credit Losses	1,076	1,224
Western Europe (excluding Germany) [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	560	712
Allowance for Credit Losses	194	162
Eastern Europe [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	10,221	9,609
Allowance for Credit Losses	62	107
Eastern Europe [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	8,768	8,050
Allowance for Credit Losses	4	3
Eastern Europe [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	1,058	1,174
Allowance for Credit Losses	11	7
Eastern Europe [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	396	386
Allowance for Credit Losses	47	97
Eastern Europe [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
North America [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	190,674	185,366
Allowance for Credit Losses	582	431
North America [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	175,011	173,084
Allowance for Credit Losses	51	81
North America [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	12,133	10,504
Allowance for Credit Losses	74	55
North America [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	3,442	1,628
Allowance for Credit Losses	445	289
North America [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	89	149
Allowance for Credit Losses	12	5
Central and South America [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	4,282	4,865
Allowance for Credit Losses	19	12
Central and South America [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	3,936	4,525
Allowance for Credit Losses	2	6
Central and South America [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	261	253
Allowance for Credit Losses	1	2
Central and South America [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	80	82
Allowance for Credit Losses	16	5
Central and South America [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	5	5
Allowance for Credit Losses	0	0
Asia/Pacific [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	58,322	63,174
Allowance for Credit Losses	370	400
Asia/Pacific [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	52,290	58,621
Allowance for Credit Losses	28	40
Asia/Pacific [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	5,031	2,967
Allowance for Credit Losses	23	28
Asia/Pacific [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	909	1,475
Allowance for Credit Losses	317	330
Asia/Pacific [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	92	112
Allowance for Credit Losses	1	3
Africa [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	5,003	4,164
Allowance for Credit Losses	39	15
Africa [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	4,099	3,144
Allowance for Credit Losses	8	8
Africa [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	187	177
Allowance for Credit Losses	1	0
Africa [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	717	843
Allowance for Credit Losses	30	7
Africa [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount		0
Allowance for Credit Losses	0	0
Other countries [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	16,677	15,642
Allowance for Credit Losses	113	105
Other countries [Member] | Stage 1 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	16,116	14,946
Allowance for Credit Losses	23	16
Other countries [Member] | Stage 2 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	307	527
Allowance for Credit Losses	0	6
Other countries [Member] | Stage 3 [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	192	105
Allowance for Credit Losses	94	86
Other countries [Member] | Stage 3 POCI [Member]
Financial Assets and Allowance by Region [Line Items]
Gross Carrying Amount	62	63
Allowance for Credit Losses	€ (5)	€ (4)

Risk Report - Asset Quality -_6

Risk Report - Asset Quality - Financial Assets at amortized cost by Rating Class (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Total [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	€ 761,400	€ 786,776
Allowance for Credit Losses	5,285	4,995
Total [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	692,091	729,021
Allowance for Credit Losses	447	533
Total [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	55,704	45,335
Allowance for Credit Losses	680	626
Total [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	12,799	11,379
Allowance for Credit Losses	3,960	3,656
Total [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	806	1,041
Allowance for Credit Losses	198	180
iAAA-iAA [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	245,268	251,826
Allowance for Credit Losses	3	3
iAAA-iAA [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	244,750	251,598
Allowance for Credit Losses	2	3
iAAA-iAA [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	518	228
Allowance for Credit Losses	0	0
iAAA-iAA [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iAAA-iAA [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iA [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	103,907	107,142
Allowance for Credit Losses	9	10
iA [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	101,538	106,548
Allowance for Credit Losses	8	9
iA [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	2,359	580
Allowance for Credit Losses	1	1
iA [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iA [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	9	14
Allowance for Credit Losses	0	0
iBBB [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	194,614	178,889
Allowance for Credit Losses	82	84
iBBB [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	186,168	172,643
Allowance for Credit Losses	66	63
iBBB [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	8,446	6,246
Allowance for Credit Losses	16	21
iBBB [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iBBB [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iBB [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	146,646	174,429
Allowance for Credit Losses	251	302
iBB [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	128,493	159,538
Allowance for Credit Losses	173	212
iBB [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	18,153	14,891
Allowance for Credit Losses	78	91
iBB [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iBB [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iB [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	48,571	53,358
Allowance for Credit Losses	459	501
iB [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	28,531	35,626
Allowance for Credit Losses	165	218
iB [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	20,040	17,717
Allowance for Credit Losses	294	276
iB [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	0
Allowance for Credit Losses	0	0
iB [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	0	14
Allowance for Credit Losses	0	6
iCCC and below [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	22,395	21,132
Allowance for Credit Losses	4,481	4,095
iCCC and below [Member] | Stage 1 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	2,611	3,068
Allowance for Credit Losses	32	28
iCCC and below [Member] | Stage 2 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	6,188	5,672
Allowance for Credit Losses	290	237
iCCC and below [Member] | Stage 3 [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	12,799	11,379
Allowance for Credit Losses	3,960	3,656
iCCC and below [Member] | Stage 3 POCI [Member]
Credit Risk Exposure and Risk Concentrations/ Amortized Cost [Line Items]
Gross Carrying Amount	797	1,013
Allowance for Credit Losses	€ 198	€ 174

Risk Report - Asset Quality -_7

Risk Report - Asset Quality - Financial Assets at amortized cost - Collateral held against credit-impaired financial assets (Detail) - Collateral held against credit-impaired financial assets at Amortized Cost [Member] - Financial Assets at Amortized Cost (Stage 3) [Member] - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Collateral held against credit-impaired financial assets at Amortized Cost [Line Items]
Gross Carrying Amount	[1]	€ 12,799	€ 11,379
Collateral	[1]	4,451	3,431
Guarantees	[1]	€ 1,435	€ 1,439
[1]Stage 3 consists here only of non-POCI assets

Risk Report - Asset Quality -_8

Risk Report - Asset Quality - Financial Assets at amortized cost - Development of Forborne financial assets at amortized cost (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Development of Forborne financial assets at amortized cost [Abstract]
Balance, beginning of the year	€ 11,143	€ 13,741
Classified as forborne during the year	4,007	3,196
Transferred to non-forborne during the year (including repayments)	(2,500)	(5,899)
Charge-offs	(80)	(142)
Exchange rate and other movements	(106)	248
Balance, end of the year	€ 12,464	€ 11,143

Risk Report - Asset Quality -_9

Risk Report - Asset Quality - Financial Assets at amortized cost - Forborne financial assets at amortized cost (Detail) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Stages of Forborne financial assets at amortized cost [Domain Member] | Total Forebone financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	€ 3,600	€ 3,379
Non-German	8,864	7,764
Total Forborne financial assets at amortized cost (German and Non German)	12,464	11,143
Stage 1 [Member] | Performing Forborne financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	426	729
Non-German	639	1,254
Total Forborne financial assets at amortized cost (German and Non German)	1,065	1,983
Stage 1 [Member] | Non performing Forborne financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	0	0
Non-German	0	60
Total Forborne financial assets at amortized cost (German and Non German)	0	60
Stage 2 [Member] | Performing Forborne financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	2,356	1,563
Non-German	4,399	3,139
Total Forborne financial assets at amortized cost (German and Non German)	6,755	4,702
Stage 2 [Member] | Non performing Forborne financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	7	21
Non-German	194	13
Total Forborne financial assets at amortized cost (German and Non German)	201	34
Stage 3 [Member] | Non performing Forborne financial assets at amortized cost [Member]
Forborne financial assets at amortized cost [Line Items]
German	812	1,066
Non-German	3,632	3,299
Total Forborne financial assets at amortized cost (German and Non German)	€ 4,444	€ 4,365

Risk Report - Asset Quality _10

Risk Report - Asset Quality - Financial Assets at amortized cost - Forborne financial assets at amortized cost (Detail: text value) - EUR (€)	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Forborne financial assets at amortized cost [Abstract]
YoY increase decrease of forbone financial assets at amortized cost	€ 1,300,000,000	€ 2,600,000,000
YoY increase decrease of forbone financial assets at amortized cost in percent	0.12	0.19

Risk Report - Asset Quality - M

Risk Report - Asset Quality - Modified Assets (Detail: Text Value) € in Billions	Dec. 31, 2023 EUR (€)
Modified Assets Amortized Cost [Line Items]
Increase (decrease) in modified assets at amortized cost due to client related modifications	€ 1.2

Risk Report - Asset Quality _11

Risk Report - Asset Quality - Modified Assets Amortized Cost (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Modified Assets Amortized Cost [Member]
Modified Assets Amortized Cost [Line Items]
Amortized cost carrying amount prior to modification	€ 0
Stage 1 [Member]
Modified Assets Amortized Cost [Line Items]
Net modification gain/losses recognized	0
Stage 1 [Member] | Modified Assets Amortized Cost [Member]
Modified Assets Amortized Cost [Line Items]
Amortized cost carrying amount prior to modification	0	€ 0
Stage 3 POCI [Member]
Modified Assets Amortized Cost [Line Items]
Net modification gain/losses recognized	€ 0	0
Stage 3 POCI [Member] | Modified Assets Amortized Cost [Member]
Modified Assets Amortized Cost [Line Items]
Amortized cost carrying amount prior to modification		€ 0

Risk Report - Asset Quality - O

Risk Report - Asset Quality - Off-balance sheet lending commitments and guarantee business, Nominal Amount (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2023		Dec. 31, 2022
Nominal amount [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		€ 317,173		€ 293,248
Movements in financial assets including new business		6,337		16,498
Transfers due to changes in creditworthiness		0		0
Changes in models				0
Foreign exchange and other changes		(4,696)		7,427
Balance, end of reporting period		318,814		317,173
Of which: Financial guarantees		64,798		67,337
Nominal amount [Member] | Stage 1 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		296,062		276,157
Movements in financial assets including new business		4,062		16,078
Transfers due to changes in creditworthiness		(3,040)		(3,047)
Changes in models				0
Foreign exchange and other changes		(4,337)		6,874
Balance, end of reporting period		292,747		296,062
Of which: Financial guarantees		58,405		61,083
Nominal amount [Member] | Stage 2 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		18,478		14,498
Movements in financial assets including new business		2,510		361
Transfers due to changes in creditworthiness		3,094		3,166
Changes in models				0
Foreign exchange and other changes		(304)		452
Balance, end of reporting period		23,778		18,478
Of which: Financial guarantees		5,991		5,283
Nominal amount [Member] | Stage 3 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		2,625		2,582
Movements in financial assets including new business		(235)		62
Transfers due to changes in creditworthiness		(54)		(119)
Changes in models				0
Foreign exchange and other changes		(54)		100
Balance, end of reporting period		2,282		2,625
Of which: Financial guarantees		401		971
Nominal amount [Member] | Stage 3 POCI [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		8		11
Movements in financial assets including new business		0		(3)
Transfers due to changes in creditworthiness		0		0
Changes in models				0
Foreign exchange and other changes		0		0
Balance, end of reporting period		8		8
Of which: Financial guarantees		0		0
Total loan loss allowance [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		551	[1],[2]	443	[3]
Movements in financial assets including new business		(160)	[1],[4]	99	[2],[3]
Transfers due to changes in creditworthiness		0		0	[2],[3]
Changes in models	[2],[3]			0
Foreign exchange and other changes		2	[1],[4]	9	[2],[3]
Balance, end of reporting period	[1]	393	[4]	551	[2]
Of which: Financial guarantees		233		378
Total loan loss allowance [Member] | Stage 1 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		144	[1],[2]	108	[3]
Movements in financial assets including new business		(39)	[1],[4]	21	[2],[3]
Transfers due to changes in creditworthiness	[2],[3]			12
Changes in models	[2],[3]			0
Foreign exchange and other changes	[2],[3]			4
Balance, end of reporting period	[1],[2]			144
Of which: Financial guarantees				95
Total loan loss allowance [Member] | Stage 2 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		97	[1],[2]	111	[3]
Movements in financial assets including new business		(3)	[1],[4]	(1)	[2],[3]
Transfers due to changes in creditworthiness		(4)	[1],[4]	(15)	[2],[3]
Changes in models	[2],[3]			0
Foreign exchange and other changes		(2)	[1],[4]	3	[2],[3]
Balance, end of reporting period	[1]	88	[4]	97	[2]
Of which: Financial guarantees		37		56
Total loan loss allowance [Member] | Stage 3 [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		310	[1],[2]	225	[3]
Movements in financial assets including new business		(118)	[1],[4]	78	[2],[3]
Transfers due to changes in creditworthiness		(7)	[1],[4]	3	[2],[3]
Changes in models	[2],[3]			0
Foreign exchange and other changes		3	[1],[4]	3	[2],[3]
Balance, end of reporting period	[1]	187	[4]	310	[2]
Of which: Financial guarantees		113		226
Total loan loss allowance [Member] | Stage 3 POCI [Member]
Off-balance sheet lending commitments and guarantee business [Line Items]
Balance, beginning of year		0	[2],[4]	0	[3]
Movements in financial assets including new business		0		0	[2],[3]
Transfers due to changes in creditworthiness		0		0	[2],[3]
Changes in models	[2],[3]			0
Foreign exchange and other changes		0		0	[2],[3]
Balance, end of reporting period		0		0	[2],[4]
Of which: Financial guarantees		€ 0		€ 0
[1]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023[2]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022[3]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2022[4]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023

Risk Report - Asset Quality - C

Risk Report - Asset Quality - Collateral Obtained (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Collateral Obtained [Abstract]
Carrying amount of foreclosed residential real estate properties	€ 30	€ 62

Risk Report - Asset Quality _12

Risk Report - Asset Quality - Collateral obtained during the reporting periods (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Collateral Obtained [Abstract]
Collateral obtained - Commercial real estate		€ 0	€ 2
Collateral obtained - Residential real estate	[1]	3	1
Collateral obtained - Other		11	0
Total collateral obtained during the reporting period		€ 14	€ 4
[1]Carrying amount of foreclosed residential real estate properties amounted to € 30 million as of December 31, 2023 and € 62 million as of December 31, 2022

Risk Report - Asset Quality _13

Risk Report - Asset Quality - Financial Assets at Fair Value through OCI (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Financial assets at fair value through OCI [Abstract]
Fair value of financial assets at Fair value through Other Comprehensive Income (FVOCI) subject to impairment	€ 36,000	€ 32,000
Of which: [Abstract]
Allowance for credit losses against these assets	€ 48	€ 69

Risk Report - Asset Quality - L

Risk Report - Asset Quality - Legal Claims (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Legal Claims [Abstract]
Amounts outstanding on financial assets written off and still subject to enforcement activity	€ 334	€ 175

Risk Report - Market Risk - Tra

Risk Report - Market Risk - Trading Market Risk Exposures - Value-at Risk of Trading Units by Risk Type (Detail) - EUR (€) € in Millions		Dec. 31, 2023	[1]	Dec. 31, 2022
Total [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		€ 39		€ 38.3
Diversification effect [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		(31.9)		(43.3)
Interest Rate Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		20.3		26
Credit Spread Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		28.4		35
Equity Price Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		11		6.4
Foreign Exchange Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	[2]	10.9		13.6
Commodity Price Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type		€ 0.3		€ 0.5
[1]Figures for 2023 as of December 31, 2023. Figures for 2022 as of December 31, 2022[2]Includes value-at-risk from gold and other precious metal positions

Risk Report - Market Risk - T_2

Risk Report - Market Risk - Trading Market Risk Exposures - Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 % confidence level and one-year capital horizon) (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Total [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	€ 570.3	€ 291.2
Credit Trading [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	90.8	11.6
Core Rates [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	198.7	161.9
Emerging Markets [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	284.5	100.2
Other [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	€ (3.6)	€ 17.4
[1]All liquidity horizons are set to 12 months[2]Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2023 and December 31, 2022, respectively[3]Business line breakdowns have been updated for 2023 reporting to better reflect the current business structure

Risk Report - Market Risk - Non

Risk Report - Market Risk - Nontrading Market Risk Exposures - Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios (Detail: Text Values) - EUR (€) € in Billions	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios
Economic Capital Usage For Nontrading Market Risk Total	€ 6.5
Movement in Economic Capital Usage For Nontrading Market Risk Total		€ 1.6

Risk Report - Market Risk - N_2

Risk Report - Market Risk - Nontrading Market Risk Exposures - Economic Capital Usage by risk type (Detail) - Economic capital usage [Member] - EUR (€) € in Millions	Dec. 31, 2023	Dec. 31, 2022
Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios [line items]
Interest rate risk	€ 2,980	€ 1,752
Credit spread risk	60	29
Equity and investment risk	1,044	841
Foreign exchange risk	1,273	1,460
Pension risk	1,106	803
Guaranteed funds risk	59	82
Nontrading market risk portfolios	€ 6,523	€ 4,968

Risk Report - Liquidity Risk -

Risk Report - Liquidity Risk - Global All Currency Stress Testing Results (Detail) - EUR (€) € in Millions		Dec. 31, 2023	Dec. 31, 2022
Funding Gap [Member]
Global All Currency Stress Testing Results [line items]
Combined	[1]	€ 203	€ 206
Gap Closure [Member]
Global All Currency Stress Testing Results [line items]
Combined	[1],[2]	261	254
Net Liquidity Position [Member]
Global All Currency Stress Testing Results [line items]
Combined	[1]	€ 58	€ 48
[1]Combined impact of systemic market risk and severe downgrade[2]Based on liquidity generation through Liquidity Reserves and other business mitigants

Parenthetical Information - Sig

Parenthetical Information - Significant accounting policies (Detail: Text Values)	12 Months Ended
	Dec. 31, 2023 EUR (€)	Dec. 31, 2022 EUR (€)
Impact of the EU carve-out version of IAS 39 [Abstract]
Profit before tax	€ 2,300,000,000	€ 147,000,000
Profit after tax	€ 1,600,000,000	€ 105,000,000
Impact on CET 1 capital ratio (less than) in bps	43	5
Principles of Consolidation - Associates in percent [Abstract]
Significant influence is generally presumed when the Group holds voting rights in an upper range	50
Groups investment of the voting stock	20
Impairement of loans and provision for off-balance sheet positons - Staged approach to the determination of expected losses [Abstract]
Group recognize a loss allowance at an amount equal to lifetime expected credit losses	20

Uncategorized Items - deutscheb

Label	Element	Value
Stage 3 POCI [Member] | Gross Carrying Amount [Member]
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	€ 0	[1],[2]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	3,000,000	[1],[2]
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(258,000,000)	[1],[2]
Gross Carrying Amount	db_GrossCarryingValue	1,041,000,000	[1],[2]
Stage 3 POCI [Member] | Total loan loss allowance [Member]
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	1,000,000	[1],[2],[3],[4]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	3,000,000	[1],[2],[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	182,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	180,000,000	[1],[2],[3],[4]
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(28,000,000)	[1],[2],[3],[4],[5],[6],[7]
Movements in financial assets including new business	db_MovementsIncludingNewBusiness	22,000,000	[1],[2],[3],[4]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	22,000,000	[1],[2],[8],[9],[10]
Total Stages [Member]
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	(35,000,000)
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	(6,000,000)
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	(10,000,000)	[3],[4]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	71,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	4,895,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	4,995,000,000	[3],[4]
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(1,043,000,000)	[3],[4],[5],[6],[7]
Movements in financial assets including new business	db_MovementsIncludingNewBusiness	1,081,000,000	[3],[4]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	1,081,000,000	[8],[9],[10]
Changes in models	ifrs-full_IncreaseDecreaseThroughChangesInModelsOrRiskParametersFinancialAssets	0	[3],[4]
Transfers due to changes in creditworthiness	ifrs-full_IncreaseDecreaseThroughTransfersFinancialAssets	0	[3],[4]
Total Stages [Member] | Modified Assets Amortized Cost [Member]
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	1,292,000,000
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	47,000,000
Stage 1 [Member] | Gross Carrying Amount [Member]
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	10,334,000,000
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(103,660,000,000)
Gross Carrying Amount	db_GrossCarryingValue	729,021,000,000
Stage 1 [Member] | Total loan loss allowance [Member]
Of which: Financial Guarantees, end of period	db_OfWhichFinancialGuarantees	84,000,000
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	0
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	2,000,000	[3],[4]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	0	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	440,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	533,000,000	[3],[4]
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	0	[3],[4],[5],[6],[7]
Increase (decrease) through foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeExposureToCreditRiskOnLoanCommitmentsAndFinancialGuaranteeContracts	1,000,000	[11],[12]
Movements in financial assets including new business	db_MovementsIncludingNewBusiness	(32,000,000)	[3],[4]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	90,000,000	[8],[9],[10]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	(28,000,000)	[11],[12],[13],[14]
Transfers due to changes in creditworthiness	ifrs-full_IncreaseDecreaseThroughTransfersFinancialAssets	122,000,000	[3],[4]
Nominal amount	db_NominalAmount	117,000,000	[11],[12]
Increase (decrease) through transfers due to changes in creditworthiness	ifrs-full_IncreaseDecreaseThroughTransfersExposureToCreditRiskOnLoanCommitmentsAndFinancialGuaranteeContracts	11,000,000	[11],[12]
Stage 2 [Member] | Gross Carrying Amount [Member]
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	639,000,000
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(2,177,000,000)
Gross Carrying Amount	db_GrossCarryingValue	45,335,000,000
Stage 2 [Member]
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	5,000,000
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	0
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	12,000,000	[3],[4]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	0	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	532,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	626,000,000	[3],[4]
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	0	[3],[4],[5],[6],[7]
Movements in financial assets including new business	db_MovementsIncludingNewBusiness	204,000,000	[3],[4]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	82,000,000	[8],[9],[10]
Transfers due to changes in creditworthiness	ifrs-full_IncreaseDecreaseThroughTransfersFinancialAssets	(121,000,000)	[3],[4]
Stage 2 [Member] | Modified Assets Amortized Cost [Member]
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	1,072,000,000
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	0
Stage 3 [Member] | Gross Carrying Amount [Member]
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	216,000,000
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	68,000,000
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(2,583,000,000)
Gross Carrying Amount	db_GrossCarryingValue	11,379,000,000
Stage 3 [Member]
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	(40,000,000)
Net modification gain/losses recognized	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesModificationGainLoss	(6,000,000)
Foreign exchange and other changes	ifrs-full_IncreaseDecreaseThroughForeignExchangeFinancialAssets	(25,000,000)	[3],[4]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	68,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	3,740,000,000	[3],[4]
Allowance for Credit Losses	db_AllowanceForCreditLosses	3,656,000,000	[3],[4]
Trading securities, liabilities	db_TradingSecuritiesLiabilities	30,000,000
Financial assets that have been derecognized during the period	db_FinancialAssetsThatHaveBeenDerecognizedDuringThePeriod	(1,014,000,000)	[3],[4],[5],[6],[7]
Movements in financial assets including new business	db_MovementsIncludingNewBusiness	887,000,000	[3],[4]
Provision for Credit Losses excluding country risk	db_ProvisionForCreditLossesExcludingCountryRisk	886,000,000	[8],[9],[10]
Transfers due to changes in creditworthiness	ifrs-full_IncreaseDecreaseThroughTransfersFinancialAssets	0	[3],[4]
Stage 3 [Member] | Modified Assets Amortized Cost [Member]
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	220,000,000
Amortized cost carrying amount prior to modification	ifrs-full_FinancialAssetsWithContractualCashFlowsModifiedDuringReportingPeriodWhileLossAllowanceMeasuredAtLifetimeExpectedCreditLossesAmortisedCostBeforeModification	47,000,000
Stage 3 [Member] | Stage 3 [Member] | Total loan loss allowance [Member]
Recovery of written off amounts	db_RecoveryOfWrittenOffAmounts	93,000,000	[15],[16],[17]
Stage 1 [Member]
Accommodation and food service activities	db_AccommodationAndFoodServiceActivities	1,385,000,000
Information and communication	db_InformationAndCommunication	7,096,000,000
Financial and insurance activities	db_FinancialAndInsuranceActivities	356,491,000,000
Real estate activities	db_RealEstateActivities	41,450,000,000
Mining and quarrying	db_MiningAndQuarrying	2,227,000,000
Agriculture, forestry and fishing	db_AgricultureForestryAndFishing	425,000,000
Manufacturing	db_Manufacturing	25,151,000,000
Water supply, sewerage, waste management and remediation activities	db_WaterSupplySewerageWasteManagementAndRemediationActivities	624,000,000
Construction	db_Construction	3,453,000,000
Wholesale and retail trade, repair of motor vehicles and motorcycles	db_WholesaleAndRetailTradeRepairOfMotorVehiclesAndMotorcycles	18,710,000,000
Electricity, gas, steam and air conditioning supply	db_ElectricityGasSteamAndAirConditioningSupply	6,226,000,000
Transport and storage	db_TransportAndStorage	€ 5,233,000,000
[1]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021[2]The total amount of undiscounted expected credit losses at initial recognition on financial assets that are purchased or originated credit-impaired initially recognized during the reporting period was € 46 million in 2022 and € 0 million in 2021[3]Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022[4]Allowance for credit losses does not include allowance for country risk amounting to € 14 million as of December 31, 2022[5]This position includes charge offs of allowance for credit losses[6]This position includes charge offs of allowance for credit losses[7]This position includes charge offs of allowance for credit losses[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]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[10]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[11]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023[12]Allowance for credit losses does not include allowance for country risk amounting to € 9 million as of December 31, 2023[13]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[14]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[15]Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023[16]Allowance for credit losses does not include allowance for country risk amounting to € 4 million as of December 31, 2023[17]Allowance for credit losses does not include allowance for country risk amounting to € 6 million as of December 31, 2021