Deutsche Bank (DB) 6-K 24 Jul 24 Current report (foreign) Financial data

Document and Entity information

Document and Entity information	6 Months Ended
	Jun. 30, 2024
Document and Entity Information [Abstract]
Entity Registrant Name	Deutsche Bank Aktiengesellschaft
Entity Address Street	Taunusanlage 12
Entity Address City	Frankfurt am Main
Entity Address Postal Code	60325
Entity Address Country	DE
Entity File Number	1-15242
Entity Central Index Key	0001159508
Current Fiscal Year End Date	--12-31
Document Type	6-K
Document Period End Date	Jun. 30, 2024
Amendment Flag	false

Consolidated statement of incom

Consolidated statement of income - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Consolidated Statement of Income [Line Items]
Interest and similar income	[1]	€ 12,507	€ 10,489	€ 25,004	€ 20,063
Interest expense		8,884	6,296	17,554	11,988
Provision for credit losses, Statement of Income		476	401	915	772
Net interest income		3,623	4,192	7,450	8,074
Net interest income after provision for credit losses		3,147	3,792	6,535	7,302
Commissions and fee income		2,594	2,321	5,207	4,669
Net gains (losses) on financial assets/liabilities at fair value through profit or loss		965	643	1,895	2,178
Net gains (losses) on derecognition of financial assets at amortized cost		0	(2)	(8)	(4)
Net gains (losses) on financial assets at fair value through other comprehensive income		13	(2)	39	22
Net income (loss) from equity method investments		(11)	11	(4)	7
Other income (loss)		124	(101)	105	(106)
Total noninterest income		3,685	2,870	7,234	6,765
Compensation and benefits		3,010	2,812	5,940	5,508
General and administrative expenses		3,738	2,657	6,111	5,417
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		(46)	134	(45)	134
Total noninterest expenses		6,702	5,602	12,006	11,059
Profit (loss) before tax		130	1,059	1,763	3,008
Income tax expense (benefit)		276	366	745	924
Profit (loss)		(145)	693	1,018	2,084
Profit (loss) attributable to noncontrolling interests		(45)	(39)	(73)	(64)
Profit (loss) attributable to Deutsche Bank shareholders and additional equity components		€ (190)	€ 654	€ 945	€ 2,020
[1] Interest and similar income of € 9.4 billion for the three months ended June 30, 2024 and € 8.1 billion for the three months ended June 30, 202 3, € 18.9 billion for the six months ended June 30, 2024 and € 15.8 billion for the six months ended June 30, 202 3 was calculated based on the effective interest method

Consolidated statement of inc_2

Consolidated statement of income (Parenthetical) - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Consolidated Statement of Income [Abstract]
Interest and similar income	[1]	€ 12,507	€ 10,489	€ 25,004	€ 20,063
of which: calculated based on the effective interest rate method		€ 9,400	€ 8,100	€ 18,900	€ 15,800
[1] Interest and similar income of € 9.4 billion for the three months ended June 30, 2024 and € 8.1 billion for the three months ended June 30, 202 3, € 18.9 billion for the six months ended June 30, 2024 and € 15.8 billion for the six months ended June 30, 202 3 was calculated based on the effective interest method

Earnings per common share

Earnings per common share - € / shares shares in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2024		Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Earnings per share [Abstract]
Basic	[1]	€ (0.38)		€ 0.07	€ 0.18	€ 0.73
Diluted	[1]	€ (0.38)		€ 0.07	€ 0.18	€ 0.72
Number of shares in million [Abstract]
Denominator for basic earnings per share, weighted-average shares outstanding		1,998		2,079	2,005.7	2,073
Denominator for diluted earnings per share, adjusted weighted-average shares after assumed conversions		1,998	[2]	2,108.7	2,047.8	2,109.6
[1] Earnings were adjusted by € 574 million and € 498 million before tax for the coupons paid on Additional Tier 1 Notes in the second quarter of 2024 and 2023, respectively. The coupons paid on Additional Tier 1 Notes are not attributable to Deutsche Bank shareholders and therefore need to be deducted in the calculation in accordance with IAS 33. This adjustment created a net loss situation for EPS for the three months ended June 30, 2024 Due to the net loss situation for the three months ended June 30, 2024 potentially dilutive shares are generally not considered for the EPS calculation, because to do so would decrease the net loss per share. Under a net income situation however, the number of adjusted weighted average shares after assumed conversion would have been increased by 42.1 million shares for the three months ended June 30, 2024

Earnings per common share (Pare

Earnings per common share (Parenthetical) - EUR (€) € in Millions, shares in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024
Earnings per Common Share [Abstract]
Earnings adjusted for coupons paid for Additional Tier 1 Notes, before tax	€ 574	€ 498
Increase of adjusted weighted average shares after assumend conversion			42.1

Consolidated statement of compr

Consolidated statement of comprehensive income - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Consolidated Statement of Comprehensive Income [Line Items]
Profit (loss) recognized in the income statement	€ (145)	€ 693	€ 1,018	€ 2,084
Other Comprehensive Income: Items that will not be reclassified to profit or loss [Abstract]
Remeasurement gains (losses) related to defined benefit plans, before tax	(37)	(57)	65	188
Net fair value gains (losses) attributable to credit risk related to financial liabilities designated as at fair value through profit or loss, before tax	(54)	(72)	(87)	10
Total of income tax related to items that will not be reclassified to profit or loss	(11)	50	(39)	(30)
Items that are or may be reclassified to profit or loss: Financial assets at fair value through other comprehensive income [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(182)	(145)	(266)	107
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	(13)	2	(39)	(22)
Derivatives hedging variability of cash flows [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(109)	(268)	(388)	(72)
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	85	92	161	191
Assets classified as held for sale [Abstract]
Unrealized net gains (losses) arising during the period, before tax	0	0	0	0
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	0	0	0	0
Foreign currency translation [Abstract]
Unrealized net gains (losses) arising during the period, before tax	80	(276)	395	(782)
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	3	0	3	1
Equity Method Investments [Abstract]
Net gains (losses) arising during the period	4	(1)	0	(31)
Total of income tax related to items that are or may be reclassified to profit or loss	94	110	219	124
Other comprehensive income (loss), net of tax	(141)	(564)	23	(317)
Total comprehensive income (loss), net of tax	(286)	128	1,041	1,767
Attributable to [Abstract]
Noncontrolling interests	51	31	100	31
Deutsche Bank shareholders and additional equity components	€ (337)	€ 97	€ 941	€ 1,737

Consolidated balance sheet

Consolidated balance sheet - EUR (€) € in Millions		Jun. 30, 2024	Dec. 31, 2023
Assets [Abstract]
Cash and central bank balances		€ 148,625	€ 178,416
Interbank balances (w/o central banks)		7,333	6,140
Central bank funds sold and securities purchased under resale agreements		24,937	14,725
Securities borrowed		44	39
Financial assets at fair value through profit or loss [Abstract]
Trading assets		134,894	125,275
Positive market values from derivative financial instruments		237,234	251,877
Non-trading financial assets mandatory at fair value through profit and loss		104,577	88,047
Financial assets designated at fair value through profit or loss		45	75
Total financial assets at fair value through profit or loss		476,749	465,273
Financial assets at fair value through other comprehensive income		40,076	35,546
Equity method investments		1,048	1,013
Loans at amortized cost		482,729	479,353
Property and equipment		6,219	6,185
Goodwill and other intangible assets		7,548	7,327
Other assets	[1]	152,623	114,698
Assets for current tax		1,565	1,513
Deferred tax assets		7,436	7,039
Total assets		1,356,930	1,317,266
Liabilities and equity [Abstract]
Deposits		645,530	625,486
Central bank funds purchased and securities sold under repurchase agreements		2,632	3,038
Securities loaned		4	3
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities		48,370	44,005
Negative market values from derivative financial instruments		223,353	238,278
Financial liabilities designated at fair value through profit or loss		92,683	83,727
Investment contract liabilities		509	484
Total financial liabilities at fair value through profit or loss		364,914	366,494
Other short-term borrowings		10,696	9,620
Other liabilities		142,787	113,018
Provisions		3,812	2,448
Liabilities for current tax		662	631
Deferred tax liabilities		559	517
Long-term debt		108,848	119,390
Trust preferred securities		288	289
Total liabilities		1,280,731	1,240,935
Common shares, no par value, nominal value of EUR 2.56		5,106	5,223
Additional paid-in capital		39,571	40,187
Retained earnings		22,331	22,845
Common shares in treasury, at cost		(667)	(481)
Accumulated other comprehensive income (loss), net of tax		(1,778)	(1,775)
Total shareholders equity		64,563	65,999
Additional equity components		10,052	8,569
Noncontrolling interests		1,583	1,763
Total equity		76,199	76,330
Total liabilities and equity		€ 1,356,930	€ 1,317,266
[1] Includes non-current assets and disposal groups held for sale.

Consolidated statement of chang

Consolidated statement of changes in equity - EUR (€) € in Millions		Total equity [Member]	Common shares (no par value) [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Common shares in treasury, at cost [Member]	Unrealized net gains (losses) on financial assets at FVOCI, net of tax and other		Unrealized net gains (losses) Attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		Unrealized net gains (losses) on derivatives hedging variability of cash flows, net of tax [Member]		Unrealized net gains (losses) on assets classified as held for sale, net of tax [Member]		Foreign currency translation, net of tax [Member]		Unrealized net gains (losses) from equity method investments [Member]	Accumulated other comprehensive income, net of tax [Member]		Total shareholders equity [Member]	Additional equity components [Member]		Noncontrolling interests [Member]
Equity, Balance at Dec. 31, 2022			€ 5,291	€ 40,513	€ 17,769	€ (331)	€ (1,143)	[1]	€ 62	[1]	€ (570)	[1]	€ 0	[1]	€ 172	[1]	€ 10	€ (1,470)	[2]	€ 61,772	€ 8,578	[3]	€ 1,791
Total comprehensive income (loss), net of tax	[2]	€ 1,606	0	0	2,020	0	176	[1]	7	[1]	90	[1]	0	[1]	(696)	[1]	(20)	(444)		1,576	0	[3]	30
Gains (losses) attributable to Equity instruments designated at FVOCI, net of tax		0	0	0	0	0	0		0		0		0		0		0	0		0	0		0
Gains (losses) upon early ext. attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Common shares cancelled		0	(68)	(232)	0	300	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Cash dividends paid		702	0	0	610	0	0		0		0		0		0		0	0		610	0		92
Coupon on additional equity components, net of tax		(498)	0	0	(498)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(498)	0	[3]	0
Remeasurement gains (losses) related to defined benefit plans, net of tax		162	0	0	161	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	161	0	[3]	1
Net change in share awards in the reporting period		(275)	0	(274)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(274)	0	[3]	0
Treasury shares distributed under share-based compensation plans		384	0	0	0	384	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	384	0	[3]	0
Tax benefits related to share-based compensation plans		35	0	34	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	34	0	[3]	1
Option premiums and other effects from options on common shares		(65)	0	(65)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(65)	0	[3]	0
Purchases of treasury shares		(407)	0	0	0	(407)	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(407)	0	[3]	0
Sale of treasury shares		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Net gains (losses) on treasury shares sold		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Other		18	0	51	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	51	(27)	[3],[4]	(6)
Equity, Balance at Jun. 30, 2023		72,328	5,223	39,958	18,841	(54)	(967)	[1]	68	[1]	(480)	[1]	0	[1]	(524)	[1]	(11)	(1,914)	[2]	62,054	8,551	[3]	1,723
Equity, Balance at Dec. 31, 2023			5,223	40,187	22,845	(481)	(879)	[1]	18	[1]	22	[1]	0	[1]	(930)	[1]	(6)	(1,775)	[2]	65,999	8,569	[3]	1,763
Total comprehensive income (loss), net of tax	[2]	1,042	0	0	945	0	(217)	[1]	(60)	[1]	(155)	[1]	0	[1]	429	[1]	1	(2)		942	0	[3]	100
Gains (losses) attributable to Equity instruments designated at FVOCI, net of tax		0	0	0	0	0	0		0		0		0		0		0	0		0	0		0
Gains (losses) upon early ext. attributable to change in own credit risk of financial liabilities designated at FVTPL, net of tax		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Common shares cancelled	[5]	0	(117)	(333)	0	450	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Cash dividends paid		1,141	0	0	883	0	0		0		0		0		0		0	0		883	0		258
Coupon on additional equity components, net of tax		(574)	0	0	(574)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(574)	0	[3]	0
Remeasurement gains (losses) related to defined benefit plans, net of tax		(1)	0	0	(1)	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(1)	0	[3]	0
Net change in share awards in the reporting period		(207)	0	(207)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(207)	0	[3]	0
Treasury shares distributed under share-based compensation plans		424	0	0	0	424	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	424	0	[3]	0
Tax benefits related to share-based compensation plans		8	0	8	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	8	0	[3]	0
Option premiums and other effects from options on common shares		(31)	0	(31)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(31)	0	[3]	0
Purchases of treasury shares		(1,060)	0	0	0	(1,060)	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(1,060)	0	[3]	0
Sale of treasury shares		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Net gains (losses) on treasury shares sold		0	0	0	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	0	0	[3]	0
Other		1,408	0	(53)	0	0	0	[1]	0	[1]	0	[1]	0	[1]	0	[1]	0	0	[2]	(53)	1,483	[3],[4]	(22)
Equity, Balance at Jun. 30, 2024		€ 76,199	€ 5,106	€ 39,571	€ 22,331	€ (667)	€ (1,097)	[1]	€ (42)	[1]	€ (132)	[1]	€ 0	[1]	€ (501)	[1]	€ (6)	€ (1,778)	[2]	€ 64,563	€ 10,052	[3]	€ 1,583
[1] Excluding unrealized net gains (losses) from equity method investments Excluding remeasurement gains (losses) related to defined benefit plans, net of tax Includes Additional Tier 1 Notes, which constitute unsecured and subordinated notes of Deutsche Bank and are classified as equity in accordance with IFRS Includes net effect from issuance, repayment, purchase and sale of Additional Equity Components At February 28, 2023, Deutsche Bank cancelled 26.5 million of its common shares. The cancellation reduced the nominal value of the shares by € 68 million . The cancelled shares had been held in common shares in treasury, at their acquisition cost of € 300 million . The difference between the common shares at cost and their nominal value has reduced additional paid-in capital by € 232 million . At March 5, 2024, Deutsche Bank cancelled 45.5 million of its common shares. The cancellation reduced the nominal value of the shares by € 117 million . The cancelled shares had been held in common shares in treasury, at their acquisition cost of € 450 million . The difference between the common shares at cost and their nominal value has reduced additional paid-in capital by € 333 million

Consolidated statement of cha_2

Consolidated statement of changes in equity (Parenthetical) - EUR (€) € in Millions, shares in Millions	Jun. 30, 2024	Jun. 30, 2023
Consolidated Statement of Changes in Equity [Abstract]
Number of common shares, cancelled	45.5	26.5
Nominal value of common shares cancelled	€ 117	€ 68
Aquisition cost of common shares in treasury	450	300
Impact in APIC due to common shares cancelled	€ 333	€ 232

Consolidated statement of cash

Consolidated statement of cash flows - EUR (€) € in Millions		6 Months Ended
		Jun. 30, 2024		Jun. 30, 2023
Consolidated Statement of Cash Flows [Line Items]
Profit (loss)		€ 1,018		€ 2,084
Cash flows from operating activities: Adjustments to reconcile net income to net cash provided by (used in) operating activities [Abstract]
Provision for credit losses		915		772
Restructuring activities		(45)		134
Gain on sale of financial assets at fair value through other comprehensive income, equity method investments and other		(55)		(65)
Deferred income taxes, net		(37)		231
Impairment, depreciation and other amortization, and accretion		1,063		1,420
Share of net income from equity method investments		4		70
Income (loss) adjusted for noncash charges, credits and other items		2,864		4,647
Adjustments for net change in operating assets and liabilities [Abstract]
Interest-earning time deposits with central banks and banks		(95)		(919)
Central bank funds sold, securities purchased under resale agreements, securities borrowed		(10,172)		(172)
Non-Trading financial assets mandatory at fair value through profit and loss		(16,810)		(2,826)
Financial assets designated at fair value through profit or loss		30		2
Loans at amortized cost		(1,169)		5,621
Other assets		(38,742)		(13,923)
Deposits		18,524		(27,840)
Financial liabilities designated at fair value through profit or loss and investment contract liabilities	[1]	7,655		24,869
Central bank funds purchased, securities sold under repurchase agreements, securities loaned		(429)		1,756
Other short-term borrowings		1,067		1,988
Other liabilities		30,032		7,846
Senior long-term debt	[2]	(11,357)		(8,873)
Trading assets and liabilities, positive and negative market values from derivative financial instruments, net		(4,743)		(10,481)
Other, net		(1,730)		1,828
Net cash provided by (used in) operating activities		(25,075)		(16,477)
Cash flows from investing activities: Proceeds from [Abstract]
Sale of financial assets at fair value through other comprehensive income		12,069		12,100
Maturities of financial assets at fair value through other comprehensive income		11,431		9,504
Sale of debt securities held to collect at amortized cost		0		0
Maturities of debt securities held to collect at amortized cost		3,891		4,735
Sale of equity method investments		0		4
Sale of property and equipment		14		6
Purchase of [Abstract]
Financial assets at fair value through other comprehensive income		(26,741)		(19,683)
Debt securities held to collect at amortized cost		(2,996)		(2,364)
Equity method investments		(46)		(17)
Property and equipment		(240)		(178)
Net cash received in (paid for) business combinations/divestitures		0		0
Other, net		(694)		(604)
Net cash provided by (used in) investing activities		(3,311)		3,505
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt		6	[3]	1,400
Repayments and extinguishments of subordinated long-term debt		(34)	[3]	(1,379)
Issuances of trust preferred securities		0	[4]	0
Repayments and extinguishments of trust preferred securities		(3)	[4]	0
Principal portion of lease payments		(283)		(264)
Common shares issued		0		0
Purchases of treasury shares		(1,060)		(407)
Sale of treasury shares		0		0
Additional Equity Components (AT1) issued		1,500		0
Additional Equity Components (AT1) repaid		0		0
Purchases of Additional Equity Components (AT1)		(1,678)		(173)
Sale of Additional Equity Components (AT1)		1,656		175
Coupon on additional equity components, pre tax		(574)		(498)
Dividends paid to noncontrolling interests		(258)		(92)
Net change in noncontrolling interests		(22)		(6)
Cash dividends paid to Deutsche Bank shareholders		883		610
Net cash provided by (used in) financing activities		(1,631)		(1,855)
Net effect of exchange rate changes on cash and cash equivalents		882		(772)
Net increase (decrease) in cash and cash equivalents		(29,135)		(15,599)
Cash and cash equivalents at beginning of period		163,768		165,626
Cash and cash equivalents at end of period		134,633		150,026
Net cash provided by (used in) operating activities include [Abstract]
Income taxes paid (received), net		773		412
Interest paid	[5]	17,208		10,861
Interest and dividends received [Abstract]
Interest received	[5]	24,358		19,828
Dividend received		54		60
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	[7]	128,990	[6]	145,475
Interbank balances (w/o central banks)		5,644		4,552	[6]
Total		€ 134,633		€ 150,026
[1] Included are senior long-term debt issuances of € 7.7 billion and € 2.8 billion and repayments and extinguishments of € 1.0 billion and € 921 million through June 30, 2024 and June 30, 2023, respectively. Included are issuances of € 14.1 billion and € 15.4 billion and repayments and extinguishments of € 24.7 billion and € 24.1 billion through June 30, 2024 and June 30, 2023, respectively. Non-cash changes for Subordinated Long-Term Debt are € 209 million in total and mainly driven by Fair Value changes of € 7 million and Foreign Exchange movements of € 199 million through June 30, 2024 and € (130) million in total mainly driven by Fair Value changes of € (151) million and Foreign Exchange movements of € 18 million through June 30, 2023. Non-cash changes for Trust Preferred Securities are € 2 million in total and mainly driven by Fair Value changes of € (1) million through June 30, 2024 and € 13 million in total and mainly driven by Fair Value changes of € 10 million through June 30, 2023. Not included: Interest-earning time deposits with banks of € 1.7 billion as of June 30, 2024 and € 2.0 billion as of June 30, 2023 Not included: Interest-earning time deposits with central banks of € 19.6 billion as of June 30, 2024 and € 19.1 billion as of June 30, 2023

Consolidated statement of cas_2

Consolidated statement of cash flows (Parenthetical) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023
Financial Liabilities Designated at Fair Value Through Profit or Loss and Investment Contract Liabilities [Abstract]
of which: Senior long-term debt issuances	€ 7,700	€ 2,800
of which: Repayments and extinguishments	1,000	921
Senior long-term debt [Abstract]
of which: Issuances	14,100	15,400
of which: Repayments and extinguishments	24,700	24,100
Total non-cash changes for Subordinated Long Term Debt	209	(130)
of which: Driven by FX movements	199	18
of which: Driven by FV changes	7	(151)
Non-cash changes for Trust Preferred Securities	2	13
of which: Driven by FV Changes	(1)	10
Cash and cash equivalents comprise [Abstract]
Of which at Russian Central Bank	773	652
Of which Demand Deposit at Russian Central Bank	27	30
Interest earning time deposits with central banks	19,600	19,100
Interest earning time deposits with banks	€ 1,700	€ 2,000

Accounting Policies, Basis of p

Accounting Policies, Basis of preparation/ impact of changes in accounting principles	6 Months Ended
	Jun. 30, 2024
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Basis of preparation/ impact of changes in accounting policies [text block]	Basis of preparation/impact of changes in accounting principles The interim consolidated financial statements of Deutsche Bank Aktiengesellschaft, Taunusanlage 12, Frankfurt am Main, Germany and its subsidiaries (collectively the “Group” or “Deutsche Bank”) for the six-month period ended June 30, 2024, are stated in euros, the presentation currency of the Group. It has been prepared based on the International Financial Reporting Standards (IFRS) as issued by the International Accounting Standards Board (IASB). The interim consolidated financial statements take particular account of the requirements of IAS 34 relating to interim financial reporting. The Group’s interim consolidated financial statements are unaudited and include the consolidated balance sheet as of June 30, 2024, the related consolidated statements of income, comprehensive income, changes in equity and cash flows for the six-month period ended June 30, 2024, as well as other information. The Group’s interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements of Deutsche Bank for the year ended December 31, 2023, for which the same accounting policies, critical accounting estimates and changes in accounting estimates have been applied with the exception of the newly adopted accounting pronouncements outlined in section “Recently adopted accounting pronouncements”. For purposes of the Group’s primary financial reporting outside the United States, the Group prepares its interim consolidated financial statements in accordance with IFRS as endorsed by the EU. For purposes of the Group’s interim 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. In addition, the EU carve out version of IAS 39 hedge ineffectiveness is only recognized when the revised estimate of the amount of cash flows in scheduled time buckets falls below the original designated amount of that bucket. If the revised amount of cash flows in scheduled time buckets is more than the original designated amount, then there is no hedge ineffectiveness. Under IFRS as issued by the IASB, hedge accounting for fair value macro hedges cannot be applied to core deposits. In addition, under IFRS as issued by the IASB hedge ineffectiveness arises for all fair value macro hedge accounting relationships whenever the revised estimate of the amount of cash flows in scheduled time buckets is either more or less than the original designated amount of that bucket. The 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. The application of the EU carve out version of IAS 39 had a positive impact of € 683 million on profit before tax and of € 485 million on profit after tax for the six-month period ended June 30, 2024, compared to a positive impact of € 250 million on profit before taxes and of € 177 million on profit post taxes for the six-month period ended June 30, 2023. The application of the EU carve out version of IAS 39 had a positive impact of € 280 million on profit before tax and of € 198 million on profit after tax for the three-month period ended June 30, 2024, compared to a positive impact of € 346 million on profit before taxes and of € 247 million on profit post taxes for the three-month period ended June 30, 2023. The Group’s regulatory capital and ratios thereof are also reported on the basis of the EU carve-out version of IAS 39. As of June 30, 2024, the application of the EU carve-out had a negative impact on the CET1 capital ratio of about 26 basis points compared to a positive impact of about 11 basis points as of June 30, 2023. The preparation of financial information under IFRS requires management to make estimates and assumptions for certain categories of assets and liabilities. These estimates and assumptions affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the balance sheet date and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from management’s estimates, especially in relation to potential impacts from the rise in inflation and resulting increases in interest rates since the start of the war in Ukraine, and the results reported should not be regarded as necessarily indicative of results that may be expected for the entire year. Exposures to Russia and the impact on allowance for credit losses As of January 1, 2024, the Group discontinued its disclosure relating to exposures to Russia and the impact on allowance for credit losses as a result of the war in Ukraine. The Group continues to monitor its risks related to Russia as part of its regular risk management activities and enhanced governance oversight in place. High Quality Liquid Assets Since the beginning of the fourth quarter 2023, High Quality Liquid Assets (HQLA, as defined in the Commission Delegated Regulation (EU) 2015/61) is a key limit per the Group’s liquidity risk appetite, replacing the previously reported 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. Accordingly, the Group discontinued the disclosure of Liquidity Reserves from 2024 onwards.

Accounting Policies, Recently a

Accounting Policies, Recently adopted and new accounting pronouncements	6 Months Ended
	Jun. 30, 2024
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Disclosure of changes in accounting policies [text block]	Recently adopted accounting pronouncements The following are those accounting pronouncements which are relevant to the Group, and which have been newly applied in the first six months of 2024. IFRS 16 “Leases” On January 1, 2024, the Group adopted 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 amendment did not have a material impact on the Group’s interim consolidated financial statements. IAS 1 “Presentation of Financial Statements” On January 1, 2024, the Group adopted 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. They did not have a material impact on the Group’s interim consolidated financial statements. On January 1, 2024, the Group adopted 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. The amendments did not have a material impact on the Group’s interim consolidated financial statements. New accounting pronouncements The following accounting pronouncements were not effective as of June 30, 2024, and therefore have not been applied in the first six months of 2024. 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. IFRS 18 “Presentation and Disclosures in Financial Statements” In April 2024, the IASB issued the new standard IFRS 18 “Presentation and Disclosures in Financial Statements” that replaces IAS 1 “Presentation of Financial Statements”. The new standard contains new guidance on how to structure the Income Statement as well as disclosure requirements for Management-defined Performance Measures (MPMs). The new standard is effective for annual periods beginning on or after January 1, 2027, with early adoption permitted. The Group is currently assessing the impact of IFRS 18 on the presentation of its consolidated financial statements. The new standard has yet to be endorsed by the EU. IFRS 19 “Subsidiaries without Public Accountability: Disclosures” In May 2024, the IASB issued the new standard IFRS 19 “Subsidiaries without Public Accountability: Disclosures”. The new standard permits a subsidiary to provide reduced disclosures when applying IFRS Accounting Standards in its financial statements. The new standard is effective for annual periods beginning on or after January 1, 2027, with early adoption permitted. The Group is currently assessing the impact of IFRS 19 on the disclosure requirements of its subsidiaries. The new standard has yet to be endorsed by the EU. IFRS 9 “Financial Instruments” and IFRS 7 “Financial Instruments: Disclosures” In May 2024, the IASB has issued amendments to “Amendments to the Classification and Measurement of Financial Instruments (Amendments to IFRS 9 and IFRS 7)” to address matters identified during the post-implementation review of the classification and measurement requirements of IFRS 9 “Financial Instruments”. On electronic payment systems, the amendments permit to deem a financial liability (or part of it) to be discharged before the settlement date if specified criteria are met. Further, the amendments provide extended guidance on basic lending agreements, assets with non-recourse features and contractually linked instruments. Disclosures have been amended for contractual terms that could change the timing or amount of contractual cash flows. The amendments are effective for annual periods beginning on or after January 1, 2026, with early adoption permitted. The Group is currently assessing the impact of the amendments on classification and measurement of financial instruments as well as on its disclosures. The new standard has yet to be endorsed by the EU. Annual Improvements to IFRS In July 2024, the IASB issued amendments to multiple IFRS standards, which resulted from the IASB’s annual improvements project. These comprise changes in terminology as well as editorial amendments related to IFRS 1 “First-time Adoption of International Financial Reporting Standards”, IFRS 7 “Financial Instruments: Disclosures” and its accompanying Guidance on implementing IFRS 7, IFRS 9 “Financial Instruments”, IFRS 10 “Consolidated Financial Statements” and IAS 7 “Statement of Cash-Flows”. The amendments will be effective for annual periods beginning on or after January 1, 2026, with early adoption permitted. The Group is currently assessing the impact of the amendments on the Group’s consolidated financial statements. The amendments have yet to be endorsed by the EU.

Accounting Policies, Business s

Accounting Policies, Business segments	6 Months Ended
	Jun. 30, 2024
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Accounting Policy - Business Segments [text block]	Business Segments Changes in the presentation for segments As previously communicated, commencing from the first quarter of 2024, Private Bank will follow a customer-focused approach by classifying the existing customer base into two distinct global client sectors: “Personal Banking” as well as “Wealth Management & Private Banking”. This approach reflects the focus to serve clients in a more targeted and effective way across the Private Bank. Wealth Management & Private Banking combines the coverage of private banking, high-net-worth and ultra-high-net-worth clients, as well as business clients in selected international businesses (reflecting the ‘Bank for Entrepreneurs’ strategy). The client sector Personal Banking includes retail and affluent customers as well as commercial banking clients in specific international businesses (i.e., all small business clients and small sized corporate clients that are not covered as part of the Wealth Management & Private Banking client sector). Prior years’ comparatives are presented in the current reporting structure. Within the new Private Bank coverage area ‘Wealth Management & Private Banking’, private clients benefit from a wider product range with increased emphasis on investment advice. As a result, demand deposits of Private Banking Germany were reclassified to assets under management, ensuring a consistent treatment within ‘Wealth Management & Private Banking’. Prior years’ comparatives are presented in the current reporting structure. Driver-Based Cost Management allocations methodology change Changes to capital allocation framework Starting in 2024, Deutsche Bank has changed the allocation of tangible shareholders’ equity across segments. In addition, the bank now retains capital held against Deutsche Bank Group items in Corporate & Other, which has previously been allocated to the segments. Prior years’ comparatives are presented in the current reporting structure. While the adjustment of the prior periods’ allocations impact the segmental RoTE, the respective Group metrics are unaffected by the change. Changes to Operational Risk RWA allocation framework

Segment information

Segment information	6 Months Ended
	Jun. 30, 2024
Segment Results of Operations [Abstract]
Disclosure of Segment Results [text block]	Segment results Three months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,922 2,599 2,332 663 (208) 7,308 Provision for credit losses 135 163 149 (0) 29 476 Noninterest expenses: Compensation and benefits 402 687 765 231 926 3,010 General and administrative expenses 786 994 1,068 223 667 3,738 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) (45) 0 0 (46) Total noninterest expenses 1,187 1,680 1,788 453 1,593 6,702 Noncontrolling interests 0 10 0 50 (60) 0 Profit (loss) before tax 599 746 395 160 (1,770) 130 N/M – Not meaningful Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,943 2,361 2,400 620 (261) 7,062 Provision for credit losses 117 141 147 (0) (4) 401 Noninterest expenses: Compensation and benefits 374 647 716 234 841 2,812 General and administrative expenses 802 970 1,193 241 (549) 2,657 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) 135 (0) 0 134 Total noninterest expenses 1,175 1,616 2,044 474 293 5,602 Noncontrolling interests 0 8 0 43 (51) 0 Profit (loss) before tax 651 596 209 103 (499) 1,059 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Six months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,800 5,645 4,710 1,280 (751) 14,684 Provision for credit losses 198 313 367 (1) 38 915 Noninterest expenses: Compensation and benefits 782 1,373 1,474 464 1,846 5,940 General and administrative expenses 1,616 1,939 2,169 445 (58) 6,111 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) (45) 0 0 (45) Total noninterest expenses 2,398 3,311 3,599 909 1,788 12,006 Noncontrolling interests 0 11 0 90 (102) 0 Profit (loss) before tax 1,204 2,010 743 282 (2,476) 1,763 N/M – Not meaningful Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,916 5,052 4,838 1,209 (175) 14,839 Provision for credit losses 182 181 413 (1) (3) 772 Noninterest expenses: Compensation and benefits 733 1,260 1,404 456 1,654 5,508 General and administrative expenses 1,563 2,131 2,396 454 (1,127) 5,417 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) 135 0 (1) 134 Total noninterest expenses 2,296 3,391 3,935 910 526 11,059 Noncontrolling interests 0 6 0 82 (89) 0 Profit (loss) before tax 1,438 1,473 489 218 (610) 3,008 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Corporate Bank Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Corporate Treasury Services 1,058 1,085 (27) (2) 2,128 2,273 (145) (6) Institutional Client Services 532 492 40 8 995 939 56 6 Business Banking 332 367 (35) (9) 678 704 (26) (4) Total net revenues 1,922 1,943 (21) (1) 3,800 3,916 (116) (3) Of which: Net interest income 1,290 1,312 (23) (2) 2,578 2,645 (67) (3) Commissions and fee income 624 573 51 9 1,217 1,149 68 6 Remaining income 8 58 (50) (86) 6 122 (116) (95) Provision for credit losses 135 117 18 15 198 182 16 9 Noninterest expenses: Compensation and benefits 402 374 28 8 782 733 50 7 General and administrative expenses 786 802 (16) (2) 1,616 1,563 53 3 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) (0) 0 N/M 0 0 (0) N/M Total noninterest expenses 1,187 1,175 12 1 2,398 2,296 102 4 Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 599 651 (51) (8) 1,204 1,438 (234) (16) Employees (front office, full-time equivalent) 1 7,786 7,443 343 5 7,786 7,443 343 5 Employees (business-aligned operations, full-time equivalent) 1 7,966 7,677 288 4 7,966 7,677 288 4 Employees (allocated central infrastructure, full-time equivalent) 1 9,910 8,711 1,199 14 9,910 8,711 1,199 14 Total employees (full-time equivalent) 1 25,662 23,831 1,831 8 25,662 23,831 1,831 8 Total assets (in € bn) 1,2 271 245 26 11 271 245 26 11 Risk-weighted assets (in € bn) 1 75 71 3 5 75 71 3 5 of which: operational risk RWA (in € bn) 1,3 9 5 3 65 9 5 3 65 Leverage exposure (in € bn) 1 315 306 10 3 315 306 10 3 Deposits (in € bn) 1 303 271 32 12 303 271 32 12 Loans (gross of allowance for loan losses, in € bn) 1 117 116 1 0 117 116 1 0 Cost/income ratio 61.8% 60.5% 1.3ppt N/M 63.1% 58.6% 4.5ppt N/M Post-tax return on average shareholders’ equity 4 14.1% 15.0% (1.0)ppt N/M 14.2% 16.7% (2.5)ppt N/M Post-tax return on average tangible shareholders’ equity 4 15.0% 16.1% (1.1)ppt N/M 15.3% 17.9% (2.7)ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Investment Bank Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Fixed Income & Currencies 2,067 2,128 (60) (3) 4,585 4,470 115 3 Fixed Income & Currencies: Financing 781 776 6 1 1,586 1,481 105 7 Fixed Income & Currencies: Ex-Financing 1,286 1,352 (66) (5) 2,999 2,989 10 0 Origination & Advisory 585 291 294 101 1,089 618 471 76 Debt Origination 399 212 187 88 754 425 329 77 Equity Origination 50 30 19 64 94 52 42 80 Advisory 137 48 89 184 241 140 100 71 Research and Other (54) (58) 3 (6) (28) (35) 7 (20) Total net revenues 2,599 2,361 238 10 5,645 5,052 593 12 Provision for credit losses 163 141 22 16 313 181 132 73 Noninterest expenses: Compensation and benefits 687 647 40 6 1,373 1,260 112 9 General and administrative expenses 994 970 24 2 1,939 2,131 (192) (9) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (1) (1) 0 N/M (0) (0) (0) N/M Total noninterest expenses 1,680 1,616 63 4 3,311 3,391 (80) (2) Noncontrolling interests 10 8 2 21 11 6 5 81 Profit (loss) before tax 746 596 150 25 2,010 1,473 536 36 Employees (front office, full-time equivalent) 1 4,776 4,371 405 9 4,776 4,371 405 9 Employees (business-aligned operations, full-time equivalent) 1 3,131 3,002 129 4 3,131 3,002 129 4 Employees (allocated central infrastructure, full-time equivalent) 1 12,191 11,342 849 7 12,191 11,342 849 7 Total employees (full-time equivalent) 1 20,097 18,715 1,383 7 20,097 18,715 1,383 7 Total assets (in € bn) 1,2 719 662 57 9 719 662 57 9 Risk-weighted assets (in € bn) 1 135 145 (10) (7) 135 145 (10) (7) of which: operational risk RWA (in € bn) 1,3 18 23 (5) (23) 18 23 (5) (23) Leverage exposure (in € bn) 1 567 546 21 4 567 546 21 4 Deposits (in € bn) 1 19 12 7 59 19 12 7 59 Loans (gross of allowance for loan losses, in € bn) 1 106 103 3 3 106 103 3 3 Cost/income ratio 64.6% 68.5% (3.8)ppt N/M 58.7% 67.1% (8.5)ppt N/M Post-tax return on average shareholders’ equity 4 8.1% 6.2% 1.8ppt N/M 11.3% 8.1% 3.2ppt N/M Post-tax return on average tangible shareholders’ equity 4 8.3% 6.4% 1.9ppt N/M 11.7% 8.3% 3.3ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Private Bank Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Personal Banking 1,303 1,404 (101) (7) 2,627 2,789 (162) (6) Wealth Management & Private Banking 1,029 996 34 3 2,083 2,049 34 2 Total net revenues 2,332 2,400 (67) (3) 4,710 4,838 (128) (3) Of which: Net interest income 1,442 1,543 (101) (7) 2,875 3,075 (200) (7) Commissions and fee income 731 724 7 1 1,520 1,501 19 1 Remaining income 159 132 27 20 315 262 53 20 Provision for credit losses 149 147 2 2 367 413 (46) (11) Noninterest expenses: Compensation and benefits 765 716 49 7 1,474 1,404 70 5 General and administrative expenses 1,068 1,193 (125) (10) 2,169 2,396 (227) (9) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (45) 135 (181) N/M (45) 135 (180) N/M Total noninterest expenses 1,788 2,044 (256) (13) 3,599 3,935 (336) (9) Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 395 209 186 89 743 489 254 52 Employees (front office, full-time equivalent) 1 17,962 18,822 (860) (5) 17,962 18,822 (860) (5) Employees (business-aligned operations, full-time equivalent) 1 7,725 7,957 (233) (3) 7,725 7,957 (233) (3) Employees (allocated central infrastructure, full-time equivalent) 1 11,912 11,312 600 5 11,912 11,312 600 5 Total employees (full-time equivalent) 1 37,599 38,092 (493) (1) 37,599 38,092 (493) (1) Total assets (in € bn) 1,2 327 330 (2) (1) 327 330 (2) (1) Risk-weighted assets (in € bn) 1 96 87 9 11 96 87 9 11 of which: operational risk RWA (in € bn) 1,3 15 8 7 90 15 8 7 90 Leverage exposure (in € bn) 1 335 341 (6) (2) 335 341 (6) (2) Deposits (in € bn) 1 314 307 7 2 314 307 7 2 Loans (gross of allowance for loan losses, in € bn) 1 260 263 (3) (1) 260 263 (3) (1) Assets under Management (in € bn) 1,4 613 565 48 9 613 565 48 9 Net flows (in € bn) 7 6 2 31 19 10 9 92 Cost/income ratio 76.7% 85.2% (8.5)ppt N/M 76.4% 81.3% (4.9)ppt N/M Post-tax return on average shareholders’ equity 5 7.1% 3.7% 3.5ppt N/M 6.8% 4.5% 2.3ppt N/M Post-tax return on average tangible shareholders’ equity 5 7.1% 3.9% 3.2ppt N/M 6.9% 4.8% 2.1ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 Assets under Management include assets held on behalf of customers for investment purposes and/or client assets that are advised or managed by Deutsche Bank. They are managed on a discretionary or advisory basis or are deposited with the bank. Deposits are considered Assets under Management if they serve investment purposes. In Personal Banking, this includes Term deposits and Savings deposits. In Wealth Management and Private Banking, it is assumed that all customer deposits are held with the bank primarily for investment purposes and accordingly are classified as Assets under Management. In instances in which Private Bank distributes investment products qualifying as Assets under Management which are managed by DWS, these assets are reported as Assets under Management for Private Bank and for Asset Management (DWS) because they are two distinct, independent qualifying services. Within the new Private Bank coverage area ‘Wealth Management & Private Banking’, private clients benefit from a wider product range with increased emphasis on investment advice. As a result, starting from the first quarter of 2024, demand deposits of Private Banking in Germany were reclassified to Assets under Management, ensuring a consistent treatment within ‘Wealth Management & Private Banking’ 5 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Asset Management Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Management Fees 613 580 33 6 1,205 1,151 55 5 Performance and transaction fees 10 57 (47) (82) 27 68 (41) (60) Other 40 (17) 57 N/M 47 (10) 58 N/M Total net revenues 663 620 43 7 1,280 1,209 72 6 Provision for credit losses (0) (0) (0) 123 (1) (1) (0) 11 Noninterest expenses: Compensation and benefits 231 234 (3) (1) 464 456 8 2 General and administrative expenses 223 241 (18) (7) 445 454 (9) (2) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 (0) 0 N/M 0 0 0 32 Total noninterest expenses 453 474 (21) (4) 909 910 (1) (0) Noncontrolling interests 50 43 7 16 90 82 8 10 Profit (loss) before tax 160 103 57 55 282 218 64 30 Employees (front office, full-time equivalent) 1 2,012 2,033 (21) (1) 2,012 2,033 (21) (1) Employees (business-aligned operations, full-time equivalent) 1 2,403 2,280 123 5 2,403 2,280 123 5 Employees (allocated central infrastructure, full-time equivalent) 1 568 528 40 8 568 528 40 8 Total employees (full-time equivalent) 1 4,982 4,840 142 3 4,982 4,840 142 3 Total assets (in € bn) 1,2 10 10 (0) (0) 10 10 (0) (0) Risk-weighted assets (in € bn) 1 18 14 4 30 18 14 4 30 of which: operational risk RWA (in € bn) 1,3 5 3 1 41 5 3 1 41 Leverage exposure (in € bn) 1 9 9 0 3 9 9 0 3 Assets under Management (in € bn) 1,4 933 859 74 9 933 859 74 9 Net flows (in € bn) (19) 9 (28) N/M (11) 15 (26) N/M Cost/income ratio 68.4% 76.5% (8.1)ppt N/M 71.0% 75.3% (4.3)ppt N/M Post-tax return on average shareholders’ equity 5 8.0% 5.4% 2.7ppt N/M 7.2% 5.7% 1.6ppt N/M Post-tax return on average tangible shareholders’ equity 5 17.8% 12.7% 5.2ppt N/M 16.3% 13.3% 3.0ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 A ssets under management (AuM) means assets (a) the segment manages on a discretionary or non-discretionary advisory basis; including where it is the management company and portfolio management is outsourced to a third party; and (b) a third party holds or manages and on which the segment provides, on the basis of contract, advice of an ongoing nature including regular or periodic assessment, monitoring and/or review. AuM represent both collective investments (including mutual funds and exchange-traded funds) and separate client mandates. AuM are measured at current market value based on the local regulatory rules for asset managers at each reporting date, which might differ from the fair value rules applicable under IFRS. Measurable levels are available daily for most retail products but may only update monthly, quarterly or even yearly for some products. While AuM do not include the segment’s investments accounted for under equity method, they do include seed capital and any committed capital on which the segment earns management fees 5 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Corporate & Other Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues (208) (261) 53 (20) (751) (175) (577) N/M Provision for credit losses 29 (4) 33 N/M 38 (3) 40 N/M Noninterest expenses: Compensation and benefits 926 841 84 10 1,846 1,654 192 12 General and administrative expenses 667 (549) 1,216 N/M (58) (1,127) 1,069 (95) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 0 (0) (10) 0 (1) 1 N/M Total noninterest expenses 1,593 293 1,300 N/M 1,788 526 1,262 N/M Noncontrolling interests (60) (51) (9) 17 (102) (89) (13) 15 Profit (loss) before tax (1,770) (499) (1,271) N/M (2,476) (610) (1,866) N/M Total Employees (full-time equivalent) 1 35,710 33,470 2,240 7 35,710 33,470 2,240 7 Risk-weighted assets (in € bn) 1 32 41 (9) (22) 32 41 (9) (22) Leverage exposure (in € bn) 1 36 34 2 5 36 34 2 5 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end

Net interest income and net gai

Net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	6 Months Ended
	Jun. 30, 2024
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Disclosure of Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block]	Net interest income and net gains (losses) on financial Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Net interest income 3,623 4,192 7,450 8,074 Trading income 1 993 674 1,847 2,070 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss (83) 7 (101) 123 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss 55 (38) 149 (15) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 965 643 1,895 2,178 Total net interest income and net gains (losses) on financial assets/liabilities 2 4,588 4,835 9,345 10,252 Corporate Treasury Services 753 749 1,491 1,555 Institutional Client Services 277 244 526 466 Business Banking 272 306 554 584 Corporate Bank 1,302 1,299 2,571 2,604 Fixed Income & Currencies 2,036 2,084 4,512 4,471 Remaining products (53) (78) (62) (64) Investment Bank 1,982 2,006 4,451 4,408 Personal Banking 1,007 1,067 2,030 2,059 Wealth Management & Private Banking 553 572 1,094 1,149 Private Bank 1,560 1,639 3,124 3,208 Asset Management 71 18 196 (2) Corporate & Other (327) (127) (996) 34 Total net interest income and net gains (losses) on financial assets/liabilities 4,588 4,835 9,345 10,252 1 Trading income includes gains and losses from derivatives not qualifying for hedge accounting 2 Prior year segmental information has been aligned to presentation in the current year
Impact of ECB Targeted Longer term Refinancing Operations (TLTRO III) [text block]	Impact of ECB Targeted Longer-term Refinancing Operations (TLTRO III) The current interest rate on all remaining TLTRO III operations is indexed on the average applicable key ECB interest rates from November 23, 2022, onward. As of June 30, 2024, the Group had no outstanding borrowing (June 30, 2023: € 22.4 billion) under the TLTRO III-refinancing program. The resulting net interest income (expense) was zero for the three months ended June 30, 2024 (June 30, 2023: € (216) million) and € (144) million for the six months ended June 30, 2024 (June 30, 2023: € (385) million) under the TLTRO III program.

Commission and fee income

Commission and fee income	6 Months Ended
	Jun. 30, 2024
Commissions and Fee Income [Abstract]
Disclosure of fee and commission income (expense) [text block]	Commissions and fee income Disaggregation of revenues by product type and business segment Three months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 53 12 67 4 (0) 136 Commissions for assets under management 5 0 99 917 (0) 1,020 Commissions for other securities 130 (0) 10 0 0 141 Underwriting and advisory fees 11 431 1 0 (2) 441 Brokerage fees 5 80 258 9 0 353 Commissions for local payments 133 1 222 0 (0) 355 Commissions for foreign commercial business 124 8 5 0 (9) 128 Commissions for foreign currency/exchange business 1 0 1 0 (0) 2 Commissions for loan processing and guarantees 176 95 61 0 0 333 Intermediary fees 5 0 106 0 3 114 Fees for sundry other customer services 28 126 24 30 2 210 Total fee and commissions income 672 754 854 960 (6) 3,233 Gross expense (640) Net fees and commissions 2,594 Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 52 12 64 4 (1) 130 Commissions for assets under management 4 0 100 904 (0) 1,008 Commissions for other securities 122 (0) 9 0 0 132 Underwriting and advisory fees 7 247 4 0 3 260 Brokerage fees 5 69 234 10 0 318 Commissions for local payments 116 0 251 0 (0) 366 Commissions for foreign commercial business 116 3 6 0 (7) 118 Commissions for foreign currency/exchange business 2 0 1 0 (0) 3 Commissions for loan processing and guarantees 155 87 53 0 1 296 Intermediary fees 6 (0) 86 0 1 93 Fees for sundry other customer services 73 70 (4) 29 1 169 Total fee and commissions income 660 487 804 947 (3) 2,894 Gross expense (573) Net fees and commissions 2,321 Six months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 105 29 130 7 (0) 271 Commissions for assets under management 9 0 199 1,809 0 2,018 Commissions for other securities 226 0 18 1 0 245 Underwriting and advisory fees 34 866 4 0 20 924 Brokerage fees 12 159 568 22 1 762 Commissions for local payments 271 0 446 0 1 718 Commissions for foreign commercial business 240 15 10 0 (16) 250 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 344 179 139 0 0 662 Intermediary fees 16 0 203 0 6 226 Fees for sundry other customer services 107 232 43 58 4 445 Total fee and commissions income 1,368 1,481 1,763 1,897 17 6,526 Gross expense (1,320) Net fees and commissions 5,207 Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 102 25 122 7 (1) 255 Commissions for assets under management 9 0 187 1,759 (0) 1,955 Commissions for other securities 223 (0) 20 0 0 243 Underwriting and advisory fees 23 583 10 0 (3) 613 Brokerage fees 10 139 543 15 (9) 698 Commissions for local payments 237 1 494 0 0 732 Commissions for foreign commercial business 239 13 12 0 (13) 251 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 309 159 115 0 0 584 Intermediary fees 12 (0) 164 0 5 181 Fees for sundry other customer services 148 122 6 57 2 335 Total fee and commissions income 1,316 1,042 1,674 1,838 (17) 5,853 Gross expense (1,185) Net fees and commissions 4,669 As of June 30, 2024, and June 30, 2023, the Group’s receivables from commissions and fee income was € 908 million and € 928 million, respectively. As of June 30, 2024, and June 30, 2023, the Group’s contract liabilities associated to commissions and fee income was € 109 million and € 93 million, respectively. Contract liabilities arise from the Group’s obligation to provide future services to a customer for which the Group has received consideration from the customer prior to completion of the services. The receivables and contract liabilities do not vary significantly from period to period reflecting the fact that the amounts predominately relate to recurring service contracts with service periods of less than one year such as monthly current account services and quarterly asset management services. Customer payment in exchange for services provided are generally subject to the bank performing a service over the specific service period such that the bank’s right to payment arises at the end of the service period when its performance obligations are fully completed. Therefore, no material balance of contract asset is reported.

Gains and losses on derecogniti

Gains and losses on derecognition of financial assets measured at amortized cost	6 Months Ended
	Jun. 30, 2024
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Disclosure - Gain and Losses on derecognition of Financial Assets at Amortized costs [text block]	Gains and losses on derecognition of financial assets measured at amortized cost For the six months ended June 30, 2024, the Group sold financial assets measured at amortized cost of € 134 million (June 30, 2023: € 93 million). The table below presents the gains and (losses) arising from derecognition of these assets. Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Gains 1 0 2 1 Losses (2) (2) (10) (4) Net gains (losses) from derecognition of assets measured at amortized cost (0) (2) (8) (4)

Restructuring

Restructuring	6 Months Ended
	Jun. 30, 2024
Restructuring [Abstract]
Disclosure of Restructuring [text block]	Restructuring Restructuring is primarily driven by the implementation of the Group’s Global Hausbank strategic agenda. The Group has defined and is in the process of implementing efficiency measures that aim to contribute to achieving the bank’s 2025 targets. Restructuring in prior periods includes measures as part of the previous strategy “Compete to win” which the bank continues to implement. Restructuring expense is comprised of termination benefits, additional expenses covering the acceleration of deferred compensation awards not yet amortized due to the discontinuation of employment and contract termination costs related to real estate. Net restructuring expense by business segment Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Corporate Bank (0) (0) 0 0 Investment Bank (1) (1) (0) (0) Private Bank (45) 135 (45) 135 Asset Management 0 (0) 0 0 Corporate & Other 0 0 0 (1) Total Net Restructuring Charges (46) 134 (45) 134 Net restructuring expense by type Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Restructuring – Staff related (46) 134 (45) 134 Of which: Termination Payments (47) 134 (45) 132 Retention Acceleration 0 (0) 0 1 Social Security 0 0 0 1 Restructuring – Non Staff related 1 0 (0) (0) (0) Total net restructuring Charges (46) 134 (45) 134 1 Contract costs, mainly related to real estate Provisions for restructuring amounted to € 262 million and € 333 million as of June 30, 2024 and December 31, 2023, respectively. The majority of the current provisions for restructuring are expected to be utilized by the end of 2025. During the six months ended June 30, 2024, 63 full-time equivalent staff were reduced as part of our restructuring program. These reductions were identified within: Organizational changes Full-time equivalent staff Three months ended Six months ended Corporate Bank 3 6 Investment Bank 0 2 Private Bank 21 40 Asset Management 2 2 Infrastructure 7 13 Total full-time equivalent staff 32 63

Effective tax rate

Effective tax rate	6 Months Ended
	Jun. 30, 2024
Effective Tax Rate [Abstract]
Disclosure of effective tax rate [text block]	Effective tax rate 2024 to 2023 three months comparison Income tax expense in the quarter was € 276 million (second quarter of 2023: € 366 million). The effective tax rate was 211% in the second quarter of 2024 mainly affected by litigation charges that are non-tax deductible and compares to 35% in the second quarter of 2023 which was also affected by litigation charges being partly non-tax deductible. 2024 to 2023 six months comparison Income tax expense in the first six months of 2024 was € 745 million (first six months of 2023: € 924 million). The effective tax rate in the first six months of 2024 was 42% mainly affected by litigation charges that are non-tax deductible compared to 31% in the first six months of 2023.

Financial Instruments carried a

Financial Instruments carried at fair value	6 Months Ended
	Jun. 30, 2024
Financial Instruments carried at Fair Value [Abstract]
Disclosure of financial instruments carried at fair value [text block]	Financial instruments carried at fair value Valuation techniques The Group has an established valuation control framework which governs internal control standards, methodologies, valuation techniques and procedures over the valuation process and fair value measurement. The current market conditions including the ongoing macro-economic challenges and geopolitical uncertainties required additional focus and review in certain areas, during the first six months of 2024, including assessment of bid-offer spreads to ensure they are representative of fair value. The following is an explanation of the valuation techniques used in establishing the fair value of the different types of financial instruments that the Group trades. Sovereign, quasi-sovereign and corporate debt and equity securities – Where there are no recent transactions then fair value may be determined from the last market price adjusted for all changes in risks and information since that date. Where a close proxy instrument is quoted in an active market then fair value is determined by adjusting the proxy value for differences in the risk profile of the instruments. Where close proxies are not available then fair value is estimated using more complex modeling techniques. These techniques include discounted cash flow models using current market rates for credit, interest, liquidity and other risks. For equity securities modeling techniques may also include those based on earnings multiples. Mortgage- and other asset-backed securities (MBS/ABS) include residential and commercial MBS and other ABS including 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 CRE loans, illiquid loans, and some municipal bonds. Financial instruments carried at fair value1 Jun 30, 2024 Dec 31, 2023 in € m. Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 49,545 76,295 9,054 53,095 62,760 9,420 Trading securities 49,312 71,721 3,295 52,886 59,752 3,194 Other trading assets 232 4,574 5,759 210 3,007 6,226 Positive market values from derivative financial instruments 1,683 227,387 8,164 2,198 241,481 8,198 Non-trading financial assets mandatory at fair value through profit or loss 1,308 98,922 4,347 2,275 80,744 5,028 Financial assets designated at fair value through profit or loss 0 45 0 0 75 0 Financial assets at fair value through other comprehensive income 21,236 15,919 2,920 18,273 14,324 2,949 Other financial assets at fair value 1,428 (1,176)2 19 1,353 (489)2 5 Total financial assets held at fair value 75,200 417,393 24,503 77,193 398,894 25,599 Financial liabilities held at fair value: Trading liabilities 38,177 10,160 33 36,361 7,617 27 Trading securities 38,177 8,936 27 36,361 6,727 26 Other trading liabilities 0 1,224 6 0 890 0 Negative market values from derivative financial instruments 2,031 213,639 7,683 2,333 228,280 7,666 Financial liabilities designated at fair value through profit or loss 203 88,204 4,277 169 80,309 3,248 Investment contract liabilities 0 509 0 0 484 0 Other financial liabilities at fair value 390 1,9812 (44)3 486 1,1942 (85)3 Total financial liabilities held at fair value 40,800 314,492 11,948 39,349 317,884 10,856 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” of the Annual Report 2023 2 Predominantly relates to derivatives qualifying for hedge accounting 3 Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications During the six months ended on June 30 2024, there were transfers in trading and non trading securities from Level 1 to Level 2 amounting to € 4.6 billion of assets and € 1.2 billion of liabilities; along with transfers from Level 2 to Level 1 of € 4.4 billion in assets and € 1.1 billion in liabilities. The assessment of Level 1 versus Level 2 is based on liquidity testing procedures Analysis of financial instruments with fair value derived from valuation techniques containing significant unobservable parameters (Level 3) Some of the financial assets and financial liabilities in Level 3 of the fair value hierarchy have identical or similar offsetting exposures to the unobservable input. However, according to IFRS they are required to be presented gross . Trading securities – Certain illiquid emerging market corporate bonds and illiquid highly structured corporate bonds are included in this level of the hierarchy. In addition, some of the holdings of notes issued by securitization entities, commercial and residential MBS, collateralized debt obligation securities and other ABS are reported here. The increase in the period is driven by purchases and gains partially offset by sales, settlements and net transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments. Positive and negative market values from derivative instruments categorized in this level of the fair value hierarchy are valued based on one or more significant unobservable parameters. The unobservable parameters may include certain correlations, certain longer-term volatilities, certain prepayment rates, credit spreads and other transaction-specific parameters. Level 3 derivatives include certain options where the volatility is unobservable; certain basket options in which the correlations between the referenced underlying assets are unobservable; longer-term interest rate option derivatives; multi-currency foreign exchange derivatives; and certain credit default swaps for which the credit spread is not observable. The decrease in assets during the period are driven by settlements and net transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments partially offset by gains. The increase in liabilities during the period are driven by losses partially offset by settlements and net transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments. Other trading instruments classified in level 3 of the fair value hierarchy mainly consist of traded loans valued using valuation models based on one or more significant unobservable parameters. The decrease in the period is driven by sales, settlements and net transfers between

Fair value of financial instrum

Fair value of financial instruments not carried at fair value	6 Months Ended
	Jun. 30, 2024
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Disclosure of fair value financial instruments not carried at fair value [text block]	Fair value of financial instruments not carried at fair value This section should be read in conjunction with Note 14 “Fair Value of Financial Instruments not carried at Fair Value” of the Group’s Annual Report 2023. The valuation techniques used to establish fair value for the Group’s financial instruments which are not carried at fair value in the balance sheet are consistent with those outlined in Note “Financial Instruments 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 June 30, 2024, are consistent with current interest rate environment as compared to December 31, 2023. 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 long-term 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 “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 Jun 30, 2024 Dec 31, 2023 in € m. Carrying value Fair value Carrying value Fair value Financial assets: Cash and central bank balances 148,625 148,625 178,416 178,416 Interbank balances (w/o central banks) 7,333 7,334 6,140 6,140 Central bank funds sold and securities purchased under resale agreements 24,937 25,008 14,725 14,778 Securities borrowed 44 44 39 39 Loans 482,729 462,711 479,353 454,972 Other financial assets 144,278 142,686 106,617 105,132 Financial liabilities: Deposits 645,530 644,873 625,486 624,731 Central bank funds purchased and securities sold under repurchaseagreements 2,632 2,626 3,038 3,031 Securities loaned 4 4 3 3 Other short-term borrowings 10,696 10,698 9,620 9,628 Other financial liabilities 127,796 127,796 99,272 99,272 Long-term debt 108,848 107,855 119,390 117,510 Trust preferred securities 288 269 289 264 1 Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2023 As of June 30, 2024, the difference between the fair value and the carrying value of loans is primarily driven by the current interest rates on long-dated retail mortgages in Germany compared to the contractual rate. For long-term debt and trust preferred securities, the difference between 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.

Allowance for credit losses

Allowance for credit losses	6 Months Ended
	Jun. 30, 2024
Allowance for Credit Losses [Abstract]
Disclosure of allowance for credit losses [text block]	Allowance for credit losses Development of allowance for credit losses for financial assets at amortized cost Six months ended Jun 30, 2024 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 447 680 3,960 198 5,285 Movements in financial assets including new business (93) 124 928 (8) 951 Transfers due to changes in creditworthiness¹ 84 (95) 11 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 (2)- (7) 0 0 (9) Financial assets that have been derecognized during the period² 0 0 (622) 0 (622) Recovery of written off amounts 0 0 39 0 39 Foreign exchange and other changes 5 (1) (133) 11 (117) Balance, end of reporting period 440 701 4,183 202 5,526 Provision for credit losses excluding country risk3,4 (12) 22 939 (8) 942 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 Movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models add up to provision for credit losses excluding country risk 4 Credit loss provision does include € 4 million reimbursement gain as of June 30, 2024 5 Allowance for credit losses does not include allowance for country risk amounting to € 8 million as of June 30, 2024 Six months ended Jun 30, 2023 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business (106) 176 757 6 833 Transfers due to changes in creditworthiness¹ 90 (113) 23 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (442) (40) (482) Recovery of written off amounts 0 0 36 0 36 Foreign exchange and other changes 2 (10) (139) 0 (147) Balance, end of reporting period 519 679 3,890 146 5,235 Provision for credit losses excluding country risk3,4 (16) 63 780 6 833 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 4 Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023 5 Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023 Development of allowance for credit losses for off-balance sheet positions Six months ended Jun 30, 2024 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 117 88 187 0 393 Movements including new business (10) 4 (22) 0 (28) Transfers due to changes in creditworthiness1 10 (9) (1) N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 2 (1) 3 0 4 Balance, end of reporting period 118 83 167 0 368 of which: Financial guarantees 71 32 95 0 198 Provision for credit losses excluding country risk2 0 (5) (23) 0 (28) 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2024 Six months ended Jun 30, 2023 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 144 97 310 0 551 Movements including new business (17) 12 (53)

IFRS 9 Impairment

IFRS 9 Impairment	6 Months Ended
	Jun. 30, 2024
IFRS 9 Impairment [Abstract]
IFRS 9 Impairment [text block]	IFRS 9 Impairment During the first half of 2024, Deutsche Bank continued to apply the same IFRS 9 impairment model and methodologies, key assumptions and risk management activities as disclosed in the Annual Report 2023 except for the change in estimate outlined below. As outlined in that report, the Group leverages existing models used for the determination of capital demand under the Basel Internal Ratings Based Approach and internal risk management practices to calculate the bank’s expected credit losses (ECL). In 2023, the Group completed three migration waves of the Postbank clients into the IT systems of Deutsche Bank, which resulted in the Group-wide alignment of the IFRS 9 impairment model and methodologies, while specific models previously applied for the Postbank were to a large extent decommissioned. For details on the operational backlog following the Postbank IT migration please refer to the Risk and Opportunity section. The final wave of the IT migration and the resulting ECL impact from this change in estimate is expected for the third quarter of 2024 and will include the BHW mortgage and Postbank factoring portfolios. The latest developments and key uncertainties in the first half of 2024 and their consideration in the ECL calculation, based on the bank’s ongoing credit risk management activities and governance framework, are also described in the Key Risk Theme section. These activities include, but are not limited to, regular emerging risk reviews as well as portfolio deep dives, day to day risk management on the level of individual borrowers, and regular model validations. The Group also considers each reporting period if there are any potential model imprecisions or uncertainties not included in the model that require an overlay. Lastly, the Group presents its major sources of estimation uncertainty in the ECL model and a sensitivity analysis forward looking information as a key assumption. Forward-looking information The tables below contain the macroeconomic variables (MEV’s) included in the application of forward-looking information on PDs feeding the IFRS 9 model as of June 30, 2024, and as of December 31, 2023. At each reporting date, the consensus data included the latest macroeconomic developments. Macroeconomic variables applied as of June 2024¹ ² Year 1 Year 2 Commodity - Gold 2,260.40 2,339.28 Commodity - WTI 78.56 73.11 Credit - CDX Emerging Markets 170.05 189.77 Credit - CDX High Yield 352.22 400.32 Credit - CDX IG 52.53 57.16 Credit - High Yield Index 3.42% 3.95% Credit - ITX Europe 125 54.69 56.97 Equity - MSCI Asia 1,442 1,457 Equity - Nikkei 38,777 38,844 Equity - S&P500 5,340 5,471 GDP - Developing Asia 5.03 % 4.50 % GDP - Emerging Markets 4.30 % 4.03 % GDP - Eurozone 0.71 % 1.44 % GDP - Germany 0.48 % 1.30 % GDP - Italy 0.99 % 1.26 % GDP - USA 2.08 % 1.84 % Real Estate Prices - U.S. CRE Index 311.23 311.62 Unemployment - Eurozone 6.54 % 6.49 % Unemployment - Germany 3.20 % 3.16 % Unemployment - Italy 7.30 % 7.37 % Unemployment - Japan 2.50 % 2.38 % Unemployment - Spain 11.51 % 11.09 % Unemployment - USA 4.06 % 4.10 % 1 MEV as of June 18, 2024 2 Year 1 equals second quarter of 2024 to first quarter of 2025, Year 2 equals second quarter of 2025 to first quarter of 2026 as of December 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 451.57 466.4 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 - U.S. 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 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 202 5 Overlays applied to the IFRS 9 model output The Group regularly reviews the IFRS 9 methodology and processes, key inputs into the ECL calculation and discusses upcoming model changes, potential model imprecisions or other estimation uncertainties, for example in the macroeconomic environment to determine if any material overlays are required. As of June 30, 2024, management overlays amounted to € 89 million, compared to € 84 million for year end 2023 (which resulted in an increase of Allowance for Credit Losses in both periods). In the second quarter 2024, the Group reduced the management overlay following the deployment of a FLI related model refinement which led to the expected ECL increase. Further, the Group introduced a new overlay following a review of model performance to bring forward the expected impacts from a model refinement related to refinancing risk, which represents a change in estimate and which is envisaged for future technical implementation. In assessing whether the Group requires any additional overlays, it regularly reviews for evolving or emerging risks. These measures include client surveys and interviews, along with analysis of portfolios across businesses, regions and sectors. In addition, the Group regularly reviews and validates key model inputs and assumptions (including those in feeder models) and ensures where expert judgement is applied, it is in line with the Group’s risk management framework. As of June 30, 2024, the Group did not identify any model weaknesses that would require an additional overlay, except for the ECL model related changes, for which overlays have been recorded. Any potential impacts from ongoing validations and model refinements in the future periods will be recorded once the amounts are estimatable. Model sensitivity The Group has identified three key model assumptions included in the IFRS 9 model. These include forward looking macroeconomic variables, the quantitative criteria for determining if a borrower has incurred a significant increase in credit risk and transferred to Stage 2, and the LGD setting on homogenous portfolios in Stage 3. Below the bank provides sensitivity analysis on the potential impact if these key assumptions applied in the ECL model were to deviate from the bank’s base case expectations. The sensitivity of the quantitative criteria for determining if a borrower has incurred a significant increase in credit risk and transferred to Stage 2 and the LGD setting on homogenous portfolios in Stage 3 have not materially changed versus amounts disclosed in the Annual Report 2023. Macroeconomic Variables The sensitivity of the PD component feeding the ECL model with respect to potential changes in projections for key MEVs is shown in the table below, which provides ECL impacts for Stages 1 and 2 from downward and upward shifts applied separately to each group of MEVs as of June 30, 2024, and December 31, 2023. – GDP growth rates: includes U.S., Eurozone, Germany, Italy, Developing Asia, Emerging Markets – Unemployment rates: includes U.S., Eurozone, Germany, Italy, Japan, Spain – Equities: S&P500, Nikkei, MSCI Asia – Credit spreads: ITX Europe 125, High Yield Index, CDX IG, CDX High Yield, CDX Emerging Markets – Real Estate: Commercial Real Estate Price Index – Commodities: WTI oil price, Gold price Although interest rates and inflation are not separately included in the MEVs above, the economic impact of these risks is reflected in other macroeconomic variables, such as GDP growth rates, unemployment, equities and credit spreads as higher rates and inflation would filter through these forecasts and be included in the ECL model and sensitivity analysis below. In addition, the sensitivity analysis only includes the impact of the aggregated MEV group (i.e., potential correlation between different MEV groups or the impact of management overlays is not taken into consideration). ECLs for Stage 3 are not affected and not reflected in the following tables as its calculation is independent of the macroeconomic scenarios. The sensitivity impact is slightly lower as of June 30, 2024, compared to December 31, 2023, due to portfolio changes and minor improvements of base MEV projections which the analyses were based on. IFRS 9 – Sensitivities of Forward-Looking Information applied on Stage 1 and Stage 2 – Group Level Jun 30, 2024 Upward sensitivity Downward sensitivity Upward shift ECL impact Downward shift ECL impact GDP growth rates 1pp (71.0) (1)pp 79.2 Unemployment rates (0.5)pp (40.6) 0.5pp 43.5 Real estate prices 5% (5.2) (5)% 5.5 Equities 10% (8.1) (10)% 10.2 Credit spreads (40)% (17.1) 40% 18.7 Commodities¹ 10% (9.4) (10)% 10.0 1 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign December 31, 2023 Upward sensitivity Downward sensitivity Upward shift ECL impact Downward shift ECL impact GDP growth rates 1pp (80.4) (1)pp 88.9 Unemployment rates (0.5)pp (43.1) 0.5pp 45.9 Real estate prices 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 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign For the first six months, provision for credit losses was € 915 million, compared to € 772 million in the prior year period. Corporate Bank provisions were up 9 % year on year at € 198 million, while Private Bank provisions were down 11 % to € 367 million, benefitting from the sale of non-performing loans and the non-recurrence of provisions relating to a small number of idiosyncratic events in the prior year period. Investment Bank provisions were € 313 million, materially higher than the prior year period, and remain largely affected by the commercial real estate sector. Overall assessment of ECL’s To ensure that Deutsche Bank’s ECL model accounted for the uncertainties in the macroeconomic environment throughout the second quarter and the first half of 2024, the Group continued to review emerging risks, assessed potential baseline and downside impacts and required actions to manage the bank’s credit strategy and risk appetite. The outcome of these reviews concluded that the bank adequately provisioned for its ECL as of June 30, 2024, and December 31, 2023. Results from the above reviews and development of key portfolio indicators are regularly discussed at Credit Risk and Management Fora and the Group Risk Committee. Where necessary, actions and measures are taken to mitigate the risks. Client ratings are regularly reviewed to reflect the latest macroeconomic developments and where potentially significant changes in risk are identified clients are moved to the watchlist (Stage 2), forbearance measures may be negotiated, and credit limits and collateralization are reviewed. Overall, the Group believes that based on its day-to-day risk management activities and regular reviews of emerging risks it has adequately provided for its ECL.

Key Risk Theme - Commercial Rea

Key Risk Theme - Commercial Real Estate	6 Months Ended
	Jun. 30, 2024
IFRS 9 Focus Areas Overview of CRE Portfolio [Abstract]
Key Risk Themes - Commercial Real Estate [text block]	Key risk themes The following topic continued to be key to the Group’s risk focus in the current quarter. Commercial Real Estate The pressure on the Commercial Real Estate (CRE) market remains unabated high in the U.S. office sector, although some signs of stabilization in other sub-sectors have been visible year-to-date. CRE markets continue to face headwinds due to the impacts of higher interest rates, reduced 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 show a more substantial 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. Market data indicated some stabilization year-to-date for the wider sector. For example, a key index curve has flattened over the past six months, indicating property market values in the U.S. have bottomed out. In Europe are also signs of stabilization emerging particularly in property sectors residential, logistics and hospitality. In the current environment, the main risk for the portfolio is related to refinancing and extension of maturing loans. CRE loans often have a significant portion of principal payable at maturity. Under current market conditions, borrowers may have difficulty obtaining a new loan to repay the maturing debt or to meet conditions that allow extension of loans. This risk is further amplified for loans in the office segment due to increased uncertainty about letting prospects for office properties. Deutsche Bank is closely monitoring the CRE portfolio for development of such risks. The Group continues to proactively work with borrowers to address upcoming maturities to establish terms for loan amendments and extensions which in many cases, are classified as forbearance triggering Stage 2 classification under IFRS 9 but are not always deemed modifications under IFRS. However, in certain cases, no agreement can be reached on loan extensions or loan amendments and the borrower’s inability to restructure or refinance leads to a default. This has resulted in higher Stage 3 ECL’s in 2023 compared to 2022, a development which continued into the first half of 2024. Overall, uncertainty remains with respect to future defaults and the timing of a full recovery in the CRE markets. The CRE portfolio consists of lending arrangements originated across various parts of the bank and client segments. The 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 and 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 period ending June 30, 2024, the Group updated 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. As of June 30, 2024, the non-recourse portfolio subject to the bespoke portfolio stress testing, also referred to as the higher risk CRE portfolio or the stress-tested CRE portfolio, amounted to € 30.5 billion of the € 37.5 billion non-recourse CRE portfolio, excluding sub-portfolios with less impacted risk drivers such as data centers and municipal social housing, which benefit from strong underlying demand fundamentals. The decrease in the non-recourse CRE portfolio and stress-tested CRE portfolio since December 31, 2023, was € 0.7 billion each, mainly driven by loan repayments partially offset by new loan originations and FX effects. 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 June 30, 2024, and December 31, 2023, respectively. CRE portfolio June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Allowance for Credit Losses² Gross Carrying Amount¹ Allowance for Credit Losses² Real Estate Activities³ 49,705 704 49,267 460 thereof: non-recourse 25,078 579 25,073 382 thereof: stress-tested portfolio 21,692 554 21,331 364 Other industry sectors³ non-recourse 12,447 217 13,119 225 thereof: stress-tested portfolio 8,840 104 9,879 114 Total non-recourse CRE portfolio 37,525 796 38,192 606 thereof: stress-tested portfolio 30,532 658 31,210 478 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 The following table shows the non-recourse CRE portfolio by IFRS 9 stages as well as provision for credit losses recorded as of June 30, 2024, and December 31, 2023. Non-recourse CRE portfolio June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 24,872 27,325 Stage 2 9,107 7,661 Stage 3 3,546 3,206 Total 37,525 38,192 Six monthsendedJune 30, 2024 Twelve monthsendedDec 31, 2023 Provision for Credit Losses² 309 445 1 Loans at amortized cost 2 Provision for Credit Losses do not include country risk provisions The increase in Stage 2 and Stage 3 exposures is reflective of the development 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 as of June 30, 2024, and December 31, 2023, respectively. Stress-tested CRE portfolio June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 19,535 21,568 Stage 2 7,888 6,889 Stage 3 3,109 2,753 Total 30,532 31,210 thereof: North America 54% 56% Western Europe (including Germany) 39%2 36%2 Asia/Pacific 7% 7% thereof: offices 42% 42% North America 24% 23% Western Europe (including Germany) 16%3 17%3 Asia/Pacific 2% 2% thereof: residential 13% 14% thereof: hospitality 9% 10% thereof: retail 9% 9% Weighted average LTV, in % Investment Bank 66% 66% Corporate Bank 55% 53% Other Business 68% 68% Six monthsendedJune 30, 2024 Twelve monthsendedDec 31, 2023 Provision for Credit Losses4 302 388 thereof: North America 251 298 1 Loans at amortized cost 2 Germany accounts for ca 8% as of June 30, 2024 and ca 7% as of December 31, 2023 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 as of June 30, 2024 and as of December 31, 2023 4 Provision for Credit Losses do not include country risk provisions The average LTV in the U.S. office loan segment remained unchanged at 81 % as of June 30, 2024 versus December 31, 2023. 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 borr

Goodwill and other intangible a

Goodwill and other intangible assets	6 Months Ended
	Jun. 30, 2024
Goodwill and other intangible assets [Abstract]
Goodwill and other intangible assets [text block]	Goodwill and other intangible assets Goodwill, indefinite and definite life intangible assets are tested for impairment annually in the fourth quarter or more frequently if there are indications that the carrying value may be impaired. Goodwill is tested for impairment purposes on the cash-generating unit (CGU) level. Definite life intangible assets are generally tested on CGU level as they do not generate cash inflows that are largely independent of those from other assets. Indefinite life intangible assets are tested at the individual asset level. As of June 30, 2024, an analysis was performed to evaluate if an impairment loss needed to be recognized for the Group’s goodwill allocated to the Asset Management CGU or the indefinite life intangible asset related to Asset Management’s retail investment management agreements (shown under unamortized intangible assets). As a result of the analysis, neither the goodwill nor the retail investment management agreement intangible asset was impaired.

Provisions

Provisions	6 Months Ended
	Jun. 30, 2024
Provisions [Abstract]
Disclosure of provisions [text block]	Provisions As of June 30, 2024, the Group recognized € 3.8 billion (December 31, 2023: € 2.4 billion) in provisions on its balance sheet. The provisions relate to operational risk, civil litigation, regulatory enforcement, restructuring, allowances for credit related off-balance sheet positions and other matters, including bank levies. The provisions as of June 30, 2024 are described below for civil litigation and regulatory matters and included in the Restructuring and Allowance for credit losses disclosures in this Interim Report. Details on the bank’s provisions as of December 31, 2023, are disclosed in Deutsche Bank’s Annual Report 2023 in Note 10 “Restructuring”, Note 19 “Allowance for credit losses”, and Note 27 “Provisions”. Civil litigation and regulatory enforcement matters As of June 30, 2024, the Group recognized provisions relating to civil litigation of € 2.6 billion (December 31, 2023: € 1.1 billion) and provisions relating to regulatory enforcement matters of € 0.1 billion (December 31, 2023: € 0.1 billion). For some matters, for which the Group believes an outflow of funds is probable, but the Group could not reliably estimate the amount of the potential outflow, no provisions were recognized. As previously disclosed, the Group is the defendant in several lawsuits by former Deutsche Postbank AG (Postbank) shareholders, regarding the adequacy of the purchase price of shares of Postbank paid by the bank in Deutsche Bank’s 2010 voluntary takeover offer of Postbank. In a hearing on April 26, 2024, the Higher Regional Court of Cologne assessed the claims of certain former Postbank shareholders that a higher offer price, in connection with Deutsche Bank’s voluntary takeover offer on October 7, 2010, should have been paid. During the hearing, the court indicated that it may find elements of these claims valid in a later ruling. The court granted the parties the opportunity to comment on the indications given in the hearing by June 12, 2024, and Deutsche Bank filed its post-hearing brief accordingly. The court indicated that it intended to announce a decision on August 21, 2024. While Deutsche Bank continues to disagree strongly with this assessment, the court’s statements have impacted Deutsche Bank’s estimation of the probability of a future outflow, resulting in a legal provision in the second quarter of 2024 of € 1.3 billion. The estimate includes the amount of claims, including cumulative interest. In respect of the RusChem Alliance (RCA) litigation, in a hearing of the Russian court on May 28, 2024, the court fully granted RCA’s payment claim and RCA's motion for interim measures by which a corresponding amount in the bank’s Russian subsidiary was frozen. On June 21, 2024, Deutsche Bank filed its appeal. A hearing before the Russian court of appeal is scheduled for September 2, 2024. The Group continues to recognize a provision in the amount of € 259 million and a corresponding reimbursement asset under an indemnification agreement. In addition, Deutsche Bank and Palladium Hotels Group (PHG) agreed a full and final settlement on confidential terms of claims by PHG over alleged losses in respect of foreign exchange derivative trades entered into with the bank. The High Court proceedings were dismissed in July 2024. General and administrative expenses included expenses for civil litigation and regulatory enforcement matters of € 1.6 billion for the three months ended June 30, 2024 (€ 0.4 billion for the three months ended June 30, 2023) and € 1.7 billion for the six months ended June 30, 2024 (€ 0.5 billion for the six months ended June 30, 2023). The increase over the prior period was mainly attributable to the Postbank takeover litigation provision. For the matters for which a reliable estimate can be made, but the probability of a future loss or outflow of resources is more than remote but less than probable, the Group currently estimates that as of June 30, 2024, these contingent liabilities are approximately € 0.3 billion for civil litigation matters (December 31, 2023: € 1.9 billion) and € 0.2 billion for regulatory enforcement matters (December 31, 2023:€ 0.2 billion). The decrease in contingent liabilities for civil litigation matters was primarily driven by the Postbank takeover litigation provision, where the bank recorded a provision in the second quarter of 2024 and cancelled the formerly existing contingent liability, respectively. These figures include matters where the Group’s potential liability is joint and several and where the Group expects any such liability to be paid by a third party. For other significant civil litigation and regulatory enforcement matters where the Group believes the possibility of an outflow of funds is more than remote but less than probable, but the amount is not reliably estimable, such matters are not included in the contingent liability estimates. In addition, where the Group believes the possibility of an outflow of funds is remote on other significant civil litigation and regulatory enforcement matters, the Group has neither recognized a provision nor included the matters in the contingent liability estimates. For additional details on civil litigation and regulatory enforcement matters or groups of similar matters (some of which consist of a number of proceedings or claims) for which the Group has taken material provisions, or for which there are material contingent liabilities that are more than remote, or for which there is the possibility of material business or reputational risk, see Note 27 “Provisions” in Deutsche Bank’s Annual Report 2023 in the section captioned “Current Individual Proceedings”. The disclosed matters include matters for which the possibility of a loss is more than remote, but for which the Group cannot reliably estimate the possible loss.

Credit related commitments and

Credit related commitments and contingent liabilities	6 Months Ended
	Jun. 30, 2024
Credit related Commitments and Contingent Liabilities [Abstract]
Disclosure of commitments and contingent liabilities [text block]	Credit related commitments and contingent liabilities Lending commitments and lending related contingent liabilities In the normal course of business the Group regularly enters into irrevocable lending commitments, including fronting commitments as well as contingent liabilities consisting of financial and performance guarantees, standby letters of credit and indemnity agreements on behalf of Deutsche Bank’s customers. Under these contracts the Group is required to perform under an obligation agreement or to make payments to the beneficiary based on the 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. The table shows the maximum potential funding requirements of the Group if all liabilities must be funded at the same time. Therefore, the table does not show the expected future cash flows required for these liabilities as many of them will expire without being drawn. Claims that are offset by the clients or by proceeds from the realization of collateral are also not included in the table. in € m. Jun 30, 2024 Dec 31, 2023 Irrevocable lending commitments 214,111 206,084 Revocable lending commitments 49,866 49,325 Contingent liabilities 69,205 65,131 Total 333,182 320,540 Other commitments and other contingent liabilities The Group’s other irrevocable commitments and other contingent liabilities without considering collateral or provisions amounted to € 75.7 million as of June 30, 2024 and to € 74.2 million as of December 31, 2023. The number considers the maximum potential utilization of the Group in case all these liabilities entered into must be fulfilled. It therefore does not contain the expected future cash flows from these liabilities as many of them will expire without being drawn and arising claims will be honored by the customers or can be recovered from proceeds of arranged collateral. Irrevocable payment commitments with regard to levies Irrevocable payment commitments related to bank levy according to the Single Resolution Fund (SRF) and to the German deposit protection schemes amounted to € 1.4 billion as of June 30, 2024 and to € 1.4 billion as of December 31, 2023.

Long-term debt

Long-term debt	6 Months Ended
	Jun. 30, 2024
Long-Term Debt and Trust Preferred Securities [Abstract]
Disclosure of Long-Term Debt [text block]	Long-term debt in € m. Jun 30, 2024 Dec 31, 2023 Senior debt: Bonds and notes Fixed rate 70,119 72,656 Floating rate 11,227 9,028 Other 16,010 26,394 Subordinated debt: Bonds and notes Fixed rate 11,344 11,163 Floating rate 0 0 Other 148 149 Total long-term debt 108,848 119,390

Shares issued and outstanding

Shares issued and outstanding	6 Months Ended
	Jun. 30, 2024
Shares Issued and Outstanding [Abstract]
Disclosure of Shares Issued and Outstanding [text block]	Shares issued and outstanding in million Jun 30, 2024 Dec 31, 2023 Shares issued 1,994.7 2,040.2 Shares in treasury 47.0 48.2 Of which: Buyback 47.0 48.2 Other 0.0 0.0 Shares outstanding 1,947.7 1,992.0

Related party transactions

Related party transactions	6 Months Ended
	Jun. 30, 2024
Related Party Transactions [Abstract]
Disclosure of related party transactions [text block]	Related party transactions Parties are considered to be related if one party has the ability to directly or indirectly control the other party or exercise significant influence over the other party in making financial or operational decisions. The Group’s related parties include: – Key management personnel including close family members and entities which are controlled, significantly influenced by, or for which significant voting power is held by key management personnel or their close family members, – Subsidiaries, joint ventures and associates and their respective subsidiaries, and – Post-employment benefit plans for the benefit of Deutsche Bank employees. Transactions with key management personnel Key management personnel are those persons having authority and responsibility for planning, directing and controlling the activities of Deutsche Bank Group, directly or indirectly. The Group considers the members of the Management Board as currently mandated and the Supervisory Board of the parent company to constitute key management personnel for purposes of IAS 24. Among the Group’s transactions with key management personnel as of June 30, 2024, were loans and commitments of € 1 million and deposits of € 19 million. As of December 31, 2023, there were loans and commitments of € 1 million and deposits of € 16 million among the Group’s transactions with key management personnel. In addition, the Group provides banking services, such as payment and account services as well as investment advice, to key management personnel and their close family members. Transactions with subsidiaries, associates and joint ventures Transactions between Deutsche Bank AG and its subsidiaries meet the definition of related party transactions. If these transactions are eliminated on consolidation, they are not disclosed as related party transactions. Transactions between the Group and its associated companies and joint ventures and their respective subsidiaries also qualify as related party transactions. Transactions for subsidiaries, joint ventures and associates are presented combined in below table as these are not material individually. Loans issued and guarantees granted in € m. Jun 30, 2024 Dec 31, 2023 Loans outstanding, beginning of period 44 119 Net movement in loans during the period 88 (98) Changes in the group of consolidated companies 0 0 Exchange rate changes/other (41) 23 Loans outstanding, end of period1 91 44 Other credit risk related transactions: Allowance for loan losses 0 1 Provision for loan losses 1 0 Guarantees and commitments 3 1 1 Loans past due were € 0 million as of June 30, 2024, and € 0 million as of December 31, 2023. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2024, and December 31, 2023, respectively Deposits received in € m. Jun 30, 2024 Dec 31, 2023 Deposits, beginning of period 33 31 Net movement in deposits during the period (1) 2 Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits, end of period 31 33 Other transactions Includes bonds issued by associated companies which the Group acquired and classified as trading assets. These trading assets amounted to € 32 million as of June 30, 2024, and € 11 million as of December 31, 2023. Other assets related to transactions with associated companies amounted to € 2 million as of June 30, 2024, and € 2 million as of December 31, 2023. Other liabilities related to transactions with associated companies were € 3 million as of June 30, 2024, and € 7 million as of December 31, 2023. Transactions with pension plans The Group has business relationships with a number of pension plans pursuant to which it provides financial services, including investment management. As of June 30, 2024, transactions with these plans were not material for the Group.

Events after the reporting peri

Events after the reporting period	6 Months Ended
	Jun. 30, 2024
Events after the Reporting Period [Abstract]
Disclosure of events after the reporting period [text block]	Events after the reporting period After the reporting date no material events occurred which had a significant impact on our results of operations, financial position and net assets.

Capital expenditures and divest

Capital expenditures and divestitures	6 Months Ended
	Jun. 30, 2024
Capital expenditures and divestitures [Abstract]
Disclosure of capital expenditures and divestitures [text block]	Capital expenditures and divestitures During the first six months of 2024, the Group did not make any significant capital expenditures or divestitures.

Management Report - Segment Res

Management Report - Segment Results of Operations (Tables)	6 Months Ended
	Jun. 30, 2024
Segment Results of Operations [Abstract]
Segment Results of Operations [text block table]	Three months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,922 2,599 2,332 663 (208) 7,308 Provision for credit losses 135 163 149 (0) 29 476 Noninterest expenses: Compensation and benefits 402 687 765 231 926 3,010 General and administrative expenses 786 994 1,068 223 667 3,738 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) (45) 0 0 (46) Total noninterest expenses 1,187 1,680 1,788 453 1,593 6,702 Noncontrolling interests 0 10 0 50 (60) 0 Profit (loss) before tax 599 746 395 160 (1,770) 130 N/M – Not meaningful Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 1,943 2,361 2,400 620 (261) 7,062 Provision for credit losses 117 141 147 (0) (4) 401 Noninterest expenses: Compensation and benefits 374 647 716 234 841 2,812 General and administrative expenses 802 970 1,193 241 (549) 2,657 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities (0) (1) 135 (0) 0 134 Total noninterest expenses 1,175 1,616 2,044 474 293 5,602 Noncontrolling interests 0 8 0 43 (51) 0 Profit (loss) before tax 651 596 209 103 (499) 1,059 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year Six months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,800 5,645 4,710 1,280 (751) 14,684 Provision for credit losses 198 313 367 (1) 38 915 Noninterest expenses: Compensation and benefits 782 1,373 1,474 464 1,846 5,940 General and administrative expenses 1,616 1,939 2,169 445 (58) 6,111 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) (45) 0 0 (45) Total noninterest expenses 2,398 3,311 3,599 909 1,788 12,006 Noncontrolling interests 0 11 0 90 (102) 0 Profit (loss) before tax 1,204 2,010 743 282 (2,476) 1,763 N/M – Not meaningful Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Net revenues 3,916 5,052 4,838 1,209 (175) 14,839 Provision for credit losses 182 181 413 (1) (3) 772 Noninterest expenses: Compensation and benefits 733 1,260 1,404 456 1,654 5,508 General and administrative expenses 1,563 2,131 2,396 454 (1,127) 5,417 Impairment of goodwill and other intangible assets 0 0 0 0 0 0 Restructuring activities 0 (0) 135 0 (1) 134 Total noninterest expenses 2,296 3,391 3,935 910 526 11,059 Noncontrolling interests 0 6 0 82 (89) 0 Profit (loss) before tax 1,438 1,473 489 218 (610) 3,008 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year
Segment Results of Operations, Corporate Bank [text block table]	Corporate Bank Three months ended Six months ended in € m.(unless stated otherwise) Jun 30, 2024 Jun 30, 2023 AbsoluteChange Changein % Jun 30, 2024 Jun 30, 2023 AbsoluteChange Changein % Net revenues: Corporate Treasury Services 1,058 1,085 (27) (2) 2,128 2,273 (145) (6) Institutional Client Services 532 492 40 8 995 939 56 6 Business Banking 332 367 (35) (9) 678 704 (26) (4) Total net revenues 1,922 1,943 (21) (1) 3,800 3,916 (116) (3) Of which: Net interest income 1,290 1,312 (23) (2) 2,578 2,645 (67) (3) Commissions and fee income 624 573 51 9 1,217 1,149 68 6 Remaining income 8 58 (50) (86) 6 122 (116) (95) Provision for credit losses 135 117 18 15 198 182 16 9 Noninterest expenses: Compensation and benefits 402 374 28 8 782 733 50 7 General and administrative expenses 786 802 (16) (2) 1,616 1,563 53 3 Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (0) (0) 0 N/M 0 0 (0) N/M Total noninterest expenses 1,187 1,175 12 1 2,398 2,296 102 4 Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 599 651 (51) (8) 1,204 1,438 (234) (16) Employees (front office, full-time equivalent)1 7,786 7,443 343 5 7,786 7,443 343 5 Employees (business-aligned operations, full-time equivalent)1 7,966 7,677 288 4 7,966 7,677 288 4 Employees (allocated central infrastructure, full-time equivalent)1 9,910 8,711 1,199 14 9,910 8,711 1,199 14 Total employees (full-time equivalent)1 25,662 23,831 1,831 8 25,662 23,831 1,831 8 Total assets (in € bn)1,2 271 245 26 11 271 245 26 11 Risk-weighted assets (in € bn)1 75 71 3 5 75 71 3 5 of which: operational risk RWA (in € bn)1,3 9 5 3 65 9 5 3 65 Leverage exposure (in € bn)1 315 306 10 3 315 306 10 3 Deposits (in € bn)1 303 271 32 12 303 271 32 12 Loans (gros
Segment Results of Operations, Investment Bank [text block table]	Investment Bank Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Fixed Income & Currencies 2,067 2,128 (60) (3) 4,585 4,470 115 3 Fixed Income & Currencies: Financing 781 776 6 1 1,586 1,481 105 7 Fixed Income & Currencies: Ex-Financing 1,286 1,352 (66) (5) 2,999 2,989 10 0 Origination & Advisory 585 291 294 101 1,089 618 471 76 Debt Origination 399 212 187 88 754 425 329 77 Equity Origination 50 30 19 64 94 52 42 80 Advisory 137 48 89 184 241 140 100 71 Research and Other (54) (58) 3 (6) (28) (35) 7 (20) Total net revenues 2,599 2,361 238 10 5,645 5,052 593 12 Provision for credit losses 163 141 22 16 313 181 132 73 Noninterest expenses: Compensation and benefits 687 647 40 6 1,373 1,260 112 9 General and administrative expenses 994 970 24 2 1,939 2,131 (192) (9) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (1) (1) 0 N/M (0) (0) (0) N/M Total noninterest expenses 1,680 1,616 63 4 3,311 3,391 (80) (2) Noncontrolling interests 10 8 2 21 11 6 5 81 Profit (loss) before tax 746 596 150 25 2,010 1,473 536 36 Employees (front office, full-time equivalent) 1 4,776 4,371 405 9 4,776 4,371 405 9 Employees (business-aligned operations, full-time equivalent) 1 3,131 3,002 129 4 3,131 3,002 129 4 Employees (allocated central infrastructure, full-time equivalent) 1 12,191 11,342 849 7 12,191 11,342 849 7 Total employees (full-time equivalent) 1 20,097 18,715 1,383 7 20,097 18,715 1,383 7 Total assets (in € bn) 1,2 719 662 57 9 719 662 57 9 Risk-weighted assets (in € bn) 1 135 145 (10) (7) 135 145 (10) (7) of which: operational risk RWA (in € bn) 1,3 18 23 (5) (23) 18 23 (5) (23) Leverage exposure (in € bn) 1 567 546 21 4 567 546 21 4 Deposits (in € bn) 1 19 12 7 59 19 12 7 59 Loans (gross of allowance for loan losses, in € bn) 1 106 103 3 3 106 103 3 3 Cost/income ratio 64.6% 68.5% (3.8)ppt N/M 58.7% 67.1% (8.5)ppt N/M Post-tax return on average shareholders’ equity 4 8.1% 6.2% 1.8ppt N/M 11.3% 8.1% 3.2ppt N/M Post-tax return on average tangible shareholders’ equity 4 8.3% 6.4% 1.9ppt N/M 11.7% 8.3% 3.3ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report
Segment Results of Operations, Private Bank [text block table]	Private Bank Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues: Personal Banking 1,303 1,404 (101) (7) 2,627 2,789 (162) (6) Wealth Management & Private Banking 1,029 996 34 3 2,083 2,049 34 2 Total net revenues 2,332 2,400 (67) (3) 4,710 4,838 (128) (3) Of which: Net interest income 1,442 1,543 (101) (7) 2,875 3,075 (200) (7) Commissions and fee income 731 724 7 1 1,520 1,501 19 1 Remaining income 159 132 27 20 315 262 53 20 Provision for credit losses 149 147 2 2 367 413 (46) (11) Noninterest expenses: Compensation and benefits 765 716 49 7 1,474 1,404 70 5 General and administrative expenses 1,068 1,193 (125) (10) 2,169 2,396 (227) (9) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities (45) 135 (181) N/M (45) 135 (180) N/M Total noninterest expenses 1,788 2,044 (256) (13) 3,599 3,935 (336) (9) Noncontrolling interests 0 0 0 N/M 0 0 0 N/M Profit (loss) before tax 395 209 186 89 743 489 254 52 Employees (front office, full-time equivalent) 1 17,962 18,822 (860) (5) 17,962 18,822 (860) (5) Employees (business-aligned operations, full-time equivalent) 1 7,725 7,957 (233) (3) 7,725 7,957 (233) (3) Employees (allocated central infrastructure, full-time equivalent) 1 11,912 11,312 600 5 11,912 11,312 600 5 Total employees (full-time equivalent) 1 37,599 38,092 (493) (1) 37,599 38,092 (493) (1) Total assets (in € bn) 1,2 327 330 (2) (1) 327 330 (2) (1) Risk-weighted assets (in € bn) 1 96 87 9 11 96 87 9 11 of which: operational risk RWA (in € bn) 1,3 15 8 7 90 15 8 7 90 Leverage exposure (in € bn) 1 335 341 (6) (2) 335 341 (6) (2) Deposits (in € bn) 1 314 307 7 2 314 307 7 2 Loans (gross of allowance for loan losses, in € bn) 1 260 263 (3) (1) 260 263 (3) (1) Assets under Management (in € bn) 1,4 613 565 48 9 613 565 48 9 Net flows (in € bn) 7 6 2 31 19 10 9 92 Cost/income ratio 76.7% 85.2% (8.5)ppt N/M 76.4% 81.3% (4.9)ppt N/M Post-tax return on average shareholders’ equity 5 7.1% 3.7% 3.5ppt N/M 6.8% 4.5% 2.3ppt N/M Post-tax return on average tangible shareholders’ equity 5 7.1% 3.9% 3.2ppt N/M 6.9% 4.8% 2.1ppt N/M N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end 2 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances 3 Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report 4 Assets under Management include assets held on behalf of customers for investment purposes and/or client assets that are advised or managed by Deutsche Bank. They are managed on a discretionary or advisory basis or are deposited with the bank. Deposits are considered Assets under Management if they serve investment purposes. In Personal Banking, this includes Term deposits and Savings deposits. In Wealth Management and Private Banking, it is assumed that all customer deposits are held with the bank primarily for investment purposes and accordingly are classified as Assets under Management. In instances in which Private Bank distributes investment products qualifying as Assets under Management which are managed by DWS, these assets are reported as Assets under Management for Private Bank and for Asset Management (DWS) because they are two distinct, independent qualifying services. Within the new Private Bank coverage area ‘Wealth Management & Private Banking’, private clients benefit from a wider product range with increased emphasis on investment advice. As a result, starting from the first quarter of 2024, demand deposits of Private Banking in Germany were reclassified to Assets under Management, ensuring a consistent treatment within ‘Wealth Management & Private Banking’ 5 Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report
Segment Results of Operations, Asset Management [text block table]	Asset Management Three months ended Six months ended in € m.(unless stated otherwise) Jun 30, 2024 Jun 30, 2023 AbsoluteChange Changein % Jun 30, 2024 Jun 30, 2023 AbsoluteChange Changein % Net revenues: Management Fees 613 580 33 6 1,205 1,151 55 5 Performance and transaction fees 10 57 (47) (82) 27 68 (41) (60) Other 40 (17) 57 N/M 47 (10) 58 N/M Total net revenues 663 620 43 7 1,280 1,209 72 6 Provision for credit losses (0) (0) (0) 123 (1) (1) (0) 11 Noninterest expenses: Compensation and benefits 231 234 (3) (1) 464 456 8 2 General and administrative expenses 223 241 (18) (7) 445 454 (9) (2) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 (0) 0 N/M 0 0 0 32 Total noninterest expenses 453 474 (21) (4) 909 910 (1) (0) Noncontrolling interests 50 43 7 16 90 82 8 10 Profit (loss) before tax 160 103 57 55 282 218 64 30 Employees (front office, full-time equivalent)1 2,012 2,033 (21) (1) 2,012 2,033 (21) (1) Employees (business-aligned operations, full-time equivalent)1 2,403 2,280 123 5 2,403 2,280 123 5 Employees (allocated central infrastructure, full-time equivalent)1 568 528 40 8 568 528 40 8 Total employees (full-time equivalent)1 4,982 4,840 142 3 4,982 4,840 142 3 Total assets (in € bn)1,2 10 10 (0) (0) 10 10 (0) (0) Risk-weighted assets (in € bn)1 18 14 4 30 18 14 4 30 of which: operational risk RWA (in € bn)1,3 5 3 1 41 5 3 1 41 Leverage exposure (in € bn)1 9 9 0 3 9 9 0 3 Assets under Management (in € bn)1,4 933 859 74 9 933 859 74 9 Net flows (in € bn) (19) 9 (28) N/M (11) 15 (26) N/M Cost/income ratio 68.4% 76.5% (8.1)ppt N/M 71.0% 75.3% (4.3)ppt N/M Post-tax return on average shareholders’ equity5 8.0% 5.4% 2.7ppt N/M 7.2% 5.7% 1.6ppt N/M Post-tax return on average tangible shareholders’ equity5 17.8% 12.7% 5.2ppt N/M 16.3% 13.3% 3.0ppt N/M
Segment Results of Operations, Corporate & Other [text block table]	Corporate & Other Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Absolute Change Jun 30, 2024 Jun 30, 2023 Absolute Change Net revenues (208) (261) 53 (20) (751) (175) (577) N/M Provision for credit losses 29 (4) 33 N/M 38 (3) 40 N/M Noninterest expenses: Compensation and benefits 926 841 84 10 1,846 1,654 192 12 General and administrative expenses 667 (549) 1,216 N/M (58) (1,127) 1,069 (95) Impairment of goodwill and other intangible assets 0 0 0 N/M 0 0 0 N/M Restructuring activities 0 0 (0) (10) 0 (1) 1 N/M Total noninterest expenses 1,593 293 1,300 N/M 1,788 526 1,262 N/M Noncontrolling interests (60) (51) (9) 17 (102) (89) (13) 15 Profit (loss) before tax (1,770) (499) (1,271) N/M (2,476) (610) (1,866) N/M Total Employees (full-time equivalent) 1 35,710 33,470 2,240 7 35,710 33,470 2,240 7 Risk-weighted assets (in € bn) 1 32 41 (9) (22) 32 41 (9) (22) Leverage exposure (in € bn) 1 36 34 2 5 36 34 2 5 N/M – Not meaningful Prior year’s comparatives aligned to presentation in the current year 1 As of quarter-end

Net Interest Income and Net G_2

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Tables)	6 Months Ended
	Jun. 30, 2024
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Net interest income 3,623 4,192 7,450 8,074 Trading income 1 993 674 1,847 2,070 Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss (83) 7 (101) 123 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss 55 (38) 149 (15) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 965 643 1,895 2,178 Total net interest income and net gains (losses) on financial assets/liabilities 2 4,588 4,835 9,345 10,252 Corporate Treasury Services 753 749 1,491 1,555 Institutional Client Services 277 244 526 466 Business Banking 272 306 554 584 Corporate Bank 1,302 1,299 2,571 2,604 Fixed Income & Currencies 2,036 2,084 4,512 4,471 Remaining products (53) (78) (62) (64) Investment Bank 1,982 2,006 4,451 4,408 Personal Banking 1,007 1,067 2,030 2,059 Wealth Management & Private Banking 553 572 1,094 1,149 Private Bank 1,560 1,639 3,124 3,208 Asset Management 71 18 196 (2) Corporate & Other (327) (127) (996) 34 Total net interest income and net gains (losses) on financial assets/liabilities 4,588 4,835 9,345 10,252 1 Trading income includes gains and losses from derivatives not qualifying for hedge accounting 2 Prior year segmental information has been aligned to presentation in the current year

Commission and Fee Income (Tabl

Commission and Fee Income (Tables)	6 Months Ended
	Jun. 30, 2024
Commissions and Fee Income [Abstract]
Disaggregation of revenues by product type and business segment based on IFRS 15 [text block table]	Disaggregation of revenues by product type and business segment Three months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 53 12 67 4 (0) 136 Commissions for assets under management 5 0 99 917 (0) 1,020 Commissions for other securities 130 (0) 10 0 0 141 Underwriting and advisory fees 11 431 1 0 (2) 441 Brokerage fees 5 80 258 9 0 353 Commissions for local payments 133 1 222 0 (0) 355 Commissions for foreign commercial business 124 8 5 0 (9) 128 Commissions for foreign currency/exchange business 1 0 1 0 (0) 2 Commissions for loan processing and guarantees 176 95 61 0 0 333 Intermediary fees 5 0 106 0 3 114 Fees for sundry other customer services 28 126 24 30 2 210 Total fee and commissions income 672 754 854 960 (6) 3,233 Gross expense (640) Net fees and commissions 2,594 Three months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 52 12 64 4 (1) 130 Commissions for assets under management 4 0 100 904 (0) 1,008 Commissions for other securities 122 (0) 9 0 0 132 Underwriting and advisory fees 7 247 4 0 3 260 Brokerage fees 5 69 234 10 0 318 Commissions for local payments 116 0 251 0 (0) 366 Commissions for foreign commercial business 116 3 6 0 (7) 118 Commissions for foreign currency/exchange business 2 0 1 0 (0) 3 Commissions for loan processing and guarantees 155 87 53 0 1 296 Intermediary fees 6 (0) 86 0 1 93 Fees for sundry other customer services 73 70 (4) 29 1 169 Total fee and commissions income 660 487 804 947 (3) 2,894 Gross expense (573) Net fees and commissions 2,321 Six months ended Jun 30, 2024 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 105 29 130 7 (0) 271 Commissions for assets under management 9 0 199 1,809 0 2,018 Commissions for other securities 226 0 18 1 0 245 Underwriting and advisory fees 34 866 4 0 20 924 Brokerage fees 12 159 568 22 1 762 Commissions for local payments 271 0 446 0 1 718 Commissions for foreign commercial business 240 15 10 0 (16) 250 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 344 179 139 0 0 662 Intermediary fees 16 0 203 0 6 226 Fees for sundry other customer services 107 232 43 58 4 445 Total fee and commissions income 1,368 1,481 1,763 1,897 17 6,526 Gross expense (1,320) Net fees and commissions 5,207 Six months ended Jun 30, 2023 in € m. Corporate Investment Private Asset Corporate & Total Major type of services: Commissions for administration 102 25 122 7 (1) 255 Commissions for assets under management 9 0 187 1,759 (0) 1,955 Commissions for other securities 223 (0) 20 0 0 243 Underwriting and advisory fees 23 583 10 0 (3) 613 Brokerage fees 10 139 543 15 (9) 698 Commissions for local payments 237 1 494 0 0 732 Commissions for foreign commercial business 239 13 12 0 (13) 251 Commissions for foreign currency/exchange business 3 0 2 0 (0) 5 Commissions for loan processing and guarantees 309 159 115 0 0 584 Intermediary fees 12 (0) 164 0 5 181 Fees for sundry other customer services 148 122 6 57 2 335 Total fee and commissions income 1,316 1,042 1,674 1,838 (17) 5,853 Gross expense (1,185) Net fees and commissions 4,669

Gains and Losses on derecogni_2

Gains and Losses on derecognition of Financial Assets at measured at Amortized Cost (Tables)	6 Months Ended
	Jun. 30, 2024
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]	The table below presents the gains and (losses) arising from derecognition of these assets. Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Gains 1 0 2 1 Losses (2) (2) (10) (4) Net gains (losses) from derecognition of assets measured at amortized cost (0) (2) (8) (4)

Restructuring (Tables)

Restructuring (Tables)	6 Months Ended
	Jun. 30, 2024
Restructuring [Abstract]
Net Restructuring Expense by Division [text block table]	Net restructuring expense by business segment Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Corporate Bank (0) (0) 0 0 Investment Bank (1) (1) (0) (0) Private Bank (45) 135 (45) 135 Asset Management 0 (0) 0 0 Corporate & Other 0 0 0 (1) Total Net Restructuring Charges (46) 134 (45) 134
Net Restructuring by Type [text block table]	Net restructuring expense by type Three months ended Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Jun 30, 2024 Jun 30, 2023 Restructuring – Staff related (46) 134 (45) 134 Of which: Termination Payments (47) 134 (45) 132 Retention Acceleration 0 (0) 0 1 Social Security 0 0 0 1 Restructuring – Non Staff related1 0 (0) (0) (0) Total net restructuring Charges (46) 134 (45) 134 1 Contract costs, mainly related to real estate
Organizational Changes [text block table]	Organizational changes Full-time equivalent staff Three months endedJun 30, 2024 Six months endedJun 30, 2024 Corporate Bank 3 6 Investment Bank 0 2 Private Bank 21 40 Asset Management 2 2 Infrastructure 7 13 Total full-time equivalent staff 32 63

Financial Instruments carried_2

Financial Instruments carried at Fair Value (Tables)	6 Months Ended
	Jun. 30, 2024
Financial Instruments carried at Fair Value [Abstract]
Carrying Value of The Financial Instruments held at Fair Value [text block table]	Financial instruments carried at fair value1 Jun 30, 2024 Dec 31, 2023 in € m. Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Quotedprices inactivemarket(Level 1) Valuationtechniqueobservableparameters(Level 2) Valuationtechniqueunobservableparameters(Level 3) Financial assets held at fair value: Trading assets 49,545 76,295 9,054 53,095 62,760 9,420 Trading securities 49,312 71,721 3,295 52,886 59,752 3,194 Other trading assets 232 4,574 5,759 210 3,007 6,226 Positive market values from derivative financial instruments 1,683 227,387 8,164 2,198 241,481 8,198 Non-trading financial assets mandatory at fair value through profit or loss 1,308 98,922 4,347 2,275 80,744 5,028 Financial assets designated at fair value through profit or loss 0 45 0 0 75 0 Financial assets at fair value through other comprehensive income 21,236 15,919 2,920 18,273 14,324 2,949 Other financial assets at fair value 1,428 (1,176)2 19 1,353 (489)2 5 Total financial assets held at fair value 75,200 417,393 24,503 77,193 398,894 25,599 Financial liabilities held at fair value: Trading liabilities 38,177 10,160 33 36,361 7,617 27 Trading securities 38,177 8,936 27 36,361 6,727 26 Other trading liabilities 0 1,224 6 0 890 0 Negative market values from derivative financial instruments 2,031 213,639 7,683 2,333 228,280 7,666 Financial liabilities designated at fair value through profit or loss 203 88,204 4,277 169 80,309 3,248 Investment contract liabilities 0 509 0 0 484 0 Other financial liabilities at fair value 390 1,9812 (44)3 486 1,1942 (85)3 Total financial liabilities held at fair value 40,800 314,492 11,948 39,349 317,884 10,856 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” of the Annual Report 2023 2 Predominantly relates to derivatives qualifying for hedge accounting 3 Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications
Reconciliation of Financial Instruments Categorized in Level 3 [text block table]	Reconciliation of financial instruments classified in Level 3 Reconciliation of financial instruments classified in Level 3 Jun 30, 2024 in € m. Balance,beginningof year Changesin thegroup ofconsoli-datedcom-panies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofperiod Financial assetsheld at fair value: Trading securities 3,194 0 175 1,311 (958) 0 (328) 291 (391) 3,295 Positive marketvalues fromderivative finan-cial instruments 8,198 0 258 0 0 0 (259) 2,404 (2,438) 8,164 Other tradingassets 6,226 (0) 97 259 (1,064) 1,034 (496) 278 (575) 5,759 Non-trading financial assets mandatory at fair value through profit or loss 5,028 (1) 71 667 (24) 242 (469) 54 (1,221) 4,347 Financial assetsdesignated at fairvalue throughprofit or loss 0 0 0 0 0 0 0 0 0 0 Financial assets at fair value through other comprehensive income 2,949 0 565 345 (249) 605 (669) 89 (207) 2,920 Other financialassets at fair value 5 0 8 0 0 0 0 6 (0) 19 Total financial assetsheld at fair value 25,599 (1) 6666,7 2,582 (2,294) 1,881 (2,220) 3,123 (4,833) 24,503 Financial liabilitiesheld at fair value: Trading securities 26 0 0 0 0 0 0 0 0 27 Negative marketvalues fromderivative financialinstruments 7,666 0 397 0 0 0 (226) 1,886 (2,039) 7,683 Other tradingliabilities 0 0 0 0 0 0 5 0 0 6 Financial liabilitiesdesignated at fairvalue throughprofit or loss 3,248 0 26 0 0 1,612 (336) 243 (517) 4,277 Other financialliabilities at fair value (85) 0 118 0 0 0 (1) (21) (56) (44) Total financialliabilities held atfair value 10,856 0 5416,7 0 0 1,612 (558) 2,108 (2,612) 11,948 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year 5 Total gains and losses on financial assets at fair value through other comprehensive income include a gain of € 17 million recognized in other comprehensive income, net of tax 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a gain of € 112 million and for total financial liabilities held at fair value this is a loss of € 11 million 7 For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains Jun 30, 2023 in € m. Balance,beginningof year Changes inthe groupof consoli-dated com-panies Totalgains/losses1 Purchases Sales Issu-ances2 Settle-ments3 TransfersintoLevel 34 Transfersout ofLevel 34 Balance,end ofperiod Financial assetsheld at fair value: Trading securities 3,053 0 (40) 955 (598) 0 (288) 576 (364) 3,293 Positive marketvalues fromderivative finan-cial instruments
Sensitivity Analysis by Type of Instrument [text block table]	Breakdown of the sensitivity analysis by type of instrument1 Jun 30, 2024 Dec 31, 2023 in € m. Positive fair valuemovement fromusing reasonablepossiblealternatives Negative fair valuemovement fromusing reasonablepossiblealternatives Positive fair valuemovement fromusing reasonablepossiblealternatives Negative fair valuemovement fromusing reasonablepossiblealternatives Securities: Debt securities 246 197 196 221 Commercial mortgage-backed securities 23 17 16 27 Mortgage and other asset-backed securities 17 12 12 19 Corporate, sovereign and other debt securities 207 167 167 176 Equity securities 93 77 94 93 Derivatives: Credit 199 103 200 101 Equity 43 39 44 38 Interest related 560 279 633 368 Foreign exchange 55 25 47 17 Other 81 78 91 86 Loans: Loans 485 359 486 355 Other 0 0 0 0 Total 1,762 1,156 1,790 1,278 1 Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table
Quantitative Information about Fair Value (Level 3) 1 [text block table]	Financial instruments classified in Level 3 and quantitative information about unobservable inputs Jun 30, 2024 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 58 0 Price based Price 0 % 104 % Discounted cash flow Credit spread (bps) 188 1,710 Mortgage- and other asset-backedsecurities 118 0 Price based Price 0 % 107 % Discounted cash flow Credit spread (bps) 84 1,549 Recovery rate 60 % 85 % Constant default rate 0 % 9 % Constant prepayment rate 0 % 21 % Total mortgage- and other asset-backedsecurities 176 0 Debt securities and other debtobligations 4,326 4,191 Price based Price 0 % 300 % Held for trading 3,033 27 Discounted cash flow Credit spread (bps) 30 651 Corporate, sovereign and otherdebt securities 3,033 Non-trading financial assets mandatory at fair value through profit or loss 1,126 Designated at fair value through profit or loss 0 4,165 Financial assets at fair value through other comprehensive income 167 Equity securities 705 0 Market approach Price per net asset value 0 % 100 % Enterprise value/Revenue (multiple) 1 11 Held for trading 86 0 Enterprise value/EBITDA(multiple) 5 14 Non-trading financial assets mandatory at fair value through profit or loss 618 Discounted cash flow Weighted average cost capital 18 % 20 % Price based Price 0 % 105 % Loans 9,157 6 Price based Price 0 % 116 % Held for trading 5,655 6 Discounted cash flow Credit spread (bps) 190 1,636 Non-trading financial assets mandatory at fair value through profit or loss 961 Designated at fair value through profit or loss 0 0 Recovery rate 40 % 75 % Financial assets at fair value through other comprehensive income 2,540 Loan commitments 0 3 Discounted cash flow Credit spread (bps) 173 1,007 Recovery rate 40 % 76 % Loan pricing model Utilization 0 % 100 % Other financial instruments 1,9572 1093 Discounted cash flow IRR 7 % 13 % Repo rate (bps.) 32 285 Total non-derivative financialinstruments held at fair value 16,320 4,309 1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position 2 Other financial assets include € 103 million of other trading assets, € 1.6 billion of other non-trading financial assets mandatory at fair value and € 213 million of other financial assets at fair value through other comprehensive income 3 Other financial liabilities include € 109 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)1 Significant unobserva
Quantitative Information about Fair Value (Level 3) 2 [text block table]	Jun 30, 2024 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s) Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value: Market values from derivative financialinstruments: Interest rate derivatives 5,298 4,534 Discounted cash flow Swap rate (bps) (4,561) 4,840 Inflation swap rate 0 % 12 % Constant default rate 0 % 15 % Constant prepayment rate 4 % 17 % Option pricing model Inflation volatility 0 % 6 % Interest rate volatility 0 % 43 % IR - IR correlation (10) % 99 % Hybrid correlation (90) % 55 % Credit derivatives 554 477 Discounted cash flow Credit spread (bps) 8 3,500 Recovery rate 0 % 40 % Correlation pricingmodel Credit correlation 49 % 59 % Equity derivatives 298 944 Option pricing model Stock volatility 2 % 69 % Index volatility 6 % 20 % Index - index correlation 0 % 0 % Stock - stock correlation 0% 0% Stock Forwards 0 % 1 % Index Forwards 0 % 5 % FX derivatives 1,445 1,498 Option pricing model Volatility (15) % 43 % Quoted Vol 0 % 0 % Discounted cash flow Swap rate (bps) (19) 99 Other derivatives 587 1851 Discounted cash flow Credit spread (bps) 219 700 Option pricing model Index volatility 0 % 91 % Price 78 % 85 % Commodity correlation 0 % 97 % Total market values from derivativefinancial instruments 8,183 7,638 1 Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated Dec 31, 2023 Fair value in € m.(unless stated otherwise) Assets Liabilities Valuation technique(s) Significant unobservableinput(s) (Level 3) Range Financial instruments held at fair value: Market values from derivative financialinstruments: Interest rate derivatives 4,997 4,070 Discounted cash flow Swap rate (bps) (3,932) 4,150 Inflation swap rate 1 % 15 % Constant default rate 0 % 18 % Constant prepayment rate 0 % 26 % Option pricing mode
Unrealized Gains or Losses on Level 3 Instruments Held or in Issue at the Reporting Date [text block table]	Six months ended in € m. Jun 30, 2024 Jun 30, 2023 Financial assets held at fair value: Trading securities 73 (9) Positive market values from derivative financial instruments 878 441 Other trading assets 23 55 Non-trading financial assets mandatory at fair value through profit or loss 48 (33) Financial assets designated at fair value through profit or loss 0 0 Financial assets at fair value through other comprehensive income 0 (3) Other financial assets at fair value (8) (4) Total financial assets held at fair value 1,015 449 Financial liabilities held at fair value: Trading securities (0) (0) Negative market values from derivative financial instruments (944) (104) Other trading liabilities (0) (0) Financial liabilities designated at fair value through profit or loss (5) 40 Other financial liabilities at fair value (118) (187) Total financial liabilities held at fair value (1,067) (251) Total (52) 199
Recognitions of Trade Date Profit [text block table]	in € m. Jun 30, 2024 Jun 30, 2023 Balance, beginning of year 577 550 New trades during the period 136 187 Amortization (72) (77) Matured trades (33) (41) Subsequent move to observability1 (28)2 (15) Exchange rate changes 0 (1) Balance, end of period 579 603 1 This includes situations where an input remains unobservable but has become insignificant in relation to the deferred trade date profit in periods subsequent to the trade date 2 During the second quarter of 2024, the Group refined its methodology for the significance test of unobservable inputs subsequent to the trade date. This resulted in release of € 15 million in the second quarter of 2024

Fair Value of Financial Instr_2

Fair Value of Financial Instruments not carried at Fair Value (Tables)	6 Months Ended
	Jun. 30, 2024
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Estimated Fair Value of the Financial Instruments not carried at Fair Value [text block table]	Estimated fair value of financial instruments not carried at fair value on the balance sheet1 Jun 30, 2024 Dec 31, 2023 in € m. Carrying value Fair value Carrying value Fair value Financial assets: Cash and central bank balances 148,625 148,625 178,416 178,416 Interbank balances (w/o central banks) 7,333 7,334 6,140 6,140 Central bank funds sold and securities purchased under resale agreements 24,937 25,008 14,725 14,778 Securities borrowed 44 44 39 39 Loans 482,729 462,711 479,353 454,972 Other financial assets 144,278 142,686 106,617 105,132 Financial liabilities: Deposits 645,530 644,873 625,486 624,731 Central bank funds purchased and securities sold under repurchaseagreements 2,632 2,626 3,038 3,031 Securities loaned 4 4 3 3 Other short-term borrowings 10,696 10,698 9,620 9,628 Other financial liabilities 127,796 127,796 99,272 99,272 Long-term debt 108,848 107,855 119,390 117,510 Trust preferred securities 288 269 289 264 1 Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2023

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2024
Allowance for Credit Losses [Abstract]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Text Block Table]	Development of allowance for credit losses for financial assets at amortized cost Six months ended Jun 30, 2024 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 447 680 3,960 198 5,285 Movements in financial assets including new business (93) 124 928 (8) 951 Transfers due to changes in creditworthiness¹ 84 (95) 11 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 (2)- (7) 0 0 (9) Financial assets that have been derecognized during the period² 0 0 (622) 0 (622) Recovery of written off amounts 0 0 39 0 39 Foreign exchange and other changes 5 (1) (133) 11 (117) Balance, end of reporting period 440 701 4,183 202 5,526 Provision for credit losses excluding country risk3,4 (12) 22 939 (8) 942 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 Movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models add up to provision for credit losses excluding country risk 4 Credit loss provision does include € 4 million reimbursement gain as of June 30, 2024 5 Allowance for credit losses does not include allowance for country risk amounting to € 8 million as of June 30, 2024 Six months ended Jun 30, 2023 Allowance for credit losses5 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 533 626 3,656 180 4,995 Movements in financial assets including new business (106) 176 757 6 833 Transfers due to changes in creditworthiness¹ 90 (113) 23 N/M 0 Changes due to modifications that did not result inderecognition N/M N/M N/M N/M N/M Changes in models 0 0 0 0 0 Financial assets that have been derecognized during the period² 0 0 (442) (40) (482) Recovery of written off amounts 0 0 36 0 36 Foreign exchange and other changes 2 (10) (139) 0 (147) Balance, end of reporting period 519 679 3,890 146 5,235 Provision for credit losses excluding country risk3,4 (16) 63 780 6 833 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 This position includes charge offs of allowance for credit losses 3 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 4 Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023 5 Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023
Development Of Allowance For Off Balance Sheet Positions [Text Block Table]	Development of allowance for credit losses for off-balance sheet positions Six months ended Jun 30, 2024 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 117 88 187 0 393 Movements including new business (10) 4 (22) 0 (28) Transfers due to changes in creditworthiness1 10 (9) (1) N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes 2 (1) 3 0 4 Balance, end of reporting period 118 83 167 0 368 of which: Financial guarantees 71 32 95 0 198 Provision for credit losses excluding country risk2 0 (5) (23) 0 (28) 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2024 Six months ended Jun 30, 2023 Allowance for credit losses3 in € m. Stage 1 Stage 2 Stage 3 Stage 3 POCI Total Balance, beginning of year 144 97 310 0 551 Movements including new business (17) 12 (53) 0 (58) Transfers due to changes in creditworthiness1 7 (8) 1 N/M 0 Changes in models 0 0 0 0 0 Foreign exchange and other changes (0) (2) 1 0 (1) Balance, end of reporting period 134 98 260 0 492 of which: Financial guarantees 91 54 188 0 333 Provision for credit losses excluding country risk2 (10) 3 (52) 0 (58) 1 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 2 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models 3 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2023

IFRS 9 Impairment (Tables)

IFRS 9 Impairment (Tables)	6 Months Ended
	Jun. 30, 2024
IFRS 9 Impairment [Abstract]
IFRS 9 Impairment Forward Looking Information [text block table]	Macroeconomic variables applied as of June 2024¹ ² Year 1 Year 2 Commodity - Gold 2,260.40 2,339.28 Commodity - WTI 78.56 73.11 Credit - CDX Emerging Markets 170.05 189.77 Credit - CDX High Yield 352.22 400.32 Credit - CDX IG 52.53 57.16 Credit - High Yield Index 3.42% 3.95% Credit - ITX Europe 125 54.69 56.97 Equity - MSCI Asia 1,442 1,457 Equity - Nikkei 38,777 38,844 Equity - S&P500 5,340 5,471 GDP - Developing Asia 5.03 % 4.50 % GDP - Emerging Markets 4.30 % 4.03 % GDP - Eurozone 0.71 % 1.44 % GDP - Germany 0.48 % 1.30 % GDP - Italy 0.99 % 1.26 % GDP - USA 2.08 % 1.84 % Real Estate Prices - U.S. CRE Index 311.23 311.62 Unemployment - Eurozone 6.54 % 6.49 % Unemployment - Germany 3.20 % 3.16 % Unemployment - Italy 7.30 % 7.37 % Unemployment - Japan 2.50 % 2.38 % Unemployment - Spain 11.51 % 11.09 % Unemployment - USA 4.06 % 4.10 % 1 MEV as of June 18, 2024 2 Year 1 equals second quarter of 2024 to first quarter of 2025, Year 2 equals second quarter of 2025 to first quarter of 2026 as of December 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 451.57 466.4 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 - U.S. 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 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 202 5
IFRS 9 Model Sensitivity [text block table]	IFRS 9 – Sensitivities of Forward-Looking Information applied on Stage 1 and Stage 2 – Group Level Jun 30, 2024 Upward sensitivity Downward sensitivity Upward shift ECL impactin € m. Downward shift ECL impactin € m. GDP growth rates 1pp (71.0) (1)pp 79.2 Unemployment rates (0.5)pp (40.6) 0.5pp 43.5 Real estate prices 5% (5.2) (5)% 5.5 Equities 10% (8.1) (10)% 10.2 Credit spreads (40)% (17.1) 40% 18.7 Commodities¹ 10% (9.4) (10)% 10.0 1 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign 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 prices 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 The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign

Key Risk Themes - Commercial Re

Key Risk Themes - Commercial Real Estate (Tables)	6 Months Ended
	Jun. 30, 2024
IFRS 9 Focus Areas Overview of CRE Portfolio [Abstract]
CRE Portfolio [text block table]	CRE portfolio June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Allowance for Credit Losses² Gross Carrying Amount¹ Allowance for Credit Losses² Real Estate Activities³ 49,705 704 49,267 460 thereof: non-recourse 25,078 579 25,073 382 thereof: stress-tested portfolio 21,692 554 21,331 364 Other industry sectors³ non-recourse 12,447 217 13,119 225 thereof: stress-tested portfolio 8,840 104 9,879 114 Total non-recourse CRE portfolio 37,525 796 38,192 606 thereof: stress-tested portfolio 30,532 658 31,210 478 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 June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 24,872 27,325 Stage 2 9,107 7,661 Stage 3 3,546 3,206 Total 37,525 38,192 Six monthsendedJune 30, 2024 Twelve monthsendedDec 31, 2023 Provision for Credit Losses² 309 445 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 June 30, 2024 Dec 31, 2023 in € m. Gross Carrying Amount¹ Gross Carrying Amount¹ Exposure by stages Stage 1 19,535 21,568 Stage 2 7,888 6,889 Stage 3 3,109 2,753 Total 30,532 31,210 thereof: North America 54% 56% Western Europe (including Germany) 39%2 36%2 Asia/Pacific 7% 7% thereof: offices 42% 42% North America 24% 23% Western Europe (including Germany) 16%3 17%3 Asia/Pacific 2% 2% thereof: residential 13% 14% thereof: hospitality 9% 10% thereof: retail 9% 9% Weighted average LTV, in % Investment Bank 66% 66% Corporate Bank 55% 53% Other Business 68% 68% Six monthsendedJune 30, 2024 Twelve monthsendedDec 31, 2023 Provision for Credit Losses4 302 388 thereof: North America 251 298 1 Loans at amortized cost 2 Germany accounts for ca 8% as of June 30, 2024 and ca 7% as of December 31, 2023 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 as of June 30, 2024 and as of December 31, 2023 4 Provision for Credit Losses do not include country risk provisions

Credit related Commitments an_2

Credit related Commitments and Contingent Liabilities (Tables)	6 Months Ended
	Jun. 30, 2024
Credit related Commitments and Contingent Liabilities [Abstract]
Commitments and Contingent Liabilities [text block table]	in € m. Jun 30, 2024 Dec 31, 2023 Irrevocable lending commitments 214,111 206,084 Revocable lending commitments 49,866 49,325 Contingent liabilities 69,205 65,131 Total 333,182 320,540

Long-Term Debt (Tables)

Long-Term Debt (Tables)	6 Months Ended
	Jun. 30, 2024
Long-Term Debt and Trust Preferred Securities [Abstract]
Long-Term Debt [text block table]	in € m. Jun 30, 2024 Dec 31, 2023 Senior debt: Bonds and notes Fixed rate 70,119 72,656 Floating rate 11,227 9,028 Other 16,010 26,394 Subordinated debt: Bonds and notes Fixed rate 11,344 11,163 Floating rate 0 0 Other 148 149 Total long-term debt 108,848 119,390

Shares Issued and Outstanding (

Shares Issued and Outstanding (Tables)	6 Months Ended
	Jun. 30, 2024
Shares Issued and Outstanding [Abstract]
Shares Issued and Outstanding [text block table]	in million Jun 30, 2024 Dec 31, 2023 Shares issued 1,994.7 2,040.2 Shares in treasury 47.0 48.2 Of which: Buyback 47.0 48.2 Other 0.0 0.0 Shares outstanding 1,947.7 1,992.0

Related Party Transactions (Tab

Related Party Transactions (Tables)	6 Months Ended
	Jun. 30, 2024
Related Party Transactions [Abstract]
Loans Issued and Guarantees Granted (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Loans issued and guarantees granted in € m. Jun 30, 2024 Dec 31, 2023 Loans outstanding, beginning of period 44 119 Net movement in loans during the period 88 (98) Changes in the group of consolidated companies 0 0 Exchange rate changes/other (41) 23 Loans outstanding, end of period1 91 44 Other credit risk related transactions: Allowance for loan losses 0 1 Provision for loan losses 1 0 Guarantees and commitments 3 1 1 Loans past due were € 0 million as of June 30, 2024, and € 0 million as of December 31, 2023. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2024, and December 31, 2023, respectively
Deposits Received (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Deposits received in € m. Jun 30, 2024 Dec 31, 2023 Deposits, beginning of period 33 31 Net movement in deposits during the period (1) 2 Changes in the group of consolidated companies 0 0 Exchange rate changes/other 0 0 Deposits, end of period 31 33

Basis of Preparation_impact of

Basis of Preparation/impact of changes in accounting principles - Basis of Preparation (Detail: Text Values) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Application of the EU carve out version of IAS 39 [Abstract]
Positive impact on profit before tax	€ 280	€ 346	€ 683	€ 250
Positive impact on profit after tax	€ 198	€ 247	€ 485	€ 177
Calculation impact on CET capital ratio (in bps)			26	11

Accounting Policies Business Se

Accounting Policies Business Segments (Detail: Text values) - EUR (€) € in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2023
Accounting Policy - Basis of Preparation/ Impact of changes in accounting principles [Abstract]
Impact from the introduction of a new cost allocation methodology (DBCM) to noninterest expenses at segment level, Corporate Bank	€ 16	€ 57
Impact from the introduction of a new cost allocation methodology (DBCM) to noninterest expenses at segment level, Investment Bank	19	42
Impact from the introduction of a new cost allocation methodology (DBCM) to noninterest expenses at segment level, Private Bank	39	40
Impact from the introduction of a new cost allocation methodology (DBCM) to noninterest expenses at segment level, Asset Management	0	0
Impact from the introduction of a new cost allocation methodology (DBCM) to noninterest expenses at segment level, Corporate and Other	€ 41	€ 25

Segment Results - Segment Resul

Segment Results - Segment Results of Operations (Detail) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Total Consolidated Segments [Domain Member]
Segment Results of Operations [Line Items]
Net revenues	€ 7,308	€ 7,062	€ 14,684	€ 14,839
Provision for credit losses	476	401	915	772
Noninterest expenses [Abstract]
Compensation and benefits	3,010	2,812	5,940	5,508
General and administrative expenses	3,738	2,657	6,111	5,417
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	(46)	134	(45)	134
Total noninterest expenses	6,702	5,602	12,006	11,059
Noncontrolling interests	0	0	0	0
Profit (loss) before tax	130	1,059	1,763	3,008
Corporate Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	1,922	1,943	3,800	3,916
Provision for credit losses	135	117	198	182
Noninterest expenses [Abstract]
Compensation and benefits	402	374	782	733
General and administrative expenses	786	802	1,616	1,563
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	0	0	0	0
Total noninterest expenses	1,187	1,175	2,398	2,296
Noncontrolling interests	0	0	0	0
Profit (loss) before tax	599	651	1,204	1,438
Investment Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	2,599	2,361	5,645	5,052
Provision for credit losses	163	141	313	181
Noninterest expenses [Abstract]
Compensation and benefits	687	647	1,373	1,260
General and administrative expenses	994	970	1,939	2,131
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	(1)	(1)	0	0
Total noninterest expenses	1,680	1,616	3,311	3,391
Noncontrolling interests	10	8	11	6
Profit (loss) before tax	746	596	2,010	1,473
Private Bank [Member]
Segment Results of Operations [Line Items]
Net revenues	2,332	2,400	4,710	4,838
Provision for credit losses	149	147	367	413
Noninterest expenses [Abstract]
Compensation and benefits	765	716	1,474	1,404
General and administrative expenses	1,068	1,193	2,169	2,396
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	(45)	135	(45)	135
Total noninterest expenses	1,788	2,044	3,599	3,935
Noncontrolling interests	0	0	0	0
Profit (loss) before tax	395	209	743	489
Asset Management [Member]
Segment Results of Operations [Line Items]
Net revenues	663	620	1,280	1,209
Provision for credit losses	0	0	(1)	(1)
Noninterest expenses [Abstract]
Compensation and benefits	231	234	464	456
General and administrative expenses	223	241	445	454
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	0	0	0	0
Total noninterest expenses	453	474	909	910
Noncontrolling interests	50	43	90	82
Profit (loss) before tax	160	103	282	218
Corporate & Other [Member]
Segment Results of Operations [Line Items]
Net revenues	(208)	(261)	(751)	(175)
Provision for credit losses	29	(4)	38	(3)
Noninterest expenses [Abstract]
Compensation and benefits	926	841	1,846	1,654
General and administrative expenses	667	(549)	(58)	(1,127)
Impairment of goodwill and other intangible assets	0	0	0	0
Restructuring activities	0	0	0	(1)
Total noninterest expenses	1,593	293	1,788	526
Noncontrolling interests	(60)	(51)	(102)	(89)
Profit (loss) before tax	€ (1,770)	€ (499)	€ (2,476)	€ (610)

Segment Results - Corporate Div

Segment Results - Corporate Divisions - Corporate Bank (Detail) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Segments [Domain Member]
Noninterest expenses [Abstract]
Restructuring activities		€ (46)	€ 134	€ (45)	€ 134
Corporate Bank [Member]
Net revenues [Abstract]
Corporate Treasury Services		1,058	1,085	2,128	2,273
Institutional Client Services		532	492	995	939
Business Banking		332	367	678	704
Total net revenues		1,922	1,943	3,800	3,916
Of which [Abstract]
Net interest income		1,290	1,312	2,578	2,645
Commission and fee income		624	573	1,217	1,149
Remaining income		8	58	6	122
Provision for credit losses		135	117	198	182
Noninterest expenses [Abstract]
Compensation and benefits		402	374	782	733
General and administrative expenses		786	802	1,616	1,563
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		0	0	0	0
Total noninterest expenses		1,187	1,175	2,398	2,296
Noncontrolling interests		0	0	0	0
Profit (loss) before tax		€ 599	€ 651	€ 1,204	€ 1,438
Employees (full time equivalent)	[1]	25,662	23,831	25,662	23,831
Employees (front office, full time equivalent)	[1]	7,786	7,443	7,786	7,443
Employees (business aligned operations, full time equivalent)	[1]	7,966	7,677	7,966	7,677
Employees (allocated central infrastructure, full time equivalent)	[1]	9,910	8,711	9,910	8,711
Total assets	[1],[2]	€ 271,000	€ 245,000	€ 271,000	€ 245,000
Risk-weighted assets (RWA)	[1]	75,000	71,000	75,000	71,000
of which, operational risk RWA	[1],[3]	9,000	5,000	9,000	5,000
Leverage exposure	[1]	315,000	306,000	315,000	306,000
Deposits	[1]	303,000	271,000	303,000	271,000
Loans gross of allowances for loan losses	[1]	€ 117,000	€ 116,000	€ 117,000	€ 116,000
Cost Income Ratio		61.80%	60.50%	63.10%	58.60%
Post tax return on average shareholders equity	[4]	14.10%	15%	14.20%	16.70%
Post tax return on average tangible shareholders equity	[4]	15%	16.10%	15.30%	17.90%
[1] As of quarter-end Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report

Segment Results - Corporate D_2

Segment Results - Corporate Divisions - Investment Bank (Detail) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Segments [Domain Member]
Noninterest expenses [Abstract]
Restructuring activities		€ (46)	€ 134	€ (45)	€ 134
Investment Bank [Member]
Net revenues [Abstract]
Fixed income and Currencies		2,067	2,128	4,585	4,470
Fixed Income And Currencies Financing, Net Revenues		781	776	1,586	1,481
Fixed Income and Currencies ExFinancing, Net Revenues		1,286	1,352	2,999	2,989
Origination and Advisory		585	291	1,089	618
Debt Origination		399	212	754	425
Equity Origination		50	30	94	52
Advisory		137	48	241	140
Research and Other		(54)	(58)	(28)	(35)
Total net revenues		2,599	2,361	5,645	5,052
Provision for credit losses		163	141	313	181
Noninterest expenses [Abstract]
Compensation and benefits		687	647	1,373	1,260
General and administrative expenses		994	970	1,939	2,131
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		(1)	(1)	0	0
Total noninterest expenses		1,680	1,616	3,311	3,391
Noncontrolling interests		10	8	11	6
Profit (loss) before tax		€ 746	€ 596	€ 2,010	€ 1,473
Employees (full time equivalent)	[1]	20,097	18,715	20,097	18,715
Employees (front office, full time equivalent)	[1]	4,776	4,371	4,776	4,371
Employees (business aligned operations, full time equivalent)	[1]	3,131	3,002	3,131	3,002
Employees (allocated central infrastructure, full time equivalent)	[1]	12,191	11,342	12,191	11,342
Total assets	[1],[2]	€ 719,000	€ 662,000	€ 719,000	€ 662,000
Risk-weighted assets (RWA)	[1]	135,000	145,000	135,000	145,000
of which, operational risk RWA	[1],[3]	18,000	23,000	18,000	23,000
Leverage exposure	[1]	567,000	546,000	567,000	546,000
Deposits	[1]	19,000	12,000	19,000	12,000
Loans gross of allowances for loan losses	[1]	€ 106,000	€ 103,000	€ 106,000	€ 103,000
Cost Income Ratio		64.60%	68.50%	58.70%	67.10%
Post tax return on average shareholders equity	[4]	8.10%	6.20%	11.30%	8.10%
Post tax return on average tangible shareholders equity	[4]	8.30%	6.40%	11.70%	8.30%
[1] As of quarter-end Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report

Segment Results - Corporate D_3

Segment Results - Corporate Divisions - Private Bank (Detail) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Segments [Domain Member]
Noninterest expenses [Abstract]
Restructuring activities		€ (46)	€ 134	€ (45)	€ 134
Private Bank [Member]
Net revenues [Abstract]
Personal Banking		1,303	1,404	2,627	2,789
Wealth Management and Private Banking		1,029	996	2,083	2,049
Total net revenues		2,332	2,400	4,710	4,838
Of which [Abstract]
Net interest income		1,442	1,543	2,875	3,075
Commission and fee income		731	724	1,520	1,501
Remaining income		159	132	315	262
Provision for credit losses		149	147	367	413
Noninterest expenses [Abstract]
Compensation and benefits		765	716	1,474	1,404
General and administrative expenses		1,068	1,193	2,169	2,396
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		(45)	135	(45)	135
Total noninterest expenses		1,788	2,044	3,599	3,935
Noncontrolling interests		0	0	0	0
Profit (loss) before tax		€ 395	€ 209	€ 743	€ 489
Employees (full time equivalent)	[1]	37,599	38,092	37,599	38,092
Employees (front office, full time equivalent)	[1]	17,962	18,822	17,962	18,822
Employees (business aligned operations, full time equivalent)	[1]	7,725	7,957	7,725	7,957
Employees (allocated central infrastructure, full time equivalent)	[1]	11,912	11,312	11,912	11,312
Total assets	[1],[2]	€ 327,000	€ 330,000	€ 327,000	€ 330,000
Risk-weighted assets (RWA)	[1]	96,000	87,000	96,000	87,000
of which, operational risk RWA	[1],[3]	15,000	8,000	15,000	8,000
Leverage exposure	[1]	335,000	341,000	335,000	341,000
Deposits	[1]	314,000	307,000	314,000	307,000
Loans gross of allowances for loan losses	[1]	260,000	263,000	260,000	263,000
Assets under Management	[1],[4]	613,000	565,000	613,000	565,000
Net flows		€ 7,000	€ 6,000	€ 19,000	€ 10,000
Cost Income Ratio		76.70%	85.20%	76.40%	81.30%
Post tax return on average shareholders equity	[5]	7.10%	3.70%	6.80%	4.50%
Post tax return on average tangible shareholders equity	[5]	7.10%	3.90%	6.90%	4.80%
[1] As of quarter-end Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report Assets under Management include assets held on behalf of customers for investment purposes and/or client assets that are advised or managed by Deutsche Bank. They are managed on a discretionary or advisory basis or are deposited with the bank. Deposits are considered Assets under Management if they serve investment purposes. In Personal Banking, this includes Term deposits and Savings deposits. In Wealth Management and Private Banking, it is assumed that all customer deposits are held with the bank primarily for investment purposes and accordingly are classified as Assets under Management. In instances in which Private Bank distributes investment products qualifying as Assets under Management which are managed by DWS, these assets are reported as Assets under Management for Private Bank and for Asset Management (DWS) because they are two distinct, independent qualifying services. Within the new Private Bank coverage area ‘Wealth Management & Private Banking’, private clients benefit from a wider product range with increased emphasis on investment advice. As a result, starting from the first quarter of 2024, demand deposits of Private Banking in Germany were reclassified to Assets under Management, ensuring a consistent treatment within ‘Wealth Management & Private Banking’ Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report

Segment Results - Corporate D_4

Segment Results - Corporate Divisions - Asset Management (Detail) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Segments [Domain Member]
Noninterest expenses [Abstract]
Restructuring activities		€ (46)	€ 134	€ (45)	€ 134
Asset Management [Member]
Net revenues [Abstract]
Management Fees		613	580	1,205	1,151
Performance and transaction fees		10	57	27	68
Other		40	(17)	47	(10)
Total net revenues		663	620	1,280	1,209
Provision for credit losses		0	0	(1)	(1)
Noninterest expenses [Abstract]
Compensation and benefits		231	234	464	456
General and administrative expenses		223	241	445	454
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		0	0	0	0
Total noninterest expenses		453	474	909	910
Noncontrolling interests		50	43	90	82
Profit (loss) before tax		€ 160	€ 103	€ 282	€ 218
Employees (full time equivalent)	[1]	4,982	4,840	4,982	4,840
Employees (front office, full time equivalent)	[1]	2,012	2,033	2,012	2,033
Employees (business aligned operations, full time equivalent)	[1]	2,403	2,280	2,403	2,280
Employees (allocated central infrastructure, full time equivalent)	[1]	568	528	568	528
Total assets	[1],[2]	€ 10,000	€ 10,000	€ 10,000	€ 10,000
Risk-weighted assets (RWA)	[1]	18,000	14,000	18,000	14,000
of which, operational risk RWA	[1],[3]	5,000	3,000	5,000	3,000
Leverage exposure	[1]	9,000	9,000	9,000	9,000
Assets under Management	[1],[4]	933,000	859,000	933,000	859,000
Net flows		€ (19,000)	€ 9,000	€ (11,000)	€ 15,000
Cost Income Ratio		68.40%	76.50%	71%	75.30%
Post tax return on average shareholders equity	[5]	8%	5.40%	7.20%	5.70%
Post tax return on average tangible shareholders equity	[5]	17.80%	12.70%	16.30%	13.30%
[1] As of quarter-end Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances Starting from the first quarter of 2024, the allocation of operational risk RWA has changed. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report A ssets under management (AuM) means assets (a) the segment manages on a discretionary or non-discretionary advisory basis; including where it is the management company and portfolio management is outsourced to a third party; and (b) a third party holds or manages and on which the segment provides, on the basis of contract, advice of an ongoing nature including regular or periodic assessment, monitoring and/or review. AuM represent both collective investments (including mutual funds and exchange-traded funds) and separate client mandates. AuM are measured at current market value based on the local regulatory rules for asset managers at each reporting date, which might differ from the fair value rules applicable under IFRS. Measurable levels are available daily for most retail products but may only update monthly, quarterly or even yearly for some products. While AuM do not include the segment’s investments accounted for under equity method, they do include seed capital and any committed capital on which the segment earns management fees Starting from the first quarter of 2024, the equity allocation framework has been updated. For more information, please refer to section “Basis of preparation/impact of changes in accounting principles - Business Segments” of this report

Segment Results - Corporate D_5

Segment Results - Corporate Divisions - Corporate & Other (Detail) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)	Jun. 30, 2024 EUR (€)	Jun. 30, 2023 EUR (€)
Segments [Domain Member]
Noninterest expenses [Abstract]
Restructuring activities		€ (46)	€ 134	€ (45)	€ 134
Corporate & Other [Member]
Corporate & Other [Line Items]
Net revenues		(208)	(261)	(751)	(175)
Provision for credit losses		29	(4)	38	(3)
Noninterest expenses [Abstract]
Compensation and benefits		926	841	1,846	1,654
General and administrative expenses		667	(549)	(58)	(1,127)
Impairment of goodwill and other intangible assets		0	0	0	0
Restructuring activities		0	0	0	(1)
Total noninterest expenses		1,593	293	1,788	526
Noncontrolling interests		(60)	(51)	(102)	(89)
Profit (loss) before tax		€ (1,770)	€ (499)	€ (2,476)	€ (610)
Employees (full time equivalent)	[1]	35,710	33,470	35,710	33,470
Risk-weighted assets in divisions(RWA)	[1]	€ 32,000	€ 41,000	€ 32,000	€ 41,000
Leverage exposure in divisions	[1]	€ 36,000	€ 34,000	€ 36,000	€ 34,000
[1] As of quarter-end

Net Interest Income and Net G_3

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Line Items]
Net interest income		€ 3,623	€ 4,192	€ 7,450	€ 8,074
Trading income	[1]	993	674	1,847	2,070
Net gains (losses) on non-trading financial assets mandatory at fair value through profit or loss		(83)	7	(101)	123
Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss		55	(38)	149	(15)
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss		965	643	1,895	2,178
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss	[2]	4,588	4,835	9,345	10,252
Corporate Bank		1,302	1,299	2,571	2,604
Corporate Treasury Services		753	749	1,491	1,555
Institutional Client Services		277	244	526	466
Business Banking		272	306	554	584
Investment Bank		1,982	2,006	4,451	4,408
Fixed income and currencies		2,036	2,084	4,512	4,471
Remaining Products		(53)	(78)	(62)	(64)
Private Bank		1,560	1,639	3,124	3,208
Personal Banking		1,007	1,067	2,030	2,059
Wealth Management and Private Banking		553	572	1,094	1,149
Asset Management		71	18	196	(2)
Corporate & Other		(327)	(127)	(996)	34
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss		€ 4,588	€ 4,835	€ 9,345	€ 10,252
[1] Trading income includes gains and losses from derivatives not qualifying for hedge accounting Prior year segmental information has been aligned to presentation in the current year

Net Interest Income and Net G_4

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through P&L (Detail: Text Values) - EUR (€) € in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Net Interest Income [Abstract]
Group borrowing under the TLTRO III-refinancing program	€ 22,400		€ 22,400
Net interest income related to EU government grants under the Targeted Longer-Term Refinancing Operations III (TLTRO III) program	€ (216)	€ (144)	€ (385)

Commissions and Fee Income - Di

Commissions and Fee Income - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Total Consolidated Segments [Domain Member]
Major type of services: [Abstract]
Commissions for administration	€ 136	€ 130	€ 271	€ 255
Commissions for assets under management	1,020	1,008	2,018	1,955
Commissions for other securities	141	132	245	243
Underwriting and advisory fees	441	260	924	613
Brokerage Fees	353	318	762	698
Commissions for local payments	355	366	718	732
Commissions for foreign commercial business	128	118	250	251
Commissions for foreign currency/exchange business	2	3	5	5
Commissions for loan processing and guarantees	333	296	662	584
Intermediary fees	114	93	226	181
Fees for sundry other customer services	210	169	445	335
Total fee and commissions income	3,233	2,894	6,526	5,853
Gross expense	(640)	(573)	(1,320)	(1,185)
Net fees and commissions	2,594	2,321	5,207	4,669
Corporate Bank [Member]
Major type of services: [Abstract]
Commissions for administration	53	52	105	102
Commissions for assets under management	5	4	9	9
Commissions for other securities	130	122	226	223
Underwriting and advisory fees	11	7	34	23
Brokerage Fees	5	5	12	10
Commissions for local payments	133	116	271	237
Commissions for foreign commercial business	124	116	240	239
Commissions for foreign currency/exchange business	1	2	3	3
Commissions for loan processing and guarantees	176	155	344	309
Intermediary fees	5	6	16	12
Fees for sundry other customer services	28	73	107	148
Total fee and commissions income	672	660	1,368	1,316
Investment Bank [Member]
Major type of services: [Abstract]
Commissions for administration	12	12	29	25
Commissions for assets under management	0	0	0	0
Commissions for other securities	0	0	0	0
Underwriting and advisory fees	431	247	866	583
Brokerage Fees	80	69	159	139
Commissions for local payments	1	0	0	1
Commissions for foreign commercial business	8	3	15	13
Commissions for foreign currency/exchange business	0	0	0	0
Commissions for loan processing and guarantees	95	87	179	159
Intermediary fees	0	0	0	0
Fees for sundry other customer services	126	70	232	122
Total fee and commissions income	754	487	1,481	1,042
Private Bank [Member]
Major type of services: [Abstract]
Commissions for administration	67	64	130	122
Commissions for assets under management	99	100	199	187
Commissions for other securities	10	9	18	20
Underwriting and advisory fees	1	4	4	10
Brokerage Fees	258	234	568	543
Commissions for local payments	222	251	446	494
Commissions for foreign commercial business	5	6	10	12
Commissions for foreign currency/exchange business	1	1	2	2
Commissions for loan processing and guarantees	61	53	139	115
Intermediary fees	106	86	203	164
Fees for sundry other customer services	24	(4)	43	6
Total fee and commissions income	854	804	1,763	1,674
Asset Management [Member]
Major type of services: [Abstract]
Commissions for administration	4	4	7	7
Commissions for assets under management	917	904	1,809	1,759
Commissions for other securities	0	0	1	0
Underwriting and advisory fees	0	0	0	0
Brokerage Fees	9	10	22	15
Commissions for local payments	0	0	0	0
Commissions for foreign commercial business	0	0	0	0
Commissions for foreign currency/exchange business	0	0	0	0
Commissions for loan processing and guarantees	0	0	0	0
Intermediary fees	0	0	0	0
Fees for sundry other customer services	30	29	58	57
Total fee and commissions income	960	947	1,897	1,838
Corporate & Other [Member]
Major type of services: [Abstract]
Commissions for administration	0	(1)	0	(1)
Commissions for assets under management	0	0	0	0
Commissions for other securities	0	0	0	0
Underwriting and advisory fees	(2)	3	20	(3)
Brokerage Fees	0	0	1	(9)
Commissions for local payments	0	0	1	0
Commissions for foreign commercial business	(9)	(7)	(16)	(13)
Commissions for foreign currency/exchange business	0	0	0	0
Commissions for loan processing and guarantees	0	1	0	0
Intermediary fees	3	1	6	5
Fees for sundry other customer services	2	1	4	2
Total fee and commissions income	€ (6)	€ (3)	€ 17	€ (17)

Commissions and Fee Income - _2

Commissions and Fee Income - Disaggregation of revenues by product type and business segment - based on IFRS 15 (Detail: Text values) - EUR (€) € in Millions	Jun. 30, 2024	Jun. 30, 2023
Disaggregation of revenues by product type and business segment - based on IFRS 15 [Abstract]
Balance of receivables from commission and fee income	€ 908	€ 928
Balance of contract liabilities associated to commission and fee income	€ 109	€ 93

Gains and Losses on derecogni_3

Gains and Losses on derecognition of Financial Assets measured at Amortized Cost (Detail) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Gain and Losses on derecognition of Financial Assets at Amortized Cost [Abstract]
Gains	€ 1	€ 0	€ 2	€ 1
Losses	2	2	10	4
Net gains (losses) on derecognition of financial assets at amortized cost	€ 0	€ (2)	€ (8)	€ (4)

Gains and Losses on derecogni_4

Gains and Losses on derecognition of Financial Assets measured at Amortized Cost (Detail: Text Value) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023
Derecognition of Financial Assets at amortized cost [Abstract]
Total Derecognition	€ 134	€ 93

Restructuring - Net Restructuri

Restructuring - Net Restructuring Expense by Division (Detail) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Segments [Domain Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ (46)	€ 134	€ (45)	€ 134
Corporate Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	0	0	0
Investment Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(1)	(1)	0	0
Private Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(45)	135	(45)	135
Asset Management [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	0	0	0
Corporate & Other [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ 0	€ 0	€ 0	€ (1)

Restructuring - Net Restructu_2

Restructuring - Net Restructuring Expense by Type (Detail) - EUR (€) € in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Net Restructuring Expense by Type
Restructuring, Staff related		€ (46)	€ 134	€ (45)	€ 134
of which [Abstract]
Termination Payments		(47)	134	(45)	132
Retention Acceleration		0	0	0	1
Social Security		0	0	0	1
Restructuring, Non Staff related	[1]	0	0	0	0
Total Net Restructuring Charges		€ (46)	€ 134	€ (45)	€ 134
[1] Contract costs, mainly related to real estate

Restructuring - Organizational

Restructuring - Organizational Changes (Detail) - Full Time Equivalent Staff [Member]	3 Months Ended	6 Months Ended
	Jun. 30, 2024	Jun. 30, 2024
Organizational Changes [Line Items]
Corporate Bank	3	6
Investment Bank	0	2
Private Bank	21	40
Asset Management	2	2
Infrastructure	7	13
Total Full Time Equivalent Staff	32	63

Restructuring - Net Restructu_3

Restructuring - Net Restructuring Expense by Division (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Net Restructuring Expense by Division
Provisions for restructuring	€ 262	€ 333

Restructuring (Detail_ Text val

Restructuring (Detail: Text value)	6 Months Ended
	Jun. 30, 2024
Organizational Changes
Total Full Time Equivalent Staff Reduced Organizational Changes	63

Effective Tax Rate (Detail_ Tex

Effective Tax Rate (Detail: Text Values)	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023
Effective Tax Rate [Abstract]
Effective tax rate	211%	3,500%	42%	3,100%

Financial Instruments carried_3

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail) - EUR (€) € in Millions		Jun. 30, 2024	Dec. 31, 2023
Quoted prices in active market (Level 1)
Financial assets held at fair value:
Trading assets	[1]	€ 49,545	€ 53,095
Trading securities, assets	[1]	49,312	52,886
Other trading assets	[1]	232	210
Positive market values from derivative financial instruments	[1]	1,683	2,198
Non-trading financial assets mandatory at fair value through profit and loss	[1]	1,308	2,275
Financial assets designated at fair value through profit or loss	[1]	0	0
Financial assets at fair value through other comprehensive income	[1]	21,236	18,273
Other financial assets at fair value	[1]	1,428	1,353
Total financial assets held at fair value	[1]	75,200	77,193
Financial liabilities held at fair value:
Trading liabilities	[1]	38,177	36,361
Trading securities, liabilities	[1]	38,177	36,361
Other trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[1]	2,031	2,333
Financial liabilities designated at fair value through profit or loss	[1]	203	169
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1]	390	486
Total financial liabilities held at fair value	[1]	40,800	39,349
Valuation technique observable parameters (Level 2)
Financial assets held at fair value:
Trading assets	[1]	76,295	62,760
Trading securities, assets	[1]	71,721	59,752
Other trading assets	[1]	4,574	3,007
Positive market values from derivative financial instruments	[1]	227,387	241,481
Non-trading financial assets mandatory at fair value through profit and loss	[1]	98,922	80,744
Financial assets designated at fair value through profit or loss	[1]	45	75
Financial assets at fair value through other comprehensive income	[1]	15,919	14,324
Other financial assets at fair value	[1],[2]	(1,176)	(489)
Total financial assets held at fair value	[1]	417,393	398,894
Financial liabilities held at fair value:
Trading liabilities	[1]	10,160	7,617
Trading securities, liabilities	[1]	8,936	6,727
Other trading liabilities	[1]	1,224	890
Negative market values from derivative financial instruments	[1]	213,639	228,280
Financial liabilities designated at fair value through profit or loss	[1]	88,204	80,309
Investment contract liabilities	[1]	509	484
Other financial liabilities at fair value	[1],[2]	1,981	1,194
Total financial liabilities held at fair value	[1]	314,492	317,884
Valuation technique unobservable parameters (Level 3)
Financial assets held at fair value:
Trading assets	[1]	9,054	9,420
Trading securities, assets	[1]	3,295	3,194
Other trading assets	[1]	5,759	6,226
Positive market values from derivative financial instruments	[1]	8,164	8,198
Non-trading financial assets mandatory at fair value through profit and loss	[1]	4,347	5,028
Financial assets designated at fair value through profit or loss	[1]	0	0
Financial assets at fair value through other comprehensive income	[1]	2,920	2,949
Other financial assets at fair value	[1]	19	5
Total financial assets held at fair value	[1]	24,503	25,599
Financial liabilities held at fair value:
Trading liabilities	[1]	33	27
Trading securities, liabilities	[1]	27	26
Other trading liabilities	[1]	6	0
Negative market values from derivative financial instruments	[1]	7,683	7,666
Financial liabilities designated at fair value through profit or loss	[1]	4,277	3,248
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1],[3]	(44)	(85)
Total financial liabilities held at fair value	[1]	€ 11,948	€ 10,856
[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” of the Annual Report 2023 Predominantly relates to derivatives qualifying for hedge accounting Relates to derivatives, which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated. The separated embedded derivatives may have a positive or a negative fair value but have been presented in this table to be consistent with the classification of the host contract. The separated embedded derivatives are held at fair value on a recurring basis and have been split between the fair value hierarchy classifications

Financial Instruments carried_4

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail: Text Values) € in Billions	Jun. 30, 2024 EUR (€)
Carrying Value of The Financial Instruments held at Fair Value
Transfers from Level 1 to Level 2, assets	€ 4.6
Transfers from Level 1 to Level 2, liabilities	1.2
Transfers from Level 2 to Level 1, assets	4.4
Transfers from Level 2 to Level 1, liabilities	€ 1.1

Financial Instruments carried_5

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail) - EUR (€) € in Millions	Jun. 30, 2024		Jun. 30, 2023
Balance, beginning of period [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	€ 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, liabilities	26		30
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
Changes in the group of consolidated companies [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	0		0
Positive market values from derivative financial instruments	0		0
Other trading assets	0		0
Non-trading financial assets mandatory at fair value through profit and loss	(1)		(1)
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	0		0
Other financial assets at fair value	0		0
Total financial assets held at fair value	(1)		(1)
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Total gains/ losses [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	175	[1]	(40)	[2]
Positive market values from derivative financial instruments	258	[1]	(323)	[2]
Other trading assets	97	[1]	19	[2]
Non-trading financial assets mandatory at fair value through profit and loss	71	[1]	(118)	[2]
Financial assets designated at fair value through profit or loss	0	[1]	(2)	[2]
Financial assets at fair value through other comprehensive income	56	[1],[3]	(71)	[2],[4]
Other financial assets at fair value	8	[1]	0	[2]
Total financial assets held at fair value	666	[5],[6]	(535)	[7],[8]
Financial liabilities held at fair value:
Trading securities, liabilities	0	[1]	0	[2]
Negative market values from derivative financial instruments	397	[1]	(673)	[2]
Other trading liabilities	0	[1]	0	[2]
Financial liabilities designated at fair value through profit or loss	26	[1]	(44)	[2]
Other financial liabilities at fair value	118	[1]	239	[2]
Total financial liabilities held at fair value	541	[5],[6]	(477)	[7],[8]
Purchases [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	1,311		955
Positive market values from derivative financial instruments	0		0
Other trading assets	259		460
Non-trading financial assets mandatory at fair value through profit and loss	667		198
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	345		249
Other financial assets at fair value	0		0
Total financial assets held at fair value	2,582		1,862
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Sales [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(958)		(598)
Positive market values from derivative financial instruments	0		0
Other trading assets	(1,064)		(588)
Non-trading financial assets mandatory at fair value through profit and loss	(24)		(80)
Financial assets designated at fair value through profit or loss	0		0
Financial assets at fair value through other comprehensive income	(249)		(110)
Other financial assets at fair value	0		0
Total financial assets held at fair value	(2,294)		(1,377)
Financial liabilities held at fair value:
Trading securities, liabilities	0		0
Negative market values from derivative financial instruments	0		0
Other trading liabilities	0		0
Financial liabilities designated at fair value through profit or loss	0		0
Other financial liabilities at fair value	0		0
Total financial liabilities held at fair value	0		0
Issuances [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	0	[9]	0	[10]
Positive market values from derivative financial instruments	0	[9]	0	[10]
Other trading assets	1,034	[9]	1,107	[10]
Non-trading financial assets mandatory at fair value through profit and loss	242	[9]	77	[10]
Financial assets designated at fair value through profit or loss	0	[9]	0	[10]
Financial assets at fair value through other comprehensive income	605	[9]	723	[10]
Other financial assets at fair value	0	[9]	0	[10]
Total financial assets held at fair value	1,881		1,907
Financial liabilities held at fair value:
Trading securities, liabilities	0	[9]	0	[10]
Negative market values from derivative financial instruments	0	[9]	0	[10]
Other trading liabilities	0	[9]	0	[10]
Financial liabilities designated at fair value through profit or loss	1,612	[9]	1,030	[10]
Other financial liabilities at fair value	0	[9]	0	[10]
Total financial liabilities held at fair value	1,612		1,030
Settlements [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(328)	[11]	(288)	[12]
Positive market values from derivative financial instruments	(259)	[11]	(75)	[12]
Other trading assets	(496)	[11]	(582)	[12]
Non-trading financial assets mandatory at fair value through profit and loss	(469)	[11]	(789)	[12]
Financial assets designated at fair value through profit or loss	0	[11]	0	[12]
Financial assets at fair value through other comprehensive income	(669)	[11]	(387)	[12]
Other financial assets at fair value	0	[11]	0	[12]
Total financial assets held at fair value	(2,220)		(2,121)
Financial liabilities held at fair value:
Trading securities, liabilities	0	[11]	46	[12]
Negative market values from derivative financial instruments	(226)	[11]	(205)	[12]
Other trading liabilities	5	[11]	14	[12]
Financial liabilities designated at fair value through profit or loss	(336)	[11]	(626)	[12]
Other financial liabilities at fair value	(1)	[11]	24	[12]
Total financial liabilities held at fair value	(558)		(746)
Transfers into Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	291	[13]	576	[14]
Positive market values from derivative financial instruments	2,404	[13]	2,110	[14]
Other trading assets	278	[13]	582	[14]
Non-trading financial assets mandatory at fair value through profit and loss	54	[13]	120	[14]
Financial assets designated at fair value through profit or loss	0	[13]	75	[14]
Financial assets at fair value through other comprehensive income	89	[13]	355	[14]
Other financial assets at fair value	6	[13]	0	[14]
Total financial assets held at fair value	3,123		3,817
Financial liabilities held at fair value:
Trading securities, liabilities	0	[13]	0	[14]
Negative market values from derivative financial instruments	1,886	[13]	1,620	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	243	[13]	24	[14]
Other financial liabilities at fair value	(21)	[13]	(8)	[14]
Total financial liabilities held at fair value	2,108		1,636
Transfers out of Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	(391)	[13]	(364)	[14]
Positive market values from derivative financial instruments	(2,438)	[13]	(2,410)	[14]
Other trading assets	(575)	[13]	(275)	[14]
Non-trading financial assets mandatory at fair value through profit and loss	(1,221)	[13]	(646)	[14]
Financial assets designated at fair value through profit or loss	0	[13]	0	[14]
Financial assets at fair value through other comprehensive income	(207)	[13]	(159)	[14]
Other financial assets at fair value	0	[13]	1	[14]
Total financial assets held at fair value	(4,833)		(3,852)
Financial liabilities held at fair value:
Trading securities, liabilities	0	[13]	0	[14]
Negative market values from derivative financial instruments	(2,039)	[13]	(2,232)	[14]
Other trading liabilities	0	[13]	0	[14]
Financial liabilities designated at fair value through profit or loss	(517)	[13]	(36)	[14]
Other financial liabilities at fair value	(56)	[13]	15	[14]
Total financial liabilities held at fair value	(2,612)		(2,253)
Balance, end of period [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	3,295		3,293
Positive market values from derivative financial instruments	8,164		8,866
Other trading assets	5,759		6,218
Non-trading financial assets mandatory at fair value through profit and loss	4,347		4,551
Financial assets designated at fair value through profit or loss	0		166
Financial assets at fair value through other comprehensive income	2,920		3,276
Other financial assets at fair value	19		6
Total financial assets held at fair value	24,503		26,376
Financial liabilities held at fair value:
Trading securities, liabilities	27		77
Negative market values from derivative financial instruments	7,683		7,010
Other trading liabilities	6		17
Financial liabilities designated at fair value through profit or loss	4,277		3,141
Other financial liabilities at fair value	(44)		(240)
Total financial liabilities held at fair value	€ 11,948		€ 10,005
[1] Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the interim consolidated statement of income. The balance also includes net gains (losses) on financial assets at fair value through other comprehensive income reported in the interim consolidated statement of income and unrealized net gains (losses) on financial assets at fair value through other comprehensive income and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters Total gains and losses on financial assets at fair value through other comprehensive income include a gain of € 17 million recognized in other comprehensive income, net of tax Total gains and losses on financial assets at fair value through other comprehensive income include a loss of € 32 million recognized in other comprehensive income, net of tax For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a gain of € 112 million and for total financial liabilities held at fair value this is a loss of € 11 million For assets, positive balances represent gains, negative balances represent losses. For liabilities, positive balances represent losses, negative balances represent gains This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 254 million and for total financial liabilities held at fair value this is a gain of € 39 million 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 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 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 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 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the period they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the period since the table is presented as if they have been transferred out at the beginning of the year

Financial Instruments carried_6

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail: Text Values) - Total gains/ losses [Member] - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023
Financial assets at fair value through other comprehensive income [Abstract]
of which gain (loss) recognized in other comprehensive income	€ 17	€ 32
Financial assets held at fair value:
of which effect of exchange rate changes	112	254
Financial liabilities held at fair value:
of which effect of exchange rate changes	€ 11	€ 39

Financial Instruments carried_7

Financial Instruments carried at Fair Value - Sensitivity Analysis by Type of Instrument (Detail) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions		Jun. 30, 2024	Dec. 31, 2023
Positive fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	€ 246	€ 196
Commercial mortgage-backed securities	[1]	23	16
Mortgage and other asset-backed securities	[1]	17	12
Corporate, sovereign and other debt securities	[1]	207	167
Equity securities	[1]	93	94
Derivatives [Abstract]
Credit	[1]	199	200
Equity	[1]	43	44
Interest related	[1]	560	633
Foreign exchange	[1]	55	47
Other	[1]	81	91
Loans [Abstract]
Loans	[1]	485	486
Other	[1]	0	0
Total	[1]	1,762	1,790
Negative fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities	[1]	197	221
Commercial mortgage-backed securities	[1]	17	27
Mortgage and other asset-backed securities	[1]	12	19
Corporate, sovereign and other debt securities	[1]	167	176
Equity securities	[1]	77	93
Derivatives [Abstract]
Credit	[1]	103	101
Equity	[1]	39	38
Interest related	[1]	279	368
Foreign exchange	[1]	25	17
Other	[1]	78	86
Loans [Abstract]
Loans	[1]	359	355
Other	[1]	0	0
Total	[1]	€ 1,156	€ 1,278
[1] Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table

Financial Instruments carried_8

Financial Instruments carried at Fair Value - Sensitivity Analysis by Type of Instrument (Detail: Text Values)	6 Months Ended
	Jun. 30, 2024 EUR (€)
Changes in sensitive amounts from December 31
Changes in positive fair value movement	€ 28,000,000
Changes in negative fair value movement	€ 122,000,000
Percentage change in positive fair value movements	0.02
Percentage change in negative fair value movements	0.10
Positive fair value movement from using reasonable possible alternatives, Level 3	€ 0.04

Financial Instruments carried_9

Financial Instruments carried at Fair Value - Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail) - Valuation technique unobservable parameters (Level 3) € in Millions		6 Months Ended		12 Months Ended
		Jun. 30, 2024 EUR (€)		Dec. 31, 2023 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		€ 58		€ 86
Mortgage and other asset-backed securities		118		94
Total mortgage- and other asset-backed securities		176		180
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		4,326		4,385
Equity securities [Abstract]
Equity securities		705		778
Loans, at fair value [Abstract]
Loans, at Fair Value		9,157		9,405
Loan commitments [Abstract]
Loan commitments (financial instruments)		0		0
Other financial instruments [Abstract]
Other financial instruments		1,957	[1]	2,647	[2],[3]
Total non-derivative financial instruments held at fair value		16,320		17,396
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives		5,298		4,997
Credit derivatives		554		501
Equity derivatives		298		339
FX derivatives		1,445		1,765
Other derivatives		587		601
Total market values from derivative financial instruments		8,183		8,203
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		4,191		3,116
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		6		0
Loan commitments [Abstract]
Loan commitments (financial instruments)		3		5
Other financial instruments [Abstract]
Other financial instruments		109	[4]	154	[5]
Total non-derivative financial instruments held at fair value		4,309		3,275
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives		4,534		4,070
Credit derivatives		477		503
Equity derivatives		944		1,027
FX derivatives		1,498		1,850
Other derivatives		185	[6]	130	[7]
Total market values from derivative financial instruments		€ 7,638		€ 7,581
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Price based | Price, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Commercial Mortgage Backed Securities, significant unobservable input, percent	[8]	0%		0%	[9]
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	0%		0%	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent	[8]	0%		0%	[9]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	0%		0%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Credit Spread, in bps [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Commercial Mortgage Backed Securities, significant unobservable input, absolute	[8]	188		220	[9]
Mortgage and other asset-backed securities, significant unobservable input, absolute	[8]	84		110	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute	[8]	30		84	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute	[8]	190		12	[9]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, absolute	[8]	173		169	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute	[8]	8		2	[9]
Other derivatives, significant unobservable input, absolute		219		234
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Recovery Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	60%		50%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		40		40
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	40%		40%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	0%		8%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Constant Default Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	0%		0%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Constant Prepayment Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	0%		2%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	4%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Weighted Average Cost Capital, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	18%		18%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | IRR, in percent [Member]
Other financial instruments [Abstract]
Other financial instruments, significant unobservable input, percent	[8]	7%		7%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Repo Rate, in bps [Member]
Other financial instruments [Abstract]
Other financial instruments, significant unobservable input, absolute	[8]	32		120	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Swap rate, in bps [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, absolute	[8]	(4,561)		(3,932)	[9]
FX derivatives, significant unobservable input, absolute		(19)		(7)
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Discounted Cashflow | Inflation Swap Rate, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	0%		1%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Market Approach | Price per net asset value, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Market Approach | Enterprise value Revenue, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute		1
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : Market Approach | Enterprise value EBITDA, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute	[8]	5		5	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Loan pricing model | Utilization, in percent [Member]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Price, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent		78%		73%
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Inflation Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Interest Rate Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | IR correlation, in percent [member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	(10.00%)		(10.00%)	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Hybrid correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	(90.00%)		(90.00%)	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	2%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	6%		7%	[9]
Other derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Correlation [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, absolute	[8]	0		0	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent		0%		0%	[8],[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Stock Forwards, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Index Forwards, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
FX derivatives, significant unobservable input, percent	[8]	(15.00%)		(6.00%)	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Valuation technique(s) : option pricing model | Commodity Correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent	[8]	0%		0%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member] | Correlation pricing model | Credit correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	49%		26%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Price based | Price, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Commercial Mortgage Backed Securities, significant unobservable input, percent	[8]	104%		102%	[9]
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	107%		104%	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, percent	[8]	300%		300%	[9]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	105%		100%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, percent	[8]	116%		124%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Credit Spread, in bps [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Commercial Mortgage Backed Securities, significant unobservable input, absolute	[8]	1,710		1,830	[9]
Mortgage and other asset-backed securities, significant unobservable input, absolute	[8]	1,549		1,828	[9]
Debt securities and other debt obligations [Abstract]
Debt securities and other debt obligations, significant unobservable input, absolute	[8]	651		651	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute	[8]	1,636		1,207	[9]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, absolute	[8]	1,007		1,070	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, absolute	[8]	3,500		7,535	[9]
Other derivatives, significant unobservable input, absolute		700		610
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Recovery Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	85%		85%	[9]
Loans, at fair value [Abstract]
Loans, significant unobservable input, absolute		75		75
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	76%		76%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	40%		40%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Constant Default Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	9%		2%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	15%		18%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Constant Prepayment Rate, in percent [Member]
Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading:
Mortgage and other asset-backed securities, significant unobsevable input, percent	[8]	21%		29%	[9]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	17%		26%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Weighted Average Cost Capital, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	20%		20%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | IRR, in percent [Member]
Other financial instruments [Abstract]
Other financial instruments, significant unobservable input, percent	[8]	13%		13%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Repo Rate, in bps [Member]
Other financial instruments [Abstract]
Other financial instruments, significant unobservable input, absolute	[8]	285		595	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Swap rate, in bps [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, absolute	[8]	4,840		4,150	[9]
FX derivatives, significant unobservable input, absolute		99		50
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Discounted Cashflow | Inflation Swap Rate, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	12%		15%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Market Approach | Price per net asset value, in percent [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, percent	[8]	100%		100%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Market Approach | Enterprise value Revenue, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute		11
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : Market Approach | Enterprise value EBITDA, multiple [Member]
Equity securities [Abstract]
Equity securities, significant unobservable input, absolute	[8]	14		15	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Loan pricing model | Utilization, in percent [Member]
Loan commitments [Abstract]
Loan commitments, significant unobservable input, percent	[8]	100%		100%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Price, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent		85%		77%
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Inflation Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	6%		7%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Interest Rate Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	43%		43%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | IR correlation, in percent [member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	99%		96%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Hybrid correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Interest rates derivatives, significant unobservable input, percent	[8]	55%		65%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	69%		84%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	20%		23%	[9]
Other derivatives, significant unobservable input, percent	[8]	91%		129%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Correlation [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, absolute	[8]	0		0	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent		0%		0%	[8],[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Stock Forwards, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	1%		3%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Index Forwards, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Equity derivatives, significant unobservable input, percent	[8]	5%		6%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Volatility, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
FX derivatives, significant unobservable input, percent	[8]	43%		39%	[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Valuation technique(s) : option pricing model | Commodity Correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Other derivatives, significant unobservable input, percent		97%		85%	[8],[9]
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member] | Correlation pricing model | Credit correlation, in percent [Member]
Financial instruments held at fair value: Market values from derivative financial instruments:
Credit derivatives, significant unobservable input, percent	[8]	59%		59%	[9]
Assets: Held for Trading [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		€ 3,033		€ 2,887
Corporate, sovereign and other debt securities (held for trading)		3,033		2,887
Equity securities [Abstract]
Equity securities		86		127
Loans, at fair value [Abstract]
Loans, at Fair Value		5,655		6,121
Assets: Non-Trading mandatory at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		1,126		1,254
Equity securities [Abstract]
Equity securities		618		652
Loans, at fair value [Abstract]
Loans, at Fair Value		961		696
Assets: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		0		0
Assets: At fair value through other comprehensive income [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		167		244
Loans, at fair value [Abstract]
Loans, at Fair Value		2,540		2,588
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		27		26
Equity securities [Abstract]
Equity securities		0		0
Loans, at fair value [Abstract]
Loans, at Fair Value		6		0
Liabilities: Designated at fair value through profit or loss [Member] | Fair Value Level 3 | Fair Value Level 3
Debt securities and other debt obligations [Abstract]
Debt securites and other debt obligations		4,165		3,089
Loans, at fair value [Abstract]
Loans, at Fair Value		€ 0		€ 0
[1] Other financial assets include € 103 million of other trading assets, € 1.6 billion of other non-trading financial assets mandatory at fair value and € 213 million of other financial assets at fair value through other comprehensive income 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 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 Other financial liabilities include € 109 million of securities sold under repurchase agreements designated at fair value Other financial liabilities include € 154 million of securities sold under repurchase agreements designated at fair value Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position

Financial Instruments carrie_10

Financial Instruments carried at Fair Value - Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail: Text Values) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Assets [Member]
Included in other financial assets [Abstract]
Other trading assets	€ 103	€ 104
Other financial assets mandatory at fair value	1,600	2,400
Other financial assets at fair value through other comprehensive income	213	117
Liabilities [Member]
Included in other financial liabilities [Abstract]
Securities sold under repurchase agreements designated at fair value	€ 109	€ 154

Financial Instruments carrie_11

Financial Instruments carried at Fair Value - Unrealized Gains or Losses on Level 3 Instruments Held or in Issue at the Reporting Date (Detail) - Unrealized Gains or Losses [Member] - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023
Financial assets held at fair value [Abstract]
Trading securities, assets	€ 73	€ (9)
Positive market values from derivative financial instruments	878	441
Other trading assets	23	55
Non-trading financial assets mandatory at fair value through profit or loss	48	(33)
Financial assets designated at fair value through profit or loss	0	0
Financial assets at fair value through other comprehensive income	0	(3)
Other financial assets at fair value	(8)	(4)
Total financial assets held at fair value	1,015	449
Financial liabilities held at fair value:
Trading securities, liabilites	0	0
Negative market values from derivative financial instruments	(944)	(104)
Other trading liabilities	0	0
Financial liabilities designated at fair value through profit or loss	(5)	40
Other financial liabilities at fair value	(118)	(187)
Total financial liabilities held at fair value	(1,067)	(251)
Total	€ (52)	€ 199

Financial Instruments carrie_12

Financial Instruments carried at Fair Value - Recognition of Trade Date Profit (Detail) - EUR (€) € in Millions		6 Months Ended
		Jun. 30, 2024		Jun. 30, 2023
Recognitions of Trade Date Profit
Balance, beginning of period		€ 577		€ 550
New trades during the period		136		187
Amortization		(72)		(77)
Matured trades		(33)		(41)
Subsequent move to observability	[2]	(28)	[1]	(15)
Exchange rate changes		0		(1)
Balance, end of period		€ 579		€ 603
[1] During the second quarter of 2024, the Group refined its methodology for the significance test of unobservable inputs subsequent to the trade date. This resulted in release of € 15 million in the second quarter of 2024 This includes situations where an input remains unobservable but has become insignificant in relation to the deferred trade date profit in periods subsequent to the trade date

Financial Instruments carrie_13

Financial Instruments carried at Fair Value - Recognition of Trade Date Profit (Detail: Text value) € in Millions	6 Months Ended
	Jun. 30, 2024 EUR (€)
Recognitions of Trade Date Profit
Release of reserves due to changes in methodology during 2Q 2024	€ 15

Fair Value of Financial Instr_3

Fair Value of Financial Instruments not carried at Fair Value - Estimated Fair Value of the Financial Instruments not carried at Fair Value (Detail) - EUR (€) € in Millions		Jun. 30, 2024	Dec. 31, 2023
Carrying value [Member]
Financial assets:
Cash and central bank balances	[1]	€ 148,625	€ 178,416
Interbank balances (w/o central banks)	[1]	7,333	6,140
Central bank funds sold and securities purchased under resale agreements	[1]	24,937	14,725
Securities borrowed	[1]	44	39
Loans	[1]	482,729	479,353
Other financial assets	[1]	144,278	106,617
Financial liabilities:
Deposits	[1]	645,530	625,486
Central bank funds purchased and securities sold under repurchase agreements	[1]	2,632	3,038
Securities loaned	[1]	4	3
Other short-term borrowings	[1]	10,696	9,620
Other financial liabilities	[1]	127,796	99,272
Long-term debt	[1]	108,848	119,390
Trust preferred securities	[1]	288	289
Fair value [Member]
Financial assets:
Cash and central bank balances	[1]	148,625	178,416
Interbank balances (w/o central banks)	[1]	7,334	6,140
Central bank funds sold and securities purchased under resale agreements	[1]	25,008	14,778
Securities borrowed	[1]	44	39
Loans	[1]	462,711	454,972
Other financial assets	[1]	142,686	105,132
Financial liabilities:
Deposits	[1]	644,873	624,731
Central bank funds purchased and securities sold under repurchase agreements	[1]	2,626	3,031
Securities loaned	[1]	4	3
Other short-term borrowings	[1]	10,698	9,628
Other financial liabilities	[1]	127,796	99,272
Long-term debt	[1]	107,855	117,510
Trust preferred securities	[1]	€ 269	€ 264
[1] Amounts are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in Note 1 “Material Accounting Policies and Critical Accounting Estimates” of the Group’s Annual Report 2023

Development Of Allowance For Cr

Development Of Allowance For Credit Losses For Financial Assets At Ammortized Cost (Detail) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	[1]	Jun. 30, 2023	[2]
Total Stages [Member]
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year	€ 5,285		€ 4,995
Movements In Financial Assets Including New Business	951		833
Transfers Due To Credit Worthiness	0	[3]	0	[4]
Changes In Models In Financial Assets At Amortized Cost	(9)		0
Financial Assets That Have Been Derecognized During The Period	(622)	[5]	(482)	[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost	39		36
Foreign Exchange And Other Changes	(117)		(147)
Balance, end of reporting period	5,526		5,235
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost	942	[7],[8]	833	[9],[10]
Stage 1
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year	447		533
Movements In Financial Assets Including New Business	(93)		(106)
Transfers Due To Credit Worthiness	84	[3]	90	[4]
Changes In Models In Financial Assets At Amortized Cost	(2)		0
Financial Assets That Have Been Derecognized During The Period	0	[5]	0	[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost	0		0
Foreign Exchange And Other Changes	5		2
Balance, end of reporting period	440		519
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost	(12)	[7],[8]	(16)	[9],[10]
Stage 2
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year	680		626
Movements In Financial Assets Including New Business	124		176
Transfers Due To Credit Worthiness	(95)	[3]	(113)	[4]
Changes In Models In Financial Assets At Amortized Cost	(7)		0
Financial Assets That Have Been Derecognized During The Period	0	[5]	0	[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost	0		0
Foreign Exchange And Other Changes	(1)		(10)
Balance, end of reporting period	701		679
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost	22	[7],[8]	63	[9],[10]
Stage 3
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year	3,960		3,656
Movements In Financial Assets Including New Business	928		757
Transfers Due To Credit Worthiness	11	[3]	23	[4]
Changes In Models In Financial Assets At Amortized Cost	0		0
Financial Assets That Have Been Derecognized During The Period	(622)	[5]	(442)	[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost	39		36
Foreign Exchange And Other Changes	(133)		(139)
Balance, end of reporting period	4,183		3,890
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost	939	[7],[8]	780	[9],[10]
Stage 3 POCI
Development Of Allowance For Credit Losses For Financial Assets At Amortized Cost [Line item]
Balance, beginning of year	198		180
Movements In Financial Assets Including New Business	(8)		6
Changes In Models In Financial Assets At Amortized Cost	0		0
Financial Assets That Have Been Derecognized During The Period	0	[5]	(40)	[6]
Recovery Of Written Off Amounts For Financial Assets At Amortized Cost	0		0
Foreign Exchange And Other Changes	11		0
Balance, end of reporting period	202		146
Provision For Credit Losses Excluding Country Risk For Financial Assets At Amortized Cost	€ (8)	[7],[8]	€ 6	[9],[10]
[1] Allowance for credit losses does not include allowance for country risk amounting to € 8 million as of June 30, 2024 Allowance for credit losses does not include allowance for country risk amounting to € 10 million as of June 30, 2023 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement This position includes charge offs of allowance for credit losses This position includes charge offs of allowance for credit losses Credit loss provision does include € 4 million reimbursement gain as of June 30, 2024 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 Credit loss provision does include € (44) million reimbursement gain as of June 30, 2023 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models

Development Of Allowance For _2

Development Of Allowance For Credit Losses For Off Balance Sheet Positions (Detail) - EUR (€) € in Millions	6 Months Ended
	Jun. 30, 2024	[1]	Jun. 30, 2023	[2]
Total Stages [Member]
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	€ 393		€ 551
Movements Including New Business	(28)		(58)
Transfers Due To Changes In Credit Worthiness	0	[3]	0	[4]
Changes In Models	0		0
Foreign Exchange And Other Changes	4		(1)
Balance, end of reporting period	368		492
Of Which: Financial Guarantees	198		333
Provision For Credit Losses Excluding Country Risk	(28)	[5]	(58)	[6]
Stage 1
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	117		144
Movements Including New Business	(10)		(17)
Transfers Due To Changes In Credit Worthiness	10	[3]	7	[4]
Changes In Models	0		0
Foreign Exchange And Other Changes	2		0
Balance, end of reporting period	118		134
Of Which: Financial Guarantees	71		91
Provision For Credit Losses Excluding Country Risk	0	[5]	(10)	[6]
Stage 2
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	88		97
Movements Including New Business	4		12
Transfers Due To Changes In Credit Worthiness	(9)	[3]	(8)	[4]
Changes In Models	0		0
Foreign Exchange And Other Changes	(1)		(2)
Balance, end of reporting period	83		98
Of Which: Financial Guarantees	32		54
Provision For Credit Losses Excluding Country Risk	(5)	[5]	3	[6]
Stage 3
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	187		310
Movements Including New Business	(22)		(53)
Transfers Due To Changes In Credit Worthiness	(1)	[3]	1	[4]
Changes In Models	0		0
Foreign Exchange And Other Changes	3		1
Balance, end of reporting period	167		260
Of Which: Financial Guarantees	95		188
Provision For Credit Losses Excluding Country Risk	(23)	[5]	(52)	[6]
Stage 3 POCI
Development Of Allowance For Credit Losses For Off Balance Sheet Positions [Line Item]
Balance, beginning of the year	0		0
Movements Including New Business	0		0
Changes In Models	0		0
Foreign Exchange And Other Changes	0		0
Balance, end of reporting period	0		0
Of Which: Financial Guarantees	0		0
Provision For Credit Losses Excluding Country Risk	€ 0	[5]	€ 0	[6]
[1] Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2024 Allowance for credit losses does not include allowance for country risk amounting to € 7 million as of June 30, 2023 Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement Transfers due to changes in creditworthiness” shows the credit loss allowance movements due to stage transfer prior to expected credit loss remeasurement 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 The above table breaks down the impact on provision for credit losses from movements in financial assets including new business, transfers due to changes in creditworthiness and changes in models

Allowance for Credit Losses (De

Allowance for Credit Losses (Detail: Text Values) - EUR (€) € in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Dec. 31, 2023
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	€ 8	€ 10	€ 4
Reimbursement gain included in Provision for credit losses excluding country risk	4	44
Allowance for country risk not included in Allowance for credit losses for Off-balance Sheet Positions	€ 7	€ 7	€ 9

IFRS 9 Impairment Forward Looki

IFRS 9 Impairment Forward Looking information (Detail)	6 Months Ended		12 Months Ended
	Jun. 30, 2024 EUR (€)	[1],[2]	Dec. 31, 2023 EUR (€)	[3],[4]
Year 1 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	2,260.40		1,957.34
Commodity - WTI	78.56		82.52
Credit [Abstract]
Credit - CDX Emerging Markets	170.05		195.16
Credit - CDX High Yield	352.22		451.57
Credit - CDX IG	52.53		70.04
Credit - High Yield Index	3.42		4.05
Credit - ITX Europe 125	54.69		73.09
Equity [Abstract]
Equity - MSCI Asia	1,442		1,293
Equity - Nikkei	38,777		33,188
Equity - S&P500	5,340		4,514
GDP [Abstract]
GDP - Developing Asia	5.03		4.94
GDP - Emerging Markets	4.30		4.08
GDP - Eurozone	0.71		0.13
GDP - Germany	0.48		0.12
GDP - Italy	0.99		0.33
GDP - USA	2.08		1.75
Real Estate Prices - US CRE Index	311.23		353.41
Unemployment [Abstract]
Unemployment - Eurozone	6.54		6.67
Unemployment - Germany	3.20		3.12
Unemployment - Italy	7.30		7.75
Unemployment - Japan	2.50		2.58
Unemployment - Spain	11.51		11.96
Unemployment - USA	4.06		4.19
Year 2 (4 quarter avg) [Member]
Commodity [Abstract]
Commodity - Gold	2,339.28		1,958.16
Commodity - WTI	73.11		83.56
Credit [Abstract]
Credit - CDX Emerging Markets	189.77		192.83
Credit - CDX High Yield	400.32		466.4
Credit - CDX IG	57.16		72.12
Credit - High Yield Index	3.95		4.19
Credit - ITX Europe 125	56.97		72.21
Equity [Abstract]
Equity - MSCI Asia	1,457		1,297
Equity - Nikkei	38,844		34,051
Equity - S&P500	5,471		4,621
GDP [Abstract]
GDP - Developing Asia	4.50		4.37
GDP - Emerging Markets	4.03		4.01
GDP - Eurozone	1.44		1.08
GDP - Germany	1.30		1.30
GDP - Italy	1.26		1.03
GDP - USA	1.84		1.31
Real Estate Prices - US CRE Index	311.62		347.99
Unemployment [Abstract]
Unemployment - Eurozone	6.49		6.64
Unemployment - Germany	3.16		3.13
Unemployment - Italy	7.37		7.68
Unemployment - Japan	2.38		2.42
Unemployment - Spain	11.09		11.67
Unemployment - USA	4.10		4.40
[1] MEV as of June 18, 2024 Year 1 equals second quarter of 2024 to first quarter of 2025, Year 2 equals second quarter of 2025 to first quarter of 2026 MEV as of December 6, 2023, which barely changed until December 29, 2023 Year 1 equals fourth quarter of 2023 to third quarter of 2024, Year 2 equals fourth quarter of 2024 to third quarter of 202

IFRS 9 Model Sensitivity (Detai

IFRS 9 Model Sensitivity (Detail) - EUR (€)	6 Months Ended		12 Months Ended
	Jun. 30, 2024		Dec. 31, 2023
Upward Sensitivity - Upward Shift [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In PP	1		1
Unemployment Rates in pp	(0.5)		(0.5)
Real Estate Prices In Percent	0.05		0.05
Equities In Percent	0.10		0.10
Credit Spreads In Percent	(0.40)		(0.40)
Commodities In Percent	0.10	[1]	0.10	[2]
Upward Sensitivity - ECL Impact On Upward Sensitivity [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In Mn	€ (71,000,000)		€ (80,400,000)
Unemployment Rates in mn	(40,600,000)		(43,100,000)
Real Estate Prices in mn	(5,200,000)		(5,900,000)
Equities in mn	(8,100,000)		(9,000,000)
Credit Spreads in mn	(17,100,000)		(20,500,000)
Commodities in mn	€ (9,400,000)	[1]	€ (8,500,000)	[2]
Downward Sensitivity - Downward Shift [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In PP	(1)		(1)
Unemployment Rates in pp	0.5		0.5
Real Estate Prices In Percent	(0.05)		(0.05)
Equities In Percent	(0.10)		(0.10)
Credit Spreads In Percent	0.40		0.40
Commodities In Percent	(0.10)	[1]	(0.10)	[2]
Downward Sensitivity - ECL Impact On Downward Sensitivity [Member]
IFRS 9 Model Sensitivity [Line Items]
GDP Growth Rates In Mn	€ 79,200,000		€ 88,900,000
Unemployment Rates in mn	43,500,000		45,900,000
Real Estate Prices in mn	5,500,000		6,200,000
Equities in mn	10,200,000		12,200,000
Credit Spreads in mn	18,700,000		22,800,000
Commodities in mn	€ 10,000,000	[1]	€ 9,200,000	[2]
[1] The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign The sign of the shift applies to oil prices changes. Gold price changes have the opposite sign

IFRS 9 Impairment (Detail_ Text

IFRS 9 Impairment (Detail: Text Values) - EUR (€)	3 Months Ended			6 Months Ended
	Jun. 30, 2024	Mar. 31, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023	Dec. 31, 2023
Focus areas in second quarter 2023
Potential Incremental Net Provisions Over Multiple Years As A Result Of Stress Testing	€ 500,000,000			€ 500,000,000
Overlays applied to the IFRS 9 model output [Abstract]
Overlays related to new definition of default	89,000,000			89,000,000		€ 84,000,000
IFRS 9 expected credit losses [Abstract]
IFRS9 provision for credit credit losses	476,000,000	€ 439,000,000	€ 401,000,000	915,000,000	€ 772,000,000
Increase of Stage 1 and Stage 2 provisions for credit losses	35,000,000
Increase of Stage 3 provisions for credit losses	€ 441,000,000	€ 471,000,000
Credit loss provisions in business divisions [Abstract]
Credit loss provisions in CB				198,000,000
Credit loss provisions in IB				313,000,000
Credit loss provisions in PB				€ 367,000,000
Change in credit loss provision of pertaining to Private Bank, in percent				0.11
Change in credit loss provision of pertaining to Corporate Bank, in percent				0.09

Risk Report - Credit Risk Manag

Risk Report - Credit Risk Management - IFRS 9 - Overview of CRE Portfolio (Detail) - EUR (€) € in Millions		Jun. 30, 2024	Dec. 31, 2023
CRE Portfolio Gross Carrying Amount [Member]
IFRS 9 Focus Areas Overview of CRE Portfolio [Line Items]
Real Estate Activities	[1],[2]	€ 49,705	€ 49,267
thereof: non-recourse	[2]	25,078	25,073
thereof: stress-tested portfolio	[2]	21,692	21,331
Other industry sectors non-recourse	[2]	12,447	13,119
thereof: stress-tested portfolio	[2]	8,840	9,879
Total non-recourse CRE portfolio	[2]	37,525	38,192
thereof: stress-tested portfolio	[2]	30,532	31,210
CRE Portfolio Allowance For Credit Losses [Member]
IFRS 9 Focus Areas Overview of CRE Portfolio [Line Items]
Real Estate Activities	[1],[3]	704	460
thereof: non-recourse	[3]	579	382
thereof: stress-tested portfolio	[3]	554	364
Other industry sectors non-recourse	[3]	217	225
thereof: stress-tested portfolio	[3]	104	114
Total non-recourse CRE portfolio	[3]	796	606
thereof: stress-tested portfolio	[3]	€ 658	€ 478
[1] Industry sector by NACE (Nomenclature des Activités Économiques dans la Communauté Européenne) code Loans at amortized cost Allowance for credit losses do not include allowance for country risk

Risk Report - Credit Risk Man_2

Risk Report - Credit Risk Management - IFRS 9 - Non-recourse CRE Portfolio (Detail) - Non Recourse CRE Gross Carrying Amount [Member] - EUR (€) € in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2024	Dec. 31, 2023
IFRS 9 Focus Areas Non Recourse CRE Portfolio [Line Items]
Total	[1]	€ 37,525	€ 38,192
Stage 1	[1]	24,872	27,325
Stage 2	[1]	9,107	7,661
Stage 3	[1]	3,546	3,206
Provision for Credit Losses	[2]	€ 309	€ 445
[1] Loans at amortized cost Provision for Credit Losses do not include country risk provisions

Risk Report - Credit Risk Man_3

Risk Report - Credit Risk Management - Focus Areas - Stress-tested Non-recourse CRE Portfolio Stagewise (Detail) - Gross Carrying Amount - EUR (€) € in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2024	Dec. 31, 2023
IFRS 9 Focus Areas Stress Tested Non Recourse CRE Portfolio [Line Items]
Total	[1]	€ 30,532	€ 31,210
Stage 1	[1]	19,535	21,568
Stage 2	[1]	7,888	6,889
Stage 3	[1]	€ 3,109	€ 2,753
Thereof Stress tested Non Recourse CRE Portfolio by Geography in percent [Abstract]
North America	[1]	54%	56%
Western Europe (including Germany)	[1],[2]	39%	36%
Asia Pacific	[1]	7%	7%
Stress tested Non Recourse CRE Portfolio by Segment in percent [Abstract]
thereof offices	[1]	42%	42%
North America	[1]	24%	23%
Western Europe (including Germany)	[1],[3]	16%	17%
Asia Pacific	[1]	2%	2%
thereof residential	[1]	13%	14%
thereof hospitality	[1]	9%	10%
thereof retail	[1]	9%	9%
Weighted average LTV across business units [Abstract]
Investment Bank	[1]	66%	66%
Corporate Bank	[1]	55%	53%
Other Businesses	[1]	68%	68%
Stresstested Nonrecourse CRE Portfolio Provision For Credit Losses [Abstract]
Provision for credit losses	[4]	€ 302	€ 388
Thereof North America		€ 251	€ 298
[1] Loans at amortized cost Germany accounts for ca 8% as of June 30, 2024 and ca 7% as of December 31, 2023 of the total stress-tested CRE portfolio Office loans in Germany account for 4% of total office loans in the stress-tested CRE portfolio Provision for Credit Losses do not include country risk provisions

Key Risk Theme (Detail_ Text Va

Key Risk Theme (Detail: Text Values) € in Billions	6 Months Ended
	Jun. 30, 2024 EUR (€)
IFRS 9 Focus Areas Overview of CRE Portfolio [Abstract]
Movement In Non Recourse and Stresstested Non Recourse CRE Portfolio	€ 0.7
Weighted Average LTV In US In The Office Loan Segment In Percent	81%
Total Provisions Required As A Result Of Stress Testing	€ 1.2
Potential Incremental Net Provisions Over Multiple Years As A Result Of Stress Testing	0.5
Changes in total provisions required as a result of stress test	€ 0.1
LTV above threshold for the stress analysis assuming a loss to occur in percent	100%

Provisions - Parenthetical Inf

Provisions - Parenthetical Information Provisions (Detail: Text Values) - EUR (€) € in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2024	Jun. 30, 2023	Jun. 30, 2024	Jun. 30, 2023	Dec. 31, 2023
Postbank shareholders litigation [Abstract]
Lawsuits by former Deutsche Postbank AG (Postbank) shareholders	€ 1,300		€ 1,300
RusChem alliance litigation [Abstract]
Recognition of a provision and a corresponding contingent asset under the indemnification agreement in EUR	259		259
Palladium Hotel litigation [Abstract]
Total Provisions recognized by the Group on balance sheet	3,800		3,800		€ 2,400
Expenses for civil litigation and regulatory enforcement matters included in general and administrative expenses	1,600	€ 400	1,700	€ 500
Civil litigation matters [Abstract]
Provisions	2,600		2,600		1,100
Aggregate future loss, more than remote but less than probable	300		300		1,900
Regulatory enforcement matters [Abstract]
Provisions	100		100		100
Aggregate future loss, more than remote but less than probable	€ 200		€ 200		€ 200

Credit related Commitments an_3

Credit related Commitments and Contingent Liabilities - Credit Related Commitments and Contingent Liabilities (Detail) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Commitments and Contingent Liabilities [Line Items]
Irrevocable lending commitments	€ 214,111	€ 206,084
Revocable lending commitments	49,866	49,325
Contingent liabilities	69,205	65,131
Total	€ 333,182	€ 320,540

Credit related Commitments an_4

Credit related Commitments and Contingent Liabilities - Other Commitments and Contingent Liabilities (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Other Commitments and Contingent Liabilities [Abstract]
Other contingent liabilities	€ 75.7	€ 74.2

Credit related Commitments an_5

Credit related Commitments and Contingent Liabilities - Irrevocable payment commitments with regard to levies (Detail: Text Values) - EUR (€) € in Billions	Jun. 30, 2024	Dec. 31, 2023
Commitments and Contingent Liabilities [Abstract]
Irrevocable payment commitments related to bank levy according to Bank Recovery and Resolution Directive (BRRD), the Single Resolution Fund (SRF) and the German statutory deposit protection	€ 1.4	€ 1.4

Long-Term Debt (Detail)

Long-Term Debt (Detail) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Total long-term debt	€ 108,848	€ 119,390
Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	70,119	72,656
Floating rate	11,227	9,028
Other	16,010	26,394
Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	11,344	11,163
Floating rate	0	0
Other	€ 148	€ 149

Shares Issued and Outstanding_2

Shares Issued and Outstanding (Detail) - Shares Issued and Outstanding [Member] - shares shares in Millions	Jun. 30, 2024	Dec. 31, 2023
Shares Issued and Outstanding, in million [Line Items]
Shares issued	1,994.7	2,040.2
Shares in treasury	47	48.2
of which [Abstract]
Buyback	47	48.2
Other	0	0
Shares outstanding	1,947.7	1,992

Related Party Transactions - Tr

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Loans Issued and Guarantees Granted (Detail) - EUR (€) € in Millions		6 Months Ended		12 Months Ended
		Jun. 30, 2024		Dec. 31, 2023
Loans (Transactions with Subsidiaries, Joint Ventures and Associates)
Loans outstanding, beginning of period		€ 44	[1]	€ 119
Movement in loans during the period		88		(98)
Changes in the group of consolidated companies		0		0
Exchange rate changes/other		(41)		23
Loans outstanding, end of period	[1]	91		44
Other credit risk related transactions:
Allowance for loan losses		0		1
Provision for loan losses		1		0
Guarantees and commitments		€ 3		€ 1
[1] Loans past due were € 0 million as of June 30, 2024, and € 0 million as of December 31, 2023. For the total loans the Group held collateral of € 0 million and € 0 million as of June 30, 2024, and December 31, 2023, respectively

Related Party Transactions - _2

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Deposits Received (Detail) - EUR (€) € in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2024	Dec. 31, 2023
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates)
Deposits, beginning of period	€ 33	€ 31
Movement in deposits during the period	(1)	2
Changes in the group of consolidated companies	0	0
Exchange rate changes/other	0	0
Deposits, end of period	€ 31	€ 33

Related Party Transactions - Ke

Related Party Transactions - Key Mgm - Guarantees - Loans past due - Other Transactions (Detail: Text Values) - EUR (€) € in Millions	Jun. 30, 2024	Dec. 31, 2023
Loans Issued and Guarantees Granted [Abstract]
Key Management Loans and commitments	€ 1	€ 1
Key Management Deposits	19	16
Loans past due from transactions with subsidiaries, joint ventures and associates	0	0
Collateral held for loans outstanding	0	0
Trading assets and positive market values from derivative financial transactions with associated companies	32	11
Other assets related to transactions with associated companies	2	2
Other liabilities related to transactions with associated companies	€ 3	€ 7