Deutsche Bank (DB) 20-F 16 Mar 18 2017 FY Annual report (foreign) Financial data

Document and Entity information

Document and Entity information	12 Months Ended
	Dec. 31, 2017shares
Document and Entity Information [Abstract]
Entity Registrant Name	Deutsche Bank Aktiengesellschaft
Entity Central Index Key	1,159,508
Entity Current Reporting Status	Yes
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Well Know Seasoned Issuer	Yes
Document Type	20-F
Document Period End Date	Dec. 31, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	FY
Amendment Flag	false
Entity Common Stock, Shares Outstanding	2,066,402,041

Consolidated Statement of Incom

Consolidated Statement of Income - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Consolidated Statement of Income [Line Items]
Interest and similar income	€ 24,092	€ 25,636	€ 25,967
Interest expense	11,714	10,929	10,086
Net interest income	12,378	14,707	15,881
Provision for credit losses	525	1,383	956
Net interest income after provision for credit losses	11,853	13,324	14,925
Commissions and fee income	11,002	11,744	12,765
Net gains (losses) on financial assets/liabilities at fair value through profit or loss	2,926	1,401	3,842
Net gains (losses) on financial assets available for sale	479	653	203
Net income (loss) from equity method investments	137	455	164
Other income (loss)	(475)	1,053	669
Total noninterest income	14,070	15,307	17,644
Compensation and benefits	12,253	11,874	13,293
General and administrative expenses	11,973	15,454	18,632
Policyholder benefits and claims	0	374	256
Impairment of goodwill and other intangible assets	21	1,256	5,776
Restructuring activities	447	(484)	710
Total noninterest expenses	24,695	29,442	38,667
Income (loss) before income taxes	1,228	(810)	(6,097)
Income tax expense	1,963	546	675
Net income (loss)	(735)	(1,356)	(6,772)
Net income attributable to noncontrolling interests	15	45	21
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components	€ (751)	€ (1,402)	€ (6,794)

Earnings per Common Share

Earnings per Common Share - € / shares	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Earnings per share [Abstract]
Basic	€ (0.53)	€ (1.08)	€ (4.52)
Diluted	€ (0.53)	€ (1.08)	€ (4.52)
Number of shares in million [Abstract]
Denominator for basic earnings per share, weighted-average shares outstanding	1,967.7	1,555.3	1,555.1
Denominator for diluted earnings per share, adjusted weighted-average shares after assumed conversions	1,967.7	1,555.3	1,555.1

Earnings per Common Share (Pare

Earnings per Common Share (Parenthetical) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Earnings per Common Share [Abstract]
Earnings adjustment for coupons paid on Additional Tier 1 Notes, net of tax	€ 298	€ 276	€ 228
Increase in number of adjusted weighted average shares after assumed convertion of potentially dilutive shares under a net income situation (in million shares)	62	27	27

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Consolidated Statement of Comprehensive Income [Line Items]
Net income (loss) recognized in the income statement	€ (735)	€ (1,356)	€ (6,772)
Items that will not be reclassified to profit or loss [Abstract]
Remeasurement gains (losses) related to defined benefit plans, before tax	(69)	(861)	203
Total of income tax related to items that will not be reclassified to profit or loss	(23)	344	(213)
Financial assets available for sale [Abstract]
Unrealized net gains (losses) arising during the period, before tax	197	(2)	(242)
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	(523)	(571)	(163)
Derivatives hedging variability of cash flows [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(34)	62	1
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	(137)	(2)	20
Assets classified as held for sale [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(162)	529	662
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	162	(1,191)	0
Foreign currency translation [Abstract]
Unrealized net gains (losses) arising during the period, before tax	(2,699)	203	2,156
Realized net (gains) losses arising during the period (reclassified to profit or loss), before tax	20	(2)	4
Equity Method Investments [Abstract]
Net gains (losses) arising during the period	(36)	11	48
Total of income tax related to items that are or may be reclassified to profit or loss	146	117	19
Other comprehensive income (loss), net of tax	(3,157)	(1,364)	2,493
Total comprehensive income (loss), net of tax	(3,892)	(2,721)	(4,278)
Attributable to [Abstract]
Noncontrolling interests	(20)	52	45
Deutsche Bank shareholders and additional equity components	€ (3,872)	€ (2,773)	€ (4,323)

Consolidated Balance Sheet

Consolidated Balance Sheet - EUR (€) € in Millions	Dec. 31, 2017		Dec. 31, 2016
Assets [Abstract]
Cash and central bank balances	€ 225,655		€ 181,364
Interbank balances (w/o central banks)	9,265		11,606
Central bank funds sold and securities purchased under resale agreements	9,971		16,287
Securities borrowed	16,732		20,081
Financial assets at fair value through profit or loss [Abstract]
Trading assets	184,661		171,044
Positive market values from derivative financial instruments	361,032		485,150
Financial assets designated at fair value through profit or loss	91,276		87,587
Total financial assets at fair value through profit or loss	636,970		743,781
Financial assets available for sale	49,397		56,228
Equity method investments	866		1,027
Loans	401,699		408,909	[1]
Securities held to maturity	3,170		3,206
Property and equipment	2,663		2,804
Goodwill and other intangible assets	8,839		8,982
Other assets	101,491		126,045
Assets for current tax	1,215		1,559
Deferred tax assets	6,799		8,666
Total assets	1,474,732		1,590,546
Liabilities and equity [Abstract]
Deposits	580,812		550,204
Central bank funds purchased and securities sold under repurchase agreements	18,105		25,740
Securities loaned	6,688		3,598
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	71,462		57,029
Negative market values from derivative financial instruments	342,726		463,858
Financial liabilities designated at fair value through profit or loss	63,874		60,492
Investment contract liabilities	574		592
Total financial liabilities at fair value through profit or loss	478,636		581,971
Other short-term borrowings	18,411		17,295
Other liabilities	132,208		155,440
Provisions	5,219		10,973
Liabilities for current tax	1,001		1,329
Deferred tax liabilities	346		486
Long-term debt	159,715		172,316
Trust preferred securities	5,491	[2]	6,373
Obligation to purchase common shares	0		0
Total liabilities	1,406,633		1,525,727
Common shares	5,291		3,531
Additional paid-in capital	39,918		33,765
Retained earnings	17,454		18,987
Common shares in treasury, at cost	(9)		0
Equity classified as obligation to purchase common shares	0		0
Accumulated other comprehensive income (loss), net of tax	520		3,550
Total shareholders equity	63,174		59,833
Additional equity components	4,675		4,669
Noncontrolling interests	250		316
Total equity	68,099		64,819
Total liabilities and equity	€ 1,474,732		€ 1,590,546
[1]	Prior to 2010, the Group reclassified certain financial assets, originally classified as Trading assets and Financial assets available for sale. The carrying value and fair value of Trading assets previously reclassified into loans are 441 million (2016: 514 million) and 342 million (2016: 414 million) and Financial assets available for sale previously reclassified into loans are 22 million (2016: 105 million) and 22 million (2016: 105 million) respectively
[2]	Perpetual instruments, redeemable at specific future dates at the Groups option

Consolidated Balance Sheet (Par

Consolidated Balance Sheet (Parenthetical)	12 Months Ended
	Dec. 31, 2017EUR (€)
Consolidated Balance Sheet [Abstract]
Nominal value of Common shares, no par value	€ 3

Consolidated Statement of Chang

Consolidated Statement of Changes in Equity - EUR (€) € in Millions	Total	Common shares (no par value) [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Common shares in treasury, at cost [Member]	Equity classified as obligation to purchase common shares [Member]	Unrealized net gains (losses) on financial assets available for sale, net of applicable tax and other [Member]	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, 2014	€ 73,223	€ 3,531	€ 33,626	€ 29,279	€ (8)	€ 0	€ 1,675	€ 79	€ 0	€ 151	€ 18	€ 1,923	€ 68,351	€ 4,619	€ 253
Comprehensive income (loss), net of tax	(4,269)	0	0	(6,794)	0	0	(291)	18	662	2,044	48	2,481	(4,313)	0	45
Common shares issued	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Cash dividends paid	(1,044)	0	0	(1,034)	0	0	0	0	0	0	0	0	(1,034)	0	(10)
Coupon on additional equity components, net of tax	(228)	0	0	(228)	0	0	0	0	0	0	0	0	(228)	0	0
Remeasurement gains (losses) related to defined benefit plans, net of tax	(10)	0	0	(10)	0	0	0	0	0	0	0	0	(10)	0	0
Net change in share awards in the reporting period	(80)	0	(80)	0	0	0	0	0	0	0	0	0	(80)	0	0
Treasury shares distributed under share-based compensation plans	880	0	0	0	880	0	0	0	0	0	0	0	880	0	0
Tax benefits related to share-based compensation plans	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Additions to Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Deductions from Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Option premiums and other effects from options on common shares	(34)	0	(34)	0	0	0	0	0	0	0	0	0	(34)	0	0
Purchases of treasury shares	(9,177)	0	0	0	(9,177)	0	0	0	0	0	0	0	(9,177)	0	0
Sale of treasury shares	8,295	0	0	0	8,295	0	0	0	0	0	0	0	8,295	0	0
Net gains (losses) on treasury shares sold	(3)	0	(3)	0	0	0	0	0	0	0	0	0	(3)	0	0
Other	72	0	63	(31)	0	0	0	0	0	0	0	0	33	56	(17)
Equity, Balance at Dec. 31, 2015	67,624	3,531	33,572	21,182	(10)	0	1,384	97	662	2,196	66	4,404	62,678	4,675	270
Comprehensive income (loss), net of tax	(2,204)	0	0	(1,402)	0	0	(472)	46	(662)	223	11	(854)	(2,256)	0	52
Common shares issued	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Cash dividends paid	(11)	0	0	0	0	0	0	0	0	0	0	0	0	0	(11)
Coupon on additional equity components, net of tax	(276)	0	0	(276)	0	0	0	0	0	0	0	0	(276)	0	0
Remeasurement gains (losses) related to defined benefit plans, net of tax	(517)	0	0	(517)	0	0	0	0	0	0	0	0	(517)	0	0
Net change in share awards in the reporting period	64	0	64	0	0	0	0	0	0	0	0	0	64	0	0
Treasury shares distributed under share-based compensation plans	239	0	0	0	239	0	0	0	0	0	0	0	239	0	0
Tax benefits related to share-based compensation plans	2	0	2	0	0	0	0	0	0	0	0	0	2	0	0
Additions to Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Deductions from Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Option premiums and other effects from options on common shares	(129)	0	(129)	0	0	0	0	0	0	0	0	0	(129)	0	0
Purchases of treasury shares	(5,264)	0	0	0	(5,264)	0	0	0	0	0	0	0	(5,264)	0	0
Sale of treasury shares	5,035	0	0	0	5,035	0	0	0	0	0	0	0	5,035	0	0
Net gains (losses) on treasury shares sold	(7)	0	(7)	0	0	0	0	0	0	0	0	0	(7)	0	0
Other	262	0	263	0	0	0	0	0	0	0	0	0	263	(6)	4
Equity, Balance at Dec. 31, 2016	64,819	3,531	33,765	18,987	0	0	912	143	0	2,418	77	3,550	59,833	4,669	316
Comprehensive income (loss), net of tax	(3,800)	0	0	(751)	0	0	(223)	(125)	0	(2,646)	(36)	(3,030)	(3,781)	0	(20)
Common shares issued	8,037	1,760	6,277	0	0	0	0	0	0	0	0	0	8,037	0	0
Cash dividends paid	(403)	0	0	(392)	0	0	0	0	0	0	0	0	(392)	0	(11)
Coupon on additional equity components, net of tax	(298)	0	0	(298)	0	0	0	0	0	0	0	0	(298)	0	0
Remeasurement gains (losses) related to defined benefit plans, net of tax	(91)	0	0	(91)	0	0	0	0	0	0	0	0	(91)	0	0
Net change in share awards in the reporting period	(51)	0	(51)	0	0	0	0	0	0	0	0	0	(51)	0	0
Treasury shares distributed under share-based compensation plans	424	0	0	0	424	0	0	0	0	0	0	0	424	0	0
Tax benefits related to share-based compensation plans	3	0	3	0	0	0	0	0	0	0	0	0	3	0	0
Additions to Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Deductions from Equity classified as obligation to purchase common shares	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Option premiums and other effects from options on common shares	(104)	0	(104)	0	0	0	0	0	0	0	0	0	(104)	0	0
Purchases of treasury shares	(7,912)	0	0	0	(7,912)	0	0	0	0	0	0	0	(7,912)	0	0
Sale of treasury shares	7,479	0	0	0	7,479	0	0	0	0	0	0	0	7,479	0	0
Net gains (losses) on treasury shares sold	6	0	6	0	0	0	0	0	0	0	0	0	6	0	0
Other	(9)	0	22	0	0	0	0	0	0	0	0	0	22	6	(36)
Equity, Balance at Dec. 31, 2017	€ 68,099	€ 5,291	€ 39,918	€ 17,454	€ (9)	€ 0	€ 689	€ 18	€ 0	€ (227)	€ 40	€ 520	€ 63,174	€ 4,675	€ 250

Consolidated Statement of Cash

Consolidated Statement of Cash Flows - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Consolidated Statement of Cash Flows [Line Items]
Net income (loss)	€ (735)	€ (1,356)	€ (6,772)
Adjustments to reconcile net income to net cash provided by (used in) operating activities [Abstract]
Provision for credit losses	525	1,383	956
Restructuring activities	447	(484)	710
Gain on sale of financial assets available for sale, equity method investments, and other	(575)	(899)	(430)
Deferred income taxes, net	1,234	(312)	(987)
Impairment, depreciation and other amortization, and accretion	2,159	3,745	8,908
Share of net income from equity method investments	(141)	(183)	(708)
Income (loss) adjusted for noncash charges, credits and other items	2,914	2,862	1,677
Adjustments for net change in operating assets and liabilities [Abstract]
Interest-earning time deposits with central banks and banks	966	(2,814)	30,096
Central bank funds sold, securities purchased under resale agreements, securities borrowed	8,560	19,440	(10,108)
Financial assets designated at fair value through profit or loss	(6,721)	20,337	12,935
Loans	2,759	18,190	(14,015)
Other assets	21,970	(7,847)	26,756
Deposits	34,601	(15,237)	26,537
Financial liabilities designated at fair value through profit or loss and investment contract liabilities	5,461	8,686	6,101
Central bank funds purchased, securities sold under repurchase agreements, securities loaned	(3,355)	16,362	(1,120)
Other short-term borrowings	1,148	(10,632)	(16,149)
Other liabilities	(23,107)	(12,888)	(14,177)
Senior long-term debt	(12,728)	12,328	13,536
Trading assets and liabilities, positive and negative market values from derivative financial instruments, net	1,596	30,341	13,788
Other, net	5,512	(8,518)	(8,605)
Net cash provided by (used in) operating activities	39,576	70,610	67,252
Proceeds from [Abstract]
Sale of financial assets available for sale	10,657	26,855	18,027
Maturities of financial assets available for sale	6,798	6,029	3,986
Maturities of securities held to maturity	0	0	0
Sale of equity method investments	80	50	165
Sale of property and equipment	113	206	272
Purchase of [Abstract]
Financial assets available for sale	(13,472)	(21,639)	(29,665)
Securities held to maturity	0	0	0
Equity method investments	(12)	(81)	(95)
Property and equipment	(485)	(725)	(432)
Net cash received in (paid for) business combinations/divestitures	82	2,023	555
Other, net	(1,328)	(1,479)	(1,055)
Net cash provided by (used in) investing activities	2,433	11,239	(8,242)
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt	881	815	2,942
Repayments and extinguishments of subordinated long-term debt	(176)	(1,102)	(2,043)
Issuances of trust preferred securities	266	121	788
Repayments and extinguishments of trust preferred securities	(666)	(840)	(5,114)
Common shares issued	8,037	0	0
Purchases of treasury shares	(7,912)	(5,264)	(9,177)
Sale of treasury shares	7,471	4,983	8,316
Additional Equity Components (AT1) issued	0	0	0
Purchases of Additional Equity Components (AT1)	(205)	(207)	(407)
Sale of Additional Equity Components (AT1)	217	202	442
Coupon on additional equity components, pre tax	(335)	(333)	(269)
Dividends paid to noncontrolling interests	(11)	(11)	(10)
Net change in noncontrolling interests	(37)	(13)	(17)
Cash dividends paid to Deutsche Bank shareholders	(392)	0	(1,034)
Net cash provided by (used in) financing activities	7,138	(1,649)	(5,583)
Net effect of exchange rate changes on cash and cash equivalents	(5,772)	(28)	94
Net increase (decrease) in cash and cash equivalents	43,376	80,172	53,521
Cash and cash equivalents at beginning of period	185,649	105,478	51,960
Cash and cash equivalents at end of period	229,025	185,649	105,478
Net cash provided by (used in) operating activities include [Abstract]
Income taxes paid (received), net	689	1,572	902
Interest paid	11,784	10,808	10,608
Interest and dividends received [Abstract]
Interest received	21,095	22,579	21,749
Dividend received	3,006	3,256	4,428
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	222,451	178,105	94,923
Interbank balances (w/o central banks)	6,574	7,544	10,555
Total	€ 229,025	€ 185,649	€ 105,478

Consolidated Statement of Cas10

Consolidated Statement of Cash Flows (Parenthetical) € in Millions	12 Months Ended
	Dec. 31, 2017EUR (€)
Consolidated Statement of Cash Flows [Abstract]
Total non-cash changes for Subordinated Long Term Debt	€ (367)
thereof: Driven by FX movements	(372)
Non-cash changes for Trust Preferred Securities	(481)
thereof: Driven by FX movements	(444)
thereof: Driven by FV Changes	€ (51)

Significant Accounting Policies

Significant Accounting Policies and Critical Accounting Estimates	12 Months Ended
	Dec. 31, 2017
Significant Accounting Policies and Critical Accounting Estimates [Abstract]
Significant Accounting Policies and Critical Accounting Estimates	Notes to the Consolidated Financial Statements Significant Accounting Policies and Critical Accounting Estimates Basis of Accounting Deutsche Bank Aktiengesellschaft (“Deutsche Bank” or the “Parent”) is a stock corporation organized under the laws of the Federal Republic of Germany. Deutsche Bank together with all entities in which Deutsche Bank has a controlling financial interest (the “Group”) is a global provider of a full range of corporate and investment banking, private clients and asset management products and services. The accompanying consolidated financial statements are stated in euros, the presentation currency of the Group. All financial information presented in million euros has been rounded to the nearest million. The consolidated financial statements have been prepared in accordance with International Financial Reporting Standards (“IFRS”) as issued by the International Accounting Standards Board (“IASB”) and endorsed by the European Union (“EU”). The Group’s application of IFRS results in no differences between IFRS as issued by the IASB and IFRS as endorsed by the EU. Some IFRS disclosures incorporated in the Management Report are an integral part of the Consolidated Financial Statements. These disclosures include Segmental Results of Operations and Entity Wide disclosures on Net Revenue Components under IFRS 8, “Operating Segments” provided in the Operating and Financial Review of the Management Report. Additionally the Risk Report includes disclosures about the nature and the extent of risks arising from financial instruments as required by IFRS 7, “Financial Instruments: Disclosures” and capital disclosures as required under IAS 1, “Presentation of Financial Statements”. These audited disclosures are identified by bracketing in the margins of the Management Report. In addition, with respect to the table entitled “Transitional template for regulatory capital, RWA and capital ratios” set forth in the Risk Report within the section “Risk and Capital Performance: Capital and Leverage Ratio: Development of regulatory capital”, the columns captioned “CRR/CRD 4” for each of December 31, 2017 and December 31, 2016 (but not the columns captioned "CRR/CRD 4 fully loaded") are also an integral part of the Consolidated Financial Statements, notwithstanding that they are not identified by bracketing in the margins. These disclosures are also audited. Discount Rate for Defined Benefit Pension Plans In 2017 the Group moved to a more standardized, simpler approach to set its discount rate used to value its defined benefit plans in the Eurozone; similar approaches are generally accepted and are already used for the Group’s other major pension plans in the United Kingdom and the United States. The refinement resulted in no change in the discount rate and so no effect on the Group’s Consolidated Statement of Comprehensive Income in 2017. Adjustment of Impairment Methodology for Shipping Loans In the third quarter of 2017, the Group adjusted the parameters for shipping loans being assessed for impairment under a going concern or gone concern scenario. This change in parameters resulted in an increase in the estimated impairment charge of € 70 million. The Group also revised its general haircut applied to shipping loans with gone concern expo-sures, which also resulted in an increase in the estimated impairment charge of an additional € 36 million. These chang-es in estimates are reflected in the allowance for credit losses. Critical Accounting Estimates The preparation of financial statements under IFRS requires management to make estimates and assumptions for certain categories of assets and liabilities. These estimates and assumptions affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the balance sheet date, and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from management’s estimates. The Group’s significant accounting policies are described in “Significant Accounting Policies”. Certain of the Group’s accounting policies require critical accounting estimates that involve complex and subjective judgments and the use of assumptions, some of which may be for matters that are inherently uncertain and susceptible to change. Such critical accounting estimates could change from period to period and may have a material impact on the Group’s financial condition, changes in financial condition or results of operations. Critical accounting estimates could also involve estimates where management could have reasonably used another estimate in the current accounting period. The Group has identified the following significant accounting policies that involve critical accounting estimates: the impairment of associates (see “Associates” below) the impairment of financial assets available for sale (see “Financial Assets and Liabilities – Financial Assets Classified as Available for Sale” below) the determination of fair value (see “Financial Assets and Liabilities – Determination of Fair Value” below) the recognition of trade date profit (see “Financial Assets and Liabilities – Recognition of Trade Date Profit” below) the impairment of loans and provisions for off-balance sheet positions (see “Impairment of Loans and Provision for Off-balance Sheet Positions” below) the impairment of goodwill and other intangibles (see “Goodwill and Other Intangible Assets” below) the recognition and measurement of deferred tax assets (see “Income Taxes” below) the accounting for legal and regulatory contingencies and uncertain tax positions (see “Provisions” below) Significant Accounting Policies The following is a description of the significant accounting policies of the Group. Other than as previously described, these policies have been consistently applied for 2015, 2016 and 2017. Principles of Consolidation The financial information in the Consolidated Financial Statements includes the parent company, Deutsche Bank AG, together with its consolidated subsidiaries, including certain structured entities presented as a single economic unit. Subsidiaries The Group’s subsidiaries are those entities which it directly or indirectly controls. Control over an entity is evidenced by the Group’s ability to exercise its power in order to affect any variable returns that the Group is exposed to through its involvement with the entity. The Group sponsors the formation of structured entities and interacts with structured entities sponsored by third parties for a variety of reasons, including allowing clients to hold investments in separate legal entities, allowing clients to invest jointly in alternative assets, for asset securitization transactions, and for buying or selling credit protection. When assessing whether to consolidate an entity, the Group evaluates a range of control factors, namely: the purpose and design of the entity the relevant activities and how these are determined whether the Group’s rights result in the ability to direct the relevant activities whether the Group has exposure or rights to variable returns whether the Group has the ability to use its power to affect the amount of its returns Where voting rights are relevant, the Group is deemed to have control where it holds, directly or indirectly, more than half of the voting rights over an entity unless there is evidence that another investor has the practical ability to unilaterally direct the relevant activities. Potential voting rights that are deemed to be substantive are also considered when assessing control. Likewise, the Group also assesses existence of control where it does not control the majority of the voting power but has the practical ability to unilaterally direct the relevant activities. This may arise in circumstances where the size and dispersion of holdings of the shareholders give the Group the power to direct the activities of the investee. Subsidiaries are consolidated from the date on which control is transferred to the Group and are deconsolidated from the date that control ceases. The Group reassesses the consolidation status at least at every quarterly reporting date. Therefore, any changes in the structure leading to a change in one or more of the control factors, require reassessment when they occur. This includes changes in decision making rights, changes in contractual arrangements, changes in the financing, ownership or capital structure as well as changes following a trigger event which was anticipated in the original documentation. All intercompany transactions, balances and unrealized gains on transactions between Group companies are eliminated on consolidation. Consistent accounting policies are applied throughout the Group for the purposes of consolidation. Issuances of a subsidiary’s stock to third parties are treated as noncontrolling interests. Profit or loss attributable to noncontrolling interests are reported separately in the Consolidated Statement of Income and Consolidated Statement of Comprehensive Income. At the date that control of a subsidiary is lost, the Group a) derecognizes the assets (including attributable goodwill) and liabilities of the subsidiary at their carrying amounts, b) derecognizes the carrying amount of any noncontrolling interests in the former subsidiary, c) recognizes the fair value of the consideration received and any distribution of the shares of the subsidiary, d) recognizes any investment retained in the former subsidiary at its fair value and e) recognizes any resulting difference of the above items as a gain or loss in the income statement. Any amounts recognized in prior periods in other comprehensive income in relation to that subsidiary would be reclassified to the Consolidated Statement of Income or transferred directly to retained earnings if required by other IFRS Standards. Associates An associate is an entity in which the Group has significant influence, but not a controlling interest, over the operating and financial management policy decisions of the entity. Significant influence is generally presumed when the Group holds between 20 % and 50 % of the voting rights. The existence and effect of potential voting rights that are currently exercisable or convertible are considered in assessing whether the Group has significant influence. Among the other factors that are considered in determining whether the Group has significant influence are representation on the board of directors (supervisory board in the case of German stock corporations) and material intercompany transactions. The existence of these factors could require the application of the equity method of accounting for a particular investment even though the Group’s investment is less than 20 % of the voting stock. Investments in associates are accounted for under the equity method of accounting. The Group’s share of the results of associates is adjusted to conform to the accounting policies of the Group and is reported in the Consolidated Statement of Income as Net income (loss) from equity method investments. The Group’s share in the associate’s profits and losses resulting from intercompany sales is eliminated on consolidation. If the Group previously held an equity interest in an entity (for example, as available for sale) and subsequently gained significant influence, the previously held equity interest is remeasured to fair value and any gain or loss is recognized in the Consolidated Statement of Income. Any amounts previously recognized in other com prehensive income associated with the equity interest would be reclassified to the Consolidated Statement of Income at the date the Group gains significant influence, as if the Group had disposed of the previously held equity interest. Under the equity method of accounting, the Group’s investments in associates and jointly controlled entities are initially recorded at cost including any directly related transaction costs incurred in acquiring the associate, and subsequently increased (or decreased) to reflect both the Group’s pro-rata share of the post-acquisition net income (or loss) of the associate or jointly controlled entity and other movements included directly in the equity of the associate or jointly controlled entity. Goodwill arising on the acquisition of an associate or a jointly controlled entity is included in the carrying value of the investment (net of any accumulated impairment loss). As goodwill is not reported separately it is not specifically tested for impairment. Rather, the entire equity method investment is tested for impairment at each balance sheet date. If there is objective evidence of impairment, an impair¬ment test is performed by comparing the investment’s recoverable amount, which is the higher of its value in use and fair value less costs to sell, with its carrying amount. An impairment loss recognized in prior periods is only reversed if there has been a change in the estimates used to determine the in-vestment’s recoverable amount since the last impairment loss was recognized. If this is the case the carrying amount of the investment is increased to its higher recoverable amount. The increased carrying amount of the investment in associ-ate attributable to a reversal of an impairment loss shall not exceed the carrying amount that would have been determined had no impairment loss been recognised for the investment in prior years. At the date that the Group ceases to have significant influence over the associate or jointly controlled entity the Group recognizes a gain or loss on the disposal of the equity method investment equal to the difference between the sum of the fair value of any retained investment and the proceeds from disposing of the associate and the carrying amount of the investment. Amounts recognized in prior periods in other comprehensive income in relation to the associate are accounted for on the same basis as would have been required if the investee had directly disposed of the related assets or liabilities. Critical Accounting Estimates: As the assessment of whether there is objective evidence of impairment may require significant management judgment and the estimates for impairment could change from period to period based on future events that may or may not occur, the Group considers this to be a critical accounting estimate. Foreign Currency Translation The Consolidated Financial Statements are prepared in euro, which is the presentation currency of the Group. Various entities in the Group use a different functional currency, being the currency of the primary economic environment in which the entity operates. An entity records foreign currency revenues, expenses, gains and losses in its functional currency using the exchange rates prevailing at the dates of recognition. Monetary assets and liabilities denominated in currencies other than the entity’s functional currency are trans lated at the period end closing rate. Foreign exchange gains and losses resulting from the translation and settlement of these items are recognized in the Consolidated Statement of Income as net gains (losses) on financial assets/liabilities at fair value through profit or loss in order to align the translation amounts with those recognized from foreign currency related transactions (derivatives) which hedge these monetary assets and liabilities. Nonmonetary items that are measured at historical cost are translated using the historical exchange rate at the date of the transaction. Translation differences on nonmonetary items which are held at fair value through profit or loss are recognized in profit or loss. Translation differences on available for sale nonmonetary items (equity securities) are included in other comprehensive income and recognized in the Consolidated Statement of Income when the non-monetary item is sold as part of the overall gain or loss on sale of the item. For purposes of translation into the presentation currency, assets and liabilities of foreign operations are translated at the period end closing rate and items of income and expense are translated into euros at the rates prevailing on the dates of the transactions, or average rates of exchange where these approximate actual rates. The exchange differences arising on the translation of a foreign operation are included in other comprehensive income. For foreign operations that are subsidiaries, the amount of exchange differences attributable to any noncontrolling interests is recognized in noncontrolling interests. Upon disposal of a foreign subsidiary and associate (which results in loss of control or significant influence over that operation) the total cumulative exchange differences recognized in other comprehensive income are reclassified to profit or loss. Upon partial disposal of a foreign operation that is a subsidiary and which does not result in loss of control, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to noncontrolling interests as this is deemed a transaction with equity holders. For a partial disposal of an associate which does not result in a loss of significant influence, the proportionate share of cumulative exchange differences is reclassified from other comprehensive income to profit or loss. Interest, Commissions and Fees Revenue is recognized when the amount of revenue and associated costs can be reliably measured, it is probable that economic benefits associated with the transaction will be realized and the stage of completion of the transaction can be reliably measured. This concept is applied to the key revenue generating activities of the Group as follows. Net Interest Income – Interest from all interest-bearing assets and liabilities is recognized as net interest in come using the effective interest method. The effective interest rate is a method of calculating the amortized cost of a financial asset or a financial liability and of allocating the interest income or expense over the relevant period using the estimated future cash flows. The estimated future cash flows used in this calculation include those determined by the contractual terms of the asset or liability, all fees that are considered to be integral to the effective interest rate, direct and incremental transaction costs and all other premiums or discounts. Once an impairment loss has been recognized on a loan, held-to-maturity investment or available for sale debt instruments, although the accrual of interest in accordance with the contractual terms of the instrument is discontinued, interest income is recognized based on the rate of interest that was used to discount future cash flows for the purpose of measuring the impairment loss. For a loan and held to maturity investment this would be the original effective interest rate, but a new effective interest rate would be established each time an available for sale debt instrument is impaired as impairment is measured to fair value and would be based on a current market rate. The Group recognises income from government grants which are associated to interest-bearing assets and liabilities in net interest income when there is reasonable assurance that it will receive the grants and will comply with the conditions attached to the grants. Commissions and Fee Income – The recognition of fee revenue (including commissions) is determined by the purpose of the fees and the basis of accounting for any associated financial instruments. If there is an asso ciated financial instrument, fees that are an integral part of the effective interest rate of that financial instrument are included within the effective yield calculation. However, if the financial instrument is carried at fair value through profit or loss, any associated fees are recognized in profit or loss when the instrument is initially recognized, provided there are no significant unobservable inputs used in determining its fair value. Fees earned from services that are provided over a specified service period are recognized over that service period. Fees earned for the completion of a specific service or significant event are recognized when the service has been completed or the event has occurred. Loan commitment fees related to commitments that are accounted off-balance sheet are recognized in commissions and fee income over the life of the commitment if it is unlikely that the Group will enter into a specific lending arrangement. If it is probable that the Group will enter into a specific lending arrangement, the loan commitment fee is deferred until the origination of a loan and recognized as an adjust ment to the loan’s effective interest rate. Performance-linked fees or fee components are recognized when the performance criteria are fulfilled. The following fee income is predominantly earned from services that are provided over a period of time: invest ment fund management fees, fiduciary fees, custodian fees, portfolio and other management and advisory fees, credit-related fees and commission income. Fees predominantly earned from providing transaction-type services include underwriting fees, corporate finance fees and brokerage fees. Expenses that are directly related and incremental to the generation of fee income are presented net in Commissions and Fee Income. Arrangements involving multiple services or products – If the Group contracts to provide multiple products, services or rights to a counterparty, an evaluation is made as to whether an overall fee should be allocated to the different components of the arrangement for revenue recognition purposes. The assessment considers the value of items or services delivered to ensure that the Group’s continuing involvement in other aspects of the arrangement are not essential to the items delivered. It also assesses the value of items not yet delivered and, if there is a right of return on delivered items, the probability of future delivery of remaining items or services. If it is determined that it is appropriate to look at the arrangements as separate components, the amounts received are allocated based on the relative value of each component. If there is no objective and reliable evidence of the value of the delivered item or an individual item is required to be recognized at fair value then the residual method is used. The residual method calculates the amount to be recognized for the delivered component as being the amount remaining after allocating an appropriate amount of revenue to all other components. Financial Assets and Liabilities The Group classifies its financial assets and liabilities into the following categories: financial assets and liabilities at fair value through profit or loss, loans, held-to-maturity, financial assets available for sale (“AFS”) and other financial liabilities. Appropriate classification of financial assets and liabilities is determined at the time of initial recognition or when reclassified in the Consolidated Balance Sheet. Financial assets and financial liabilities classified at fair value through profit or loss and financial assets classified as AFS are recognized or derecognized on trade date if a regular way period for the instrument exist. Trade date is the date on which the Group commits to purchase or sell the asset or issue or repurchase the financial liability. Financial instruments measured at amortised cost are recognised on a settlement date basis. Financial Assets and Liabilities at Fair Value through Profit or Loss The Group classifies certain financial assets and financial liabilities as either held for trading or designated at fair value through profit or loss. They are carried at fair value and presented as financial assets at fair value through profit or loss and financial liabilities at fair value through profit or loss, respectively. Related realized and unrealized gains and losses are included in net gains (losses) on financial assets/liabilities at fair value through profit or loss. Interest on interest earning assets such as trading loans and debt securities and dividends on equity instruments are presented in interest and similar income for financial instruments at fair value through profit or loss. Trading Assets and Liabilities – Financial instruments are classified as held for trading if they have been originated, acquired or incurred principally for the purpose of selling or repurchasing them in the near term, or they form part of a portfolio of identified financial instruments that are managed together and for which there is evidence of a recent actual pattern of short-term profit-taking. Trading assets include debt and equity securities, derivatives held for trading purposes, commodities and trading loans. Trading liabilities consist primarily of derivative liabilities and short positions. Financial Instruments Designated at Fair Value through Profit or Loss – Certain financial assets and liabilities that do not meet the definition of trading assets and liabilities are designated at fair value through profit or loss using the fair value option. To be designated at fair value through profit or loss, financial assets and liabilities must meet one of the following criteria: (1) the designation eliminates or significantly reduces a measurement or recognition inconsistency; (2) a group of financial assets or liabilities or both is managed and its performance is evaluated on a fair value basis in accordance with a documented risk management or investment strategy; or (3) the instrument contains one or more embedded derivatives unless: (a) the embedded derivative does not significantly modify the cash flows that otherwise would be required by the contract; or (b) it is clear with little or no analysis that separation is prohibited. In addition, the Group allows the fair value option to be designated only for those financial instruments for which a reliable estimate of fair value can be obtained. Financial assets and liabilities which are designated at fair value through profit or loss, under the fair value option, include repurchase and reverse repurchase agreements, certain loans and loan commitments, debt and equity securities and structured note liabilities. Non-Participating Investment Contracts (“Investment Contracts”) – All of the Group’s investment contracts are unit-linked and do not contain significant insurance risk or discretionary participation features. The contract liabilities are determined using current unit prices multiplied by the number of units attributed to the contract holders as of the balance sheet date. As this amount represents fair value, the liabilities have been classified as financial liabilities at fair value through profit or loss. Deposits collected under investment contracts are accounted for as an adjustment to the investment contract liabilities. Investment income attributable to investment contracts is included in the Consolidated Statement of Income. Investment contract claims reflect the excess of amounts paid over the account balance released. Investment contract policyholders are charged fees for policy administration, investment management, surrenders or other contract services. Loan Commitments Certain loan commitments are classified as derivatives held for trading or designated at fair value through profit or loss under the fair value option. All other loan commitments remain off-balance sheet. Therefore, the Group does not recognize and measure changes in fair value of these off-balance sheet loan commitments that result from changes in market interest rates or credit spreads. However, as specified in the discussion “Impairment of Loans and Provision for Off-Balance sheet positions”, these off-balance sheet loan commitments are assessed for impairment individually and where appropriate, collectively. Loans Loans include originated and purchased non-derivative financial assets with fixed or determinable payments that are not quoted in an active market and which are not classified as financial assets at fair value through profit or loss, held-to-maturity or financial assets AFS. An active market exists when quoted prices are readily and regularly available from an exchange, dealer, broker, industry group, pricing service or regulatory agency and those prices represent actual and regularly occurring market transactions on an arm’s length basis. Loans not acquired in a business combination or in an asset purchase are initially recognized at their transaction price representing the fair value, which is the cash amount advanced to the borrower. In addition, the net of direct and incremental transaction costs and fees are included in the initial carrying amount of loans. These loans are subsequently measured at amortized cost using the effective interest method less impairment. Loans which have been acquired as either part of a business combination or as an asset purchase are initially recognized at fair value at the acquisition date. This includes loans for which an impairment loss had been established by the acquiree before their initial recognition by the Group. The fair value at the acquisition date incorporates expected cash flows which consider the credit quality of these loans including any incurred losses and becomes the new amortized cost base. Interest income is recognized using the effective interest method. Subsequent to the acquisition date the Group assesses whether there is objective evidence of impairment in line with the policies described in the section entitled “Impairment of Loans and Provision for Off-Balance Sheet Positions”. If the loans are determined to be impaired then a loan loss allowance is recognized with a corresponding charge to the provision for credit losses line in the Consolidated Statement of Income. Releases of such loan loss allowances established after their initial recognition are included in the provision for credit losses line. Subsequent improvements in the credit quality of such loans for which no loss allowance had been recorded are recognized immediately through an adjustment to the current carrying value and a corresponding gain is recognized in interest income. Financial Instruments Held-to-Maturity Held-to-maturity investments are non-derivative financial assets with fixed or determinable payments and a fixed maturity that the Group has the positive intention and ability to hold to maturity and which are not classified as financial assets at fair value through profit or loss, loans or financial assets AFS. Held-to-maturity investments are initially recorded at fair value plus any directly attributable transaction costs and are subsequently measured at amortized cost using the effective interest method. Subsequent to the acquisition date, the Group assesses whether there is objective evidence of impairment in line with the policies described in the section entitled “Impairment of Loans and Provision for Off-Balance Sheet provisions”. If a held-to-maturity investment is considered impaired, then an impairment loss is recognized in the Consolidated Statement of Income. Financial Assets Classified as Available for Sale Financial assets that are classified as AFS are initially recognized at its fair value plus transaction costs that are directly attributable to the acquisition of the financial asset. The amortization of premiums and accretion of discount are recorded in net interest income. Financial assets classified as AFS are carried at fair value with the changes in fair value reported in other comprehensive income, unless the asset is subject to a fair value hedge, in which case changes in fair value resulting from the risk being hedged are recorded in other income. For monetary financial assets classified as AFS (debt instruments), changes in carrying amounts relating to changes in foreign exchange rate are recognized in the Consolidated Statement of Income and other changes in carrying amount are recognized in other comprehensive income as indicated above. For financial assets classified as AFS that are nonmonetary items (equity instruments), the fair value gain or loss is recognized in other comprehensive income, which also includes any related foreign exchange component. Equity investments classified as AFS are assessed for impairment if objective evidence demonstrates a significant or prolonged decline in the fair value of the investment below cost. In the case of debt securities classified as AFS, impairment is assessed based on the same criteria as for loans. If there is evidence of impairment, any amounts previously recognized in other comprehensive income are recognized in the Consolidated Statement of Income for the period, report

Recently Adopted and New Accoun

Recently Adopted and New Accounting Pronouncements	12 Months Ended
	Dec. 31, 2017
Recently Adopted and New Accounting Pronouncements [Abstract]
Recently Adopted and New Accounting Pronouncements [text block]	Recently Adopted and New Accounting Pronouncements New Accounting Pronouncements The following accounting pronouncements were not effective as of December 31, 2017 and therefore have not been applied in preparing these financial statements. IFRS 2 Share-based Payments In June 2016, the IASB issued narrow-scope amendments to IFRS 2, “Share-based Payment” which clarify the accounting for certain types of share-based payment transactions. The amendments which were developed through the IFRS Interpretations Committee clarify the accounting for cash-settled share-based payment transactions that include a performance condition, the classification of share-based payment transactions with net settlement features and the accounting for modifications of share-based payment transactions from cash-settled to equity-settled. They are effective for annual periods beginning on or after January 1, 2018. The amendments will not have a material impact on the Group’s consolidated financial statements. The amendments have been endorsed by the EU. IFRS 9 Financial Instruments In July 2014, the IASB issued the final version of IFRS 9 “Financial Instruments”, which replaces IAS 39, “Financial Instruments: Recognition and Measurement”. IFRS 9 introduces new requirements on how an entity should classify and measure financial assets, requires changes to the reporting of ‘own credit’ with respect to issued debt liabilities that are designated at fair value, replaces the current rules for impairment of financial assets and amends the requirements for hedge accounting. The standard also requires entities to provide users of financial statements with more informative and relevant disclosures. IFRS 9 is effective for annual periods beginning on or after January 1, 2018. The standard has been endorsed by the EU, except for the Amendment to IFRS 9 "Prepayment features with negative compensation" as discussed below. The Group estimates the adoption of IFRS 9 to lead to an overall reduction in the Group’s total shareholders’ equity of € 0.9 billion before tax. € 0.7 billion of this impact is driven by the new impairment requirements of IFRS 9. These higher loan loss provisions and classification and measurement effects are partially offset by a €0.2 billion tax impact resulting in a post-tax impact on the Group's total shareholders' equity of € 0.7 billion. This translates to a reduction in the Group’s CET 1 capital ratio of 8 basis points. This estimate may change as a result of completion of the activities noted in the implementation program sections below and upon the Group filing its 2018 audited financial statements. Implementation program The Group has run a centrally managed IFRS 9 program sponsored by the Group’s chief financial officer which has included business functions and subject matter experts on methodology, data sourcing and modelling, IT processing and reporting. The Group’s implementation of IFRS 9 has covered performing an assessment of the population of financial instruments impacted by the classification and measurement requirements of IFRS 9 and developing an impairment methodology to support the calculation of the Expected Credit Loss allowance. The Group commenced in 2015 the development of an approach for reviewing business models and methodology for testing the Solely Payments of Principal and Interest criteria of IFRS 9. Concurrently, the Group also developed its approach for assessing significant increase in credit risk, incorporating forward looking information, including macro-economic factors (implemented in 2017), preparing the required IT systems and process architecture, as well as development of a related IFRS 9 governance and control framework. The Group has performed a final parallel run based on December 31, 2017 data. Overall governance of the program’s implementation has been through the Group’s IFRS 9 Steering Committee and includes representation from Finance, Risk and IT. Guidance and training on IFRS 9 across the Group have been delivered across businesses and functions as part of the Group’s control process and implementation program. The Group enhanced its governance environment to ensure an updated framework for classification and measurement, and impairment by implementing appropriate validations and controls over new key processes and significant areas of judgment. The specific process and business controls under this updated framework are being incorporated and finalized. Governance over the Expected Credit Loss calculation process is shared across Risk and Finance functions. Classification and Measurement of Financial Assets and Liabilities IFRS 9 requires that an entity’s business model and a financial instrument’s contractual cash flows will determine its classification and measurement in the financial statements. Upon initial recognition each financial asset will be classified as either fair value through profit or loss (‘FVTPL’), amortized cost, or fair value through Other Comprehensive Income (‘FVOCI’). As the requirements under IFRS 9 are different than the assessments under the existing IAS 39 rules, there will be some differences from the classification and measurement of financial assets under IAS 39, including whether to elect the fair value option on certain assets. The classification and measurement of financial liabilities remain largely unchanged under IFRS 9 from current requirements. In 2015, the Group made an initial determination of business models and assessed the contractual cash flow characteristics of the financial assets within such business models to determine the potential classification and measurement changes as a result of IFRS 9. As a result of the initial analysis performed, in 2016 the Group identified a population of financial assets which are to be measured at either amortized cost or fair value through other comprehensive income, which will be subject to the IFRS 9 impairment rules. In 2017, the Group updated its business model assessments and completed outstanding classification decisions. On initial recognition of an equity investment not held for trading, the Group may on an investment-by-investment basis, irrevocably elect to present subsequent fair value changes in OCI. The Group has not made any such elections. Where issued debt liabilities are designated at fair value, the fair value movements attributable to an entity’s own credit risk will be recognized in Other Comprehensive Income rather than in the Statement of Income. The standard also allows the Group the option to elect to apply early the presentation of fair value movements of an entity’s credit risk in Other Comprehensive Income prior to adopting IFRS 9 in full. The Group did not early adopt this requirement. Impairment of Financial Assets The impairment requirements of IFRS 9 apply to debt instruments that are measured at amortized cost or FVOCI, and off balance sheet lending commitments such as loan commitments and financial guarantees (hereafter collectively referred to in this note as “financial assets”). The determination of impairment losses and allowance moves from an incurred credit loss model whereby credit losses are recognized when a defined loss event occurs under IAS 39, to an expected loss model under IFRS 9, where provisions are taken upon initial recognition of the financial asset (or the date that the Group becomes a party to the loan commitment or financial guarantee), based on expectations of potential credit losses at that time under IFRS 9. Under IAS 39, the Group first evaluates individually whether objective evidence of impairment exists for loans that are individually significant. It then collectively assesses loans that are not individually significant and loans which are significant but for which there is no objective evidence of impairment available under the individual assessment. Under IFRS 9 for financial assets originated or purchased, the Group recognises a loss allowance at an amount equal to 12-month expected credit losses, if the credit risk at the reporting date has not increased significantly since initial recognition (Stage 1). This amount represents the expected credit losses resulting from default events that are possible within the next 12 months. IFRS 9 requires the recognition of credit losses over the remaining life of the financial assets (‘lifetime expected losses’) which are considered to have experienced a significant increase in credit risk (Stage 2) and for financial assets that are credit impaired at the reporting date (Stage 3). As the primary definition for credit impaired financial assets moving to Stage 3, the Group applies the default definition as laid out in CRR Article 178. Forward-looking information, including macro-economic factors, must be taken into account to measure IFRS 9 compliant expected credit losses. The lifetime expected credit losses represent default events over the expected life of a financial instrument. The Group measures expected credit losses considering the risk of default over the maximum contractual period (including any borrower’s extension options) over which it is exposed to credit risk, even if, for risk management purposes, the Group considers a longer period. The determination of the maximum contractual period considers the date at which the Group has the right to require repayment of an advance or terminate a loan commitment or guarantee. Retail overdrafts, credit card facilities and certain corporate revolving facilities typically include both a loan and an undrawn commitment component, and in these cases the Group’s contractual ability to demand repayment and cancel the undrawn commitment does not limit the Group’s credit loss exposure to the facility's contractual term. These facilities do not have a fixed term or repayment structure and are managed on a collective basis. While the Group has the ability to cancel these facilities with immediate effect, this contractual right is not enforced in normal day-to-day credit risk management process, but only when the Group becomes aware of an increase in credit risk on the facility. Consequently, for such facilities, the Group measures expected credit losses over a period longer than the maximum contractual term. This longer period is estimated taking into consideration credit risk management actions which the Group expects to take to mitigate credit losses. These credit risk management actions include reducing limits and facility cancellation. The Group uses three main components to measure expected credit losses which are a probability of default (‘PD’), a loss given default (‘LGD’) and the exposure at default (‘EAD’). Therefore, the Group has leveraged existing parameters used for determination of capital demand under Basel IRBA and internal risk management practices as much as possible on a transaction level. For the purpose of IFRS 9 the allowance for credit losses is affected by a variety of key characteristics, such as, but not limited to, the expected balance at default and the related amortization profile as well as the expected life of the financial asset. As a consequence, the allowance for credit losses for Stage 2 financial assets increases based on the expected lifetime or the expected EAD. Incorporating forecasts of future economic conditions into the measurement of expected credit losses additionally causes an impact on the allowance for credit losses for each stage. In order to calculate lifetime expected credit losses, the Group’s calculation includes deriving the corresponding lifetime PDs from migration matrices that reflect the economic forecasts. One or more triggers that have a detrimental impact on the estimated future cash flows must be identified to determine whether a financial asset is credit impaired and thus must be classified as Stage 3. Under IFRS 9, when determining whether the credit risk (i.e. risk of default) of a financial instrument has increased significantly since initial recognition, the Group considers reasonable and supportable information that is relevant and available without undue cost or effort. This includes quantitative and qualitative information based on the Group’s historical experience, credit risk assessment and forward-looking information (including macro-economic factors), which is discussed further below. The Group has established a framework which incorporates both quantitative and qualitative processes to determine whether the credit risk on a particular financial instrument has increased significantly since initial recognition. The Group’s framework aligns with internal credit risk management process. The Group’s quantitative processes compare actual lifetime PD at the reporting date, with initial expectations at the date of initial recognition. If for the remaining lifetime the PD of a transaction given current expectations exceeds the PD of the threshold rating based on the initial expectations, the transaction is considered as significantly deteriorated. The threshold rating, which is determined on a portfolio basis and validated annually, corresponds to a quantile of the forward rating distribution derived from the initial rating of the transaction and the forward-looking information available at inception. The Group’s qualitative processes leverage existing risk management indicators (e.g. watch lists, management by the workout department and forbearance triggers) which allow the Group to identify whether the credit risk of financial assets has significantly increased. Furthermore, financial assets are transferred to Stage 2 if 30 days past due. Under IFRS 9, when the terms of a financial asset are modified and the modification does not result in derecognition, a gain or loss is recognised in the income statement as the difference between the original contractual cash flows and the modified cash flows discounted at the original Effective Interest Rate ("EIR"). For modified financial assets the determination of whether the asset’s credit risk has increased significantly reflects comparison of: the remaining lifetime PD at the reporting date based on the modified terms; with the remaining lifetime PD estimated based on data on initial recognition and the original contractual terms. Generally, forbearance is a qualitative indicator of default and credit impairment and expectations of forbearance are relevant to assessing whether there is a significant increase in credit risk. Following forbearance, a customer needs to demonstrate consistently good payment behaviour over a period of time before the exposure is no longer considered to be in Stage 3 or the PD is considered to have decreased such that the exposure reverts back to be measured Stage 1. IFRS 9 does not distinguish between individually significant or not individually significant financial assets. Therefore, the Group decided to measure the allowance for credit losses on an individual transaction basis. Similarly, the assessment for transferring financial assets between Stages 1, 2 and 3 is also made on an individual transaction basis. For detailed information on the current impairment approach under IAS 39 please refer to Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. As a result of IFRS 9, there is an increase in subjectivity as the allowance for credit losses is based on reasonable and supportable forward-looking information which take into consideration future macro-economic scenarios as provided by Deutsche Bank Research. These macro-economic scenarios are continuously monitored and in addition to being used for the Group’s expected credit loss calculation, this information also forms the basis for performing the Group’s capital planning and stress-testing. This information provided by Deutsche Bank Research is used to generate possible future scenarios by utilizing the Group’s stress testing infrastructure with appropriate modifications to align with IFRS 9 requirements. The Group has identified certain synergies with the capital forecasting and stress-testing processes and continues to consider opportunities that may exist. The transition impact and effects resulting from the continuous application of IFRS 9 are reflected in the Group’s capital planning for 2018 and onwards. The general use of forward-looking information, including macro-economic factors, as well as adjustments taking into account extraordinary factors, are monitored by the Group's Risk and Finance Credit Loss Provision Forum. A financial asset is considered credit-impaired on purchase or origination if there is objective evidence of impairment at the point of initial recognition, i.e. rated as defaulted by credit risk management. Such defaulted financial assets are termed Purchased or Credit Impaired (POCI) financial assets and are initially recognised at their fair value (typically the purchase price which embeds expectations of lifetime expected credit losses) and therefore no separate credit loss allowance is recognised on initial recognition. Subsequently, POCI financial assets are measured to reflect lifetime expected credit losses, and all subsequent changes in lifetime expected credit losses, whether positive or negative, are recognised in the income statement as a component of the provision for credit losses. POCI financial assets can only be classified in Stage 3. For financial assets in Stage 1 and Stage 2, the Group calculates interest income by applying the EIR to the gross carrying amount (i.e. without deduction for expected credit losses). Interest income for financial assets in Stage 3 is calculated by applying the EIR to the amortised cost (i.e. the gross carrying amount less the loss allowance). For financial assets classified as POCI only, interest income is calculated by applying a credit-adjusted EIR (based on an initial expectation of further credit losses) to the amortised cost of these POCI assts. As a result of the amendments to IAS 1 following IFRS 9, the Group will present separately in the income statement, interest revenue calculated using the effective interest method. IFRS 9 results in an increase in the overall level of allowances for credit losses as noted above. This estimated increase is driven by the requirement to record an allowance equal to 12 months expected credit losses on those instruments whose credit risk has not significantly increased since initial recognition as well as the larger population of financial assets to which lifetime expected losses must be applied. Hedge accounting IFRS 9 also incorporates new hedge accounting rules that intend to align hedge accounting with risk management practices. Generally, some restrictions under current rules have been removed and a greater variety of hedging instruments and hedged items become available for hedge accounting. IFRS 9 includes an accounting policy choice to defer the adoption of IFRS 9 hedge accounting and to continue with IAS 39 hedge accounting. The Group has decided to exercise this accounting policy choice and therefore will not adopt IFRS 9 hedge accounting as of January 1, 2018, the effective date of IFRS 9. However, the Group will implement the revised hedge accounting disclosures that are required by the IFRS 9 related amendments to IFRS 7 “Financial Instruments: Disclosures”’. Amendments to IFRS 9 “Prepayment Features with Negative Compensation” In October 2017, the IASB issued an amendment to IFRS 9 “Financial Instruments”, which allows entities to measure particular pre-payable financial assets with so-called negative compensation (also known as two way break clauses) at amortised cost or at fair value through other comprehensive income if the prepayment amount substantially represents unpaid principal and interest and reasonable compensation. Reasonable compensation may be positive or negative. Prior to this amendment financial assets with this negative compensation feature would have failed the solely payments of principal and interest test and be mandatorily measured at fair value through profit or loss. The amendment will be effective for annual periods beginning on or after January 1, 2019, with early adoption permitted. The Group expects to early adopt this amendment during 2018 following endorsement by the EU. The amendment will not have a material impact on the Group’s consolidated financial statements. IFRS 15 Revenue from Contracts with Customers In May 2014, the IASB issued IFRS 15, “Revenue from Contracts with Customers”, which specifies how and when revenue is recognized, but does not impact income recognition related to financial instruments in scope of IAS 39/ IFRS 9. The IASB issued subsequent amendments to IFRS 15 in September 2015 and a further clarification to it in April 2016. The new requirements replace several other IFRS standards and interpretations that currently govern revenue recognition under IFRS and provide a single, principles-based five-step model to be applied to all contracts with customers. The standard and its amendments also require entities to provide users of financial statements with more informative and relevant dis-closures. The Group has run a centrally managed IFRS 15 program which included subject matter experts from finance and business functions. The Group’s implementation of IFRS 15 consisted of a detailed analysis of each type of commis-sion and fee income in line with the new five-step revenue recognition model. No material impact on the Group’s consol-idated financial statements was identified. The requirements are effective for annual periods beginning on or after Janu-ary 1, 2018. The standard and its amendments have been endorsed by the EU. IFRS 16 Leases In January 2016, the IASB issued IFRS 16, “Leases”, which introduces a single lessee accounting model and requires a lessee to recognize assets and liabilities for all leases with a term of more than 12 months, unless the underlying asset is of low value. A lessee is required to recognize a right-of-use asset representing its right to use the underlying leased asset and a lease liability representing its obligation to make lease payments. There will be only minor changes to the current accounting for lessors. The standard also requires entities to provide users of financial statements with more informative and relevant disclosures. IFRS 16 is effective for annual periods beginning on or after January 1, 2019. The Group is currently assessing the impact of IFRS 16. The standard has been endorsed by the EU. IFRS 17 Insurance Contracts In May 2017, the IASB issued IFRS 17, “Insurance Contracts”, which establishes the principles for the recognition, measurement, presentation and disclosure of insurance contracts within the scope of the standard. IFRS 17 replaces IFRS 4 which has given companies dispensation to carry on accounting for insurance contracts using national accounting standards, resulting in a multitude of different approaches. IFRS 17 solves the comparison problems created by IFRS 4 by requiring all insurance contracts to be accounted for in a consistent manner, benefiting both investors and insurance companies. Insurance obligations will be accounted for using current values – instead of historical cost. The information will be updated regularly, providing more useful information to users of financial statements. IFRS 17 is effective for annual periods beginning on or after January 1, 2021. Based on the Group’s current business activities it is initially estimated that IFRS 17 will not have a material impact on the Group’s consolidated financial statements. The standard has yet to be endorsed by the EU.

Acquisitions and Dispositions

Acquisitions and Dispositions	12 Months Ended
	Dec. 31, 2017
Acquisitions and Dispositions [Abstract]
Acquisitions and Dispositions [text block]	Acquisitions and Dispositions Business Combinations During the years 2017, 2016 and 2015, the Group did not undertake any acquisitions accounted for as business combinations. Acquisitions and Dispositions of Noncontrolling Interests while Retaining Control During 2017 and 2016, the Group did not engage in acquisitions or dispositions of noncontrolling interests while retaining control over the related subsidiaries. Dispositions During 2017, 2016 and 2015, the Group finalized several dispositions of subsidiaries/businesses. These disposals are mainly of businesses the Group had previously classified as held for sale. Accordingly, disposals in 2017 included the Group’s Argentine subsidiary Deutsche Bank S.A. and Sal. Oppenheim’s Luxembourg-based fund administration and custody business. Divestitures in 2016 comprised the sale of Abbey Life and Maher Terminals Port Elizabeth. Dispositions in 2015 mainly consisted of the sale of the Canadian port operations of Maher Terminals. For more detail on these transactions, please refer to Note 26 “Non-Current Assets and Disposal Groups Held for Sale”. The total cash consideration received for these dispositions in 2017, 2016 and 2015 was € 129 million , € 2.0 billion and € 555 million , respectively. The table below shows the assets and liabilities that were included in these disposals. in € m. 2017 2016 2015 Cash and cash equivalents 47 0 0 All remaining assets 848 14,858 443 Total assets disposed 895 14,858 443 Total liabilities disposed 814 12,250 52

Business Segments and Related I

Business Segments and Related Information	12 Months Ended
	Dec. 31, 2017
Business Segments and Related Information [Abstract]
Disclosure of entity's operating segments [text block]	Business Segments and Related Information The Group’s segmental information has been prepared in accordance with the “management approach”, which requires presentation of the segments on the basis of the internal management reports of the entity which are regularly reviewed by the chief operating decision maker, which is the Deutsche Bank Management Board, in order to allocate resources to a segment and to assess its financial performance. Business Segments The Group’s segment reporting follows the organizational structure as reflected in its internal management reporting systems, which are the basis for assessing the financial performance of the business segments and for allocating resources to the business segments. Generally, restatements due to changes in the organizational structure were implemented in the presentation of prior period comparables if they were considered in the Group’s management reporting systems. Beginning of the second quarter of 2017, in accordance with our strategy announcement on March 5, 2017, our business operations are reorganized under a new divisional structure comprising the following divisions: Corporate & Investment Bank (“CIB”), Private & Commercial Bank (“PCB”), Deutsche Asset Management (“Deutsche AM”) The key changes compared to Deutsche Bank’s previously reported segmental information are outlined below. Corporate & Investment Bank (CIB) - The new corporate division “Corporate & Investment Bank” combines the former segments “Global Markets” and “Corporate & Investment Banking”. It comprises the Bank’s Corporate Finance, Global Markets and Global Transaction Banking businesses. Private & Commercial Bank (PCB) - The corporate division “Private & Commercial Bank” combines the businesses with private and commercial clients of Deutsche Bank and Postbank, which formerly had been reported separately, and the wealth management activities for wealthy clients, foundations and family offices. Deutsche Asset Management (Deutsche AM) - The corporate division Deutsche Asset Management remains materially unchanged and contains the asset management activities of Deutsche Bank. It focuses on providing investment solutions to individual investors and institutions that serve them. Certain Infrastructure functions previously reported under Consolidation & Adjustments, reflected in our business segments on an allocated basis, have been integrated more closely into our business divisions. From 2017 onwards, Non-Core Operations Unit (NCOU) ceased to exist as a standalone division. The remaining legacy assets as of December 31, 2016 are now managed by the corresponding operating segments, predominately in Corporate & Investment Bank and Private & Commercial Bank. Measurement of Segment Profit or Loss Segment reporting requires a presentation of the segment results based on management reporting methods, including a reconciliation between the results of the business segments and the consolidated financial statements, which is presented in the “Management Report: Operating and Financial Review: Deutsche Bank Group: Corporate Divisions: Consolidation & Adjustments”. The information provided about each segment is based on internal management reporting about segment profit or loss, assets and other information which is regularly reviewed by the chief operating decision maker. Segment assets are presented in the Group’s internal management reporting based on a consolidated view, i.e., the amounts do not include intersegment balances. Non-IFRS compliant accounting methods are rarely used in the Group’s management reporting and represent either valuation or classification differences. The largest valuation differences relate to measurement at fair value in management reporting versus measurement at amortized cost under IFRS and to the recognition of trading results from own shares in revenues in management reporting (mainly in CIB) and in equity under IFRS. The major classification difference relates to noncontrolling interest, which represents the net share of minority shareholders in revenues, provision for credit losses, noninterest expenses and income tax expenses. Noncontrolling interest is reported as a component of pre-tax income for the businesses in management reporting (with a reversal in C&A) and a component of net income appropriation under IFRS. Since the Group’s business activities are diverse in nature and its operations are integrated, certain estimates and judgments have been made to apportion revenue and expense items among the business segments. The management reporting systems allocate the Group’s external net interest income according to the value of funding consumed or provided by each segment’s activities, with transfer pricing referencing the Group’s access to financing in the wholesale markets. Furthermore, to retain comparability with those competitors that have legally independent units with their own equity funding, the Group allocates a net notional interest credit on its consolidated capital, in line with each segment’s proportion of average shareholders’ equity. Management uses certain measures for equity and related ratios as part of its internal reporting system because it believes that these measures provide it with a useful indication of the financial performance of the business segments. The Group discloses such measures to provide investors and analysts with further insight into how management operates the Group’s businesses and to enable them to better understand the Group’s results. These measures include: Allocation of Average Shareholders’ Equity - Starting 2017, the Group has refined its capital allocation methodology. Shareholders’ equity is now fully allocated to the Group’s segments based on the regulatory capital demand of each segment and is no longer capped at the amount of shareholders’ equity required to meet the externally communicated targets for the Group’s Common Equity Tier 1 ratio and the Group’s Leverage ratio. Regulatory capital demand reflects the combined contribution of each segment to the Groups’ Common Equity Tier 1 ratio, the Groups’ Leverage ratio and the Group’s Capital Loss under Stress. Contributions in each of the three dimensions are weighted to reflect their relative importance and level of constraint for the Group. Contributions to the Common Equity Tier 1 ratio and the Leverage ratio are measured though Risk-Weighted Assets (RWA) and Leverage Ratio Exposure (LRE) assuming full implementation of CRR/CRD 4 rules. The Group’s Capital Loss under Stress is a measure of the Group’s overall economic risk exposure under a defined stress scenario. Goodwill and other intangibles continue to be directly attributed to the Group’s segments in order to allow the determination of allocated tangible shareholders’ equity and the respective returns. Shareholders’ equity and tangible shareholders’ equity is allocated on a monthly basis and averaged across quarters and for the full year. All reported periods in 2015 and 2016 have been restated. Segment average shareholders' equity in December 2015 represents the spot values for the period end. The difference between the spot values of the segments and the average Group amount is captured in C&A For purposes of the 2017 average shareholders’ equity allocation the Non-Core Operations Unit (NCOU) balances from year-end 2016 have been allocated to Consolidation & Adjustments (C&A) as Non-Core Operations Unit (NCOU) has ceased to exist as a separate corporate division from 2017 onwards. Net interest income as a component of net revenue, income (loss) before income taxes and related ratios is presented on a fully taxable-equivalent basis for U.S. tax-exempt securities for Corporate & Investment Bank. This enables management to measure performance of taxable and tax-exempt securities on a comparable basis. This change in presentation resulted in an increase in Corporate & Investment Bank net interest income of € 113.6 million for full year 2017 (€ 126.4 million for full year 2016, € 122.8 million for full year 2015). This increase is offset in Group consolidated figures through a reversal in C&A. The tax rate used in determining the fully taxable-equivalent net interest income in respect of the majority of the US tax-exempt securities is 35 %. Segmental Results of Operations For the results of the business segments, including the reconciliation to the consolidated results of operations under IFRS please see “Management Report: Operating and Financial Review: Results of Operations: Segment Results of Operations”. Entity-Wide Disclosures The Group’s Entity-Wide Disclosures include net revenues from internal and external counterparties. Excluding revenues from internal counterparties would require disproportionate IT investment and is not in line with the Bank's management approach. For detail on our Net Revenue Components please see “Management Report: Operating and Financial Review: Results of Operations: Corporate Divisions”. The following table presents total net revenues (before provisions for credit losses) by geographic area for the years ended December 31, 2017, 2016 and 2015, respectively. The information presented for CIB, PCB, Deutsche AM and NCOU has been classified based primarily on the location of the Group’s office in which the revenues are recorded. The information for C&A is presented on a global level only, as management responsibility for C&A is held centrally. in € m. 2017 2016 2015 Germany: Corporate & Investment Bank 1,503 1,924 1,942 Private & Commercial Bank 7,225 7,571 7,289 Deutsche Asset Management 1,009 888 963 Non-Core Operations Unit 0 221 105 Total Germany 1 9,737 10,604 10,299 UK: Corporate & Investment Bank 3,817 4,298 5,309 Private & Commercial Bank 34 83 77 Deutsche Asset Management 434 836 748 Non-Core Operations Unit 0 (322 ) (73 ) Total UK 4,284 4,895 6,061 Rest of Europe, Middle East and Africa: Corporate & Investment Bank 1,268 1,544 1,647 Private & Commercial Bank 2,037 2,360 2,111 Deutsche Asset Management 465 497 402 Non-Core Operations Unit 0 23 9 Total Rest of Europe, Middle East and Africa 3,770 4,425 4,169 Americas (primarily United States): Corporate & Investment Bank 4,999 5,928 6,209 Private & Commercial Bank 390 625 691 Deutsche Asset Management 492 578 727 Non-Core Operations Unit 0 (305 ) 754 Total Americas 5,881 6,826 8,381 Asia/Pacific: Corporate & Investment Bank 2,639 3,068 3,792 Private & Commercial Bank 491 451 469 Deutsche Asset Management 133 216 176 Non-Core Operations Unit 0 1 (0 ) Total Asia/Pacific 3,263 3,735 4,436 Consolidation & Adjustments (488 ) (471 ) 179 Consolidated net revenues 2 26,447 30,014 33,525 1 All Postbank operations are disclosed as German operations subject to further systems integration 2 Consolidated net revenues comprise interest and similar income, interest expenses and total noninterest income (including net commission and fee income). Revenues are attributed to countries based on the location in which the Group’s booking office is located. The location of a transaction on the Group’s books is sometimes different from the location of the headquarters or other offices of a customer and different from the location of the Group’s personnel who entered into or facilitated the transaction. Where the Group records a transaction involving its staff and customers and other third parties in different locations frequently depends on other considerations, such as the nature of the transaction, regulatory considerations and transaction processing considerations .

Net Interest Income and Net Gai

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss	12 Months Ended
	Dec. 31, 2017
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]	Notes to the Consolidated Income Statement Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss Net Interest Income in € m. 2017 2016 2015 Interest and similar income: Interest income on cash and central bank balances 1,070 433 88 Interest income on interbank balances (w/o central banks) 245 252 411 Central bank funds sold and securities purchased under resale agreements 292 359 377 Interest income on financial assets available for sale 1,083 1,313 1,292 Dividend income on financial assets available for sale 88 205 301 Loans 11,941 12,311 12,219 Interest income on securities held to maturity 68 67 0 Other 1,406 1,417 782 Total interest and similar income not at fair value through profit or loss 16,193 16,357 15,470 Financial assets at fair value through profit or loss 7,899 9,279 10,496 Total interest and similar income 24,092 25,636 25,967 Interest expense: Interest-bearing deposits 2,833 2,583 2,764 Central bank funds purchased and securities sold under repurchase agreements 431 255 153 Other short-term borrowings 135 179 229 Long-term debt 1,795 1,759 1,480 Trust preferred securities 413 437 568 Other 1,437 1,083 357 Total interest expense not at fair value through profit or loss 7,044 6,295 5,552 Financial liabilities at fair value through profit or loss 4,671 4,634 4,534 Total interest expense 11,714 10,929 10,086 Net interest income 12,378 14,707 15,881 Interest income recorded on impaired financial assets was € 61 million , € 63 million and € 67 million for the years ended December 31, 2017, 2016 and 2015, respectively. Other interest income for the year ended December 31, 2017 included € 116 million which were related to government grants under the Targeted Longer-Term Refinancing Operations II (TLTRO II)-program. Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss in € m. 2017 2016 2015 Trading income: Sales & Trading (Equity) 1,152 616 544 Sales & Trading (FIC) 3,969 3,448 3,750 Total Sales & Trading 5,122 4,064 4,294 Other trading income (1,748 ) (3,517 ) (420 ) Total trading income 3,374 547 3,874 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss: Breakdown by financial asset/liability category: Securities purchased/sold under resale/repurchase agreements 3 (3 ) 3 Securities borrowed/loaned (1 ) 1 0 Loans and loan commitments (32 ) (109 ) (453 ) Deposits (30 ) (28 ) 0 Long-term debt 1 (398 ) 303 761 Other financial assets/liabilities designated at fair value through profit or loss 10 691 (344 ) Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (448 ) 854 (32 ) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,926 1,401 3,842 Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss in € m. 2017 2016 2015 Net interest income 12,378 14,707 15,881 Trading income 1 3,374 547 3,874 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (448 ) 854 (32 ) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,926 1,401 3,842 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 15,304 16,108 19,723 Sales & Trading (Equity) 1,592 1,934 2,838 Sales & Trading (FIC) 4,707 5,210 5,987 Total Sales & Trading 6,299 7,144 8,826 Financing 1,641 1,839 1,523 Global Transaction Banking 1,937 2,098 2,218 Remaining Products (800 ) (309 ) (219 ) Corporate & Investment Bank 9,078 10,773 12,348 Private & Commercial Bank 6,158 6,420 6,573 Deutsche Asset Management 30 365 255 Non-Core Operations Unit 0 (1,307 ) (362 ) Consolidation & Adjustments 37 (143 ) 910 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 15,304 16,108 19,723 1 Trading income includes gains and losses from derivatives not qualifying for hedge accounting. The Group’s trading and risk management businesses include significant activities in interest rate instruments and related derivatives. Under IFRS, interest and similar income earned from trading instruments and financial instruments designated at fair value through profit or loss (i.e., coupon and dividend income), and the costs of funding net trading positions, are part of net interest income. The Group’s trading activities can periodically drive income to either net interest income or to net gains (losses) of financial assets/liabilities at fair value through profit or loss depending on a variety of factors, including risk management strategies. The above table combines net interest income and net gains (losses) of financial assets/liabilities at fair value through profit or loss by business division and by product within Corporate & Investment Bank.

Commission and Fee Income

Commission and Fee Income	12 Months Ended
	Dec. 31, 2017
Commissions and Fee Income [Abstract]
Disclosure of fee and commission income (expense) [text block]	Commissions and Fee Income in € m. 2017 2016 2015 Commission and fee income and expense: Commission and fee income 14,102 14,999 16,412 Commission and fee expense 3,100 3,255 3,647 Net commissions and fee income 11,002 11,744 12,765 in € m. 2017 2016 2015 Net commissions and fee income: Net commissions and fees from fiduciary activities 4,320 4,287 4,480 Net commissions, brokers’ fees, mark-ups on securities underwriting and other 2,985 3,305 4,134 Net fees for other customer services 3,698 4,152 4,151 Net commissions and fee income 11,002 11,744 12,765

Net Gains (Losses) on Financial

Net Gains (Losses) on Financial Assets Available for Sale	12 Months Ended
	Dec. 31, 2017
Net gains (losses) on financial assets available for sale [Abstract]
Disclosure of available for sale financial assets [text block]	Net Gains (Losses) on Financial Assets Available for Sale in € m. 2017 2016 2015 Net gains (losses) on financial assets available for sale: Net gains (losses) on debt securities: 114 229 48 Net gains (losses) from disposal 115 230 58 Impairments (1 ) (1 ) (10 ) Net gains (losses) on equity securities: 219 79 104 Net gains (losses) from disposal/remeasurement 219 96 156 Impairments (1 ) (17 ) (52 ) Net gains (losses) on loans: 37 6 52 Net gains (losses) from disposal 45 21 83 Impairments (8 ) (15 ) (31 ) Reversal of impairments 0 0 0 Net gains (losses) on other equity interests: 110 339 1 Net gains (losses) from disposal 137 348 14 Impairments (27 ) (9 ) (13 ) Total net gains (losses) on financial assets available for sale 479 653 203 Please also refer to Note 15 “Financial Assets Available for Sale” of this report. Financial Assets Available for Sale in € m. Dec 31, 2017 Dec 31, 2016 Debt securities: German government 8,131 9,405 U.S. Treasury and U.S. government agencies 8,092 7,652 U.S. local (municipal) governments 2,436 3,261 Other foreign governments 19,275 23,779 Corporates 6,775 6,849 Other asset-backed securities 1 84 Mortgage-backed securities, including obligations of U.S. federal agencies 11 17 Other debt securities 359 470 Total debt securities 45,081 51,516 Equity securities: Equity shares 897 1,027 Investment certificates and mutual funds 97 122 Total equity securities 994 1,149 Other equity interests 636 804 Loans 2,685 2,759 Total financial assets available for sale 49,397 56,228 Please also refer to Note 7 “Net Gains (Losses) on Financial Assets Available for Sale” of this report.

Other Income

Other Income	12 Months Ended
	Dec. 31, 2017
Other Income [Abstract]
Disclosure of other operating income [text block]	Other Income in € m. 2017 2016 2015 Other income: Net gains (losses) on disposal of loans 19 (128 ) 237 Insurance premiums 1 4 89 108 Net income (loss) from hedge relationships qualifying for hedge accounting (609 ) (370 ) (910 ) Consolidated investments 0 362 470 Remaining other income 2 112 1,100 763 Total other income (loss) (475 ) 1,053 669 1 Net of reinsurance premiums paid. The development is primarily driven by Abbey Life Assurance Company Limited which has been sold in 2016. 2 Includes net gains (losses) of € (81) million , € 744 million and € 237 million for the years ended December 31, 2017, 2016 and 2015, respectively, that are related to non-current assets and disposal groups held for sale.

General and Administrative Expe

General and Administrative Expenses	12 Months Ended
	Dec. 31, 2017
General and administrative expenses [Abstract]
Disclosure of general and administrative expense [text block]	General and Administrative Expenses in € m. 2017 2016 2015 General and administrative expenses: IT costs 3,798 3,872 3,664 Occupancy, furniture and equipment expenses 1,849 1,972 1,944 Professional service fees 1,769 2,305 2,283 Communication and data services 686 761 807 Travel and representation expenses 405 450 505 Banking and transaction charges 744 664 598 Marketing expenses 309 285 294 Consolidated investments 0 334 406 Other expenses 1 2,414 4,812 8,129 Total general and administrative expenses 11,973 15,454 18,632 1 Includes litigation related expenses of € 213 million in 2017, € 2.4 billion in 2016 and € 5.2 billion in 2015. See Note 29 “Provisions”, for more detail on litigation.

Restructuring

Restructuring	12 Months Ended
	Dec. 31, 2017
Restructuring [Abstract]
Restructuring [text block]	Restructuring Restructuring forms part of the Group’s multi-year strategy originally announced in October 2015 and further refined and amended in March 2017. To implement the strategy we have defined measures that aim to further strengthen the bank, position it for growth and simplify its organizational set-up. The measures also target to reduce adjusted costs through higher efficiency, by optimizing and streamlining processes, and by exploiting synergies. 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. in € m. 2017 2016 2015 Corporate & Investment Bank (82 ) (292 ) (128 ) Private & Commercial Bank (360 ) (141 ) (585 ) Deutsche Asset Management (6 ) (47 ) 2 Non-Core Operations Unit 0 (4 ) 1 Total Net Restructuring Charges (447 ) (484 ) (710 ) in € m. 2017 2016 2015 Restructuring – Staff related (430 ) (491 ) (663 ) thereof: Termination Benefits (402 ) (432 ) (602 ) Retention Acceleration (26 ) (54 ) (61 ) Social Security (2 ) (5 ) (0 ) Restructuring – Non Staff related (17 ) 7 (46 ) Total Net Restructuring Charges (447 ) (484 ) (710 ) Provisions for restructuring amounted to € 696 million and € 741 million and € 651 million as of December 31, 2017 and December 31, 2016 and December 31, 2015, respectively. The majority of the current provisions for restructuring are expected to be utilized in the next two years. During 2017, 2,045 full-time equivalent staff was reduced through restructuring (2016: 1,451 and 2015: 662 ). Full-time equivalent staff 2017 2016 2015 Corporate & Investment Bank 502 356 237 Private & Commercial Bank 1,054 453 141 Deutsche Asset Management 38 101 22 Non-Core Operations Unit 0 0 1 Infrastructure/Regional Management 451 541 261 Total full-time equivalent staff 2,045 1,451 662

Earnings per Share

Earnings per Share	12 Months Ended
	Dec. 31, 2017
Earnings per share [Abstract]
Disclosure of earnings per share [text block]	Earnings per Share Basic earnings per share amounts are computed by dividing net income (loss) attributable to Deutsche Bank shareholders by the average number of common shares outstanding during the year. The average number of common shares outstanding is defined as the average number of common shares issued, reduced by the average number of shares in treasury and by the average number of shares that will be acquired under physically-settled forward purchase contracts, and increased by undistributed vested shares awarded under deferred share plans. Diluted earnings per share assumes the conversion into common shares of outstanding securities or other contracts to issue common stock, such as share options, convertible debt, unvested deferred share awards and forward contracts. The aforementioned instruments are only included in the calculation of diluted earnings per share if they are dilutive in the respective reporting period. Computation of basic and diluted earnings per share in € m. 2017 2016 2015 Net income (loss) attributable to Deutsche Bank shareholders – 1 (1,049 ) (1,678 ) (7,022 ) Effect of dilutive securities: Forwards and options 0 0 0 Convertible debt 0 0 0 Net income (loss) attributable to Deutsche Bank shareholders after assumed 1 (1,049 ) (1,678 ) (7,022 ) Number of shares in million Weighted-average shares outstanding – denominator for basic earnings per share 1,967.7 1,555.3 1,555.1 Effect of dilutive securities: Forwards 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 0.0 0.0 0.0 Other (including trading options) 0.0 0.0 0.0 Dilutive potential common shares 0.0 0.0 0.0 Adjusted weighted-average shares after assumed conversions – 1,967.7 1,555.3 1,555.1 1 Earnings were adjusted by € 298 million and € 276 million and € 228 million net of tax for the coupons paid on Additional Tier 1 Notes in April 2017, April 2016 and April 2015. Earnings per share in € 2017 2016 2015 Basic earnings per share (0.53 ) (1.08 ) (4.52 ) Diluted earnings per share (0.53 ) (1.08 ) (4.52 ) On April 7, 2017, Deutsche Bank AG completed a capital increase with subscription rights. As the subscription price of the new shares was lower than the market price of the existing shares, the capital increase included a bonus element. According to IAS 33, the bonus element is the result of an implicit change in the number of shares outstanding for all periods prior to the capital increase without a fully proportionate change in resources. As a consequence, the weighted average number of shares outstanding has been adjusted retrospectively. Due to the net loss situation for 2017, 2016 and 2015 potentially dilutive shares are generally not considered for the earnings per share calculation, because to do so would have been anti-dilutive and hence decreased the net loss per share. Instruments outstanding and not included in the calculation of diluted earnings per share 1 Number of shares in m. 2017 2016 2015 Call options sold 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 104.4 69.6 52.5 1 Not included in the calculation of diluted earnings per share, because to do so would have been anti-dilutive.

Financial Assets_Liabilities at

Financial Assets/Liabilities at Fair Value through Profit or Loss	12 Months Ended
	Dec. 31, 2017
Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Disclosure of financial instruments at fair value through profit or loss [text block]	Notes to the Consolidated Balance Sheet Financial Assets/Liabilities at Fair Value through Profit or Loss in € m. Dec 31, 2017 Dec 31, 2016 Financial assets classified as held for trading: Trading assets: Trading securities 173,196 156,926 Other trading assets 1 11,466 14,117 Total trading assets 184,661 171,044 Positive market values from derivative financial instruments 361,032 485,150 Total financial assets classified as held for trading 545,693 656,194 Financial assets designated at fair value through profit or loss: Securities purchased under resale agreements 57,843 47,404 Securities borrowed 20,254 21,136 Loans 4,802 7,505 Other financial assets designated at fair value through profit or loss 8,377 11,541 Total financial assets designated at fair value through profit or loss 91,276 87,587 Total financial assets at fair value through profit or loss 636,970 743,781 1 Includes traded loans of € 10.9 billion and € 13.2 billion at December 31, 2017 and 2016 respectively. in € m. Dec 31, 2017 Dec 31, 2016 Financial liabilities classified as held for trading: Trading liabilities: Trading securities 71,148 56,592 Other trading liabilities 314 437 Total trading liabilities 71,462 57,029 Negative market values from derivative financial instruments 342,726 463,858 Total financial liabilities classified as held for trading: 414,189 520,887 Financial liabilities designated at fair value through profit or loss: Securities sold under repurchase agreements 53,840 50,397 Loan commitments 8 40 Long-term debt 6,439 6,473 Other financial liabilities designated at fair value through profit or loss 3,587 3,582 Total financial liabilities designated at fair value through profit or loss 63,874 60,492 Investment contract liabilities 574 592 Total financial liabilities at fair value through profit or loss 478,636 581,971 Financial Assets & Liabilities designated at Fair Value through Profit or Loss The Group has designated various lending relationships at fair value through profit or loss. Lending facilities consist of drawn loan assets and undrawn irrevocable loan commitments. The maximum exposure to credit risk on a drawn loan is its fair value. The Group’s maximum exposure to credit risk on drawn loans, including securities purchased under resale agreements and securities borrowed, was € 83 billion and € 76 billion as of December 31, 2017, and 2016, respectively. Exposure to credit risk also exists for undrawn irrevocable loan commitments and is predominantly counterparty credit risk. The credit risk on the securities purchased under resale agreements and securities borrowed designated under the fair value option is mitigated by the holding of collateral. The valuation of these instruments takes into account the credit enhancement in the form of the collateral received. As such there is no material movement during the year or cumulatively due to movements in counterparty credit risk on these instruments. Changes in fair value of loans 1 and loan commitments attributable to movements in counterparty credit risk 2 Dec 31, 2017 Dec 31, 2016 in € m. Loans Loan commitments Loans Loan commitments Notional value of loans and loan commitments exposed to credit risk 2,865 1,973 3,604 3,357 Annual change in the fair value reflected in the Statement of Income 7 14 9 45 Cumulative change in the fair value 3 10 30 9 37 Notional of credit derivatives used to mitigate credit risk 536 4,728 358 4,997 Annual change in the fair value reflected in the Statement of Income (0 ) (42 ) (1 ) (3 ) Cumulative change in the fair value 3 1 (46 ) (2 ) (6 ) 1 Where the loans are over-collateralized there is no material movement in valuation during the year or cumulatively due to movements in counterparty credit risk. 2 Determined using valuation models that exclude the fair value impact associated with market risk. 3 Changes are attributable to loans and loan commitments held at reporting date, which may differ from those held in prior periods. No adjustments are made to prior year to reflect differences in the underlying population. Changes in fair value of financial liabilities attributable to movements in the Group’s credit risk 1 in € m. Dec 31, 2017 Dec 31, 2016 2 Annual change in the fair value reflected in the Statement of Income 60 (73 ) Cumulative change in the fair value 72 11 1 The fair value of a financial liability incorporates the credit risk of that financial liability. Changes in the fair value of financial liabilities issued by consolidated structured entities have been excluded as this is not related to the Group’s credit risk but to that of the legally isolated structured entity, which is dependent on the collateral it holds. The excess of the contractual amount repayable at maturity over the carrying value of financial liabilities 1 in € m. Dec 31, 2017 Dec 31, 2016 Including undrawn loan commitments 2 6,088 8,396 Excluding undrawn loan commitments 2,073 2,779 1 Assuming the liability is extinguished at the earliest contractual maturity that the Group can be required to repay. When the amount payable is not fixed, it is determined by reference to conditions existing at the reporting date. 2 The contractual cash flows at maturity for undrawn loan commitments assume full drawdown of the facility.

Financial Instruments carried a

Financial Instruments carried at Fair Value	12 Months Ended
	Dec. 31, 2017
Financial Instruments carried at Fair Value [Abstract]
Disclosure of fair value of financial instruments [text block]	Financial Instruments carried at Fair Value Valuation Methods and Control The Group has an established valuation control framework which governs internal control standards, methodologies, and procedures over the valuation process. Prices Quoted in Active Markets – The fair value of instruments that are quoted in active markets are determined using the quoted prices where they represent prices at which regularly and recently occurring transactions take place. Valuation Techniques – The Group uses valuation techniques to establish the fair value of instruments where prices, quoted in active markets, are not available. Valuation techniques used for financial instruments include modelling techniques, the use of indicative quotes for proxy instruments, quotes from recent and less regular transactions and broker quotes. For some financial instruments a rate or other parameter, rather than a price, is quoted. Where this is the case then the market rate or parameter is used as an input to a valuation model to determine fair value. For some instruments, modelling techniques follow industry standard models, for example, discounted cash flow analysis and standard option pricing models. These models are dependent upon estimated future cash flows, discount factors and volatility levels. For more complex or unique instruments, more sophisticated modelling techniques are required, and may rely upon assumptions or more complex parameters such as correlations, prepayment speeds, default rates and loss severity. Frequently, valuation models require multiple parameter inputs. Where possible, parameter inputs are based on observable data or are derived from the prices of relevant instruments traded in active markets. Where observable data is not available for parameter inputs, then other market information is considered. For example, indicative broker quotes and consensus pricing information are used to support parameter inputs where they are available. Where no observable information is available to support parameter inputs then they are based on other relevant sources of information such as prices for similar transactions, historic data, economic fundamentals, and research information, with appropriate adjustment to reflect the terms of the actual instrument being valued and current market conditions. Valuation Adjustments – Valuation adjustments are an integral part of the valuation process. In making appropriate valuation adjustments, the Group follows methodologies that consider factors such as bid-offer spreads, counterparty/own credit and funding risk. Bid-offer spread valuation adjustments are required to adjust mid market valuations to the appropriate bid or offer valuation. The bid or offer valuation is the best representation of the fair value for an instrument, and therefore its fair value. The carrying value of a long position is adjusted from mid to bid, and the carrying value of a short position is adjusted from mid to offer. Bid-offer valuation adjustments are determined from bid-offer prices observed in relevant trading activity and in quotes from other broker-dealers or other knowledgeable counterparties. Where the quoted price for the instrument is already a bid-offer price then no additional bid-offer valuation adjustment is necessary. Where the fair value of financial instruments is derived from a modelling technique, then the parameter inputs into that model are normally at a mid-market level. Such instruments are generally managed on a portfolio basis and, when specified criteria are met, valuation adjustments are taken to reflect the cost of closing out the net exposure the Bank has to individual market or counterparty risks. These adjustments are determined from bid-offer prices observed in relevant trading activity and quotes from other broker-dealers. Where complex valuation models are used, or where less-liquid positions are being valued, then bid-offer levels for those positions may not be available directly from the market, and therefore for the close-out cost of these positions, models and parameters must be estimated. When these adjustments are designed, the Group closely examines the valuation risks associated with the model as well as the positions themselves, and the resulting adjustments are closely monitored on an ongoing basis. Counterparty Credit Valuation Adjustments (CVAs) are required to cover expected credit losses to the extent that the valuation technique does not already include an expected credit loss factor relating to the non-performance risk of the counterparty. The CVA amount is applied to all relevant over-the-counter (OTC) derivatives, and is determined by assessing the potential credit exposure to a given counterparty and taking into account any collateral held, the effect of any relevant netting arrangements, expected loss given default and the probability of default, based on available market information, including Credit Default Swap (CDS) spreads. Where counterparty CDS spreads are not available, relevant proxies are used. The fair value of the Group’s financial liabilities at fair value through profit or loss (i.e., OTC derivative liabilities and structured note liabilities designated at fair value through profit or loss) incorporates Debt Valuation Adjustments (DVA) to measure the change in the Group’s own credit risk of the financial liability. For derivative liabilities the Group considers its own creditworthiness by assessing all counterparties’ potential future exposure to the Group, taking into account any collateral posted by the Group, the effect of relevant netting arrangements, expected loss given default and the probability of default of the Group, based on the Group’s market CDS level. The change in the Group’s own credit risk for structured note liabilities is calculated by discounting the contractual cash flows of the instrument using the rate at which similar instruments would be issued at the measurement date as this reflects the value from the perspective of a market participant who holds the identical item as an asset. When determining CVA and DVA, additional adjustments are made where appropriate to achieve fair value, due to the expected loss estimate of a particular arrangement, or where the credit risk being assessed differs in nature to that described by the available CDS instrument. Funding Valuation Adjustments (FVA) are required to incorporate the market implied funding costs into the fair value of derivative positions. The FVA reflects a discounting spread applied to uncollateralized and partially collateralized derivatives and is determined by assessing the market-implied funding costs on both assets and liabilities. Where there is uncertainty in the assumptions used within a modelling technique, an additional adjustment is taken to calibrate the model price to the expected market price of the financial instrument. Typically, such transactions have bid-offer levels which are less observable, and these adjustments aim to estimate the bid-offer by computing the liquidity-premium associated with the transaction. Where a financial instrument is of sufficient complexity that the cost of closing it out would be higher than the cost of closing out its component risks, then an additional adjustment is taken to reflect this. Valuation Control – The Group has an independent specialized valuation control group within the Finance function which governs and develops the valuation control framework and manages the valuation control processes. The mandate of this specialist function includes the performance of the independent valuation control process for all businesses, the continued development of valuation control methodologies and techniques, as well as devising and governing the formal valuation control policy framework. Special attention of this independent valuation control group is directed to areas where management judgment forms part of the valuation process. Results of the valuation control process are collected and analysed as part of a standard monthly reporting cycle. Variances of differences outside of preset and approved tolerance levels are escalated both within the Finance function and with Senior Business Management for review, resolution and, if required, adjustment. For instruments where fair value is determined from valuation models, the assumptions and techniques used within the models are independently validated by an independent specialist model validation group that is part of the Group’s Risk Management function. Quotes for transactions and parameter inputs are obtained from a number of third party sources including exchanges, pricing service providers, firm broker quotes and consensus pricing services. Price sources are examined and assessed to determine the quality of fair value information they represent, with greater emphasis given to those possessing greater valuation certainty and relevance. The results are compared against actual transactions in the market to ensure the model valuations are calibrated to market prices. Price and parameter inputs to models, assumptions and valuation adjustments are verified against independent sources. Where they cannot be verified to independent sources due to lack of observable information, the estimate of fair value is subject to procedures to assess its reasonableness. Such procedures include performing revaluation using independently generated models (including where existing models are independently recalibrated), assessing the valuations against appropriate proxy instruments and other benchmarks, and performing extrapolation techniques. Assessment is made as to whether the valuation techniques produce fair value estimates that are reflective of market levels by calibrating the results of the valuation models against market transactions where possible. Fair Value Hierarchy The financial instruments carried at fair value have been categorized under the three levels of the IFRS fair value hierarchy as follows: Level 1 – Instruments valued using quoted prices in active markets are instruments where the fair value can be determined directly from prices which are quoted in active, liquid markets and where the instrument observed in the market is representative of that being priced in the Group’s inventory. These include: government bonds, exchange-traded derivatives and equity securities traded on active, liquid exchanges. Level 2 – Instruments valued with valuation techniques using observable market data are instruments where the fair value can be determined by reference to similar instruments trading in active markets, or where a technique is used to derive the valuation but where all inputs to that technique are observable. These include: many OTC derivatives; many investment-grade listed credit bonds; some CDS; many collateralized debt obligations (CDO); and many less-liquid equities. Level 3 – Instruments valued using valuation techniques using market data which is not directly observable are instruments where the fair value cannot be determined directly by reference to market-observable information, and some other pricing technique must be employed. Instruments classified in this category have an element which is unobservable and which has a significant impact on the fair value. These include: more-complex OTC derivatives; distressed debt; highly-structured bonds; illiquid asset-backed securities (ABS); illiquid CDO’s (cash and synthetic); monoline exposures; some private equity placements; many commercial real estate (CRE) loans; illiquid loans; and some municipal bonds. Carrying value of the financial instruments held at fair value 1 Dec 31, 2017 Dec 31, 2016 in € m. Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets held at fair value: Trading assets 106,075 69,543 9,043 89,943 70,415 10,686 Trading securities 105,792 62,770 4,634 89,694 62,220 5,012 Other trading assets 283 6,773 4,409 248 8,195 5,674 Positive market values from derivative financial instruments 12,280 341,413 7,340 8,802 5 466,551 5 9,798 Financial assets designated at fair value through profit or loss 6,547 83,242 1,488 10,118 75,867 1,601 Financial assets available for sale 29,579 15,713 4,104 35,626 4 16,449 4 4,153 Other financial assets at fair value 0 3,258 2 47 28 3,618 2 33 Total financial assets held at fair value 154,480 513,169 22,022 144,517 632,900 26,271 Financial liabilities held at fair value: Trading liabilities 53,644 17,817 2 41,664 15,311 52 Trading securities 53,644 17,503 2 41,664 14,874 52 Other trading liabilities 0 314 0 0 437 0 Negative market values from derivative financial instruments 9,163 327,572 5,992 9,913 6 445,089 6 8,857 Financial liabilities designated at fair value through profit or loss 4 62,426 1,444 4 58,259 2,229 Investment contract liabilities 0 574 0 0 592 0 Other financial liabilities at fair value 0 1,294 2 (298) 3 0 4,647 2 (848) 3 Total financial liabilities held at fair value 62,810 409,683 7,139 51,581 523,898 10,290 1 Amounts in this table are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments, as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. 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. 4 Financial assets available for sale have been restated by € 6.9 billion in ‘Quoted prices in active market (Level 1)’ and negative € 6.9 billion in ‘Valuation technique observable parameters (Level 2)’. 5 Reassessment of trades have resulted a restatement in positive market values for derivatives financial instrument by € 5.0 billion in ‘Valuation technique observable parameters (Level 2)’ and negative € 5.0 billion in ‘Quoted prices in active market (Level 1)’. 6 Reassessment of trades have resulted a restatement in negative market values for derivatives financial instrument by € 3.7 billion in ‘Valuation technique observable parameters (Level 2)’ and negative € 3.7 billion in ‘Quoted prices in active market (Level 1)’ In 2017, there were transfers from Level 1 to Level 2 on financial assets available for sale ( € 1.0 billion of assets) due to changes in liquidity. Valuation Techniques The following is an explanation of the valuation techniques used in establishing the fair value of the different types of financial instruments that the Group trades. Sovereign, Quasi-sovereign and Corporate Debt and Equity Securities – Where there are no recent transactions then fair value may be determined from the last market price adjusted for all changes in risks and information since that date. Where a close proxy instrument is quoted in an active market then fair value is determined by adjusting the proxy value for differences in the risk profile of the instruments. Where close proxies are not available then fair value is estimated using more complex modelling techniques. These techniques include discounted cash flow models using current market rates for credit, interest, liquidity and other risks. For equity securities modeling techniques may also include those based on earnings multiples. Mortgage- and Other Asset-Backed Securities (MBS/ABS) include residential and commercial MBS and other ABS including CDOs. 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 other credit 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. The financial liabilities include structured note issuances, structured deposits, and other structured securities issued by consolidated vehicles, which may not be quoted in an active market. The fair value of these financial liabilities is determined by discounting the contractual cash flows using the relevant credit-adjusted yield curve. The market risk parameters are valued consistently to similar instruments held as assets, for example, any derivatives embedded within the structured notes are valued using the same methodology discussed in the “Over-The-Counter Derivative Financial Instruments” section above. Where the financial liabilities designated at fair value through profit or loss under the fair value option 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). 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 decrease in the year is mainly due to a combination of sales, settlements and losses offset by purchases and 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 includes 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 was due to settlements and losses marginally offset by transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments. The decrease in liabilities was due to settlements, gains and transfers between Level 2 and Level 3. Other Trading Instruments classified in Level 3 of the fair value hierarchy mainly consist of traded loans valued using valuation models based on one or more significant unobservable parameters. Level 3 loans comprise illiquid leveraged loans and illiquid residential and commercial mortgage loans. The balance decreased in the year due to sales, settlements and losses offset by purchases, issuances and transfers between Level 2 and Level 3 due to changes in the observability of input parameters used to value these instruments. Financial Assets/Liabilities designated at Fair Value through Profit or Loss – Certain corporate loans and structured liabilities which were designated at fair value through profit or loss under the fair value option are categorized in this level of the fair value hierarchy. The corporate loans are valued using valuation techniques which incorporate observable credit spreads, recovery rates and unobservable utilization parameters. Revolving loan facilities are reported in the third level of the hierarchy because the utilization in the event of the default parameter is significant and unobservable. In addition, certain hybrid debt issuances designated at fair value through profit or loss containing embedded derivatives are valued based on significant unobservable parameters. These unobservable parameters include single stock volatility correlations. Assets marginally decreased during the year due to sales, settlements, losses and transfers between Level 2 and Level 3 offset by purchases and issuances. Liabilities decreased in the year due to settlements, gains and transfers between Level 2 and Level 3 offset by issuances. Financial Assets Available for Sale include non-performing loan portfolios where there is no trading intent and unlisted equity instruments where there is no close proxy and the market is very illiquid. The marginal decrease in assets in the year is due to sales and settlements offset by purchases, transfers between Level 2 and Level 3 and gains. Reconciliation of financial instruments classified in Level 3 Reconciliation of financial instruments classified in Level 3 Dec 31, 2017 in € m. Balance, beginning of year Changes in the group of consoli- dated com- panies Total gains/ losses 1 Purchases Sales Issu- ances 2 Settle- ments 3 Transfers into Level 3 4 Transfers out of Level 3 4 Balance, end of year Financial assets held at Trading securities 5,012 (1 ) (153 ) 2,144 (1,660 ) 0 (818 ) 772 (662 ) 4,634 Positive market values 9,798 (0 ) (610 ) 0 0 0 (1,889 ) 2,298 (2,257 ) 7,340 Other trading assets 5,674 (7 ) (283 ) 2,095 (2,328 ) 636 (1,803 ) 950 (524 ) 4,409 Financial assets 1,601 0 (78 ) 807 (118 ) 63 (710 ) 58 (134 ) 1,488 Financial assets available 4,153 (40 ) 205 5 722 (249 ) 0 (1,206 ) 539 (21 ) 4,104 Other financial assets at 33 0 33 0 0 0 (26 ) 7 0 47 Total financial assets held 26,271 (47 ) (886) 6,7 5,768 (4,356 ) 699 (6,453 ) 4,624 (3,598 ) 22,022 Financial liabilities held Trading securities 52 0 (6 ) 0 0 0 (46 ) 1 0 2 Negative market values 8,857 (5 ) (64 ) 0 0 0 (1,827 ) 924 (1,892 ) 5,992 Other trading liabilities 0 0 (0 ) 0 0 0 0 0 0 0 Financial liabilities 2,229 (7 ) (128 ) 0 0 146 (564 ) 154 (387 ) 1,444 Other financial liabilities (848 ) 0 268 0 0 0 286 (18 ) 15 (298 ) Total financial liabilities 10,290 (12 ) 69 6,7 0 0 146 (2,151 ) 1,061 (2,265 ) 7,139 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the consolidated statement of income. The balance also includes net gains (losses) on financial assets available for sale reported in the consolidated statement of income and unrealized net gains (losses) on financial assets available for sale and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters. 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower. 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements. 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the year they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments trans ferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the year since the table is presented as if they have been transferred out at the beginning of the year. 5 Total gains and losses on available for sale include a gain of € 94 million recognized in other comprehensive income, net of tax, and a loss of € 8 million recognized in the income statement presented in net gains (losses) on financial assets available for sale. 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 565 million and for total financial liabilities held at fair value this is a gain of € 123 million . The effect of exchange rate changes is reported in other comprehensive income, net of tax. 7 For assets positive balances represent gains, negative balances represent losses. For liabilities positive balances represent losses, negative balances represent gains. Dec 31, 2016 in € m. Balance, beginning of year Changes in the group of consoli- dated com- panies Total gains/ losses 1 Purchases Sales Issu- ances 2 Settle- ments 3 Transfers into Level 3 4 Transfers out of Level 3 4 Balance, end of year Financial assets held at Trading securities 6,669 (0 ) 143 1,736 (3,605 ) 0 (990 ) 1,589 (528 ) 5,012 Positive market values 9,445 (60 ) (88 ) 0 0 0 (1,290 ) 4,158 (2,367 ) 9,798 Other trading assets 6,082 66 56 2,196 (3,606 ) 735 (1,527 ) 2,616 (944 ) 5,674 Financial assets 4,478 (509 ) 40 2 (273 ) 131 (1,073 ) 86 (1,282 ) 1,601 Financial assets available 4,874 (1 ) 255 5 920 (630 ) 0 (1,377 ) 187 (74 ) 4,153 Other financial assets at 6 0 0 0 0 0 0 0 33 0 33 Total financial assets held 31,549 (504 ) 405 6,7 4,853 (8,114 ) 866 (6,257 ) 8,669 (5,195 ) 26,271 Financial liabilities held at Trading securities 18 0 0 0 0 0 34 0 (0 ) 52 Negative market values 7,879 (317 ) 620 0 0 0 (508 ) 3,316 (2,134 ) 8,857 Other trading liabilities 0 0 0 0 0 0 0 0 0 0 Financial liabilities 3,053 0 (75 ) 0 0 587 (729 ) 245 (851 ) 2,229 Other financial liabilities (1,146 ) 0 135 0 0 0 3 (26 ) 187 (848 ) Total financial liabilities 9,805 (317 ) 680 6,7 0 0 587 (1,200 ) 3,534 (2,799 ) 10,290 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the consolidated statement of income. The balance also includes net gains (losses) on financial assets available for sale reported in the consolidated statement of income and unrealized net gains (losses) on financial assets available for sale and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters. 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower. 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements. 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the year they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the year since the table is presented as if they have been transferred out at the beginning of the year. 5 Total gains and losses on available for sale include a loss of € 94 million recognized in other comprehensive income, net of tax, and a gain of € 187 million recognized in the income statement presented in net gains (losses) on financial assets available for sale. 6 This amount includes the effect of exchange rate chang

Fair Value of Financial Instrum

Fair Value of Financial Instruments not carried at Fair Value	12 Months Ended
	Dec. 31, 2017
Fair Value of Financial Instruments not carried at Fair Value [Abstract]
Disclosure of Fair Value of Financial Instruments not carried at Fair Value [text block]	Fair Value of Financial Instruments not carried at Fair Value 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 and their respective IFRS fair value hierarchy categorization are consistent with those outlined in Note 13 “Financial Instruments carried at Fair Value”. Other financial instruments not carried at fair value are not managed on a fair value basis, for example, retail loans and deposits and credit facilities extended to corporate clients. For these instruments fair values are calculated for disclosure purposes only and do not impact the balance sheet or income statement. Additionally, since the instruments generally do not trade there is significant management judgment required to determine these fair values. Short-term financial instruments – The carrying value represents a reasonable estimate of fair value for the following financial instruments which are predominantly short-term: 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 longer-term financial instruments within these categories, fair value is determined by discounting contractual cash flows using rates which could be earned for assets with similar remaining maturities and credit risks and, in the case of liabilities, rates at which the liabilities with similar remaining maturities could be issued, at the balance sheet date. Loans – Fair value is determined using discounted cash flow models that 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 agreement or credit default swap markets, where available and appropriate. For retail lending portfolios with a large number of homogenous loans (i.e. German residential mortgages), the fair value is calculated on a portfolio basis by discounting the portfolio’s contractual cash flows using own new interest rates on this type of loan. For similar retail lending portfolios outside Germany, the fair value is calculated on a portfolio basis by discounting the portfolio’s contractual cash flows using risk-free interest rates. This present value calculation is then adjusted for credit risk by discounting at the margins which could be earned on similar loans if issued at the balance sheet date. For other portfolios the present value calculation is adjusted for credit risk by calculating the expected loss over the estimated life of the loan based on various parameters including probability of default and loss given default and level of collateralization. The fair value of corporate lending portfolios is estimated by discounting a projected margin over expected maturities using parameters derived from the current market values of collateralized loan obligation (“CLO”) transactions collateralized with loan portfolios that are similar to the Group’s corporate lending portfolio. Securities purchased under resale agreements, securities borrowed, securities sold under repurchase agree ments and securities loaned – Fair value is derived from valuation techniques by discounting future cash flows using the appropriate credit risk-adjusted discount rate. The credit risk-adjusted discount rate includes consideration of the collateral received or pledged in the transaction. These products are typically short-term and highly collateralized, therefore the fair value is not significantly different to the carrying value. 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 at a rate at which an instrument with similar characteristics could be issued at the balance sheet date. Estimated fair value of financial instruments not carried at fair value on the balance sheet 1 Dec 31, 2017 in € m. Carrying value Fair value Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets: Cash and central bank balances 225,655 225,655 225,655 0 0 Interbank balances (w/o central banks) 9,265 9,265 76 9,189 0 Central bank funds sold and securities 9,971 9,973 0 9,973 0 Securities borrowed 16,732 16,732 0 16,732 0 Loans 401,699 403,842 0 24,643 2 379,199 2 Securities held to maturity 3,170 3,238 3,238 0 0 Other financial assets 88,936 88,939 0 88,939 0 Financial liabilities: Deposits 580,812 580,945 2,108 578,837 (0 ) Central bank funds purchased and securities 18,105 18,103 0 18,103 0 Securities loaned 6,688 6,688 0 6,688 0 Other short-term borrowings 18,411 18,412 0 18,412 0 Other financial liabilities 117,366 117,366 1,875 115,491 0 Long-term debt 159,715 161,829 0 152,838 8,991 Trust preferred securities 5,491 5,920 0 5,920 0 Dec 31, 2016 in € m. Carrying value Fair value Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets: Cash and central bank balances 181,364 181,364 181,364 0 0 Interbank balances (w/o central banks) 11,606 11,606 58 11,548 0 Central bank funds sold and securities 16,287 16,287 0 16,287 0 Securities borrowed 20,081 20,081 0 20,081 0 Loans 408,909 407,834 0 28,703 379,132 Securities held to maturity 3,206 3,305 3,305 0 0 Other financial assets 112,479 112,468 0 112,468 0 Financial liabilities: Deposits 550,204 550,402 2,232 548,170 0 Central bank funds purchased and securities 25,740 25,739 0 25,739 0 Securities loaned 3,598 3,598 0 3,598 0 Other short-term borrowings 17,295 17,289 0 17,268 21 Other financial liabilities 135,273 135,273 1,282 133,991 0 Long-term debt 172,316 171,178 0 161,976 9,201 Trust preferred securities 6,373 6,519 0 6,263 257 1 Amounts generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in 2 Finance supply chain loan portfolio of € 9.2 billion was reclassified from ‘ Valuation technique unobservable parameters (Level 3)’ to ‘ Valuation technique observable parameters (Level 2)’ following a valuation review in fourth quarter 2017. Loans – The difference between fair value and carrying value arose predominantly due to an increase in expected default rates and reduction in liquidity as implied from market pricing since initial recognition. These reductions in fair value are offset by an increase in fair value due to interest rate movements on fixed rate instruments. Long-term debt and trust preferred securities – The difference between fair value and carrying value is due to the effect of changes in the rates at which the Group could issue debt with similar maturity and subordination at the balance sheet date compared to when the instrument was issued.

Financial Assets Available for

Financial Assets Available for Sale	12 Months Ended
	Dec. 31, 2017
Financial Assets Available for Sale [Abstract]
Disclosure of available for sale financial assets [text block]	Net Gains (Losses) on Financial Assets Available for Sale in € m. 2017 2016 2015 Net gains (losses) on financial assets available for sale: Net gains (losses) on debt securities: 114 229 48 Net gains (losses) from disposal 115 230 58 Impairments (1 ) (1 ) (10 ) Net gains (losses) on equity securities: 219 79 104 Net gains (losses) from disposal/remeasurement 219 96 156 Impairments (1 ) (17 ) (52 ) Net gains (losses) on loans: 37 6 52 Net gains (losses) from disposal 45 21 83 Impairments (8 ) (15 ) (31 ) Reversal of impairments 0 0 0 Net gains (losses) on other equity interests: 110 339 1 Net gains (losses) from disposal 137 348 14 Impairments (27 ) (9 ) (13 ) Total net gains (losses) on financial assets available for sale 479 653 203 Please also refer to Note 15 “Financial Assets Available for Sale” of this report. Financial Assets Available for Sale in € m. Dec 31, 2017 Dec 31, 2016 Debt securities: German government 8,131 9,405 U.S. Treasury and U.S. government agencies 8,092 7,652 U.S. local (municipal) governments 2,436 3,261 Other foreign governments 19,275 23,779 Corporates 6,775 6,849 Other asset-backed securities 1 84 Mortgage-backed securities, including obligations of U.S. federal agencies 11 17 Other debt securities 359 470 Total debt securities 45,081 51,516 Equity securities: Equity shares 897 1,027 Investment certificates and mutual funds 97 122 Total equity securities 994 1,149 Other equity interests 636 804 Loans 2,685 2,759 Total financial assets available for sale 49,397 56,228 Please also refer to Note 7 “Net Gains (Losses) on Financial Assets Available for Sale” of this report.

Financial Instruments Held to M

Financial Instruments Held to Maturity	12 Months Ended
	Dec. 31, 2017
Financial Instruments Held to Maturity [Abstract]
Disclosure of Financial Instruments Held to Maturity [text block]	Financial Instruments Held to Maturity In the first quarter of 2016, the Group began to use the Held to Maturity category to more appropriately present income and capital volatility in its banking book. In addition to managing the Group’s existing banking book exposure to interest rates, this accounting classification supports certain of the Group’s asset liability management objectives, e.g. maturity transformation. The Group reclassified € 3.2 billion of securities held Available for Sale to Held to Maturity investments effective January 4, 2016. All reclassified assets are high quality Government, supranational and agency bonds and are managed by Group Treasury as part of the Group’s Strategic Liquidity Reserve. Carrying values and fair values of financial assets reclassified from Available for Sale to Held to Maturity Dec 31, 2017 Dec 31, 2016 in € m. Carrying value (CV) Fair Value (FV) Carrying value (CV) Fair Value (FV) Debt securities reclassified: G7 Government bonds 423 434 428 446 Other Government, supranational and agency bonds 2,747 2,804 2,778 2,859 Total financial assets reclassified to Held-to-Maturity 3,170 3,238 3,206 3,305

Equity Method Investments

Equity Method Investments	12 Months Ended
	Dec. 31, 2017
Equity Method Investments [Abstract]
Disclosure of investments accounted for using equity method [text block]	Equity Method Investments Investments in associates and jointly controlled entities are accounted for using the equity method of accounting. The Group holds interests in 77 (2016: 92 ) associates and 13 (2016: 14 ) jointly controlled entities. There are no individually material investments in associates and joint ventures. Aggregated financial information on the Group’s share in associates and joint ventures that are individually immaterial in € m. Dec 31, 2017 Dec 31, 2016 Carrying amount of all associates that are individually immaterial to the Group 866 1,027 Aggregated amount of the Group's share of profit (loss) from continuing operations 141 183 Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations 0 0 Aggregated amount of the Group's share of other comprehensive income (36 ) 11 Aggregated amount of the Group's share of total comprehensive income 105 194

Offsetting Financial Assets and

Offsetting Financial Assets and Financial Liabilities	12 Months Ended
	Dec. 31, 2017
Offsetting Financial Assets and Financial Liabilities [Abstract]
Disclosure of offsetting of financial assets and financial liabilities [text block]	Offsetting Financial Assets and Financial Liabilities The Group is eligible to present certain financial assets and financial liabilities on a net basis on the balance sheet pursuant to criteria described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates: Offsetting Financial Instruments”. The following tables provide information on the impact of offsetting on the consolidated balance sheet, as well as the financial impact of netting for instruments subject to an enforceable master netting arrangement or similar agreement as well as available cash and financial instrument collateral. Assets Dec 31, 2017 Amounts not set off on the balance sheet in € m. Gross amounts of financial assets Gross amounts set off on the balance sheet Net amounts of financial assets presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral 1 Net amount Central bank funds sold and securities purchased 8,136 (455 ) 7,681 0 0 (7,675 ) 7 Central bank funds sold and securities purchased 2,290 0 2,290 0 0 (2,239 ) 51 Securities borrowed (enforceable) 14,987 0 14,987 0 0 (14,093 ) 894 Securities borrowed (non-enforceable) 1,744 0 1,744 0 0 (1,661 ) 83 Financial assets at fair value through profit or loss Trading assets 185,127 (465 ) 184,661 0 (81 ) (86 ) 184,495 Positive market values from derivative financial 363,859 (18,237 ) 345,622 (285,421 ) (41,842 ) (7,868 ) 10,490 Positive market values from derivative financial 15,410 0 15,410 0 (1,811 ) (1,276 ) 12,323 Financial assets designated at fair value through 125,869 (64,003 ) 61,865 (728 ) (773 ) (56,410 ) 3,954 Financial assets designated at fair value through 29,411 0 29,411 0 0 (20,534 ) 8,876 Total financial assets at fair value through profit 719,676 (82,706 ) 636,970 (286,149 ) (44,508 ) (86,174 ) 220,138 Loans 401,699 0 401,699 0 (12,642 ) (40,775 ) 348,282 Other assets 112,023 (10,531 ) 101,491 (29,854 ) (569 ) (94 ) 70,975 thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable) 3,859 (706 ) 3,153 (2,461 ) (565 ) (94 ) 33 Remaining assets not subject to netting 307,869 0 307,869 0 (390 ) (70 ) 307,409 Total assets 1,568,425 (93,692 ) 1,474,732 (316,003 ) (58,109 ) (152,782 ) 947,839 1 Excludes real estate and other non-financial instrument collateral. Liabilities Dec 31, 2017 Amounts not set off on the balance sheet in € m. Gross amounts of financial liabilities Gross amounts set off on the balance sheet Net amounts of financial liabilities presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral Net amount Deposits 580,812 0 580,812 0 0 0 580,812 Central bank funds purchased and securities sold 13,318 (455 ) 12,863 0 0 (12,863 ) 0 Central bank funds purchased and securities sold 5,242 0 5,242 0 0 (4,985 ) 257 Securities loaned (enforceable) 6,688 0 6,688 0 0 (6,688 ) 0 Securities loaned (non-enforceable) 0 0 0 0 0 0 0 Financial liabilities at fair value through profit or loss Trading liabilities 72,106 (643 ) 71,462 0 0 0 71,462 Negative market values from derivative financial 347,496 (17,928 ) 329,568 (286,720 ) (25,480 ) (6,124 ) 11,244 Negative market values from derivative financial 13,158 0 13,158 0 (1,913 ) (615 ) 10,630 Financial liabilities designated at fair value through 104,594 (63,360 ) 41,234 (728 ) 0 (40,506 ) 0 Financial liabilities designated at fair value through 23,214 0 23,214 0 1,111 (13,646 ) 10,679 Total financial liabilities at fair value through profit 560,568 (81,932 ) 478,636 (287,448 ) (26,282 ) (60,891 ) 104,015 Other liabilities 143,514 (11,306 ) 132,208 (44,815 ) (31 ) (87 ) 87,275 thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable) 1,841 (547 ) 1,294 (1,162 ) (31 ) (87 ) 15 Remaining liabilities not subject to netting 190,183 0 190,183 0 0 0 190,183 Total liabilities 1,500,326 (93,692 ) 1,406,633 (332,263 ) (26,314 ) (85,514 ) 962,542 Effective November 30, 2017, the Group elected to convert its interest rate swaps (IRS) transacted with the London Clearing House from the previous collateral model to a settlement model. The IRS are now legally settled on a daily basis resulting in derecognition of the associated assets and liabilities. Previously, the Group applied the principles of IAS 32 offsetting to present net the positive (negative) carrying amounts of the IRS and associated variation mar-gin payables (receivables). As a result, Gross amounts of financial assets and financial liabilities and correspond-ing Gross amounts set off on the balance sheet decreased by € 87.3 billion as of December 31, 2017, with no change to the Net amounts of financial assets and financial liabilities presented on the balance sheet. Assets Dec 31, 2016 Amounts not set off on the balance sheet in € m. Gross amounts of financial assets Gross amounts set off on the balance sheet Net amounts of financial assets presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral 1 Net amount Central bank funds sold and securities purchased 17,755 (4,020 ) 13,735 0 0 (13,719 ) 16 Central bank funds sold and securities purchased 2,552 0 2,552 0 0 (2,225 ) 327 Securities borrowed (enforceable) 18,470 0 18,470 0 0 (17,637 ) 832 Securities borrowed (non-enforceable) 1,611 0 1,611 0 0 (1,555 ) 56 Financial assets at fair value through profit or loss Trading assets 171,520 (477 ) 171,044 0 (101 ) (884 ) 170,059 Positive market values from derivative financial 592,048 (126,523 ) 465,525 (386,727 ) (51,790 ) (9,349 ) 17,658 Positive market values from derivative financial 19,625 0 19,625 0 (2,055 ) (1,244 ) 16,327 Financial assets designated at fair value through 95,802 (40,998 ) 54,804 (2,748 ) (928 ) (46,670 ) 4,457 Financial assets designated at fair value through 32,783 0 32,783 0 0 (21,074 ) 11,709 Total financial assets at fair value through profit 911,778 (167,998 ) 743,781 (389,475 ) (54,874 ) (79,221 ) 220,211 Loans 408,909 0 408,909 0 (13,039 ) (47,703 ) 348,167 Other assets 153,732 (27,686 ) 126,045 (39,567 ) (589 ) (104 ) 85,786 thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable) 8,830 (5,314 ) 3,516 (2,719 ) (589 ) (104 ) 104 Remaining assets not subject to netting 275,442 0 275,442 0 (423 ) (307 ) 274,712 Total assets 1,790,249 (199,704 ) 1,590,546 (429,042 ) (68,925 ) (162,473 ) 930,106 1 Excludes real estate and other non-financial instrument collateral. Liabilities Dec 31, 2016 Amounts not set off on the balance sheet in € m. Gross amounts of financial liabilities Gross amounts set off on the balance sheet Net amounts of financial liabilities presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral Net amount Deposits 550,204 0 550,204 0 0 0 550,204 Central bank funds purchased and securities sold 21,209 (4,020 ) 17,189 0 0 (17,189 ) 0 Central bank funds purchased and securities sold 8,551 0 8,551 0 0 (8,403 ) 149 Securities loaned (enforceable) 3,524 0 3,524 0 0 (3,524 ) 0 Securities loaned (non-enforceable) 75 0 75 0 0 (50 ) 25 Financial liabilities at fair value through profit or loss Trading liabilities 57,902 (873 ) 57,029 0 0 0 57,029 Negative market values from derivative financial 569,064 (124,325 ) 444,739 (386,612 ) (35,124 ) (9,325 ) 13,678 Negative market values from derivative financial 19,119 0 19,119 0 (1,721 ) (897 ) 16,501 Financial liabilities designated at fair value through 82,421 (39,031 ) 43,390 (2,748 ) 0 (40,642 ) 0 Financial liabilities designated at fair value through 17,694 0 17,694 0 (7,910 ) (7,664 ) 2,120 Total financial liabilities at fair value through profit 746,200 (164,228 ) 581,971 (389,360 ) (44,755 ) (58,528 ) 89,328 Other liabilities 186,896 (31,456 ) 155,440 (56,679 ) (1,298 ) 0 97,463 thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable) 5,793 (1,200 ) 4,593 (2,834 ) (1,297 ) 0 463 Remaining liabilities not subject to netting 208,773 0 208,773 0 0 0 208,773 Total liabilities 1,725,431 (199,704 ) 1,525,727 (446,039 ) (46,053 ) (87,693 ) 945,942 The column ‘Gross amounts set off on the balance sheet’ discloses the amounts offset in accordance with all the criteria described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates: Offsetting Financial Instruments”. The column ‘Impact of Master Netting Agreements’ discloses the amounts that are subject to master netting agreements but were not offset because they did not meet the net settlement/simultaneous settlement criteria; or because the rights of set off are conditional upon the default of the counterparty only. The amounts presented for other assets and other liabilities include cash margin receivables and payables respectively. The columns ‘Cash collateral’ and ‘Financial instrument collateral’ disclose the cash and financial instrument collateral amounts received or pledged in relation to the total amounts of assets and liabilities, including those that were not offset. Non-enforceable master netting agreements or similar agreements refer to contracts executed in jurisdictions where the rights of set off may not be upheld under the local bankruptcy laws. The cash collateral received against the positive market values of derivatives and the cash collateral pledged towards the negative mark-to-market values of derivatives are booked within the ‘Other liabilities’ and ‘Other assets’ balances respectively. The Cash and Financial instrument collateral amounts disclosed reflect their fair values. The rights of set off relating to the cash and financial instrument collateral are conditional upon the default of the counterparty.

Loans

Loans	12 Months Ended
	Dec. 31, 2017
Loans [Abstract]
Disclosure of loans [text block]	Loans Loans by industry classification in € m. Dec 31, 2017 Dec 31, 2016 1 Financial intermediation 52,204 49,618 Manufacturing 27,478 29,290 thereof: Basic metals and fabricated metal products 4,211 4,027 Electrical and optical equipment 3,386 4,680 Transport equipment 3,374 3,655 Chemicals and chemical products 3,623 3,906 Machinery and equipment 3,191 2,461 Food products 2,907 3,214 Households (excluding mortgages) 36,524 37,093 Households – mortgages 150,205 150,776 Public sector 13,711 15,740 Wholesale and retail trade 19,252 16,744 Commercial real estate activities 29,247 27,369 Lease financing 384 561 Fund management activities 18,708 26,129 Other 58,167 60,223 thereof: Renting of machinery and other business activities 26,559 22,298 Transport, storage and communication 9,243 12,005 Mining and quarrying of energy-producing materials 2,553 3,365 Electricity, gas and water supply 3,552 4,369 Gross loans 405,879 413,544 (Deferred expense)/unearned income 259 88 Loans less (deferred expense)/unearned income 405,621 413,455 Less: Allowance for loan losses 3,921 4,546 Total loans 401,699 408,909 1 Prior to 2010, the Group reclassified certain financial assets, originally classified as Trading assets and Financial assets available for sale. The carrying value and fair value of Trading assets previously reclassified into loans are € 441 million (2016: € 514 million) and € 342 million (2016: € 414 million) and Financial assets available for sale previously reclassified into loans are € 22 million (2016: € 105 million) and € 22 million (2016: € 105 million) respectively

Allowance for Credit Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2017
Allowance for Credit Losses [Abstract]
Disclosure of allowance for credit losses [text block]	Allowance for Credit Losses The allowance for credit losses consists of an allowance for loan losses and an allowance for off-balance sheet positions. Breakdown of the movements in the Group’s allowance for loan losses 2017 2016 2015 in € m. Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Allowance, beginning of year 2,071 2,475 4,546 2,252 2,776 5,028 2,364 2,849 5,212 Provision for loan losses 299 253 552 743 604 1,347 334 548 882 Net charge-offs: (487 ) (532 ) (1,019 ) (894 ) (870 ) (1,764 ) (482 ) (612 ) (1,094 ) Charge-offs (541 ) (605 ) (1,146 ) (979 ) (972 ) (1,951 ) (538 ) (717 ) (1,255 ) Recoveries 54 73 127 85 101 187 56 105 161 Other Changes (117 ) (41 ) (158 ) (30 ) (35 ) (65 ) 36 (8 ) 28 Allowance, end of year 1,766 2,155 3,921 2,071 2,475 4,546 2,252 2,776 5,028 Activity in the Group’s allowance for off-balance sheet positions (contingent liabilities and lending commitments) 2017 2016 2015 in € m. Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Allowance, beginning of year 162 183 346 144 168 312 85 141 226 Provision for off-balance sheet positions (23 ) (4 ) (27 ) 24 12 36 58 16 74 Usage 0 0 0 0 0 0 0 0 0 Other changes (18 ) (16 ) (34 ) (5 ) 3 (2 ) 1 10 11 Allowance, end of year 122 163 285 162 183 346 144 168 312

Transfers of Financial Assets

Transfers of Financial Assets	12 Months Ended
	Dec. 31, 2017
Transfers of Financial Assets [Abstract]
Disclosure of transfers of financial assets [text block]	Transfers of Financial Assets The Group enters into transactions in which it transfers financial assets held on the balance sheet and as a result may either be eligible to derecognize the transferred asset in its entirety or must continue to recognize the transferred asset to the extent of any continuing involvement, depending on certain criteria. These criteria are discussed in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. Where financial assets are not eligible to be derecognized, the transfers are viewed as secured financing transactions, with any consideration received resulting in a corresponding liability. The Group is not entitled to use these financial assets for any other purposes. The most common transactions of this nature entered into by the Group are repurchase agreements, securities lending agreements and total return swaps, in which the Group retains substantially all of the associated credit, equity price, interest rate and foreign exchange risks and rewards associated with the assets as well as the associated income streams. Information on asset types and associated transactions that did not qualify for derecognition in € m. Dec 31, 2017 Dec 31, 2016 1 Carrying amount of transferred assets Trading securities not derecognized due to the following transactions: Repurchase agreements 39,973 34,045 Securities lending agreements 58,076 64,661 Total return swaps 2,390 2,079 Other 12,661 10,830 Total trading securities 113,101 111,615 Other trading assets 71 85 Financial assets available for sale 711 241 Loans 131 2 191 2 Total 114,014 112,132 Carrying amount of associated liabilities 48,885 41,536 1 Prior year numbers have been restated following reassessments of certain repurchase, securities lending, loans and other transactions . 2 Loans where the associated liability is recourse only to the transferred assets had a carrying value and fair value of € 108 million at December 31, 2017 and € 123 million at December 31, 2016. The associated liabilities had the same carrying value and fair value which resulted in a net position of 0 . Carrying value of assets transferred in which the Group still accounts for the asset to the extent of its continuing involvement in € m. Dec 31, 2017 Dec 31, 2016 Carrying amount of the original assets transferred: Financial assets at fair value through profit or loss 291 0 Financial assets available for sale 386 332 Loans 0 40 Carrying amount of the assets continued to be recognized: Financial assets at fair value through profit or loss 15 0 Financial assets available for sale 96 263 Loans 0 16 Carrying amount of associated liabilities 54 58 The Group could retain some exposure to the future performance of a transferred asset either through new or existing contractual rights and obligations and still be eligible to derecognize the asset. This on-going involvement will be recognized as a new instrument which may be different from the original financial asset that was transferred. Typical transactions include retaining senior notes of non-consolidated securitizations to which originated loans have been transferred; financing arrangements with structured entities to which the Group has sold a portfolio of assets; or sales of assets with credit-contingent swaps. The Group’s exposure to such transactions is not considered to be significant as any substantial retention of risks associated with the transferred asset will commonly result in an initial failure to derecognize. Transactions not considered to result in an on-going involvement include normal warranties on fraudulent activities that could invalidate a transfer in the event of legal action, qualifying pass-through arrangements and standard trustee or administrative fees that are not linked to performance. The impact on the Group’s Balance Sheet of on-going involvement associated with transferred assets derecognized in full Dec 31,2017 Dec 31,2016 in € m. Carrying value Fair value Maximum Exposure to Loss 1 Carrying value Fair value Maximum Exposure to Loss 1 Loans: Securitization notes 270 270 270 3 3 57 Other 13 13 13 12 12 12 Total Loans 284 284 284 15 15 69 Financial assets held at Fair Value through the P&L: Non-standard Interest Rate, cross-currency or inflation-linked swap 36 36 36 47 2 47 2 47 2 Total Financial assets held at Fair Value through the P&L 36 36 36 47 47 47 Total financial assets representing on-going involvement 320 320 320 61 61 116 Financial liabilities held at Fair Value through the P&L: Non-standard Interest Rate, cross-currency or inflation-linked swap 67 67 0 64 64 0 Total financial liabilities representing on-going involvement 67 67 0 64 64 0 1 The maximum exposure to loss is defined as the carrying value plus the notional value of any undrawn loan commitments not recognized as liabilities. 2 Prior year numbers have been restated to reflect a reassessment of a transaction in 2017. The impact on the Group’s Statement of Income of on-going involvement associated with transferred assets derecognized in full Dec 31,2017 Dec 31,2016 in € m. Year-to- date P&L Cumulative P&L Gain/(loss) on disposal Year-to- date P&L Cumulative P&L Gain/(loss) on disposal Securitization notes 3 3 79 0 6 0 1 Non-standard Interest Rate, cross-currency or 46 510 0 122 2 458 2 0 Net gains/(losses) recognized from on-going 49 513 79 123 465 0 1 Typically, sales of assets into securitization vehicles were of assets that were classified as Fair Value through P&L, therefore any gain or loss on disposal is immaterial . 2 Prior year numbers have been restated to reflect a reassessment of a transaction in 2017.

Assets Pledged and Received as

Assets Pledged and Received as Collateral	12 Months Ended
	Dec. 31, 2017
Assets Pledged and Received as Collateral [Abstract]
Disclosure of Assets Pledged and Received as Collateral [text block]	Assets Pledged and Received as Collateral The Group pledges assets primarily as collateral against secured funding and for repurchase agreements, securities borrowing agreements as well as other borrowing arrangements and for margining purposes on OTC derivative liabilities. Pledges are generally conducted under terms that are usual and customary for standard securitized borrowing contracts and other transactions described. Carrying value of the Group’s assets pledged as collateral for liabilities or contingent liabilities 1 in € m. Dec 31, 2017 Dec 31, 2016 2 Financial assets at fair value through profit or loss 51,082 40,684 Financial assets available for sale 6,469 16,081 Loans 71,404 73,649 Other 417 376 Total 129,372 130,790 1 Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities. 2 Prior period results have been restated due to a refined approach to determine assets pledged Total assets pledged to creditors available for sale or repledge 1 in € m. Dec 31, 2017 Dec 31, 2016 Financial assets at fair value through profit or loss 55,882 51,397 Financial assets available for sale 0 13,814 Total 55,882 65,211 1 Includes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities. 2 Prior period results have been restated due to a refined approach to determine assets pledged The Group receives collateral primarily in reverse repurchase agreements, securities lending agreements, derivatives transactions, customer margin loans and other transactions. These transactions are generally conducted under terms that are usual and customary for standard secured lending activities and the other transactions described. The Group, as the secured party, has the right to sell or re-pledge such collateral, subject to the Group returning equivalent securities upon completion of the transaction. This right is used primarily to cover short sales, securities loaned and securities sold under repurchase agreements. Fair Value of collateral received in € m. Dec 31, 2017 Dec 31, 2016 1 Securities and other financial assets accepted as collateral 365,492 310,272 thereof: collateral sold or repledged 307,224 252,758 1 Prior period results have been restated due to a refined approach to determine collateral received and collateral re-pledged

Property and Equipment

Property and Equipment	12 Months Ended
	Dec. 31, 2017
Property and Equipment [Abstract]
Disclosure of Property and Equipment [text block]	Property and Equipment in € m. Owner occupied properties Furniture and equipment Leasehold improvements Construction- in-progress Total Cost of acquisition: Balance as of January 1, 2016 1,432 3,060 2,662 130 7,284 Changes in the group of consolidated companies (0 ) 24 (1 ) 0 23 Additions 134 199 111 281 725 Transfers 35 (4 ) 144 (171 ) 4 Reclassifications (to)/from “held for sale” (17 ) 0 0 (0 ) (17 ) Disposals 67 908 117 (0 ) 1,092 Exchange rate changes (1 ) 34 21 1 55 Balance as of December 31, 2016 1,516 2,406 2,820 240 6,982 Changes in the group of consolidated companies 0 (8 ) (1 ) 0 (9 ) Additions 12 165 117 191 485 Transfers 18 75 191 (288 ) (4 ) Reclassifications (to)/from “held for sale” (61 ) 0 0 0 (61 ) Disposals 96 97 291 0 484 Exchange rate changes (3 ) (67 ) (92 ) (4 ) (166 ) Balance as of December 31, 2017 1,387 2,473 2,743 139 6,743 Accumulated depreciation and impairment: Balance as of January 1, 2016 464 2,257 1,716 0 4,438 Changes in the group of consolidated companies (0 ) 19 (6 ) 0 12 Depreciation 28 226 191 0 445 Impairment losses 87 6 0 0 93 Reversals of impairment losses 0 (0 ) 0 0 0 Transfers 39 (14 ) 6 (0 ) 30 Reclassifications (to)/from “held for sale” (0 ) (1 ) (1 ) 0 (2 ) Disposals 46 803 42 0 891 Exchange rate changes (2 ) 31 23 0 52 Balance as of December 31, 2016 572 1,720 1,886 0 4,178 Changes in the group of consolidated companies 0 (8 ) (1 ) 0 (9 ) Depreciation 37 211 193 0 441 Impairment losses 15 3 2 0 19 Reversals of impairment losses 0 (1 ) 0 0 (1 ) Transfers 1 17 (22 ) 0 (4 ) Reclassifications (to)/from “held for sale” (0 ) 0 0 0 (0 ) Disposals 44 90 284 0 418 Exchange rate changes (1 ) (54 ) (72 ) 0 (128 ) Balance as of December 31, 2017 579 1,800 1,702 0 4,080 Carrying amount: Balance as of December 31, 2016 944 685 934 240 2,804 Balance as of December 31, 2017 809 673 1,041 139 2,663 Impairment losses on property and equipment are recorded within general and administrative expenses for the income statement. The carrying value of items of property and equipment on which there is a restriction on sale was € 40 million as of December 31, 2017. Commitments for the acquisition of property and equipment were € 41 million at year-end 2017.

Leases

Leases	12 Months Ended
	Dec. 31, 2017
Leases [Abstract]
Disclosure of leases [text block]	Leases The Group is lessee under lease arrangements covering property and equipment. Finance Lease Commitments Most of the Group’s finance lease arrangements are made under usual terms and conditions. Net Carrying Value of Leasing Assets Held under finance leases in € m. Dec 31, 2017 Dec 31, 2016 Land and buildings 14 12 Furniture and equipment 4 2 Other 0 0 Net carrying value 18 14 Future Minimum Lease Payments Required under the Group’s Finance Leases in € m. Dec 31, 2017 Dec 31, 2016 Future minimum lease payments: Not later than one year 8 6 Later than one year and not later than five years 20 18 Later than five years 70 67 Total future minimum lease payments 98 91 Less: Future interest charges 70 63 Present value of finance lease commitments 28 28 Future minimum lease payments to be received 0 3 Contingent rent recognized in the income statement 1 0 0 1 The contingent rent is based on market interest rates, such as three months EURIBOR; below a certain rate the Group receives a rebate. Operating Lease Commitments The Group leases the majority of its offices and branches under long-term agreements. Most of the lease contracts are made under usual terms and conditions, which means they include options to extend the lease by a defined amount of time, price adjustment clauses and escalation clauses in line with general office rental market conditions. However, the lease agreements do not include any clauses that impose any restriction on the Group’s ability to pay dividends, engage in debt financing transactions or enter into further lease agreements. The Group has one significant lease contract which contains five options to extend the lease each for a period of five years and there is no purchase option in this specific lease. Future Minimum Lease Payments Required under the Group’s Operating Leases in € m. Dec 31, 2017 Dec 31, 2016 Future minimum rental payments: Not later than one year 684 707 Later than one year and not later than five years 1,979 2,092 Later than five years 1,901 1,093 Total future minimum rental payments 4,564 3,893 Less: Future minimum rentals to be received 58 89 Net future minimum rental payments 4,506 3,804 As of December 31, 2017, the total future minimum rental payments included € 305 million for the Group headquarters in Frankfurt am Main that was sold and leased back on December 1, 2011. The Group entered into a 181 months leaseback arrangement for the entire facility in connection with the transaction. In 2017, the rental payments for lease and sublease agreements amounted to € 790 million . This included charges of € 800 million for minimum lease payments and € 6 million for contingent rents as well as € 15 million related to sublease rentals received.

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	12 Months Ended
	Dec. 31, 2017
Goodwill and Other Intangible Assets [Abstract]
Disclosure of intangible assets and goodwill [text block]	Goodwill and Other Intangible Assets Goodwill Changes in Goodwill The changes in the carrying amount of goodwill, as well as gross amounts and accumulated impairment losses of goodwill, for the years ended December 31, 2017, and December 31, 2016, are shown below by cash-generating units (“CGU”). As of January 1, 2016, the structure of the primary CGUs had been changed as a result of the reorganization of business operations under an amended segment structure. In the second quarter of 2017 and in accordance with the strategy announcement made on March 5, 2017, the Group’s business operations were reorganized under a new divisional structure, which also reconfigured the existing Global Markets, Corporate Finance and Global Transaction Banking businesses into a single division, Corporate & Investment Bank (CIB). A review of CIB confirmed the previous assessment of two separate CGUs. Consequently, the former primary CGUs “Global Markets” and “Corporate & Investment Banking” have been grouped as “Sales & Trading” (S&T) and “Global Transaction Banking, Global Capital Markets & Corporate Finance” (GTB, GCM & CF). Please also refer to Note 4, “Business Segments and Related Information” for more information regarding changes in the presentation of segment disclosures. Goodwill allocated to cash-generating units in € m. Sales & Trading Global Transaction Banking, Global Capital Markets & Corporate Finance Private and Commercial Clients Wealth Manage- ment Postbank Deutsche Asset Manage- ment Non-Core Operations Unit 1 Others Total Balance as of 0 519 0 530 0 3,839 0 1 4,890 Goodwill acquired during 0 0 0 0 0 0 0 0 0 Purchase accounting 0 0 0 0 0 0 0 0 0 Transfers 285 0 0 0 0 (285 ) 0 0 0 Reclassification from (to) 0 0 0 0 0 (12 ) 0 0 (12 ) Goodwill related to 0 0 0 0 0 0 0 0 0 Impairment losses 2 (285 ) 0 0 0 0 (500 ) 0 0 (785 ) Exchange rate 0 13 0 33 0 (37 ) 0 0 10 Balance as of 0 532 0 564 0 3,006 0 1 4,103 Gross amount of goodwill 2,953 1,553 998 564 1,763 3,506 669 1 12,007 Accumulated impairment (2,953 ) (1,021 ) (998 ) 0 (1,763 ) (500 ) (669 ) 0 (7,904 ) Balance as of 0 532 0 564 0 3,006 0 1 4,103 Goodwill acquired during 0 0 0 0 0 0 0 0 0 Purchase accounting 0 0 0 0 0 0 0 0 0 Transfers 6 (6 ) 0 0 0 0 0 0 0 Reclassification from (to) 0 (3 ) 0 0 0 0 0 0 (3 ) Goodwill related to 0 0 0 0 0 (6 ) 0 0 (6 ) Impairment losses 2 (6 ) 0 0 0 0 0 0 0 (6 ) Exchange rate 0 (52 ) 0 (22 ) 0 (231 ) 0 0 (306 ) Balance as of 0 471 0 541 0 2,768 0 1 3,782 Gross amount of goodwill 2,780 1,485 1,077 541 2,086 3,232 0 1 11,203 Accumulated impairment (2,780 ) (1,014 ) (1,077 ) 0 (2,086 ) (464 ) 0 0 (7,422 ) 1 Includes primary CGUs NCOU Wholesale Assets and NCOU Operating Assets. From 2017 onwards, the NCOU ceased to exist as a standalone division. Accordingly, in 2017 the gross balances for goodwill and accumulated impairments of the former NCOU CGUs have been allocated among other primary CGUs. 2 Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement. In addition to the primary CGUs, the segment CIB includes goodwill resulting from the acquisition of a nonintegrated investment which is not allocated to the respective segment’ primary CGU. Such goodwill is summarized as “Others” in the table above. In 2017, changes in goodwill mainly reflected exchange rate fluctuations, predominantly related to the translation of goodwill held in USD. In 2016, changes in goodwill mainly included impairments of € 785 million in Sales & Trading (S&T) (€ 285 million) and Deutsche AM (€ 500 million). The impairment in S&T was the result of a transfer of certain businesses from Deutsche AM to S&T in the second quarter 2016. The transfer resulted in the reassignment of € 285 million of goodwill from Deutsche AM based on relative values in accordance with IFRS. The subsequent impairment review of S&T led to an impairment loss of € 285 million of the reassigned goodwill. The goodwill impairment in Deutsche AM was recorded in the fourth quarter 2016 in relation to the sale of the Abbey Life business and the formation of a disposal group held for sale. Immediately before its initial classification as a disposal group, the carrying amounts of all assets and liabilities included in the Abbey Life disposal group were measured and recognized in accordance with applicable IFRS. With the sale of Abbey Life to close for an amount lower than its carrying amount, the proportion of Deutsche AM CGU goodwill attributable to the Abbey Life business was not expected to be recovered upon sale of the disposal group. Accordingly, the allocated goodwill amount of € 500 million as well as other intangible assets (value of business acquired, VOBA) of € 515 million included in the disposal group were considered impaired and written-off through Impairment of goodwill and other intangible assets. In 2015, changes in goodwill (other than those related to exchange rate changes) mainly included impairments of € 4,933 million recorded in the third quarter 2015. These were reported in the former CGUs CB&S (€ 2,168 million) and PBC (€ 2,765 million). Following the re-segmentation of the Group in the first quarter 2016, the impairment amounts were restated to the amended segments/CGUs GM/CIB and PW&CC/Postbank, based on the goodwill balances related to these business units prior to the third quarter 2015 impairment. Accordingly, of the impairment amount of € 4,933 million, € 1,568 million were allocated to former CGU GM, € 600 million to former CGU CIB, € 1,002 million to PCC and € 1,763 million to Postbank. These charges had been the result of the goodwill impairment test conducted in the third quarter 2015. The test was triggered by the further substantiation of our strategy in the third quarter 2015, largely driven by the impact of the then expected higher regulatory capital requirements for both former segments CB&S and PBC as well as the disposal expectations in PBC. In connection with the sale of the Canadian port operations of Maher Terminals, goodwill of € 138 million was allocated to the disposal group classified as held for sale in the first quarter 2015. Goodwill Impairment Test For the purposes of impairment testing, goodwill acquired in a business combination is allocated to CGUs. On the basis as described in Note 1 “ Significant Accounting Policies and Critical Accounting Estimates”, t he Group’s primary CGUs are as outlined above. “Other” goodwill is tested individually for impairment on the level of each of the nonintegrated investments. Goodwill is tested for impairment annually in the fourth quarter by comparing the recoverable amount of each goodwill-carrying CGU with its carrying amount. In addition, in accordance with IAS 36, the Group tests goodwill whenever a triggering event is identified. The recoverable amount is the higher of a CGU’s fair value less costs of disposal and its value in use. The annual goodwill impairment tests conducted in 2017 and 2016 did not result in an impairment loss on the Group’s primary goodwill-carrying CGUs as the recoverable amounts of these CGUs were higher than the respective carrying amounts. A review of the Group’s strategy or certain political or global risks for the banking industry such as a return of the European sovereign debt crisis, uncertainties regarding the implementation of already adopted regulation and the introduction of legislation that is already under discussion as well as a slowdown of GDP growth may negatively impact the performance forecasts of certain of the Group’s CGUs and, thus, could result in an impairment of goodwill in the future. Carrying Amount The carrying amount of a primary CGU is derived using a capital allocation model based on the Shareholders’ Equity Allocation Framework of the Group (please refer to Note 4, “Business Segments and Related Information” for more details). The allocation uses the Group’s total equity at the date of valuation, including Additional Tier 1 Notes (“AT1 Notes”), which constitute unsecured and subordinated notes of Deutsche Bank and which are classified as Additional equity components in accordance with IFRS. Total equity is adjusted for specific effects related to nonintegrated investments, which are tested separately for impairment as outlined above, and for an add-on adjustment for goodwill attributable to noncontrolling interests. Recoverable Amount The Group determines the recoverable amounts of its primary CGUs on the basis of fair value less costs of disposal (Level 3 of the fair value hierarchy) and employs a discounted cash flow (DCF) model, which reflects the specifics of the banking business and its regulatory environment. The model calculates the present value of the estimated future earnings that are distributable to shareholders after fulfilling the respective regulatory capital requirements. The recoverable amounts also include the fair value of the AT1 Notes, allocated to the primary CGUs consistent to their treatment in the carrying amount. The DCF model uses earnings projections and respective capitalization assumptions based on five-year financial plans as well as longer term expectations on the impact of regulatory developments, which are discounted to their present value. Estimating future earnings and capital requirements involves judgment and the consideration of past and current performances as well as expected developments in the respective markets, and in the overall macroeconomic and regulatory environments. Earnings projections beyond the initial five-year period are, where applicable, adjusted to derive a sustainable level and the cash flow to equity is assumed to increase by or converge towards a constant long-term growth rate of up to 3.2 % (2016: 2.8 %). This is based on projected revenue forecasts of the CGUs as well as expectations for the development of gross domestic product and inflation, and is captured in the terminal value. Key Assumptions and Sensitivities Key Assumptions: The DCF value of a CGU is sensitive to the earnings projections, to the discount rate (cost of equity) applied and, to a much lesser extent, to the long-term growth rate. The discount rates applied have been determined based on the capital asset pricing model and comprise a risk-free interest rate, a market risk premium and a factor covering the systematic market risk (beta factor). The values for the risk-free interest rate, the market risk premium and the beta factors are determined using external sources of information. CGU-specific beta factors are determined based on a respective group of peer companies. Variations in all of these components might impact the discount rates. Primary goodwill-carrying cash-generating units Discount rate (post-tax) 2017 2016 Global Transaction Banking, Global Capital Markets 8.8 % 8.8 % Wealth Management 9.1 % 8.4 % Deutsche Asset Management 10.0 % 9.9 % Management determined the values for the key assumptions in the following table based on a combination of internal and external analysis. Estimates for efficiency and the cost reduction program are based on progress made to date and scheduled future projects and initiatives. Primary goodwill- carrying cash-generating unit Description of key assumptions Uncertainty associated with key assumptions and potential events/circumstances that could have a negative effect Wealth Management - Strategy continuously informed by market trends and developments, including global wealth creation and concentration, digitalization, aging population, transfer to next generation, product trends as well as competitor activity and benchmarking - Focus shifting from protect and transform agenda increasingly towards growth (eg. aspiration to hire >100 FTE front-office) - Continued focus on expanding business with high net worth and ultra high net worth clients with strong coverage in selected developed and emerging markets - Building out of global discretionary portfolio management and investment advisory solutions as well as increasing revenues from collaboration between divisions (esp. CIB) - Continue to deploy balance sheet for WM lending proposition - Extend home market leadership in Germany combined with strong organic growth strategy in Asia/Pacific, selected EMEA markets (e.g. UK, MEA) and Americas - Ambition to increased market share in the fragmented competitive landscape - Benefiting from cost savings coming through from operating platform optimization and transformation measures - Targeted investment in further platform enhancements, investment solutions and building out digital capabilities - Major industry threats, i.e., market and exchange rate volatility, sovereign debt burden, increasing costs from compliance of upcoming regulations, technological developments - Continued low interest rate environment - Investors continue to hold assets out of the markets, retreat to cash or simpler, lower fee products, and reduce trading activity - Business/execution risks, i.e., under achievement of net new money targets from market uncertainty, franchise instability, DB reputation, loss of high quality relationship managers - Difficulties in executing organic growth strategies through certain restrictions, e.g., unable to hire relationship managers, longer product development cycle - Cost savings following efficiency gains and expected IT/process improvements are not realized to the extent planned Deutsche Asset Management - Deliver strong investment product performance - Expand product suite in growth areas (e.g., alternatives, multi-asset, passive, ESG investment schemes) while rationalizing non-core strategies - Consistent net flows leveraging market share leadership in Germany and the rest of Europe and continued growth in Asia/Pacific and Americas - Diversification of intermediary coverage toward high growth channels and deployment of digital solutions to serve new channels - Further efficiency through improved core operating processes, platform optimization and product rationalization - Anticipated margin compression from regulation - Challenging market environment and volatility unfavorable to our investment strategies - Unfavorable margin development and adverse competition levels in key markets and products beyond expected levels - Business/execution risks, e.g., under achievement of net flow targets from market uncertainty, loss of high quality client facing employees, lower than expected efficiency gains - Uncertainty around regulation and its potential implications not yet anticipated Global Transaction Banking, Global Capital Markets and Corporate Finance - Maximizing client driven franchise offering suite of investment banking products in Debt and Equity Origination as well as Advisory combined with Trade, Cash, and Trust, Agency and Security Services in transaction banking - Macroeconomic outlook is positive with key economies in Europe supporting trade growth and interest rate increase, supporting the growth in Cash and Trade businesses - Advisory assumes rebuilding sector gaps in Coverage teams, improving in sell-side mix and increasing coverage of cross border M&A deals - Debt and Equity Origination fee pool expected to remain elevated. Equity markets valuation, positive macro outlook and particularly in Debt where a refinancing maturity wall is expected through the medium term - Mitigate regulatory driven Capital increases through portfolio management and re-investing to enhance return through chosen client segments and relationships - Recalibrating incentive model structure to drive revenues with clients that generate higher returns through greater product density - Continued investment into technology improvements and platform enhancements; self-funded through internal cost efficiencies - Macro environment remains challenging, particularly in Europe - Risk from the exit process of the U.K. from the European Union - Initiatives to optimize the portfolio through resource re-allocation may not generate the expected revenue growth and reductions in the client, country and product perimeter may have a greater than expected impact on revenues - Further potential margin compression - Decline in costs expected from strategic initiatives does not materialize in the planned time frame - Potential adverse macroeconomic and geopolitical developments impacting trade volumes, interest rates and foreign exchange movements - Resource constrains in the form of capital, headcount and technology investment, impacting the potential to generate expected level of returns Sensitivities: In order to test the resilience of the recoverable amount, key assumptions used in the DCF model (for example, the discount rate and the earnings projections) are sensitized. Management believes that reasonable possible changes in key assumptions could cause impairment losses in GTB, GCM & CF and WM, for which the recoverable amounts exceeded the respective carrying amounts by 18 % or € 2.5 billion (GTB, GCM & CF) and 18 % or € 0.5 billion (WM). Change in certain key assumptions to cause the recoverable amount to equal the carrying amount Change in Key Assumptions GTB, DeAM WM Discount rate (post tax) increase from 8.8 % 0 % 9.1 % to 10.4 % 0 % 9.9 % Projected future earnings in each period (14) % 0 % (9) % Long term growth rates N/M 0 % 0.6 % N/M – Not meaningful, as a rate of 0 % would still lead to a recoverable amount in excess of the carrying amount. Other Intangible Assets Changes of other intangible assets by asset classes for the years ended December 31, 2017, and December 31, 2016 Purchased intangible assets Internally generated intangible assets Total other intangible assets Unamortized Amortized Amortized in € m. Retail investment management agreements Other Total unamortized purchased intangible assets Customer- related intangible assets Value of business acquired Contract- based intangible assets Software and other Total amortized purchased intangible assets Software Cost of acquisition/manufacture: Balance as of January 1, 2016 1,061 440 1,501 1,559 941 795 1,112 4,407 4,846 10,755 Additions 0 0 0 27 0 0 49 76 1,499 1,575 Changes in the group of 0 0 0 (155 ) (806 ) 0 (13 ) (974 ) 0 (975 ) Disposals 0 0 0 1 0 0 148 149 123 272 Reclassifications from 0 0 0 0 0 (747 ) (203 ) (950 ) 0 (950 ) Transfers 0 0 0 0 0 0 65 65 (29 ) 36 Exchange rate changes 33 0 33 1 (135 ) 22 9 (103 ) 42 (28 ) Balance as of December 31, 2016 1,094 440 1,534 1,431 0 70 871 2,372 6,235 10,140 Additions 0 0 0 15 0 0 48 63 1,360 1,423 Changes in the group of 0 0 0 0 0 0 (35 ) (35 ) (171 ) (206 ) Disposals 0 0 0 0 0 0 21 21 121 142 Reclassifications from 0 0 0 (6 ) 0 0 0 (6 ) 0 (6 ) Transfers 0 (0 ) (0 ) 1 0 0 50 51 (42 ) 9 Exchange rate changes (131 ) (1 ) (132 ) (77 ) 0 0 (12 ) (89 ) (237 ) (457 ) Balance as of December 31, 2017 963 439 1,402 1,364 0 70 901 2,335 7,024 10,761 Accumulated amortization Balance as of January 1, 2016 268 418 686 1,476 300 429 893 3,098 1,782 5,567 Amortization for the year 0 0 0 39 37 24 36 136 679 815 1 Changes in the group of 0 0 0 (155 ) (808 ) 0 (15 ) (978 ) (10 ) (988 ) Disposals 0 0 0 1 0 0 146 147 99 246 Reclassifications from 0 0 0 0 0 (359 ) (94 ) (453 ) 0 (453 ) Impairment losses 0 6 6 0 515 0 0 515 60 580 2 Reversals of impairment losses 0 0 0 0 0 39 10 49 0 49 3 Transfers 0 0 0 3 0 0 45 48 (20 ) 28 Exchange rate changes 8 0 8 1 (43 ) 10 6 (26 ) 26 7 Balance as of December 31, 2016 276 424 700 1,363 0 65 715 2,143 2,418 5,261 Amortization for the year 0 0 0 34 0 4 27 65 870 935 4 Changes in the group of 0 0 0 0 0 0 (35 ) (35 ) (171 ) (206 ) Disposals 0 0 0 0 0 0 18 18 81 99 Reclassifications from 0 0 0 (4 ) 0 0 0 (4 ) 0 (4 ) Impairment losses 0 15 15 0 0 0 0 0 42 57 5 Reversals of impairment losses 0 0 0 0 0 0 0 0 0 0 Transfers 0 0 0 0 0 0 41 41 (35 ) 6 Exchange rate changes (33 ) 0 (33 ) (72 ) 0 0 (12 ) (84 ) (129 ) (246 ) Balance as of December 31, 2017 243 439 682 1,321 0 69 718 2,108 2,914 5,704 Carrying amount: As of December 31, 2016 818 15 833 68 0 5 156 229 3,817 4,879 As of December 31, 2017 719 1 720 43 0 1 183 227 4,110 5,057 1 The € 815 million were included in general and administrative expenses. 2 Of which € 521 million were included in impairment of goodwill and other intangible assets, consisting of impairments of an unamortized trademark intangible asset (€ 6 million) as well as the write-off of the Value of business acquired (VOBA; € 515 million). Furthermore, € 60 million of impairments related to self-developed software, which were recorded in general and administrative expenses. 3 € 49 million were recorded as reversal of a prior year’s impairment related to the sale of Maher Terminals LLC (NCOU) and are included under impairment of goodwill and other intangible assets. 4 The € 935 million were included in general and administrative expenses. 5 Of which € 42 million were related to the impairment of self-developed software, recorded in general and administrative expenses, and € 15 million referring to the impairment of a non-amortizing trade-mark intangible asset which is included under impairment of goodwill and other intangible assets. Amortizing Intangible Assets In 2017, amortizing other intangible assets increased by a net € 291 million. This was mainly driven by additions to internally generated intangible assets of € 1.4 billion, representing the capitalization of expenses incurred in conjunction with the Group’s development of own-used software. Offsetting were amortization expenses of € 935 million, in particular for the scheduled consumption of capitalized software (€ 897 million). The reassessment of current platform software as well as software under construction led to the impairment of self-developed software (€ 42 million). Furthermore, the strengthening of the Euro accounted for negative exchange rate changes of € 113 million reducing the net book value of amortizing intangible assets. In 2016, amortizing other intangible assets decreased by a net € 327 million. Main components of this development included increases due to additions to internally generated intangible assets of € 1.5 billion, which represent the capitalization of expenses incurred in conjunction with the Group’s development of own-used software. These were offset by amortization expenses of € 815 million, mostly related to the scheduled asset consumption of self-developed software (€ 679 million), and impairment charges of € 580 million, mainly reflecting the write-off of the value of business acquired (VOBA; € 515 million) as a consequence of the Abbey Life disposal (Deutsche AM). Furthermore, the reassessment of current platform software as well as software under construction, led to the writedown of self-developed software (€ 60 million). In advance of the sale of the NCOU legacy investment in Maher Terminals’ Port Elizabeth operation in the fourth quarter 2016, its reclassification to the held-for-sale category in the third quarter 2016 had led to a net reduction of € 497 million in contract-based and trade name other intangible assets. During 2015, the main changes in amortizing other intangible assets included additions to internally generated intangible assets of € 1.2 billion, which represent the capitalization of expenses incurred in conjunction with the Group’s activities related to the development of own-used software. On the other hand and as a result of the reassessment of current platform software as well as software under construction, the Group recorded impairments of self-developed software of € 191 million. On April 27, 2015, Deutsche Bank had announced its new strategic roadmap, in which the sale of Postbank was an integral part. The Group’s further updating of its new Strategy constituted a triggering event upon which goodwill and all other non-financial assets included in the former CGU PBC had to be tested for impairment. The valuation performed in the third quarter 2015 on the new strategic plan resulted in an impairment of the former CGU PBC. After allocation of the impairment to fully write-off the former PBC goodwill (€ 2.8 billion), an impairment loss of € 837 million related to other intangible assets within the former CGU PBC was recognized (of which € 834 million related to the Postbank CGU), reflecting the change in strategic intent and the then expected deconsolidation of Postbank. The impairment was based on a fair value less costs of disposal model (Level 3 of the fair value hierarchy). Of that impairment amount, € 427 million related to amortizing intangible assets, mainly comprising write-offs of customer-related intangible assets (€ 397 million), BHW trademark intangibles (€ 16 million) and contract-based intangible assets (€ 14 million). The remainder was allocated to write-off the unamortizing Postbank trademark intangible asset (€ 410 million; see below). Other intangible assets with finite useful lives are generally amortized over their useful lives based on the straight-line method. Useful lives of other amortized intangible assets by asset class Useful lives in years Internally generated intangible assets: Software up to 10 Purchased intangible assets: Customer-related intangible assets up to 20 Contract-based intangible assets up to 8 Other up to 80 Unamortized Intangible Assets Within this asset class, the Group recognizes certain contract-based and marketing-related intangible assets, which are deemed to have an indefinite useful life. In particular, the asset class comprises the below detailed investment management agreements related to retail mutual funds and certain trademarks. Due to the specific nature of these intangible assets, market prices are ordinarily not observable and, therefore, the Group values such assets based on the income approach, using a post-tax DCF-methodology. Retail investment management agreements: These assets, amounting to € 719 million, relate to the Group’s U.S. retail mutual fund business and are allocated to the Deutsche AM CGU. Retail investment management agreements are contracts that give DWS Investments the exclusive right to manage a variety of mutual funds for a specified period. Since these contracts are easily renewable, the cost of renewal is minimal, and they have a long history of renewal, these agreements are not expected to have a foreseeable limit on the contract period. Therefore, the rights to manage the associated assets under management are expected to generate cash flows for an indefinite period of time. This intangible asset was recorded at fair value based upon a valuation provided by a third party at the date of the Group’s acquisition of Zurich Scudder Investments, Inc. in 2002. The recoverable amount of the asset of € 719 million was calculated as fair value less costs of disposal using the multi-period excess earnings method and the fair value measurement was categorized as Level 3 in the fair value hierarchy. The key assumptions in determining the fair value less costs of disposal include the asset mix, the flows forecast and the effective fee rate. The discount rates (cost of equity) applied in the calculation were 10.5 % in 2017 and 10.7 % in 2016. The reviews of the valuation for the years 2017, 2016 and 2015 neither resulted in any impairment nor a reversal of prior impairments. Trademarks : The other unamortized intangible assets had included the Postbank (allocated to CGU Postbank) and the Sal. Oppenheim (allocated to CGU WM) trademarks, which were both acquired in 2010. The Postbank trademark was initially recognized in 2010 at € 382 million. In finalizing the purchase price allocation in 2011, the fair value of the Postbank trademark increased to € 410 million. The Sal. Oppenheim trademark was recognized at € 27 million. Since both trademarks were expected to generate cash flows for an indefinite period of time, they were classified as unamortized intangible assets. Both trademarks were recorded at fair value at the acquisition date, based on third party valuations. The recoverable amounts were calculated as the fair value less costs of disposal of the trademarks based on the income approach using the relief-from-royalty method. Reflecting the change in strategic intent and the expected deconsolidation of Postbank, the Postbank trademark (€ 410 million) was fully written off in the third quarter 2015. Following a review of the valuation model for the Sal. Oppenheim trademark, a write-down of € 6 million was recorded in the fourth quarter 2015. The discontinuation of its use outside the German market led to a further write-down of € 6 million recorded in the fourth quarter 2016. As the Group had announced on October 26, 2017 its intention to integrate the Sal. Oppenheim franchise into Deutsche Bank during 2018 and to no longer maintain the Sal. Oppenheim brand, the book value of the trademark (€ 15 million) was considered impaired and fully written off in the fourth quarter 2017.

Non-Current Assets and Disposal

Non-Current Assets and Disposal Groups Held for Sale	12 Months Ended
	Dec. 31, 2017
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Disclosure of non-current assets or disposal groups classified as held for sale [text block]	Non -Current Assets and Disposal Groups Held for Sale Within the balance sheet, non-current assets and disposal groups held for sale are included in other assets and other liabilities. in € m. Dec 31, 2017 Dec 31, 2016 Cash, due and deposits with banks, Central bank funds sold and 0 243 Trading assets, Derivatives, Financial assets designated at fair value through P&L 0 30 Financial assets available for sale 4 29 Loans 0 46 Property and equipment 15 174 Other assets 26 42 Total assets classified as held for sale 45 563 Deposits, Central bank funds purchased and securities sold under resale agreements 0 570 Trading liabilities, Derivatives, Financial liabilities designated at fair value through P&L 0 29 Long-term debt 0 0 Other liabilities 16 102 Total liabilities classified as held for sale 16 701 As of December 31, 2017 and December 31, 2016, no unrealized gains (losses) relating to non-current assets classified as held for sale were recognized directly in accumulated other comprehensive income (loss) (net of tax). Sale of Argentine subsidiary Deutsche Bank S.A. On June 5, 2017, the Group announced the completion of the sale of its Argentine subsidiary Deutsche Bank S.A. to Banco Comafi S.A. With outstanding substantial regulatory approvals received in May 2017, the entity had been classified as a disposal group held for sale prior to its disposal in June 2017. The disposal resulted in a pre-tax loss on sale of € 190 million , including the realization of a currency translation adjustment, which was recorded in the second quarter 2017 and mainly included in C&A. Disposals in 2017 Division Disposal Financial impact 1 Date of the disposal Deutsche Asset In the fourth quarter 2016, the Group had classified its fund administration and custody business of Sal. Oppenheim Luxembourg as a disposal group held for sale. The transaction was subject to customary closing conditions and regulatory approvals and was completed on December 1, 2017. Up until its disposal, the revaluation of the unit resulted in an additional impairment loss of € 5 million recorded in Other income of 2017. Fourth quarter 2017 1 Impairment losses and reversals of impairment losses are included in Other income. Non-Current Assets and Disposal Groups Held for Sale as of December 31, 2016 Division Non-current assets and disposal groups held for sale Financial impact 1 Additional information Deutsche Asset On December 22, 2016, Deutsche Bank announced that it had reached an agreement to sell its fund administration and custody business of Sal. Oppenheim Luxembourg to private bank Hauck & Aufhäuser. Accordingly, the balance sheet of the related business was classified as a disposal group held for sale. The completion of the transaction, which comprises the sale of two Luxembourg entities and its staff, is subject to customary closing conditions and regulatory approvals and is expected to close within twelve months. The revaluation of the disposal group resulted in an impairment loss of € 34 million recorded in Other income of the fourth quarter 2016. Disposed of in fourth quarter 2017 1 Impairment losses and reversals of impairment losses are included in Other income. Disposals in 2016 Division Disposal Financial impact 1 Date of the disposal Non-Core Operations Unit On April 15, 2016, the Group announced that it had reached an agreement with Macquarie Infrastructure Partners III (“MIP III”), a fund managed by Macquarie Infrastructure and Real Assets (“MIRA”), to sell Maher Terminals USA, LLC (“Maher Terminals”), a multi-user container terminal in Port Elizabeth, New Jersey. Under the transaction, MIP III agreed to acquire 100 % of Maher Terminals, subject to regulatory approvals. Following on from further progress made in the third quarter 2016, as of September 30, 2016, Maher Terminals had been classified as a disposal group held for sale. The reclassification did not result in an impairment loss. Prior to its reclassification, Maher Terminals had been accounted for as a consolidated legacy investment held within the NCOU. The sale was successfully completed on November 16, 2016. None Fourth quarter 2016 Deutsche Asset On September 28, 2016, Deutsche Bank announced that it had reached an agreement with Phoenix Life Holdings Limited (“Phoenix Life”), a subsidiary of Phoenix Group Holdings (“Phoenix Group”), to sell its Abbey Life business (Abbey Life Assurance Company Limited, Abbey Life Trustee Services Limited and Abbey Life Trust Securities Limited) which were held within Deutsche AM. Under the terms of the transaction, Phoenix Life agreed to acquire 100 % of the Abbey Life business for a purchase price, net of certain adjustments, of GBP 933 million (€ 1,087 million, based on year-end exchange rate) and an indemnity protection for up to GBP 175 million covering for a period of up to 8 years for potential outcomes in relation to an impending review by the Financial Conduct Authority (FCA). The transaction was subject to regulatory approvals including that of the Prudential Regulatory Authority (PRA), as well as to a vote of the shareholders of Phoenix Group and the completion of a rights issue by Phoenix Group to fund the transaction. With Phoenix Group shareholders voting to approve the transaction on October 24, 2016 and the rights issue completed on November 8, 2016, Phoenix Group announced on December 13, 2016 that the PRA had given its consent to the acquisition of Abbey Life. Closing of the transaction has occurred on December 30, 2016. Accordingly, the Abbey Life entities were deconsolidated from the Group’s balance sheet at year-end 2016. With all requirements fulfilled and prior to the closing date of the transaction, the Abbey Life entities became subject to the held-for-sale accounting rules. Therefore and immediately before its initial classification as held-for-sale, the disposal group, which also contained intangible assets of € 1,015 million (comprised of goodwill of € 500 million allocated from the disposing cash-generating unit Deutsche AM as well as the VOBA of € 515 million (value of business acquired), was initially measured and recognized in accordance with applicable accounting rules. A comparison of the fair value less costs to sell and net assets of the disposal group resulted in an initial impairment of € 1,015 million recorded in Deutsche AM’s segment P&L of the fourth quarter 2016 as an impairment of goodwill and other intangible assets. Upon closing of the sale, cumulative losses of € 500 million stemming from the termination of the Abbey Life business’ cash flow hedge program, which were previously a component of other comprehensive income, were released to profit or loss. This was offset by other income items leading to € 515 million of net positive revenues as a result of the sale. Together with the € 1,015 million intangibles impairment already recognized, in the fourth quarter 2016, the Group recorded an overall pre-tax loss on the transaction of € 1,015 million . Fourth quarter 2016 Private & Commercial Bank On December 28, 2015, Deutsche Bank agreed to sell its entire 19.99 % stake in Hua Xia Bank Company Limited (“Hua Xia”) to PICC Property and Casualty Company Limited (“PICC Property & Casualty”). Accordingly and as of year-end 2015, the equity method investment in Hua Xia of € 3.3 billion was reclassified to the held-for-sale category. The completion of the transaction was subject to customary closing conditions and regulatory approvals, including that of the China Banking Regulatory Commission, which granted its approval for PICC Property and Casualty in the fourth quarter 2016 to acquire Deutsche Bank’s stake in Hua Xia. Due to revaluation of the held-for-sale investment and up until its disposal in the fourth quarter 2016, the Group recorded revaluation losses of € 122 million during 2016 on the non-current asset, marking it down to € 3.1 billion . The revaluation losses recorded in other income were largely a result of the decline in the share price of Hua Xia and an adverse exchange rate development. Due to the agreed consideration for the Hua Xia stake, other transaction-related effects partly compensated the decline in the share price. In addition, accumulated other comprehensive income of € 662 million related to the investment was reclassified to the income statement. The overall transaction related net gain in 2016 amounted to € 624 million . Fourth quarter 2016 Private & Commercial Bank Deutsche Bank completed the previously announced definitive agreement to sell its U.S. Private Client Services (PCS) business to Raymond James Financial, Inc. as of September 6, 2016. None Third quarter 2016 Deutsche Asset In August 2015, Deutsche Bank had announced that it had entered into an agreement to sell its Indian asset management business to Pramerica Asset Managers Pvt. Ltd. In March 2016, all regulatory approvals have been obtained and the sale was completed. None First quarter 2016 1 Impairment losses and reversals of impairment losses are included in Other income.

Other Assets and Other Liabilit

Other Assets and Other Liabilities	12 Months Ended
	Dec. 31, 2017
Other Assets and Other Liabilities [Abstract]
Disclosure of Other Assets amd Other Liabilities [text block]	Other Assets and Other Liabilities in € m. Dec 31, 2017 Dec 31, 2016 Other assets: Brokerage and securities related receivables Cash/margin receivables 46,519 57,924 Receivables from prime brokerage 12,638 9,859 Pending securities transactions past settlement date 3,929 6,409 Receivables from unsettled regular way trades 19,930 30,908 Total brokerage and securities related receivables 83,015 105,100 Accrued interest receivable 2,374 2,433 Assets held for sale 45 563 Other 16,057 17,950 Total other assets 101,491 126,045 in € m. Dec 31, 2017 Dec 31, 2016 Other liabilities: Brokerage and securities related payables Cash/margin payables 58,865 70,706 Payables from prime brokerage 25,042 20,155 Pending securities transactions past settlement date 2,562 2,668 Payables from unsettled regular way trades 20,274 28,490 Total brokerage and securities related payables 106,742 122,019 Accrued interest payable 2,623 2,712 Liabilities held for sale 16 701 Other 22,827 30,008 Total other liabilities 132,208 155,440 For further details on the assets and liabilities held for sale, please refer to Note 26 “Non-Current Assets and Disposal Groups Held for Sale”.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2017
Deposits [Abstract]
Disclosure of Deposits [text block]	Deposits in € m. Dec 31, 2017 Dec 31, 2016 Noninterest-bearing demand deposits 226,339 200,122 Interest-bearing deposits Demand deposits 133,280 129,654 Time deposits 133,952 130,299 Savings deposits 87,241 90,129 Total interest-bearing deposits 354,473 350,082 Total deposits 580,812 550,204

Provisions

Provisions	12 Months Ended
	Dec. 31, 2017
Provisions [Abstract]
Disclosure of provisions [text block]	Provisions Movements by Class of Provisions in € m. Home Savings Business Operational Risk Civil Litigations Regulatory Enforcement Re- structuring Mortgage Repurchase Demands Other Total 1 Balance as of January 1, 2016 1,132 315 1,418 4,048 656 409 922 8,900 Changes in the group of consolidated 0 (0 ) 0 0 (8 ) 0 (66 ) (74 ) New provisions 213 123 1,192 1,616 535 25 582 4,286 Amounts used 213 23 403 82 333 273 545 1,872 Unused amounts reversed 37 93 278 34 110 10 131 693 Effects from exchange rate fluctuations/ (36 ) 0 12 84 4 13 5 82 Transfers 0 (13 ) 72 (24 ) (1 ) 0 (31 ) 3 Balance as of December 31, 2016 1,059 309 2,014 5,607 741 164 735 10,629 Changes in the group of consolidated 0 0 (5 ) (0 ) (1 ) 0 5 (1 ) New provisions 194 84 745 306 601 0 847 2,778 Amounts used 169 53 1,611 3,576 458 71 688 6,626 Unused amounts reversed 16 49 134 711 182 0 118 1,210 Effects from exchange rate fluctuations/ 28 (15 ) (86 ) (575 ) (4 ) (20 ) (18 ) (690 ) Transfers 14 (2 ) 193 (153 ) (0 ) 0 3 56 Balance as of December 31, 2017 1,110 275 1,115 897 696 73 766 4,934 1 For the remaining portion of provisions as disclosed on the consolidated balance sheet, please see Note 20 “Allowance for Credit Losses”, in which allowances for credit related off-balance sheet positions are disclosed. Classes of Provisions Home Savings provisions arise out of the home savings business of Deutsche Postbank Group and Deutsche Bank Bauspar-Aktiengesellschaft. In home savings, a customer enters into a building loan agreement, whereby the customer becomes entitled to borrow on a building loan once the customer has on deposit with the lending bank a targeted amount of money. In connection with the building loan agreement, arrangement fees are charged and interest is paid on deposited amounts at a rate that is typically lower than that paid on other bank deposits. In the event the customer determines not to make the borrowing, the customer becomes entitled to a retroactive interest bonus, reflecting the difference between the low contract savings interest rate and a fixed interest rate, currently substantially above market rate. The home savings provision relates to the potential interest bonus and arrangement fee reimbursement liability. The model for the calculation of the potential interest bonus liability includes parameters for the percentage of customer base impacted, applicable bonus rate, customer status and timing of payment. Other factors impacting the provision are available statistical data relating to customer behavior and the general environment likely to affect the business in the future. Operational provisions arise out of operational risk and exclude civil litigation and regulatory enforcement provisions, which are presented as separate classes of provisions. Operational risk is the risk of loss resulting from inadequate or failed internal processes, people and systems, or from external events. The definition used for the purposes of determining operational provisions differs from the risk management definition, as it excludes risk of loss resulting from civil litigation and regulatory enforcement matters. For risk management purposes, operational risk includes legal risk, as payments to customers, counterparties and regulatory bodies in civil litigations or regulatory enforcement matters constitute loss events for operational shortcomings, but excludes business and reputational risk. Civil Litigation provisions arise out of current or potential claims or proceedings alleging non-compliance with contractual or other legal or regulatory responsibilities, which have resulted or may result in demands from customers, counterparties or other parties in civil litigations. Regulatory Enforcement provisions arise out of current or potential claims or proceedings alleging non-compliance with legal or regulatory responsibilities, which have resulted or may result in an assessment of fines or penalties by governmental regulatory agencies, self-regulatory organizations or other enforcement authorities. Restructuring provisions arise out of restructuring activities. The Group aims to enhance its long-term competitiveness through major reductions in costs, duplication and complexity in the years ahead. For details see Note 10 “Restructuring”. Mortgage Repurchase Demands provisions arise out of Deutsche Bank’s U.S. residential mortgage loan business. From 2005 through 2008, as part of Deutsche Bank’s U.S. residential mortgage loan business, Deutsche Bank sold approximately U.S.$ 84 billion of private label securities and U.S.$ 71 billion of loans through whole loan sales. Deutsche Bank has been presented with demands to repurchase loans from purchasers, investors and financial insurers based on alleged material breaches of representations and warranties or to indemnify such persons with respect to losses allegedly caused thereby. Deutsche Bank’s general practice is to process valid repurchase demands that are presented in compliance with contractual rights. As of December 31, 2017, Deutsche Bank has approximately U.S.$ 485 million of mortgage repurchase demands outstanding and not subject to agreements to rescind (based on original principal balance of the loans). These demands consist primarily of demands made in respect of private label securitizations by the trustees or servicers thereof. Against these outstanding demands, Deutsche Bank recorded provisions of U.S.$ 88 million (€ 73 million) as of December 31, 2017. Deutsche Bank is the beneficiary of indemnity agreements from the originators or sellers of certain of the mortgage loans subject to these demands, with respect to which Deutsche Bank has recognized receivables of U.S.$ 64 million (€ 53 million) as of December 31, 2017. The net provisions against these demands following deduction of such receivables were U.S.$ 24 million (€ 20 million) as of December 31, 2017. As of December 31, 2017, Deutsche Bank has completed repurchases, obtained agreements to rescind, settled or rejected as untimely claims on loans with an original principal balance of approximately U.S.$ 9.2 billion. In connection with those repurchases, agreements and settlements, Deutsche Bank has obtained releases for potential claims on approximately U.S.$ 98.4 billion of loans sold by Deutsche Bank as described above. Additional mortgage repurchase demands may be made in respect of mortgage loans that Deutsche Bank has sold, but Deutsche Bank cannot reliably estimate their timing or amount. On June 11, 2015, the New York State Court of Appeals issued a ruling affirming dismissal of mortgage repurchase claims asserted in litigation relating to a residential mortgage-backed security issued by Deutsche Bank on the grounds that the action was not timely commenced. The court held that the repurchase claims, which alleged breaches of contractual representations and warranties pertaining to the loans at issue, accrued as of the closing date of the securitization and, thus, were time-barred under New York’s six-year statute of limitations. This and related decisions could impact the extent to which future repurchase demands are made to Deutsche Bank and the likelihood of success of any such claims. Deutsche Bank did not act as servicer for the loans sold to third parties as whole loans (which constitute almost half of all U.S. residential mortgage loans sold from 2005 through 2008) and, once sold, Deutsche Bank ceased to have access to information about their performance. While loan performance is publicly available on the mortgage loans that Deutsche Bank securitized, no direct correlation has been observed between their performance and repurchase demands received. Demands have been received on loans that have defaulted, as well as loans that are current and loans that have been repaid in full. Other provisions include several specific items arising from a variety of different circumstances, including the provision for the reimbursement of loan processing fees, deferred sales commissions and provisions for bank levies. Provisions and Contingent Liabilities The Group recognizes a provision for potential loss only when there is a present obligation arising from a past event that is probable to result in an economic outflow that can be reliably estimated. Where a reliable estimate cannot be made for such an obligation, no provision is recognized and the obligation is deemed a contingent liability. Contingent liabilities also include possible obligations for which the possibility of future economic outflow is more than remote but less than probable. Where a provision has been taken for a particular claim, no contingent liability is recorded; for matters or sets of matters consisting of more than one claim, however, provisions may be recorded for some claims, and contingent liabilities (or neither a provision nor a contingent liability) may be recorded for others. The Group operates in a legal and regulatory environment that exposes it to significant litigation risks. As a result, the Group is involved in litigation, arbitration and regulatory proceedings and investigations in Germany and in a number of jurisdictions outside Germany, including the United States. In recent years , regulation and supervision in a number of areas have increased, and regulators, governmental bodies and others have sought to subject financial services providers to increasing oversight and scrutiny, which in turn has led to additional regulatory investigations and enforcement actions which are often followed by civil litigation. This trend has accelerated markedly as a result of the global financial crisis. In determining for which of the claims the possibility of a loss is probable, or less than probable but more than remote, and then estimating the possible loss for those claims, the Group takes into consideration a number of factors, including but not limited to the nature of the claim and its underlying facts, the procedural posture and litigation history of each case, rulings by the courts or tribunals, the Group’s experience and the experience of others in similar cases (to the extent this is known to the Group), prior settlement discussions, settlements by others in similar cases (to the extent this is known to the Group), available indemnities and the opinions and views of legal counsel and other experts. The provisions the Group has recognized for civil litigation and regulatory enforcement matters as of December 31, 2017 and December 31, 2016 are set forth in the table above. For some matters for which the Group believes an outflow of funds is probable, no provisions were recognized as the Group could not reliably estimate the amount of the potential outflow. For the matters for which a reliable estimate can be made, the Group currently estimates that, as of December 31, 2017, the aggregate future loss of which the possibility is more than remote but less than probable is approximately € 2.4 billion for civil litigation matters (December 31, 2016: € 1.5 billion) and € 0.3 billion for regulatory enforcement matters (December 31, 2016: € 0.8 billion). These figures include matters where the Group’s potential liability is joint and several and where the Group expects any such liability to be paid by a third party. For other significant civil litigation and regulatory enforcement matters, 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, and accordingly such matters are not included in the contingent liability estimates. For still other significant civil litigation and regulatory enforcement matters, the Group believes the possibility of an outflow of funds is remote and therefore has neither recognized a provision nor included them in the contingent liability estimates. This estimated possible loss, as well as any provisions taken, is based upon currently available information and is subject to significant judgment and a variety of assumptions, variables and known and unknown uncertainties. These uncertainties may include inaccuracies in or incompleteness of the information available to the Group, particularly at the preliminary stages of matters, and assumptions by the Group as to future rulings of courts or other tribunals or the likely actions or positions taken by regulators or adversaries may prove incorrect. Moreover, estimates of possible loss for these matters are often not amenable to the use of statistical or other quantitative analytical tools frequently used in making judgments and estimates, and are subject to even greater degrees of uncertainty than in many other areas where the Group must exercise judgment and make estimates. The estimated possible loss, as well as any provisions taken, can be and often are substantially less than the amount initially requested by regulators or adversaries or the maximum potential loss that could be incurred were the matters to result in a final adjudication adverse to the Group. Moreover, in several regions in which the Group operates, an adversary often is not required to set forth the amount it is seeking, and where it is, the amount may not be subject to the same requirements that generally apply to pleading factual allegations or legal claims. The matters for which the Group determines that the possibility of a future loss is more than remote will change from time to time, as will the matters as to which a reliable estimate can be made and the estimated possible loss for such matters. Actual results may prove to be significantly higher or lower than the estimate of possible loss in those matters where such an estimate was made. In addition, loss may be incurred in matters with respect to which the Group believed the likelihood of loss was remote. In particular, the estimated aggregate possible loss does not represent the Group’s potential maximum loss exposure for those matters. The Group may settle litigation or regulatory proceedings or investigations prior to a final judgment or determination of liability. It may do so to avoid the cost, management efforts or negative business, regulatory or reputational consequences of continuing to contest liability, even when the Group believes it has valid defenses to liability. It may also do so when the potential consequences of failing to prevail would be disproportionate to the costs of settlement. Furthermore, the Group may, for similar reasons, reimburse counterparties for their losses even in situations where it does not believe that it is legally compelled to do so. Current Individual Proceedings Set forth below are descriptions of civil litigation and regulatory enforcement matters or groups of matters for which the Group has taken material provisions, or for which there are material contingent liabilities that are more than remote, or for which there is the possibility of material business or reputational risk; similar matters are grouped together and some matters consist of a number of proceedings or claims. 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. Esch Funds Litigation. Sal. Oppenheim jr. & Cie. AG & Co. KGaA (“Sal. Oppenheim”) was prior to its acquisition by Deutsche Bank in 2010 involved in the marketing and financing of participations in closed end real estate funds. These funds were structured as Civil Law Partnerships under German law. Usually, Josef Esch Fonds-Projekt GmbH performed the planning and project development. Sal. Oppenheim held an indirect interest in this company via a joint-venture. In relation to this business a number of civil claims have been filed against Sal. Oppenheim. Some but not all of these claims are also directed against former managing partners of Sal. Oppenheim and other individuals. The claims brought against Sal. Oppenheim relate to investments of originally approximately € 1.1 billion. After certain claims have either been dismissed or settled, claims relating to investments of originally approximately € 140 million are still pending. Currently, the aggregate amounts claimed in the pending proceedings are approximately € 190 million. The investors are seeking to unwind their fund participation and to be indemnified against potential losses and debt related to the investment. The claims are based in part on an alleged failure of Sal. Oppenheim to provide adequate information on related risks and other material aspects important for the investors’ investment decision. Based on the facts of the individual cases, some courts have decided in favor and some against Sal. Oppenheim. Appeals are pending. The Group has recorded provisions and contingent liabilities with respect to these cases but has not disclosed the amounts thereof because it has concluded that such disclosure can be expected to prejudice seriously their outcome. FX Investigations and Litigations. Deutsche Bank has received requests for information from certain regulatory and law enforcement agencies globally who investigated trading in, and various other aspects of, the foreign exchange market. Deutsche Bank cooperated with these investigations. Relatedly, Deutsche Bank has conducted its own internal global review of foreign exchange trading and other aspects of its foreign exchange business. On October 19, 2016, the U.S. Commodity Futures Trading Commission (CFTC), Division of Enforcement issued a letter (“CFTC Letter”) notifying Deutsche Bank that the CFTC “is not taking any further action at this time and has closed the foreign exchange investigation of Deutsche Bank.” As is customary, the CFTC Letter states that the CFTC “maintains the discretion to decide to reopen the investigation at any time in the future.” The CFTC Letter has no binding impact on other regulatory and law enforcement agency investigations regarding Deutsche Bank’s foreign exchange trading and practices, which remain pending. On December 7, 2016, it was announced that Deutsche Bank reached an agreement with CADE, the Brazilian antitrust enforcement agency, to settle an investigation into conduct by a former Brazil-based Deutsche Bank trader. As part of that settlement, Deutsche Bank paid a fine of BRL 51 million and agreed to continue to comply with the CADE’s administrative process until it is concluded. This resolves CADE’s administrative process as it relates to Deutsche Bank, subject to Deutsche Bank’s continued compliance with the settlement terms. On February 13, 2017, the U.S. Department of Justice (DOJ), Criminal Division, Fraud Section, issued a letter (“DOJ Letter”) notifying Deutsche Bank that the DOJ has closed its criminal inquiry “concerning possible violations of federal criminal law in connection with the foreign exchange markets.” As is customary, the DOJ Letter states that the DOJ may reopen its inquiry if it obtains additional information or evidence regarding the inquiry. The DOJ Letter has no binding impact on other regulatory and law enforcement agency investigations regarding Deutsche Bank’s foreign exchange trading and practices, which remain pending. On April 20, 2017, it was announced that Deutsche Bank AG, DB USA Corporation and Deutsche Bank AG New York Branch reached an agreement with the Board of Governors of the Federal Reserve System to settle an investigation into Deutsche Bank’s foreign exchange trading and practices. Under the terms of the settlement, Deutsche Bank entered into a cease-and-desist order, and agreed to pay a civil monetary penalty of U.S.$ 137 million. In addition, the Federal Reserve ordered Deutsche Bank to “continue to implement additional improvements in its oversight, internal controls, compliance, risk management and audit programs” for its foreign exchange business and other similar products, and to periodically report to the Federal Reserve on its progress. Investigations conducted by certain other regulatory agencies are ongoing, and Deutsche Bank has cooperated with these investigations. Additionally, there are currently four U.S. putative class actions pending against Deutsche Bank. The first pending action is a consolidated action brought on behalf of a putative class of over-the-counter traders and a putative class of central-exchange traders, who are domiciled in or traded in the United States or its territories, and alleges illegal agreements to restrain competition with respect to and to manipulate both benchmark rates and spot rates, particularly the spreads quoted on those spot rates; the complaint further alleges that those supposed conspiracies, in turn, resulted in artificial prices on centralized exchanges for foreign exchange futures and options. On September 29, 2017, plaintiffs filed a motion seeking preliminary approval of a settlement with Deutsche Bank in the amount of U.S.$190 million, which the court preliminarily approved on the same day. A final fairness hearing for all settlements in this action, including Deutsche Bank’s, is currently scheduled for May 23, 2018. A second action tracks the allegations in the consolidated action and asserts that such purported conduct gave rise to, and resulted in a breach of, defendants’ fiduciary duties under the U.S. Employment Retirement Income Security Act of 1974. On August 24, 2016, the court granted defendants’ motion to dismiss. Plaintiffs in that action have filed a notice of appeal in the U.S. Court of Appeals for the Second Circuit, which is pending. The third putative class action was filed in the same court on December 21, 2015, by Axiom Investment Advisors, LLC alleging that Deutsche Bank rejected FX orders placed over electronic trading platforms through the application of a function referred to as “Last Look” and that these orders were later filled at prices less favorable to putative class members. Plaintiffs have asserted claims for breach of contract, quasi-contractual claims, and claims under New York statutory law. On February 13, 2017, Deutsche Bank’s motion to dismiss was granted in part and denied in part. Plaintiffs filed a motion for class certification on January 15, 2018, which Deutsche Bank will oppose. This matter remains pending. The fourth putative class action (the “Indirect Purchasers” action), which was filed on September 26, 2016, amended on March 24, 2017, and later consolidated with a similar action that was filed on April 28, 2017, tracks the allegations in the consolidated action and asserts that such purported conduct injured “indirect purchasers” of FX instruments. These claims are brought pursuant to the Sherman Act and various states’ consumer protection statutes. Deutsche Bank’s motion to dismiss this action is pending. Discovery has not yet commenced in the Indirect Purchasers action. Deutsche Bank also has been named as a defendant in two Canadian class proceedings brought in the provinces of Ontario and Quebec. Filed on September 10, 2015, these class actions assert factual allegations similar to those made in the consolidated action in the United States and seek damages pursuant to the Canadian Competition Act as well as other causes of action. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. Interbank Offered Rates Matters. Regulatory and Law Enforcement Matters. Deutsche Bank has received requests for information from various regulatory and law enforcement agencies, in connection with industry-wide investigations concerning the setting of the London Interbank Offered Rate (LIBOR), Euro Interbank Offered Rate (EURIBOR), Tokyo Interbank Offered Rate (TIBOR) and other interbank offered rates. Deutsche Bank is cooperating with these investigations. As previously reported, Deutsche Bank reached a settlement with the European Commission on December 4, 2013 as part of a collective settlement to resolve the European Commission’s investigations in relation to anticompetitive conduct in the trading of Euro interest rate derivatives and Yen interest rate derivatives. Under the terms of the settlement agreement, Deutsche Bank agreed to pay € 725 million in total. This fine has been paid in full and does not form part of the Bank’s provisions. Also as previously reported, on April 23, 2015, Deutsche Bank entered into separate settlements with the DOJ, the CFTC, the UK Financial Conduct Authority (FCA), and the New York State Department of Financial Services (DFS) to resolve investigations into misconduct concerning the setting of LIBOR, EURIBOR, and TIBOR. Under the terms of these agreements, Deutsche Bank agreed to pay penalties of U.S.$ 2.175 billion to the DOJ, CFTC and DFS and GBP 226.8 million to the FCA. As part of the resolution with the DOJ, DB Group Services (UK) Ltd. (an indirectly-held, wholly-owned subsidiary of Deutsche Bank) pled guilty to one count of wire fraud in the U.S. District Court for the District of Connecticut and Deutsche Bank entered into a Deferred Prosecution Agreement with a three year term pursuant to which it agreed (among other things) to the filing of an Information in the U.S. District Court for the District of Connecticut charging Deutsche Bank with one count of wire fraud and one count of price fixing in violation of the Sherman Act. The fines referred to above, which include a U.S.$ 150 million fine paid in April 2017 following the March 28, 2017 sentencing of DB Group Services (UK) Ltd., have been paid in full and do not form part of the Bank’s provisions. On November 29, 2016, the U.S. Securities and Exchange Commission staff informed Deutsche Bank that it has concluded its IBOR investigation and that it does not intend to recommend an enforcement action by the Commission. On December 21, 2016, the Swiss Competition Commission, WEKO, formally announced its IBOR-related settlement decisions addressing various banks, including Deutsche Bank AG, relating to EURIBOR and Yen LIBOR. On March 20, 2017, Deutsche Bank paid a fine of CHF 5.0 million with respect to Yen LIBOR and approximately CHF 0.4 million for WEKO’s fees. Deutsche Bank received full immunity from fines for EURIBOR in return for being the first party to notify such conduct to WEKO. The settlement amount was already fully reflected in the existing litigation provisions. On October 25, 2017, Deutsche Bank entered into a settlement with a working group of U.S. state attorneys general resolving their interbank offered rate investigation. Among other conditions, Deutsche Bank agreed to make a settlement payment of U.S.$ 220 million. The settlement amount has been paid in full and does not form part of the Bank’s provisions. Other investigations of Deutsche Bank concerning the setting of various interbank offered rates remain ongoing, and Deutsche Bank remains exposed to further action. The Group has not disclosed whether it has established a provision or contingent liability with respect to the remaining investigations because it has concluded that such disclosure can be expected to prejudice seriously their outcome. Overview of Civil Litigations. Deutsche Bank is party to 43 U.S. civil actions concerning alleged manipulation relating to the setting of various Interbank Offered Rates which are described in the following paragraphs, as well as one action pending in the UK. Most of the civil actions, including putative class actions, are pending in the U.S. District Court for the Southern District of New York (SDNY), against Deutsche Bank and numerous other defendants. All but four of the U.S. civil actions were filed on behalf of parties who allege losses as a result of manipulation relating to the setting of U.S. dollar LIBOR. The four civil actions pending against Deutsche Bank that do not relate to U.S. dollar LIBOR are also pending in the SDNY, and include one action concerning EURIBOR, one consolidated action concerning Pound Sterling (GBP) LIBOR, one action concerning Swiss franc (CHF) LIBOR, and one action concerning two Singapore Dollar (SGD) benchmark rates, the Singapore Interbank Offered Rate (SIBOR) and the Swap Offer Rate (SOR). Claims for damages for all 43 of the U.S. civil actions discussed have been asserted under various legal theories, including violations of the U.S. Commodity Exchange Act, federal and state antitrust laws, the U.S. Racketeer Influenced and Corrupt Organizations Act, and other federal and state laws. In all but five cases, the amount of damages has not been formally articulated by the plaintiffs. The five cases that allege a specific amount of damages are individual actions consolidated in the U.S. dollar LIBOR multidistrict litigation and seek a minimum of more than U.S.$ 1.25 billion in damages in the aggregate from all defendants including Deutsche Bank. The Group has not disclosed whether it has established a provision or contingent liability with respect to these matters because it has concluded that such disclosure can be expected to prejudice seriously their outcome. U.S. dollar LIBOR. With one exception, all of the U.S. civil actions concerning U.S. dollar LIBOR are being coordinated as part of a multidistrict litigation (the “U.S. dollar LIBOR MDL”) in the SDNY. In light of the large number of individual cases pending against Deutsche Bank and their similarity, the civil actions included in the U.S. dollar LIBOR MDL are now subsumed under the following general description of the litigation pertaining to all such actions, without disclosure of individual actions except when the circumstances or the resolution of an individual case is material to Deutsche Bank. Following a series of decisions in the U.S. dollar LIBOR MDL between March 2013 and December 2016 narrowing their claims, plaintiffs are currently asserting antitrust claims, claims under the U.S. Commodity Exchange Act and state law fraud, contract, unjust enrichment and other tort claims. The court has also issued decisions dismissing certain plaintiffs’ claims for lack of personal jurisdiction and on statute of limitations grounds. On December 20, 2016, the district court issued a ruling dismissing certain antitrust claims while allowing others to proceed. Multiple plaintiffs have filed appeals of the district court’s December 20, 2016 ruling to the U.S. Court of Appeals for the Second Circuit, and those appeals are proceeding in parallel with the ongoing proceedings in the district court. On November 13, 2017, plaintiffs filed their opening briefs. Discovery is underway in several of the cases. Motions for class certification were fully briefed on November 10, 2017, and the court heard oral argument on January 18, 2018. On February 28, 2018, the court issued its decision on plaintiffs’ motions for class certification. The court denied motions to certify (i) a class of purchasers of Eurodollar futures and options traded on the Chicago Mercantile Exchange ( Metzler Investment GmbH v. Credit Suisse Group AG ) and (ii) a class of lending institutions that originated, held, purchased, or sold loans tied to U.S. dollar LIBOR ( Berkshire Bank v. Bank of America Corp. ). The court granted a motion to certify a class of plaintiffs that transacted in U.S. dollar LIBOR-linked financial instruments purchased over the counter directly from LIBOR panel banks with respect to those plaintiffs’ remaining antitrust claims against two domestic-bank defendants ( Mayor & City Council of Baltimore v. Credit Suisse AG ) , but denied a motion to certify a class with respect to those same plaintiffs’ state-law contract and unjust enrichment claims. On July 13, 2017, Deutsche Bank executed a settlement agreement in the amount of U.S.$ 80 million with plaintiffs to resolve a putative class action pending as part of the U.S. dollar LIBOR MDL asserting claims based on alleged transactions in Eurodollar futures and options traded on the Chicago Mercantile Exchange ( Metzler Investment GmbH v. Credit Suisse Group AG ). The settlement agreement was submitted to the court for preliminary approval on October 11, 2017. The settlement amount is already fully reflected in existing litigation provisions and no additional provisions have been taken for this settlement. The settlement agreement is subject to further review and approval by the court. On February 6, 2018, Deutsche Bank executed a settlement agreement in the amount of U.S.$ 240 million with plaintiffs to resolve a putative class action pending as part of the U.S. dollar LIBOR MDL asserting claims based on alleged transactions in U.S. dollar LIBOR-linked financial instruments purchased over the counter directly from LIBOR panel banks ( Mayor & Ci

Credit related Commitments and

Credit related Commitments and Contingent Liabilities	12 Months Ended
	Dec. 31, 2017
Credit related Commitments and Contingent Liabilities [Abstract]
Disclosure of commitments and contingent liabilities [text block]	Credit related Commitments and Contingent Liabilities Irrevocable lending commitments and lending related contingent liabilities In the normal course of business the Group regularly enters into irrevocable lending commitments, including fronting commitments as well as contingent liabilities consisting of financial and performance guarantees, standby letters of credit and indemnity agreements on behalf of its customers. Under these contracts the Group is required to perform under an obligation agreement or to make payments to the beneficiary based on third party’s failure to meet its obligations. For these instruments it is not known to the Group in detail if, when and to what extent claims will be made. In the event that the Group has to pay out cash in respect of its fronting commitments, the Group would immediately seek reimbursement from the other syndicate lenders. The Group considers all the above instruments in monitoring the credit exposure and may require collateral to mitigate inherent credit risk. If the credit risk monitoring provides sufficient perception about a loss from an expected claim, a provision is established and recorded on the balance sheet. The following table shows the Group’s irrevocable lending commitments and lending related contingent liabilities without considering collateral or provisions. It shows the maximum potential utilization of the Group in case all these liabilities entered into must be fulfilled. The table therefore does not show the expected future cash flows from these liabilities as many of them will expire without being drawn and arising claims will be honored by the customers or can be recovered from proceeds of arranged collateral. Irrevocable lending commitments and lending related contingent liabilities in € m. Dec 31, 2017 Dec 31, 2016 Irrevocable lending commitments 158,253 166,063 Contingent liabilities 48,212 52,341 Total 206,464 218,404 Government Assistance In the course of its business, the Group regularly applies for and receives government support by means of Export Credit Agency (“ECA”) guarantees covering transfer and default risks for the financing of exports and investments into Emerging Markets and to a lesser extent, developed markets for Structured Trade & Export Finance and short- and medium-term Trade Finance business. Almost all export-oriented states have established such ECAs to support their domestic exporters. The ECAs act in the name and on behalf of the government of their respective country and are either constituted directly as governmental departments or organized as private companies vested with the official mandate of the government to act on its behalf. Terms and conditions of such ECA guarantees are broadly similar due to the fact that most of the ECAs act within the scope of the Organization for Economic Cooperation and Development (“OECD”) consensus rules. The OECD consensus rules, an intergovernmental agreement of the OECD member states, define benchmarks intended to ensure that a fair competition between different exporting nations will take place. In some countries dedicated funding programs with governmental support are offered for ECA-covered financings. The Group makes use of such programs to assist its clients in the financing of exported goods and services. In certain financings, the Group also receives government guarantees from national and international governmental institutions as collateral to support financings in the interest of the respective governments. The majority of such ECA guarantees received by the Group were issued either by the Euler-Hermes Kreditversicherungs-AG acting on behalf of the Federal Republic of Germany, by the Korean Export Credit Agencies (Korea Trade Insurance Corporation and The Export-Import Bank of Korea) acting on behalf of the Republic of Korea or by Chinese Export Credit Agency (China Export & Insurance Corporation (Sinosure)) acting on behalf of the People’s Republic of China. Irrevocable payment commitments with regard to levies Irrevocable payment commitments related to bank levy according to Bank Recovery and Resolution Directive (BRRD), the Single Resolution Fund (SRF) and the German statutory deposit protection amounted to € 412.3 million as of December 31, 2017, and to € 280.4 million as of December 31, 2016.

Other Short-Term Borrowings

Other Short-Term Borrowings	12 Months Ended
	Dec. 31, 2017
Other Short-Term Borrowings [Abstract]
Disclosure of Other Short-Term Borrowings [text block]	Other Short-Term Borrowings in € m. Dec 31, 2017 Dec 31, 2016 Other short-term borrowings: Commercial paper 5,274 3,219 Other 13,137 14,076 Total other short-term borrowings 18,411 17,295

Long-Term Debt and Trust Prefer

Long-Term Debt and Trust Preferred Securities	12 Months Ended
	Dec. 31, 2017
Long-Term Debt and Trust Preferred Securities [Abstract]
Disclosure of Long-Term Debt and Trust Preferred Securities [text block]	Long-Term Debt and Trust Preferred Securities Long-Term Debt by Earliest Contractual Maturity in € m. Due in 2018 Due in 2019 Due in 2020 Due in 2021 Due in 2022 Due after 2022 Total Dec 31, 2017 Total Dec 31, 2016 Senior debt: Bonds and notes: Fixed rate 12,259 10,843 9,691 12,939 10,045 20,509 76,285 84,924 Floating rate 5,321 8,549 4,156 4,282 4,433 6,469 33,210 37,082 Subordinated debt: Bonds and notes: Fixed rate 257 28 1,096 0 0 4,112 5,493 4,882 Floating rate 277 20 0 0 0 1,441 1,738 1,906 Other 28,289 1,778 1,836 738 706 9,641 42,988 43,523 Total long-term debt 46,403 21,218 16,779 17,958 15,185 42,172 159,715 172,316 The Group did not have any defaults of principal, interest or other breaches with respect to its liabilities in 2017 and 2016. Trust Preferred Securities 1 in € m. Dec 31, 2017 Dec 31, 2016 Fixed rate 4,462 5,302 Floating rate 1,030 1,071 Total trust preferred securities 5,491 6,373 1 Perpetual instruments, redeemable at specific future dates at the Group’s option .

Maturity Analysis of the earlie

Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities	12 Months Ended
	Dec. 31, 2017
Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [Abstract]
Disclosure of maturity analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [text block]	Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities Dec 31, 2017 in € m. On demand Due within 3 months Due between 3 and 12 months Due between 1 and 5 years Due after 5 years Noninterest bearing deposits 226,339 0 0 0 0 Interest bearing deposits 133,378 146,145 45,633 18,699 12,166 Trading liabilities 1 71,457 0 0 0 0 Negative market values from derivative financial 1 342,726 0 0 0 0 Financial liabilities designated at fair value 29,207 29,360 4,847 2,599 5,951 Investment contract liabilities 2 0 0 574 0 0 Negative market values from derivative financial 3 0 69 336 672 218 Central bank funds purchased 174 83 0 0 0 Securities sold under repurchase agreements 14,152 2,525 1,348 491 23 Securities loaned 6,684 3 0 0 1 Other short-term borrowings 11,859 2,326 3,600 0 0 Long-term debt 4 7,409 41,820 78,063 41,926 Trust preferred securities 0 1,710 3,328 688 0 Other financial liabilities 112,961 3,483 554 373 4 Off-balance sheet loan commitments 153,700 0 0 0 0 Financial guarantees 19,883 0 0 0 0 Total 4 1,122,525 193,113 102,040 101,585 60,287 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. See Note 42 “Insurance and Investment Contracts” for more detail on these contracts. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote. Dec 31, 2016 in € m. On demand Due within 3 months Due between 3 and 12 months Due between 1 and 5 years Due after 5 years Noninterest bearing deposits 200,122 0 0 0 0 Interest bearing deposits 129,704 147,531 46,176 17,027 11,247 Trading liabilities 1 57,029 0 0 0 0 Negative market values from derivative financial 1 463,858 0 0 0 0 Financial liabilities designated at fair value 18,949 38,641 4,343 2,676 6,460 Investment contract liabilities 2 0 0 592 0 0 Negative market values from derivative financial 3 0 573 737 2,427 856 Central bank funds purchased 353 0 0 0 0 Securities sold under repurchase agreements 19,980 2,401 2,386 715 0 Securities loaned 4,168 11 0 0 0 Other short-term borrowings 13,322 1,995 1,802 0 0 Long-term debt 6 7,462 24,440 118,607 46,812 Trust preferred securities 0 78 2,539 4,361 0 Other financial liabilities 128,400 2,642 583 407 3,246 Off-balance sheet loan commitments 160,099 0 0 0 0 Financial guarantees 20,966 0 0 0 0 Total 4 1,216,955 201,334 83,599 146,219 68,621 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. . 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. See Note 42 “Insurance and Investment Contracts” for more detail on these contracts. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote.

Common Shares

Common Shares	12 Months Ended
	Dec. 31, 2017
Common Shares [Abstract]
Common shares [text block]	Common Shares Common Shares Deutsche Bank’s share capital consists of common shares issued in registered form without par value. Under German law, each share represents an equal stake in the subscribed capital. Therefore, each share has a nominal value of € 2.56, derived by dividing the total amount of share capital by the number of shares. Number of shares Issued and fully paid Treasury shares Outstanding Common shares, January 1, 2016 1,379,273,131 (374,864 ) 1,378,898,267 Shares issued under share-based compensation plans 0 0 0 Capital increase 0 0 0 Shares purchased for treasury 0 (355,069,462 ) (355,069,462 ) Shares sold or distributed from treasury 0 355,240,884 355,240,884 Common shares, December 31, 2016 1,379,273,131 (203,442 ) 1,379,069,689 Shares issued under share-based compensation plans 0 0 0 Capital increase 687,500,000 0 687,500,000 Shares purchased for treasury 0 (490,690,358 ) (490,690,358 ) Shares sold or distributed from treasury 0 490,522,710 490,522,710 Common shares, December 31, 2017 2,066,773,131 (371,090 ) 2,066,402,041 There are no issued ordinary shares that have not been fully paid. Shares purchased for treasury mainly consist of shares purchased with the intention of being resold in the short-term as well as held by the Group for a period of time. In addition, the Group has bought back shares for equity compensation purposes. All such transactions were recorded in shareholders’ equity and no revenues and expenses were recorded in connection with these activities. Treasury stock held as of year-end will mainly be used for future share-based compensa-tion. On April 7, 2017, Deutsche Bank AG completed a capital increase from authorized capital against cash contributions through a public offering with subscription rights. In total, 687.5 million new common shares were issued, resulting in total proceeds of € 8.0 billion. The new shares were issued with the same dividend rights as the existing shares. 98.92 % of the subscription rights were exercised and thus 680.1 million new shares were issued at the subscription price of € 11.65 per share. The remaining 7.4 million new shares were sold in the market at an average price of € 15.50 per share. The transaction costs related to the capital increase that were directly recorded in equity amounted to € 0.1 billion after tax. Authorized Capital The Management Board is authorized to increase the share capital by issuing new shares for cash consideration. As of December 31, 2017, Deutsche Bank AG had authorized but unissued capital of € 2,560,000,000 which may be issued in whole or in part until April 30, 2022. Further details are governed by Section 4 of the Articles of Association. Authorized capital Consideration Pre-emptive rights Expiration date € 512,000,000 Cash May be excluded pursuant to Section 186 (3) sentence 4 of the Stock Corporation Act and may be excluded insofar as it is necessary to grant pre-emptive rights to the holders of option rights, convertible bonds and convertible participatory rights April 30, 2022 € 2,048,000,000 Cash May be excluded insofar as it is necessary to grant pre-emptive rights to the holders of option rights, convertible bonds and convertible participatory rights. April 30, 2022 Conditional Capital The Management Board is authorized to issue once or more than once, participatory notes that are linked with conversion rights or option rights and/or convertible bonds and/or bonds with warrants. The participatory notes, convertible bonds or bonds with warrants may also be issued by affiliated companies of Deutsche Bank AG. For this purpose share capital was increased conditionally upon exercise of these conversion and/or exchange rights or upon mandatory conversion. Conditional capital Purpose of conditional capital Expiration date € 512,000,000 May be used if holders of conversion or option rights that are linked with participatory notes or convertible bonds or bonds with warrants make use of their conversion or option rights or holders with conversion obligations of convertible participatory notes or convertible bonds fulfill their obligation to convert. April 30, 2022 € 51,200,000 May be used to fulfill options that are awarded on or before the expiration date and will only be used to the extent that holders of issued options make use of their right to receive shares and shares are not delivered out of treasury shares April 30, 2022 Dividends The following table presents the amount of dividends proposed or declared for the years ended December 31, 2017, 2016 and 2015, respectively. 2017 (proposed) 1 2016 2 2015 2 Cash dividends declared (in € m.) 227,000,000 227,000,000 165,000,000 Cash dividends declared per common share (in €) 0.11 0.11 0.08 1 Cash dividend for 2017 is based on the number of shares issued as of December 31, 2017. 2 Dividends for 2016 and 2015 were approved by the annual general meeting in 2017 and were paid simultaneously in 2017. No dividends have been declared since the balance sheet date.

Employee Benefits

Employee Benefits	12 Months Ended
	Dec. 31, 2017
Employee Benefits [Abstract]
Disclosure of employee benefits [text block]	Employee Benefits Share-Based Compensation Plans The Group made grants of share-based compensation under the DB Equity Plan. This plan represents a contingent right to receive Deutsche Bank common shares after a specified period of time. The award recipient is not entitled to receive dividends during the vesting period of the award. The share awards granted under the terms and conditions of the DB Equity Plan may be forfeited fully or partly if the recipient voluntarily terminates employment before the end of the relevant vesting period. Vesting usually continues after termination of employment in cases such as redundancy or retirement. In countries where legal or other restrictions hinder the delivery of shares, a cash plan variant of the DB Equity Plan was used for granting awards. The following table sets forth the basic terms of these share plans. Grant year(s) Deutsche Bank Equity Plan Vesting schedule Early retirement provisions Eligibility 2017 Annual Award 1 1/4: 12 months 2 Yes Select employees as 1/4: 24 months 2 annual performance-based 1/4: 36 months 2 compensation 1/4: 48 months 2 Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Leadership Cadre Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 4 No Regulated employees Key Retention Plan (KRP) 5 1/2: 50 months 6 Yes Material Risk Takers (MRTs) 1/2: 62 months 6 Cliff vesting after Yes Non-Material Risk Takers 43 months (non-MRTs) 2016 Annual Award 1/4: 12 months 2 Yes Select employees as 1/4: 24 months 2 annual performance-based 1/4: 36 months 2 compensation 1/4: 48 months 2 Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Leadership Cadre Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 4 No Regulated employees Key Position Award (KPA) 7 Cliff-vesting after 4 years 4 Yes Select employees as annual retention 2015/ Annual Award 1/3: 12 months 2 Yes Select employees as 2014/ 1/3: 24 months 2 annual performance-based 2013 1/3: 36 months 2 compensation Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Management Group Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 8 No Regulated employees 2012 Annual Award 1/3: 12 months 9 Yes Select employees as 1/3: 24 months 9 annual performance-based 1/3: 36 months 9 compensation Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 8 No Regulated employees 1 For employees of certain legal entities, deferred equity is replaced with restricted shares due to local regulatory requirements. 2 For members of the Management Board or of the Senior Leadership Cadre and all other regulated employees a further retention period of six months applies. 3 Early retirement provisions do not apply to members of the Management Board. 4 For all regulated employees share delivery takes place after a further retention period of twelve months. 5 The Key Retention Plan (KRP) is referenced as the “Retention Award Program” in the Bank’s Compensation Report. Equity-based awards granted under this program in January 2017 are subject to an additional share price hurdle, meaning this award proportion only vests in the event that the Bank’s share price reaches a certain share target price prior to vesting. 6 For Material Risk Takers (MRTs) share delivery takes place after a further retention period of twelve months. 7 A predefined proportion of the individual’s KPA is subject to an additional share price hurdle, meaning this award proportion only vests in the event that the Bank’s share price reaches a certain share target price prior to vesting. 8 For members of the Management Board share delivery takes place after a retention period of three years. For all other regulated employees share delivery takes place after a retention period of six months. 9 For members of the Management Board a different schedule applies. For all other regulated employees share delivery takes place after a further retention period of six months. Furthermore, the Group offers a broad-based employee share ownership plan entitled Global Share Purchase Plan (“GSPP”). The GSPP offers employees in specific countries the opportunity to purchase Deutsche Bank shares in monthly installments over one year. At the end of the purchase cycle, the bank matches the acquired stock in a ratio of one to one up to a maximum of ten free shares, provided that the employee remains at Deutsche Bank Group for another year. In total, about 14,500 staff from 20 countries enrolled in the ninth cycle that began in November 2017. The Group has other local share-based compensation plans, none of which, individually or in the aggregate, are material to the consolidated financial statements. The following table shows the outstanding share award units as of the respective dates, which represent a contingent right to receive Deutsche Bank common shares after a specified period of time. It also includes the grants under the cash plan variant of the DB Equity Plan. Share units (in thousands) Weighted-average grant date fair value per unit Balance as of December 31, 2015 53,651 € 28.18 Balance as of December 31, 2016 90,292 € 20.22 Balance as of December 31, 2017 137,541 € 14.78 Share-based payment transactions resulting in a cash payment give rise to a liability, which amounted to approximately € 23 million , € 15 million and € 19 million for the years ended December 31, 2017, 2016 and 2015, respectively. As of December 31, 2017, the grant volume of outstanding share awards was approximately € 1.8 billion . Thereof, € 1.1 billion had been recognized as compensation expense in the reporting year or prior to that. Hence, compensation expense for deferred share-based compensation not yet recognized amounted to € 0.7 billion as of December 31, 2017. In addition to the amounts shown in the table above, approximately 5.7 and 3.7 million shares were issued to plan participants in February and March 2018, resulting from the vesting of DB Equity Plan awards granted in prior years (thereof 0.16 million units for February and 0.04 million units for March 2018 vesting cycles under the cash plan variant of this DB Equity Plan). Post-employment Benefit Plans Nature of Plans The Group sponsors a number of post-employment benefit plans on behalf of its employees, both defined contribution plans and defined benefit plans. The Group’s plans are accounted for based on the nature and substance of the plan. Generally, for defined benefit plans the value of a participant’s accrued benefit is based on each employee’s remuneration and length of service; contributions to defined contribution plans are typically based on a percentage of each employee’s remuneration. The rest of this note focuses predominantly on the Group’s defined benefit plans. The Group’s defined benefit plans are primarily described on a geographical basis, reflecting differences in the nature and risks of benefits, as well as in the respective regulatory environments. In particular, the requirements set by local regulators can vary significantly and determine the design and financing of the benefit plans to a certain extent. Key information is also shown based on participant status, which provides a broad indication of the maturity of the Group’s obligations. Dec 31, 2017 in € m. Germany UK U.S. Other Total Defined benefit obligation related to Active plan participants 4,823 688 363 640 6,514 Participants in deferred status 2,196 2,583 536 93 5,408 Participants in payment status 5,071 905 502 246 6,724 Total defined benefit obligation 12,090 4,176 1,401 979 18,646 Fair value of plan assets 11,003 5,202 1,091 915 18,211 Funding ratio (in %) 91 % 125 % 78 % 93 % 98 % Dec 31, 2016 in € m. Germany UK U.S. Other Total Defined benefit obligation related to Active plan participants 4,884 791 443 741 6,859 Participants in deferred status 2,139 2,559 560 99 5,357 Participants in payment status 4,955 1,146 545 251 6,897 Total defined benefit obligation 11,978 4,496 1,548 1,091 19,113 Fair value of plan assets 10,975 5,352 1,219 973 18,519 Funding ratio (in %) 92 % 119 % 79 % 89 % 97 % The majority of the Group’s defined benefit plan obligations relate to Germany, the United Kingdom and the United States. Within the other countries, the largest obligations relate to Switzerland, Channel Islands and Belgium. In Germany and some continental European countries, post-employment benefits are usually agreed on a collective basis with respective employee works councils or their equivalent. The Group’s main pension plans are governed by boards of trustees, fiduciaries or their equivalent. Post-employment benefits can form an important part of an employee’s total remuneration. The Group’s approach is that their design shall be attractive to employees in the respective market, but sustainable for the Group to provide over the longer term. At the same time, the Group tries to limit its risks related to provision of such benefits. Consequently the Group has moved to offer defined contribution plans in many locations over recent years. In the past the Group typically offered pension plans based on final pay prior to retirement. These types of benefits still form a significant part of the pension obligations for participants in deferred and payment status. Currently, in Germany and the United States, the main defined benefit pension plans for active staff are cash account type plans where the Group credits an annual amount to individual accounts based on an employee’s current salary. Dependent on the plan rules, the accounts increase either at a fixed interest rate or participate in market movements of certain underlying investments to limit the investment risk for the Group. Sometimes, in particular in Germany, there is a guaranteed benefit amount within the plan rules, e.g. payment of at least the amounts contributed. Upon retirement, beneficiaries may usually opt for a lump sum or for conversion of the accumulated account balance into an annuity. This conversion is often based on market conditions and mortality assumptions at retirement. In the United Kingdom, the main defined benefit pension plan was redesigned in 2011 for active employees still eligible to the plan to reduce the overall long-term risk exposure to the Group. In the Netherlands, the Group converted the defined benefit plan into a collective defined contribution plan during 2016. The Group also sponsors retirement and termination indemnity plans in several countries, as well as some post-employment medical plans for a number of current and retired employees, mainly in the United States. The post-employment medical plans typically pay fixed percentages of medical expenses of eligible retirees after a set deductible has been met. In the United States, once a retiree is eligible for Medicare, the Group contributes to a Health Reimbursement Account and the retiree is no longer eligible for the Group’s medical program. The Group’s total defined benefit obligation for post-employment medical plans was € 196 million and € 201 million at December 31, 2017 and December 31, 2016, respectively. In combination with the benefit structure, these plans represent limited risk for the Group, given the nature and size of the post-retirement medical plan liabilities of € 196 million versus the size of the Group’s balance sheet at year end 2017. The following amounts of expected benefit payments from the Group’s defined benefit plans include benefits attributable to employees’ past and estimated future service, and include both amounts paid from the Group’s external pension trusts and paid directly by the Group in respect of unfunded plans. in € m. Germany UK U.S. Other Total Actual benefit payments 2017 413 245 99 83 840 Benefits expected to be paid 2018 423 71 71 61 626 Benefits expected to be paid 2019 436 77 77 64 654 Benefits expected to be paid 2020 453 86 73 58 670 Benefits expected to be paid 2021 469 93 77 57 696 Benefits expected to be paid 2022 489 100 78 60 727 Benefits expected to be paid 2023 – 2027 2,736 638 423 306 4,103 Weighted average duration of defined benefit 14 22 12 12 16 2017 saw many members of UK pension plans transfer their entitlements to external pension schemes in order to take advantage of recent legislation changes, which allow more flexibility over their pension benefit entitlements. Projected benefit payments for future periods do not allow for such discretionary transfers. Multi-employer Plans In Germany, the Group is a member of the BVV Versicherungsverein des Bankgewerbes a.G. (BVV) together with other financial institutions. The BVV offers retirement benefits to eligible employees in Germany as a complement to post-employment benefit promises of the Group. Both employers and employees contribute on a regular basis to the BVV. The BVV provides annuities of a fixed amount to individuals on retirement and increases these fixed amounts if surplus assets arise within the plan. According to legislation in Germany, the employer is ultimately liable for providing the benefits to its employees. An increase in benefits may also arise due to additional obligations to retirees for the effects of inflation. BVV is a multi-employer defined benefit plan. However, in line with industry practice, the Group accounts for it as a defined contribution plan since insufficient information is available to identify assets and liabilities relating to the Group’s current and former employees, primarily because the BVV does not fully allocate plan assets to beneficiaries nor to member companies. According to the BVV’s disclosures, there is no current deficit in the plan that may affect the amount of future Group contributions. Furthermore, any plan surplus emerging in the future will be distributed to the plan members, hence it cannot reduce future Group contributions. In June 2016, the BVV’s Annual General Meeting approved a reduction in benefits from future contributions for certain groups of employees. Similar to other participating companies, the Group committed to make up for reduced benefit levels by increasing contributions to the BVV from January 1, 2017. A corresponding labor agreement has been signed with the German works council. The Group’s expenses for defined contribution plans also include annual contributions by Deutsche Postbank AG to the pension fund for postal civil servants in Germany. Responsibility for the liability for these benefits lies with the German government. Governance and Risk The Group maintains a Pensions Risk Committee to oversee its pension and related risks on a global basis. This Committee meets quarterly, reports directly to the Senior Executive Compensation Committee and is supported by the Pensions Operating Committee. Within this context, the Group develops and maintains guidelines for governance and risk management, including funding, asset allocation and actuarial assumption setting. In this regard, risk management means the management and control of risks for the Group related to market developments (e.g., interest rate, credit spread, price inflation), asset investment, regulatory or legislative requirements, as well as monitoring demographic changes (e.g., longevity). Especially during and after acquisitions or changes in the external environment (e.g., legislation, taxation), topics such as the general plan design or potential plan amendments are considered. Any plan changes follow a process requiring approval by Group Human Resources. To the extent that pension plans are funded, the assets held mitigate some of the liability risks, but introduce investment risk. In the Group’s key pension countries, the Group’s largest post-employment benefit plan risk exposures relate to potential changes in credit spreads, interest rates, price inflation and longevity, although these have been partially mitigated through the investment strategy adopted. Overall, the Group seeks to minimize the impact of pensions on the Group’s financial position from market movements, subject to balancing the trade-offs involved in financing post-employment benefits, regulatory capital and constraints from local funding or accounting requirements. The Group measures its pension risk exposures on a regular basis using specific metrics developed by the Group for this purpose. Funding The Group maintains various external pension trusts to fund the majority of its defined benefit plan obligations. The Group’s funding policy is to maintain coverage of the defined benefit obligation by plan assets within a range of 90 % to 100 % of the obligation, subject to meeting any local statutory requirements. The Group has also determined that certain plans should remain unfunded, although their funding approach is subject to periodic review, e.g. when local regulations or practices change. Obligations for the Group’s unfunded plans are accrued on the balance sheet. For most of the externally funded defined benefit plans there are local minimum funding requirements. The Group can decide on any additional plan contributions, with reference to the Group’s funding policy. There are some locations, e.g. the United Kingdom, where the trustees and the Bank jointly agree contribution levels. In most countries the Group expects to receive an economic benefit from any plan surpluses of plan assets compared to defined benefit obligations, typically by way of reduced future contributions. Given the broadly fully funded position and the investment strategy adopted in the Group’s key funded defined benefit plans, any minimum funding requirements that may apply are not expected to place the Group under any material adverse cash strain in the short term. With reference to the Group’s funding policy, the Group considers not re-claiming benefits paid from the Group’s assets as an equivalent to making cash contributions into the external pension trusts during the year. For post-retirement medical plans, the Group accrues for obligations over the period of employment and pays the benefits from Group assets when the benefits become due. Actuarial Methodology and Assumptions December 31 is the measurement date for all plans. All plans are valued by independent qualified actuaries using the projected unit credit method. A Group policy provides guidance to local actuaries to ensure consistency globally on setting actuarial assumptions which are finally determined by the Group’s Pensions Operating Committee. The key actuarial assumptions applied in determining the defined benefit obligations at December 31 are presented below in the form of weighted averages. Dec 31, 2017 Dec 31, 2016 Germany UK U.S. 1 Other Germany UK U.S. 1 Other Discount rate (in %) 1.7 % 2.5 % 3.5 % 2.5 % 1.7 % 2.6 % 4.0 % 2.3 % Rate of price inflation (in %) 1.8 % 3.5 % 2.2 % 2.0 % 1.7 % 3.6 % 2.2 % 2.0 % Rate of nominal increase in 2.3 % 4.5 % 2.3 % 3.1 % 2.1 % 4.6 % 2.3 % 2.8 % Rate of nominal increase for 1.7 % 3.3 % 2.2 % 1.1 % 1.6 % 3.5 % 2.2 % 1.1 % Assumed life expectancy For a male aged 65 19.3 23.6 22.2 21.7 19.1 23.4 22.4 22.0 For a female aged 65 23.3 25.4 23.7 24.1 23.2 25.5 23.9 24.5 For a male aged 45 21.9 24.9 23.8 23.1 21.8 25.1 23.9 23.7 For a female aged 45 25.8 26.9 25.2 25.6 25.7 27.4 25.4 26.1 Mortality tables applied Richttafeln Heubeck 2005G SAPS (S2) Light with CMI 2016 projections RP2014 White-collar with MP2017 projections Country specific tables Richttafeln Heubeck 2005G SAPS (S1) Light with CMI 2015 projections RP2014 Aggregate with MP 2016 projections Country specific tables 1 Cash balance interest crediting rate in line with the 30-year US government bond yield. For the Group’s most significant plans in the key countries, the discount rate used at each measurement date is set based on a high quality corporate bond yield curve – derived based on bond universe information sourced from reputable third-party index and data providers and rating agencies – reflecting the timing, amount and currency of the future expected benefit payments for the respective plan. For longer durations where limited bond information is available, reasonable yield curve extrapolation methods are applied using respective actual swap rates and credit spread assumptions. Consistent discount rates are used across all plans in each currency zone, based on the assumption applicable for the Group’s largest plan(s) in that zone. For plans in the other countries, the discount rate is based on high quality corporate or government bond yields applicable in the respective currency, as appropriate at each measurement date with a duration broadly consistent with the respective plan’s obligations. In 2017 the Group moved to a more standardised, simpler approach to set its discount rate used to value its defined benefit plans in the eurozone; similar approaches are generally accepted and are already used for the Group’s other major pension plans in the United Kingdom and the United States. The refinement resulted in no change in the discount rate and so no effect on the Group’s Consolidated Statement of Comprehensive Income in 2017. The price inflation assumptions in the eurozone and the United Kingdom are set with reference to market measures of inflation based on inflation swap rates in those markets at each measurement date. For other countries, the price inflation assumptions are typically based on long term forecasts by Consensus Economics Inc. The assumptions for the increases in future compensation levels and for increases to pensions in payment are developed separately for each plan, where relevant. Each is set based on the price inflation assumption and reflecting the Group’s reward structure or policies in each market, as well as relevant local statutory and plan-specific requirements. Among other assumptions, mortality assumptions can be significant in measuring the Group’s obligations under its defined benefit plans. These assumptions have been set in accordance with current best practice in the respective countries. Future potential improvements in longevity have been considered and included where appropriate. Reconciliation in Movement of Liabilities and Assets – Impact on Financial Statements 2017 in € m. Germany UK U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 11,978 4,496 1,548 1,091 19,113 Defined benefit cost recognized in Profit & Loss Current service cost 213 34 21 50 318 Interest cost 202 114 56 25 397 Past service cost and gain or loss arising from settlements 34 4 0 (11 ) 27 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 76 (43 ) 65 3 101 Actuarial gain or loss arising from changes in demographic assumptions 0 (16 ) (6 ) (11 ) (33 ) Actuarial gain or loss arising from experience (3 ) (17 ) 5 (9 ) (24 ) Cash flow and other changes Contributions by plan participants 3 0 0 15 18 Benefits paid (413 ) (245 ) (99 ) (83 ) (840 ) Payments in respect to settlements 0 0 0 (26 ) (26 ) Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 (151 ) (189 ) (63 ) (403 ) Other 0 0 0 (2 ) (2 ) Balance, end of year 12,090 4,176 1,401 979 18,646 thereof: Unfunded 2 12 195 116 325 Funded 12,088 4,164 1,206 863 18,321 Change in fair value of plan assets: Balance, beginning of year 10,975 5,352 1,219 973 18,519 Defined benefit cost recognized in Profit & Loss Interest income 187 135 44 22 388 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income (187 ) 144 32 32 21 Cash flow and other changes Contributions by plan participants 3 0 0 15 18 Contributions by the employer 438 0 31 22 491 Benefits paid 1 (413 ) (244 ) (86 ) (63 ) (806 ) Payments in respect to settlements 0 0 0 (26 ) (26 ) Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 (183 ) (147 ) (58 ) (388 ) Other 0 0 0 (1 ) (1 ) Plan administration costs 0 (2 ) (2 ) (1 ) (5 ) Balance, end of year 11,003 5,202 1,091 915 18,211 Funded status, end of year (1,087 ) 1,026 (310 ) (64 ) (435 ) Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 0 0 Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 (46 ) (46 ) Exchange rate changes 0 0 0 2 2 Balance, end of year 0 0 0 (44 ) (44 ) Net asset (liability) recognized (1,087 ) 1,026 (310 ) (108 ) (479) 2 1 For funded plans only. 2 Thereof € 1,113 million recognized in Other assets and € 1,592 million in Other liabilities. 2016 in € m. Germany UK U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 10,783 4,323 1,507 1,341 17,954 Defined benefit cost recognized in Profit & Loss Current service cost 190 23 21 62 296 Interest cost 256 151 61 35 503 Past service cost and gain or loss arising from settlements 1 2 5 0 (39 ) (32 ) Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 1,142 1,251 42 141 2,576 Actuarial gain or loss arising from changes in demographic 0 4 (6 ) (3 ) (5 ) Actuarial gain or loss arising from experience 2 (66 ) 0 (3 ) (67 ) Cash flow and other changes Contributions by plan participants 3 0 0 19 22 Benefits paid (403 ) (132 ) (123 ) (76 ) (734 ) Payments in respect to settlements 1 0 0 0 (393 ) (393 ) Acquisitions/Divestitures 2 0 (402 ) 0 0 (402 ) Exchange rate changes 0 (661 ) 46 (8 ) (623 ) Other 3 3 0 0 15 18 Balance, end of year 11,978 4,496 1,548 1,091 19,113 thereof: Unfunded 4 13 206 123 346 Funded 11,974 4,483 1,342 968 18,767 Change in fair value of plan assets: Balance, beginning of year 10,371 5,322 1,182 1,210 18,085 Defined benefit cost recognized in Profit & Loss Interest income 249 185 48 32 514 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income 484 1,042 10 97 1,633 Cash flow and other changes Contributions by plan participants 3 0 0 19 22 Contributions by the employer 271 22 56 73 422 Benefits paid 4 (402 ) (132 ) (110 ) (56 ) (700 ) Payments in respect to settlements 1 0 0 0 (393 ) (393 ) Acquisitions/Divestitures 2 0 (282 ) 0 0 (282 ) Exchange rate changes 0 (804 ) 36 (19 ) (787 ) Other 3 (1 ) 0 0 12 11 Plan administration costs 0 (1 ) (3 ) (2 ) (6 ) Balance, end of year 10,975 5,352 1,219 973 18,519 Funded status, end of year (1,003 ) 856 (329 ) (118 ) (594 ) Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 0 0 Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 0 0 Exchange rate changes 0 0 0 0 0 Balance, end of year 0 0 0 0 0 Net asset (liability) recognized (1,003 ) 856 (329 ) (118 ) (594) 5 1 Conversion of defined benefit plan into a collective defined contribution plan in the Netherlands. 2 Abbey Life. 3 Includes the opening balance of a plan in Belgium for which defined contribution plan accounting was applied before and other smaller plans. 4 For funded plans only. 5 Thereof € 934 million recognized in Other assets and € 1,528 million in Other liabilities. There are no reimbursement rights for the Group. Investment Strategy The Group’s investment objective is to protect the Group from adverse impacts of its defined benefit pension plans on key financial metrics. In the past, the primary focus has been on protecting the plans’ IFRS funded status in the case of adverse market scenarios. Recently there has been a shift in the investment strategy in selected markets to balance competing key financial metrics. Investment managers manage pension assets in line with investment mandates or guidelines as agreed with the pension plans’ trustees and investment committees. For key defined benefit plans for which the Bank aims to protect the IFRS funded status, the Group applies a liability driven investment (LDI) approach. Risks from mismatches between fluctuations in the present value of the defined benefit obligations and plan assets due to capital market movements are minimized, subject to balancing relevant trade-offs. This is achieved by allocating plan assets closely to the market risk factor exposures of the pension liability to interest rates, credit spreads and inflation. Thereby, plan assets broadly reflect the underlying risk profile and currency of the pension obligations. For pension plans where the LDI approach may impact adversely other key financial metrics, the Group deviates from this primary investment strategy. For example, in 2015, the Group started to adjust the investment strategy for the German main pension plan assets by reducing the interest rate and credit spread hedges. The Group closely monitors this divergence from the primary investment strategy and has put in place governance mechanisms to ensure a regular review of the deviation from the LDI approach. Where the desired hedging level for market risks cannot be achieved with physical instruments (i.e. corporate and government bonds), derivatives are employed. Derivative overlays mainly include interest rate, inflation swaps and credit default swaps. Other instruments are also used, such as interest rate futures and options. In practice, a completely hedged approach is impractical, for instance because of insufficient market depth for ultra-long-term corporate bonds, as well as liquidity and cost considerations. Therefore, plan assets contain further asset categories to create long-term return enhancement and diversification benefits such as equity, real estate, high yield bonds or emerging markets bonds. Plan asset allocation to key asset classes The following table shows the asset allocation of the Group’s funded defined benefit plans to key asset classes, i.e. exposures include physical securities in discretely managed portfolios and underlying asset allocations of any commingled funds used to invest plan assets. Asset amounts in the following table include both “quoted” (i.e. Level 1 assets in accordance with IFRS 13 – amounts invested in markets where the fair value can be determined directly from prices which are quoted in active, liquid markets) and “other” (i.e. Level 2 and 3 assets in accordance with IFRS 13) assets. Dec 31, 2017 Dec 31, 2016 in € m. Germany UK U.S. Other Total Germany UK U.S. Other Total Cash and cash equivalents 1,260 419 26 74 1,779 1,085 115 45 73 1,318 Equity instruments 1 1,265 582 118 68 2,033 1,129 634 116 87 1,966 Investment-grade bonds 2 Government 2,212 1,167 367 161 3,907 2,264 1,898 405 166 4,733 Non-government bonds 5,189 2,447 472 175 8,283 5,627 2,272 521 154 8,574 Non-investment-grade bonds Government 177 0 0 14 191 166 0 0 45 211 Non-government bonds 610 70 20 37 737 305 70 15 25 415 Structured products 41 402 51 26 520 38 237 65 22 362 Insurance 0 0 0 27 27 1 0 0 27 28 Alternatives Real estate 232 117 0 56 405 222 117 0 37 376 Commodities 48 24 0 0 72 6 13 0 0 19 Private equity 58 0 0 0 58 58 0 0 0 58 Other 788 36 0 274 1,098 667 34 0 330 1,031 Derivatives (Market Value) Interest rate (735 ) 148 37 (4 ) (554 ) (614 ) 133 51 (2 ) (432 ) Credit (155 ) (1 ) 0 (1 ) (157 ) 80 (1 ) 1 1 81 Inflation 0 (210 ) 0 6 (204 ) 0 (197 ) 0 7 (190 ) Foreign exchange 10 1 0 2 13 (59 ) 2 0 0 (57 ) Other 3 0 0 0 3 0 25 0 1 26 Total fair value of plan assets 11,003 5,202 1,091 915 18,211 10,975 5,352 1,219 973 18,519 1 Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index. 2 Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A. The following table sets out the Group’s funded defined benefit plan assets only invested in “quoted” assets, i.e. Level 1 assets in accordance with IFRS 13. Dec 31, 2017 Dec 31, 2016 in € m. Germany UK U.S. Other Total Germany UK U.S. Other Total Cash and cash equivalents 1,251 22 24 28 1,325 1,145 115 42 39 1,341 Equity instruments 1 1,154 582 118 58 1,912 1,066 635 115 78 1,894 Investment-grade bonds 2 Government 1,190 1,163 362 73 2,788 723 1,893 404 78 3,098 Non-government bonds 0 0 0 0 0 0 0 0 3 3 Non-investment-grade bonds Government 1 0 0 0 1 0 0 0 32 32 Non-government bonds 0 0 0 0 0 0 0 0 0 0 Structured products 0 0 0 0 0 0 0 0 0 0 Insurance 0 0 0 0 0 0 0 0 0 0 Alternatives Real estate 0 0 0 0 0 0 0 0 0 0 Commodities 0 0 0 0 0 4 0 0 0 4 Private equity 0 0 0 0 0 0 0 0 0 0 Other 0 0 0 0 0 8 0 0 0 8 Derivatives (Mar

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2017
Income Taxes [Abstract]
Disclosure of income tax [text block]	Income Taxes in € m. 2017 2016 2015 Current tax expense (benefit): Tax expense (benefit) for current year 874 881 1,385 Adjustments for prior years (145 ) (23 ) 277 Total current tax expense (benefit) 729 858 1,662 Deferred tax expense (benefit): Origination and reversal of temporary difference, unused tax losses and tax credits (113 ) (276 ) (378 ) Effect of changes in tax law and/or tax rate 1,437 (3 ) 140 Adjustments for prior years (90 ) (33 ) (749 ) Total deferred tax expense (benefit) 1,234 (312 ) (987 ) Total income tax expense (benefit) 1,963 546 675 Income tax expense includes policyholder tax attributable to policyholder earnings, amounting to an income tax expense of € 23 million in 2016 and an income tax benefit of € 0.4 million in 2015. Total current tax expense includes benefits from previously unrecognized tax losses, tax credits and deductible temporary differences, which reduced the current tax expense by € 5 million in 2017, by € 7 million in 2016 and by € 3 million in 2015. Total deferred tax expense includes benefits from previously unrecognized tax losses (tax credits/deductible temporary differences) and the reversal of previous write-downs of deferred tax assets and expenses arising from write-downs of deferred tax assets, which increased the deferred tax expense by € 163 million in 2017. In 2016 these effects increased the deferred tax benefit by € 38 million and in 2015 these effects decreased the deferred tax benefit by € 187 million . Deferred tax assets and liabilities are measured based on the tax rates that are expected to apply in the period that the asset is realized or the liability is settled, based on tax rates and tax laws that have been enacted or substantively enacted at the balance sheet date. Accordingly, with the enactment of the new U.S. tax law known as the ‘Tax Cuts and Jobs Act” or “TCJA” on December 22, 2017, the Bank recorded a one-time tax charge from the re-measurement of its U.S. deferred tax assets and liabilities to reflect the reduction in the U.S. federal statutory tax rate from 35 % to 21 %. The total charge amounted to € 1,446 million of which € 1,437 million is recorded as income tax expense in net income and € 8 million is recorded directly in other comprehensive income. Difference between applying German statutory (domestic) income tax rate and actual income tax expense/(benefit) in € m. 2017 2016 2015 Expected tax expense (benefit) at domestic income tax rate of 31.3% (31.3% for 2016 and 31% for 2015) 384 (254 ) (1,890 ) Foreign rate differential (37 ) (38 ) (157 ) Tax-exempt gains on securities and other income (431 ) (599 ) (345 ) Loss (income) on equity method investments (21 ) (19 ) (21 ) Nondeductible expenses 540 1,074 1,288 Impairments of goodwill 0 250 1,407 Changes in recognition and measurement of deferred tax assets 1 159 (45 ) 184 Effect of changes in tax law and/or tax rate 1,437 (3 ) 140 Effect related to share-based payments 14 66 (5 ) Effect of policyholder tax 0 23 0 Other 1 (82 ) 91 74 Actual income tax expense (benefit) 1,963 546 675 1 Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items “Changes in recognition and measurement of deferred tax assets” and “Other” . The Group is under continuous examinations by tax authorities in various jurisdictions. In 2015 “Other” in the preceding table mainly includes the effects of these examinations by the tax authorities. The domestic income tax rate, including corporate tax, solidarity surcharge, and trade tax, used for calculating deferred tax assets and liabilities was 31.3 % for 2017, 31.3 % for 2016 and 31.0 % for 2015. Income taxes charged or credited to equity (other comprehensive income/additional paid in capital) in € m. 2017 2016 2015 Actuarial gains/losses related to defined benefit plans (23 ) 344 (213 ) Financial assets available for sale: Unrealized net gains/losses arising during the period 4 20 104 Net gains/losses reclassified to profit or loss 99 81 10 Derivatives hedging variability of cash flows: Unrealized net gains/losses arising during the period 4 (14 ) 3 Net gains/losses reclassified to profit or loss 42 1 (6 ) Other equity movement: Unrealized net gains/losses arising during the period 2 (71 ) (90 ) Net gains/losses reclassified to profit or loss (5 ) 100 (2 ) Income taxes (charged) credited to other comprehensive income 123 461 (194 ) Other income taxes (charged) credited to equity 73 93 72 Major components of the Group’s gross deferred tax assets and liabilities in € m. Dec 31, 2017 Dec 31, 2016 Deferred tax assets: Unused tax losses 2,985 3,931 Unused tax credits 387 358 Deductible temporary differences: Trading activities 6,725 7,248 Property and equipment 239 458 Other assets 1,391 1,606 Securities valuation 44 80 Allowance for loan losses 816 1,039 Other provisions 899 1,079 Other liabilities 1,246 1,353 Total deferred tax assets pre offsetting 14,732 17,152 Deferred tax liabilities: Taxable temporary differences: Trading activities 6,618 7,128 Property and equipment 45 57 Other assets 574 560 Securities valuation 297 381 Allowance for loan losses 24 29 Other provisions 377 355 Other liabilities 344 462 Total deferred tax liabilities pre offsetting 8,279 8,972 Deferred tax assets and liabilities, after offsetting in € m. Dec 31, 2017 Dec 31, 2016 Presented as deferred tax assets 6,799 8,666 Presented as deferred tax liabilities 346 486 Net deferred tax assets 6,453 8,180 The change in the balance of deferred tax assets and deferred tax liabilities does not equal the deferred tax expense/(benefit). This is due to (1) deferred taxes that are booked directly to equity, (2) the effects of exchange rate changes on tax assets and liabilities denominated in currencies other than euro, (3) the acquisition and disposal of entities as part of ordinary activities and (4) the reclassification of deferred tax assets and liabilities which are presented on the face of the balance sheet as components of other assets and liabilities. Items for which no deferred tax assets were recognized in € m. Dec 31, 2017 1 Dec 31, 2016 1 Deductible temporary differences (34 ) 1 Not expiring (4,875 ) (4,368 ) Expiring in subsequent period (19 ) (189 ) Expiring after subsequent period (450 ) (746 ) Unused tax losses (5,344 ) (5,303 ) Expiring after subsequent period (11 ) (13 ) Unused tax credits (12 ) (14 ) 1 Amounts in the table refer to deductible temporary differences, unused tax losses and tax credits for federal income tax purposes. Deferred tax assets were not recognized on these items because it is not probable that future taxable profit will be available against which the unused tax losses, unused tax credits and deductible temporary differences can be utilized. As of December 31, 2017 and December 31, 2016, the Group recognized deferred tax assets of € 5.9 billion and € 5.8 billion , respectively, that exceed deferred tax liabilities in entities which have suffered a loss in either the current or preceding period. This is based on management’s assessment that it is probable that the respective entities will have taxable profits against which the unused tax losses, unused tax credits and deductible temporary differences can be utilized. Generally, in determining the amounts of deferred tax assets to be recognized, management uses historical profitability information and, if relevant, forecasted operating results, based upon approved business plans, including a review of the eligible carry-forward periods, tax planning opportunities and other relevant considerations. As of December 31, 2017 and December 31, 2016, the Group had temporary differences associated with the Group’s parent company’s investments in subsidiaries, branches and associates and interests in joint ventures of € 72 million and € 67 million respectively, in respect of which no deferred tax liabilities were recognized.

Derivatives

Derivatives	12 Months Ended
	Dec. 31, 2017
Derivatives [Abstract]
Disclosure of derivative financial instruments [text block]	Derivatives Derivative Financial Instruments and Hedging Activities Derivative contracts used by the Group include swaps, futures, forwards, options and other similar types of contracts. In the normal course of business, the Group enters into a variety of derivative transactions for sales, market-making and risk management purposes. The Group’s objectives in using derivative instruments are to meet customers’ risk management needs and to manage the Group’s exposure to risks. In accordance with the Group’s accounting policy relating to derivatives and hedge accounting as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”, all derivatives are carried at fair value in the balance sheet regardless of whether they are held for trading or non-trading purposes. Derivatives held for Sales and Market-Making Purposes Sales and Market-Making The majority of the Group’s derivatives transactions relate to sales and market-making activities. Sales activities include the structuring and marketing of derivative products to customers to enable them to take, transfer, modify or reduce current or expected risks. Market-making involves quoting bid and offer prices to other market participants, enabling revenue to be generated based on spreads and volume. Risk Management The Group uses derivatives in order to reduce its exposure to market risks as part of its asset and liability management. This is achieved by entering into derivatives that hedge specific portfolios of fixed rate financial instruments and forecast transactions as well as strategic hedging against overall balance sheet exposures. The Group actively manages interest rate risk through, among other things, the use of derivative contracts. Utilization of derivative financial instruments is modified from time to time within prescribed limits in response to changing market conditions, as well as to changes in the characteristics and mix of the related assets and liabilities. Derivatives qualifying for Hedge Accounting The Group applies hedge accounting if derivatives meet the specific criteria described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. Fair Value Hedge Accounting The Group enters into fair value hedges, using primarily interest rate swaps and options, in order to protect itself against movements in the fair value of fixed-rate financial instruments due to movements in market interest rates. Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as fair value hedges 5,936 562 6,893 1,749 For the years ended December 31, 2017, 2016 and 2015, a loss of € 1.6 billion , a loss of € 0.6 billion and a loss of € 1.1 billion , respectively, were recognized on the hedging instruments. For the same periods, the results on the hedged items, which were attributable to the hedged risk, were a gain of € 1.3 billion , a gain of € 1.0 billion and a gain of € 1.0 billion . Cash Flow Hedge Accounting The Group enters into cash flow hedges, using interest rate swaps, in order to protect itself against exposure to variability in interest rates. Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as cash flow hedges 37 3 242 0 Periods when hedged cash flows are expected to occur and when they are expected to affect the income statement in € m. Within 1 year 1–3 years 3–5 years Over 5 years As of December 31, 2017 Cash inflows from assets 28 18 0 0 Cash outflows from liabilities 0 0 13 0 Net cash flows 2017 28 18 (13 ) 0 As of December 31, 2016 Cash inflows from assets 33 34 5 0 Cash outflows from liabilities 0 0 0 0 Net cash flows 2016 33 34 5 0 Cash Flow Hedge Balances in € m. Dec 31, 2017 Dec 31, 2016 Dec 31, 2015 Reported in Equity 1 28 198 138 thereof relates to terminated programs 0 0 (14 ) Gains (losses) posted to equity for the year ended (34 ) 62 1 Gains (losses) removed from equity for the year ended 136 2 (20 ) Ineffectiveness recorded within P&L 0 (17 ) (1 ) 1 Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet. As of December 31, 2017 the longest term cash flow hedge matures in 2022. Net Investment Hedge Accounting Using foreign exchange forwards and swaps, the Group enters into hedges of translation adjustments resulting from translating the financial statements of net investments in foreign operations into the reporting currency of the parent at period end spot rates. Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as net investment hedges 612 904 286 4,076 For the years ended December 31, 2017, 2016 and 2015, losses of € 348 million , € 437 million and € 425 million , respectively, were recognized due to hedge ineffectiveness which includes the forward points element of the hedging instruments.

Related Party Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2017
Related Party Transactions [Abstract]
Disclosure of related party [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, close family members of key management personnel 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, directly or indirectly. The Group considers the members of the Management Board and of the Supervisory Board of the parent company to constitute key management personnel for purposes of IAS 24. Compensation expense of key management personnel in € m. 2017 2016 2015 Short-term employee benefits 39 40 31 Post-employment benefits 10 9 6 Other long-term benefits 7 7 11 Termination benefits 3 0 20 Share-based payment 22 12 15 Total 81 68 83 The above table does not contain compensation that employee representatives and former board members on the Supervisory Board have received. The aggregated compensation paid to such members for their services as employees of Deutsche Bank or status as former employees (retirement, pension and deferred compensation) amounted to € 1.1 million as of December 31, 2017, € 1.1 million as of December 31, 2016 and € 1.1 million as of December 31, 2015. Among the Group’s transactions with key management personnel as of December 31, 2017 were loans and commitments of € 48 million and deposits of € 123 million . As of December 31, 2016, the Group’s transactions with key management personnel were loans and commitments of € 49 million and deposits of € 7 million . 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, Joint Ventures and Associates Transactions between Deutsche Bank AG and its subsidiaries meet the definition of related party transactions. If these transactions are eliminated on consolidation, they are not disclosed as related party transactions. Transactions between the Group and its associated companies and joint ventures and their respective subsidiaries also qualify as related party transactions. Transactions for subsidiaries, joint ventures and associates are presented combined in below table as these are not material individually. Loans in € m. 2017 2016 Loans outstanding, beginning of year 297 396 Movement in loans during the period 1 (26 ) (86 ) Changes in the group of consolidated companies (1 ) 0 Exchange rate changes/other (15 ) (13 ) Loans outstanding, end of year 2 256 297 Other credit risk related transactions: Allowance for loan losses 0 0 Provision for loan losses 0 0 Guarantees and commitments 9 62 1 Net impact of loans issued and loans repayment during the year is shown as “Movement in loans during the period”. 2 Loans past due were € 0 million as of December 31, 2017 and € 7 million as of December 31, 2016. For the above loans the Group held collateral of € 14 million and € 22 million as of December 31, 2017 and December 31, 2016, respectively. Deposits in € m. 2017 2016 Deposits outstanding, beginning of year 87 162 Movement in deposits during the period 1 (15 ) (74 ) Changes in the group of consolidated companies (0 ) 0 Exchange rate changes/other (4 ) (1 ) Deposits outstanding, end of year 67 87 1 Net impact of deposits received and deposits repaid during the year is shown as “Movement in deposits during the period”. Other Transactions Trading assets and positive market values from derivative financial transactions with associated companies amounted to € 6 million as of December 31, 2017 and € 8 million as of December 31, 2016. Trading liabilities and negative market values from derivative financial transactions with associated companies amounted to € 0 million as of December 31, 2017 and € 0 million as of December 31, 2016. Transactions with Pension Plans Under IFRS, certain post-employment benefit plans are considered related parties. The Group has business relationships with a number of its pension plans pursuant to which it provides financial services to these plans, including investment management services. The Group’s pension funds may hold or trade Deutsche Bank shares or securities. Transactions with related party pension plans in € m. 2017 2016 Equity shares issued by the Group held in plan assets 0 0 Other assets 0 0 Fees paid from plan assets to asset managers of the Group 25 22 Market value of derivatives with a counterparty of the Group (737 ) (547 ) Notional amount of derivatives with a counterparty of the Group 10,150 8,755

Information on Subsidiaries

Information on Subsidiaries	12 Months Ended
	Dec. 31, 2017
Information on Subsidiaries [Abstract]
Disclosure of subsidiaries [text block]	Information on Subsidiaries Composition of the Group Deutsche Bank AG is the direct or indirect holding company for the Group’s subsidiaries. The Group consists of 845 (2016: 938 ) consolidated entities, thereof 305 (2016: 349 ) consolidated structured entities. 612 (2016: 678 ) of the entities controlled by the Group are directly or indirectly held by the Group at 100 % of the ownership interests (share of capital). Third parties also hold ownership interests in 233 (2016: 260 ) of the consolidated entities (noncontrolling interests). As of December 31, 2016 and 2017, the noncontrolling interests are neither individually nor cumulatively material to the Group. Significant restrictions to access or use the Group’s assets Statutory, contractual or regulatory requirements as well as protective rights of noncontrolling interests might restrict the ability of the Group to access and transfer assets freely to or from other entities within the Group and to settle liabilities of the Group. Since the Group did not have any material noncontrolling interests at the balance sheet date, any protective rights associated with these did not give rise to significant restrictions. The following restrictions impact the Group’s ability to use assets: The Group has pledged assets to collateralize its obligations under repurchase agreements, securities financing transactions, collateralized loan obligations and for margining purposes for OTC derivative liabilities. The assets of consolidated structured entities are held for the benefit of the parties that have bought the notes issued by these entities. Regulatory and central bank requirements or local corporate laws may restrict the Group’s ability to transfer assets to or from other entities within the Group in certain jurisdictions. Restricted assets Dec 31, 2017 Dec 31, 2016 in € m. Total assets Restricted assets Total assets Restricted assets Interest-earning deposits with banks 210,481 772 163,292 1,314 Financial assets at fair value through profit or loss 636,970 58,210 743,781 51,454 1 Financial assets available for sale 49,397 9,915 56,228 19,870 Loans 401,699 71,971 408,909 74,172 Other 176,186 13,594 218,336 7,693 Total 1,474,732 154,462 1,590,546 154,503 1 1 Prior period results have been restated due to a refined approach to determine assets pledged. The table above excludes assets that are not encumbered at an individual entity level but which may be subject to restrictions in terms of their transferability within the Group. Such restrictions may be based on local connected lending requirements or similar regulatory restrictions. In this situation, it is not feasible to identify individual balance sheet items that cannot be transferred. This is also the case for regulatory minimum liquidity requirements. The Group identifies the volume of liquidity reserves in excess of local stress liquidity outflows. The aggregate amount of such liquidity reserves that are considered restricted for this purpose is € 23.5 billion as of December 31, 2017 (as of December 31, 2016: € 37.4 billion ).

Structured Entities

Structured Entities	12 Months Ended
	Dec. 31, 2017
Structured Entities [Abstract]
Disclosure of Structured entities [text block]	Structured Entities Nature, purpose and extent of the Group’s interests in structured entities The Group engages in various business activities with structured entities which are designed to achieve a specific business purpose. A structured entity is one that has been set up so that any voting rights or similar rights are not the dominant factor in deciding who controls the entity. An example is when voting rights relate only to administrative tasks and the relevant activities are directed by contractual arrangements. A structured entity often has some or all of the following features or attributes: Restricted activities; A narrow and well defined objective; Insufficient equity to permit the structured entity to finance its activities without subordinated financial support; Financing in the form of multiple contractually linked instruments to investors that create concentrations of credit or other risks (tranches). The principal uses of structured entities are to provide clients with access to specific portfolios of assets and to provide market liquidity for clients through securitizing financial assets. Structured entities may be established as corporations, trusts or partnerships. Structured entities generally finance the purchase of assets by issuing debt and equity securities that are collateralized by and/or indexed to the assets held by the structured entities. The debt and equity securities issued by structured entities may include tranches with varying levels of subordination. Structured entities are consolidated when the substance of the relationship between the Group and the structured entities indicate that the structured entities are controlled by the Group, as discussed in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. Consolidated structured entities The Group has contractual arrangements which may require it to provide financial support to the following types of consolidated structured entities. Securitization vehicles The Group uses securitization vehicles for funding purchase of diversified pool of assets. The Group provides financial support to these entities in the form of liquidity facility. As of December 31, 2017, there were no outstanding loan commitments to these entities compared to € 3 million as of December 31, 2016. Funds The Group may provide funding and liquidity facility or guarantees to funds consolidated by the group. As of Decem- € 7.2 billion and € 11.3 billion , respectively. Unconsolidated structured entities These are entities which are not consolidated because the Group does not control them through voting rights, contract, funding agreements, or other means. The extent of the Group’s interests to unconsolidated structured entities will vary depending on the type of structured entities. Below is a description of the Group’s involvements in unconsolidated structured entities by type. Repackaging and investment entities Repackaging and investment entities are established to meet clients’ investment needs through the combination of securities and derivatives. These entities are not consolidated by the Group because the Group does not have power to influence the returns obtained from the entities. These entities are usually set up to provide a certain investment return pre-agreed with the investor, and the Group is not able to change the investment strategy or return during the life of the transaction. Third party funding entities The Group provides funding to structured entities that hold a variety of assets. These entities may take the form of funding entities, trusts and private investment companies. The funding is collateralized by the asset in the structured entities. The group’s involvement involves predominantly both lending and loan commitments. The vehicles used in these transactions are controlled by the borrowers where the borrowers have the ability to decide whether to post additional margin or collateral in respect of the financing. In such cases, where borrowers can decide to continue or terminate the financing, the borrowers will consolidate the vehicle. Securitization Vehicles The Group establishes securitization vehicles which purchase diversified pools of assets, including fixed income securities, corporate loans, and asset-backed securities (predominantly commercial and residential mortgage-backed securities and credit card receivables). The vehicles fund these purchases by issuing multiple tranches of debt and equity securities, the repayment of which is linked to the performance of the assets in the vehicles. The Group often transfers assets to these securitization vehicles and provides financial support to these entities in the form of liquidity facilities. The Group also invests and provides liquidity facilities to third party sponsored securitization vehicles. The securitization vehicles that are not consolidated into the Group are those where the Group does not hold the power or ability to unilaterally remove the servicer or special servicer who has been delegated power over the activities of the entity. Funds The Group establishes structured entities to accommodate client requirements to hold investments in specific assets. The Group also invests in funds that are sponsored by third parties. A group entity may act as fund manager, custodian or some other capacity and provide funding and liquidity facilities to both group sponsored and third party funds. The funding provided is collateralized by the underlying assets held by the fund. The Group does not consolidate funds when Deutsche Bank is deemed agent or when another third party investor has the ability to direct the activities of the fund. Other These are Deutsche Bank sponsored or third party structured entities that do not fall into any criteria above. These entities are not consolidated by the Group when the Group does not hold power over the decision making of these entities. Income derived from involvement with structured entities The Group earns management fees and, occasionally, performance-based fees for its investment management service in relation to funds. Interest income is recognized on the funding provided to structured entities. Any trading revenue as a result of derivatives with structured entities and from the movements in the value of notes held in these entities is recognized in ‘Net gains/losses on financial assets/liabilities held at fair value through profit and loss’. Interests in unconsolidated structured entities The Group’s interests in unconsolidated structured entities refer to contractual and non-contractual involvement that exposes the Group to variability of returns from the performance of the structured entities. Examples of interests in unconsolidated structured entities include debt or equity investments, liquidity facilities, guarantees and certain derivative instruments in which the Group is absorbing variability of returns from the structured entities. Interests in unconsolidated structured entities exclude instruments which introduce variability of returns into the structured entities. For example, when the Group purchases credit protection from an unconsolidated structured entity whose purpose and design is to pass through credit risk to investors, the Group is providing the variability of returns to the entity rather than absorbing variability. The purchased credit protection is therefore not considered as an interest for the purpose of the table below. Maximum Exposure to unconsolidated structured entities The maximum exposure to loss is determined by considering the nature of the interest in the unconsolidated structured entity. The maximum exposure for loans and trading instruments is reflected by their carrying amounts in the consolidated balance sheet. The maximum exposure for derivatives and off balance sheet commitments such as guarantees, liquidity facilities and loan commitments under IFRS 12, as interpreted by the Group, is reflected by the notional amounts. Such amounts or their development do not reflect the economic risks faced by the Group because they do not take into account the effects of collateral or hedges nor the probability of such losses being incurred. At December 31, 2017, the notional related to the positive and negative replacement values of derivatives and off balance sheet commitments were € 327 billion , € 1,146 billion and € 29 billion respectively. At December 31, 2016, the notional related to the positive and negative replacement values of derivatives and off balance sheet commitments were € 145 billion , € 644 billion and € 27 billion respectively. Size of structured entities The Group provides a different measure for size of structured entities depending on their type. The following measures have been considered as appropriate indicators for evaluating the size of structured entities: Funds – Net asset value or assets under management where the Group holds fund units and notional of derivatives when the Group’s interest comprises of derivatives. Securitizations – notional of notes in issue when the Group derives its interests through notes its holds and notional of derivatives when the Group’s interests is in the form of derivatives. Third party funding entities – Total assets in entities Repackaging and investment entities – Fair value of notes in issue For Third party funding entities, size information is not publicly available, therefore the Group has disclosed the greater of the collateral the Group has received/pledged or the notional of the exposure the Group has to the entity. The following table shows, by type of structured entity, the carrying amounts of the Group’s interests recognized in the consolidated statement of financial position as well as the maximum exposure to loss resulting from these interests. It also provides an indication of the size of the structured entities. The carrying amounts presented below do not reflect the true variability of returns faced by the Group because they do not take into account the effects of collateral or hedges. Carrying amounts and size relating to Deutsche Bank’s interests Dec 31, 2017 in € m. Repacka- ging and Investment Entities Third Party Funding Entities Securiti- zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) 63 0 0 270 333 Central bank funds sold and securities 105 229 18 1,827 2,178 Securities Borrowed 0 13 0 11,065 11,078 Total financial assets at fair value 569 4,057 5,445 60,057 70,128 Trading assets 349 3,490 5,130 12,380 21,349 Positive market values 175 553 105 8,670 9,504 Financial assets designated at fair 44 13 210 39,007 39,275 Financial assets available for sale 0 1,039 384 730 2,153 Loans 146 37,352 18,533 18,050 74,081 Other assets 50 192 173 21,087 21,502 Total assets 934 42,882 24,552 113,085 181,453 Liabilities Total financial liabilities at fair value 120 73 41 13,486 13,720 Negative market values 120 73 41 13,486 13,720 Other short-term borrowings 0 0 0 9,533 9,533 Total liabilities 120 73 41 23,019 23,253 Off-balance sheet exposure 0 10,079 9,256 10,048 29,383 Total 814 52,888 33,767 100,114 187,583 Size of structured entity 6,833 90,664 281,826 2,181,810 Dec 31, 2016 in € m. Repacka- ging and Investment Entities Third Party Funding Entities Securiti- zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) (15 ) 0 0 345 331 Central bank funds sold and securities 68 87 18 3,113 3,286 Securities Borrowed 0 0 0 11,643 11,643 Total financial assets at fair value 1,231 3,068 6,332 54,943 65,576 Trading assets 659 2,309 6,211 15,031 24,210 Positive market values 538 262 111 7,587 8,499 Financial assets designated at fair 34 497 10 32,326 32,867 Financial assets available for sale 62 599 271 1,008 1,940 Loans 157 36,710 20,219 19,604 76,690 Other assets 50 40 181 20,454 20,726 Total assets 1,554 40,504 27,022 111,111 180,192 Liabilities Total financial liabilities at fair value 354 36 27 11,036 11,453 Negative market values 354 36 27 11,036 11,453 Other short-term borrowings 0 0 0 12,666 1 12,666 1 Total liabilities 354 36 27 23,702 1 24,119 1 Off-balance sheet exposure 0 5,150 10,591 11,448 27,189 Total 1,200 45,619 37,586 98,857 1 183,262 1 Size of structured entity 9,487 65,234 454,950 1,888,491 1 comparative numbers adjusted to include the ‘Other short-term borrowings’ Trading assets – Total trading assets as of December 31, 2017 and December 31, 2016 of € 21.3 billion and € 24.2 billion are comprised primarily of € 5.1 billion and € 6.2 billion in Securitizations and € 12.4 billion and € 15.0 billion in Funds structured entities respectively. The Group’s interests in securitizations are collateralized by the assets contained in these entities. Where the Group holds fund units these are typically in regards to market making in funds or otherwise serve as hedges for notes issued to clients. Moreover the credit risk arising from loans made to Third party funding structured entities is mitigated by the collateral received. Financial assets designated at fair value through profit or loss – Reverse repurchase agreements to Funds comprise the majority of the interests in this category and are collateralized by the underlying securities. Loans – Loans as of December 31, 2017 and December 31, 2016 consist of € 74.1 billion and € 76.7 billion investment in securitization tranches and financing to Third party funding entities. The Group’s financing to Third party funding entities is collateralized by the assets in those structured entities. Other assets – Other assets as of December 31, 2017 and December 31, 2016 of € 21.5 billion and € 20.7 billion , respectively, consist primarily of prime brokerage receivables and cash margin balances. Pending Receivables – Pending Receivable balances are not included in this disclosure note due to the fact that these balances arise from typical customer supplier relationships out of e.g. brokerage type activities and their inherent volatility would not provide users of the financial statements with effective information about Deutsche Bank’s exposures to structured entities. Financial Support Deutsche Bank did not provide non-contractual support during the year to unconsolidated structured entities. Sponsored Unconsolidated Structured Entities where the Group has no interest as of December 31, 2017 and December 31, 2016. As a sponsor, the Group is involved in the legal set up and marketing of the entity and supports the entity in different ways, namely: transferring assets to the entities providing seed capital to the entities providing operational support to ensure the entity’s continued operation providing guarantees of performance to the structured entities. The Group is also deemed a sponsor for a structured entity if market participants would reasonably associate the entity with the Group. Additionally, the use of the Deutsche Bank name for the structured entity indicates that the Group has acted as a sponsor. The gross revenues from sponsored entities where the Group did not hold an interest as of December 31, 2017 and December 31, 2016 were € 56.0 million and € (86) million respectively. Instances where the Group does not hold an interest in an unconsolidated sponsored structured entity include cases where any seed capital or funding to the structured entity has already been repaid in full to the Group during the year. This amount does not take into account the impacts of hedges and is recognized in Net gains/losses on financial assets/liabilities at fair value through profit and loss. The aggregated carrying amounts of assets transferred to sponsored unconsolidated structured entities in 2017 were € 2.1 billion for securitization and € 26 million for repackaging and investment entities. In 2016, they were € 5.2 billion for securitization and € 20 million for repackaging and investment entities. The comparative numbers have been adjusted to reflect the reassessment of one securitization transaction in 2017.

Current and Non-Current Assets

Current and Non-Current Assets and Liabilities	12 Months Ended
	Dec. 31, 2017
Current and Non-Current Assets and Liabilities [Abstract]
Disclosure of Current and Non-Current Assets and Liabilities [text block]	Current and Non-Current Assets and Liabilities A sset and liability line items by amounts recovered or settled within or after one year Asset items as of December 31, 2017 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2017 Cash and central bank balances 225,537 118 225,655 Interbank balances (w/o central banks) 8,681 585 9,265 Central bank funds sold and securities purchased under resale agreements 9,216 755 9,971 Securities borrowed 16,710 22 16,732 Financial assets at fair value through profit or loss 623,075 13,895 636,970 Financial assets available for sale 9,882 39,514 49,397 Equity method investments 0 866 866 Loans 113,190 288,510 401,699 Securities held to maturity 0 3,170 3,170 Property and equipment 0 2,663 2,663 Goodwill and other intangible assets 0 8,839 8,839 Other assets 95,383 6,108 101,491 Assets for current tax 840 375 1,215 Total assets before deferred tax assets 1,102,514 365,419 1,467,933 Deferred tax assets 6,799 Total assets 1,474,732 Liability items as of December 31, 2017 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2017 Deposits 550,747 30,065 580,812 Central bank funds purchased and securities sold under repurchase agreements 17,591 515 18,105 Securities loaned 6,688 1 6,688 Financial liabilities at fair value through profit or loss 473,165 5,471 478,636 Other short-term borrowings 18,411 0 18,411 Other liabilities 127,388 4,820 132,208 Provisions 5,219 0 5,219 Liabilities for current tax 366 635 1,001 Long-term debt 46,403 113,313 159,715 Trust preferred securities 4,825 666 5,491 Total liabilities before deferred tax liabilities 1,250,802 155,486 1,406,287 Deferred tax liabilities 346 Total liabilities 1,406,633 Asset items as of December 31, 2016 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2016 Cash and central bank balances 181,364 0 181,364 Interbank balances (w/o central banks) 10,996 610 11,606 Central bank funds sold and securities purchased under resale agreements 15,756 531 16,287 Securities borrowed 20,081 0 20,081 Financial assets at fair value through profit or loss 725,099 18,682 743,781 Financial assets available for sale 9,211 47,016 56,228 Equity method investments 0 1,027 1,027 Loans 115,673 293,236 408,909 Securities held to maturity 0 3,206 3,206 Property and equipment 0 2,804 2,804 Goodwill and other intangible assets 0 8,982 8,982 Other assets 118,246 7,799 126,045 Assets for current tax 1,329 230 1,559 Total assets before deferred tax assets 1,197,755 384,124 1,581,880 Deferred tax assets 8,666 Total assets 1,590,546 Liability items as of December 31, 2016 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2016 Deposits 522,885 27,319 550,204 Central bank funds purchased and securities sold under repurchase agreements 25,035 705 25,740 Securities loaned 3,598 0 3,598 Financial liabilities at fair value through profit or loss 576,336 5,635 581,971 Other short-term borrowings 17,295 0 17,295 Other liabilities 150,253 5,187 155,440 Provisions 10,973 0 10,973 Liabilities for current tax 723 606 1,329 Long-term debt 28,758 143,558 172,316 Trust preferred securities 2,197 4,716 6,373 Total liabilities before deferred tax liabilities 1,338,054 187,186 1,525,240 Deferred tax liabilities 486 Total liabilities 1,525,727

Events after the Reporting Peri

Events after the Reporting Period	12 Months Ended
	Dec. 31, 2017
Events after the Reporting Period [Abstract]
Disclosure of events after reporting period [text block]	Events after the Reporting Period With the publication of the IPO price range for the offering of shares in DWS Group GmbH & Co. KGaA on March 11, 2018, we expect the sale of a portion of DB's stake in DWS Group GmbH & Co. KgaA and the listing of DWS Group GmbH & Co. KGaA's shares on the Frankfurt Stock Exchange to occur in the first quarter of 2018 should market conditions support this. Based on the price range of € 30 to € 36, and assuming a free float of 20 % to 25 %, the impact from the transaction on DB’s IFRS shareholders’equity including Noncontrolling interests will be between € 1.1 billion and € 1.7 billion (pro forma December 31, 2017).

Condensed Deutsche Bank AG (Deu

Condensed Deutsche Bank AG (Deutsche Bank AG) Financial Information	12 Months Ended
	Dec. 31, 2017
Condensed Deutsche Bank AG (Parent Company only) Financial Information [Abstract]
Disclosure of Condensed Deutsche Bank AG (Parent Company only) Financial Information [text block]	Condensed Deutsche Bank AG (Parent Company only) Financial Information Condensed Statement of Income in € m. 2017 2016 2015 Interest income, excluding dividends from subsidiaries 15,339 14,247 13,760 Dividends received from subsidiaries: Bank subsidiaries 1,185 1,042 296 Nonbank subsidiaries 2,142 2,935 5,010 Interest expense 9,575 7,947 7,559 Net interest and dividend income 9,092 10,278 11,506 Provision for credit losses 675 872 359 Net interest and dividend income after provision for credit losses 8,417 9,406 11,147 Noninterest income: Commissions and fee income 3,721 4,145 4,265 Net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,789 1,791 4,918 Other income (loss) 1 (744 ) (606 ) (1,371 ) Total noninterest income 5,766 5,330 7,812 Noninterest expenses: Compensation and benefits 5,123 5,137 5,763 General and administrative expenses 6,347 7,524 10,997 Services provided by (to) affiliates, net 1,426 1,263 1,621 Impairment of goodwill and other intangible assets 6 14 519 Total noninterest expenses 12,902 13,938 18,899 Income (loss) before income taxes 1,281 797 60 Income tax expense (benefit) (90 ) 161 1,003 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 1,371 636 (943 ) 1 Includes net gains (losses) on financial assets available for sale and impairments/write-ups on investments in subsidiaries. Condensed Statement of Comprehensive Income in € m. 2017 2016 2015 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 1,371 636 (943 ) Other comprehensive income (loss), net of tax (2,486 ) 360 1,183 Total comprehensive income (loss), net of tax (1,115 ) 996 240 Condensed Balance Sheet in € m. Dec 31, 2017 Dec 31, 2016 Assets: Cash and central bank balances: 176,661 120,112 Interbank balances (w/o central banks): Bank subsidiaries 27,110 43,631 Other 5,801 6,254 Central bank funds sold, securities purchased under resale agreements, securities borrowed: Bank subsidiaries 4,170 4,394 Nonbank subsidiaries 36,287 43,290 Other 10,497 14,256 Financial assets at fair value through profit or loss: Bank subsidiaries 6,508 12,021 Nonbank subsidiaries 5,010 14,536 Other 550,182 641,455 Financial assets available for sale 28,441 31,669 Investments in associates 290 387 Investment in subsidiaries: Bank subsidiaries 12,242 11,530 Nonbank subsidiaries 36,170 36,461 Loans: Bank subsidiaries 37,974 49,393 Nonbank subsidiaries 52,687 54,549 Other 151,912 158,700 Other assets: Bank subsidiaries 1,480 1,231 Nonbank subsidiaries 11,325 23,923 Other 90,263 110,877 Total assets 1,245,008 1,378,670 Liabilities and equity: Deposits: Bank subsidiaries 81,504 82,276 Nonbank subsidiaries 20,562 25,773 Other 307,162 282,991 Central bank funds purchased, securities sold under repurchase agreements and securities loaned: Bank subsidiaries 640 2,344 Nonbank subsidiaries 29,129 49,903 Other 16,766 10,860 Financial liabilities at fair value through profit or loss: Bank subsidiaries 5,423 9,745 Nonbank subsidiaries 2,531 6,254 Other 439,264 535,349 Other short-term borrowings: Bank subsidiaries 195 88 Nonbank subsidiaries 424 692 Other 17,766 16,419 Other liabilities: Bank subsidiaries 851 1,222 Nonbank subsidiaries 8,067 16,100 Other 107,830 126,876 Long-term debt 144,998 155,913 Total liabilities 1,183,113 1,322,807 Total shareholders’ equity 57,219 51,193 Additional equity components 4,675 4,670 Total equity 61,895 55,863 Total liabilities and equity 1,245,008 1,378,670 Condensed Statement of Cash Flows in € m. 2017 2016 2015 Net cash provided by (used in) operating activities 40,931 25,873 49,259 Cash flows from investing activities: Proceeds from: Sale of financial assets available for sale 7,627 22,205 14,948 Maturities of financial assets available for sale 3,433 4,530 4,034 Maturities of securities held to maturity 0 0 0 Sale of investments in associates 65 12 13 Sale of property and equipment 39 8 19 Purchase of: Financial assets available for sale (9,741 ) (15,150 ) (26,426 ) Securities held to maturity 0 0 0 Investments in associates 0 (11 ) (93 ) Property and equipment (261 ) (284 ) (164 ) Net change in investments in subsidiaries (2,222 ) (1,619 ) 3,664 Other, net (1,129 ) (1,360 ) (1,047 ) Net cash provided by (used in) investing activities (2,189 ) 8,331 (5,052 ) Cash flows from financing activities: Issuances of subordinated long-term debt 865 792 2,906 Repayments and extinguishments of subordinated long-term debt (45 ) (102 ) (728 ) Issuances of trust preferred securities 0 1 397 Repayments and extinguishments of trust preferred securities 0 (2 ) (398 ) Common shares issued 8,037 0 0 Purchases of treasury shares (7,912 ) (5,256 ) (9,003 ) Sale of treasury shares 7,471 4,979 8,142 Additional Equity Components (AT1) issued 0 0 0 Purchases of Additional Equity Components (AT1) (149 ) (129 ) 177 Sale of Additional Equity Components (AT1) 160 124 (176 ) Coupon on additional equity components, pre tax (335 ) (333 ) (269 ) Net change in noncontrolling interests 0 0 0 Cash dividends paid (392 ) 0 (1,034 ) Net cash provided by (used in) financing activities 7,700 74 14 Net effect of exchange rate changes on cash and cash equivalents (3,499 ) 187 (1,503 ) Net increase (decrease) in cash and cash equivalents 42,943 34,465 42,718 Cash and cash equivalents at beginning of period 144,816 110,351 67,633 Cash and cash equivalents at end of period 187,759 144,816 110,351 Net cash provided by (used in) operating activities include Income taxes paid (received), net 258 (974 ) 418 Interest paid 9,563 7,871 8,244 Interest received 15,308 14,346 13,928 Dividends received 3,147 3,978 5,305 Cash and cash equivalents comprise Cash and central bank balances (not included Interest-earning time deposits with central banks) 175,463 119,213 64,472 Interbank balances (w/o central banks) 12,296 25,603 45,880 Total 187,759 144,816 110,352 Parent Company’s Long-Term Debt by Remaining Maturities By remaining maturities Due in 2018 Due in 2019 Due in 2020 Due in 2021 Due in 2022 Due after 2022 Total Dec 31, 2017 Total Dec 31, 2016 in € m. Senior debt: Bonds and notes: Fixed rate 9,791 9,229 7,715 10,030 6,570 16,182 59,517 66,464 Floating rate 5,322 8,616 4,149 4,282 4,433 6,341 33,142 36,875 Subordinated debt Bonds and notes: Fixed rate 3,916 0 1,096 0 0 4,756 9,769 9,842 Floating rate 50 0 0 0 0 1,884 1,934 2,174 Other 25,039 2,279 1,792 764 551 10,210 40,636 40,557 Total long-term debt 44,118 20,124 14,752 15,076 11,555 39,373 144,998 155,913

SEC Registered Trust Preferred

SEC Registered Trust Preferred Securities	12 Months Ended
	Dec. 31, 2017
SEC Registered Trust Preferred Securities [Abstract]
Disclosure of SEC registered Trust preferred securities [text block]	SEC Registered Trust Preferred Securities Deutsche Bank AG has, via several subsidiaries, issued “trust preferred” securities that are listed on the New York Stock Exchange. In each such transaction, a Delaware statutory business trust (the “Trust”) issues trust preferred securities (the “Trust Preferred Securities”) in a public offering in the United States. All the proceeds from the sale of the Trust Preferred Securities are invested by the Trust in the Class B Preferred Securities (the “Class B Preferred Securities”) of a wholly-owned subsidiary of Deutsche Bank AG organized in the form of a limited liability company (the “LLC”). The LLC uses all the proceeds from the sale of the Class B Preferred Securities to the Trust to purchase a debt obligation from Deutsche Bank AG (the “Debt Obligation”). The distributions on the Class B Preferred Securities match those of the Trust Preferred Securities. The Trust Preferred Securities and the Class B Preferred Securities pay distributions quarterly in arrears and are redeemable only upon the occurrence of certain events specified in the documents governing the terms of those securities. Subject to limited exceptions, the Class B Preferred Securities generally cannot be redeemed until at least five or ten years after their issuance. The Trust Preferred Securities and the Class B Preferred Securities are each subject to a full and unconditional subordinated guarantee of Deutsche Bank AG. These subordinated guarantees are general and unsecured obligations of Deutsche Bank AG and rank, both as to payment and in liquidation of Deutsche Bank AG, junior in priority of payment to all current and future indebtedness of Deutsche Bank AG and on parity in priority of payment with the most senior preference shares, if any, of Deutsche Bank AG. Issuances of SEC Registered Trust Preferred Securities Trust LLC Issuance Date Earliest Parent Long-term Debt 1 Deutsche Bank Contingent Capital Trust II Deutsche Bank May 23, 2007 May 23, 2017 2 € 666 million Deutsche Bank Contingent Capital Trust III Deutsche Bank February 20, 2008 February 20, 2018 3 € 1,644 million Deutsche Bank Contingent Capital Trust V Deutsche Bank May 9, 2008 4 June 30, 2018 € 1,153 million 1 Amount of long term-debt of the Parent Company represented by the Debt Obligations issued by Deutsche Bank AG to the applicable LLC and amount of Trust Preferred Securities of Deutsche Bank AG Consolidated represented by the Trust Preferred Securities issued by the respective Trust as of December 31, 2017 . 2 Next redemption date is May 23, 2018 . 3 Redeemed on February 20, 2018. 4 On March 30, 2010 Deutsche Bank AG additionally issued an amount of U.S.$ 120 million .

Management Report - Segment Res

Management Report - Segment Results of Operations	12 Months Ended
	Dec. 31, 2017
Segment Results of Operations [Abstract]
Disclosure of Segment Results of Operations [text block]	Segment Results of Operations 2017 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 14,226 10,178 2,532 – (488 ) 26,447 Provision for credit losses 213 313 (1 ) – (0 ) 525 Noninterest expenses Compensation and benefits 4,273 3,979 778 – 3,223 12,253 General and administrative 8,782 5,166 1,025 – (3,000 ) 11,973 Policyholder benefits and claims 0 0 0 – 0 0 Impairment of goodwill and other 6 12 3 – 0 21 Restructuring activities 82 360 6 – (0 ) 447 Total noninterest expenses 13,143 9,518 1,811 – 223 24,695 Noncontrolling interests 26 (12 ) 1 – (16 ) 0 Income (loss) before income taxes 843 359 720 – (695 ) 1,228 Cost/income ratio 92 % 94 % 72 % – 0 % 93 % Assets 2 1,127,028 333,069 8,050 – 6,586 1,474,732 Additions to non-current assets 125 551 60 – 1,067 1,803 Risk-weighted assets 3 231,574 87,472 8,432 – 16,734 344,212 CRD 4 leverage exposure measure (spot value at reporting date) 1,029,946 344,087 2,870 – 17,983 1,394,886 Average shareholders' equity 44,169 14,934 4,725 – 99 63,926 Post-tax return on average 4 1 % 2 % 54 % – N/M (1) % Post-tax return on average 4 1 % 2 % 10 % – N/M (1) % 1 includes: Net interest income 4,532 5,876 (19 ) – 1,989 12,378 Net income (loss) from equity 81 3 44 – 9 137 2 includes: Equity method investments 553 91 211 – 10 866 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was 160 % for the year ended December 31, 2017. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33 % for the year ended December 31, 2017. 2016 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 16,763 11,090 3,015 (382 ) (471 ) 30,014 Provision for credit losses 816 439 1 128 (0 ) 1,383 Noninterest expenses Compensation and benefits 3,955 4,042 708 68 3,101 11,874 General and administrative 9,655 5,029 1,071 2,678 (2,979 ) 15,454 Policyholder benefits and claims 0 0 374 0 0 374 Impairment of goodwill and other 285 0 1,021 (49 ) (0 ) 1,256 Restructuring activities 299 141 47 4 (7 ) 484 Total noninterest expenses 14,193 9,212 3,220 2,701 116 29,442 Noncontrolling interests 49 0 0 (4 ) (46 ) 0 Income (loss) before income taxes 1,705 1,439 (206 ) (3,207 ) (541 ) (810 ) Cost/income ratio 85 % 83 % 107 % 0 % 0 % 98 % Assets 2 1,201,894 329,869 12,300 5,523 40,959 1,590,546 Additions to non-current assets 22 480 1 0 1,517 2,019 Risk-weighted assets 3 237,596 86,082 8,960 9,174 15,706 357,518 CRD 4 leverage exposure measure (spot value at reporting date) 954,203 342,424 3,126 7,882 40,018 1,347,653 Average shareholders' equity 40,518 15,018 4,864 1,682 0 62,082 Post-tax return on average 4 3 % 7 % N/M N/M N/M (3) % Post-tax return on average 4 3 % 6 % (3) % N/M N/M (2) % 1 includes: Net interest income 6,314 6,201 326 142 1,724 14,707 Net income (loss) from equity 138 5 44 269 (1 ) 455 2 includes: Equity method investments 698 23 203 98 4 1,027 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was (67) % for the year ended December 31, 2016. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35 % for the year ended December 31, 2016 . 2015 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 18,899 10,637 3,016 794 179 33,525 Provision for credit losses 393 511 1 51 (0 ) 956 Noninterest expenses Compensation and benefits 4,897 4,161 870 86 3,279 13,293 General and administrative 11,662 5,139 1,209 2,921 (2,299 ) 18,632 Policyholder benefits and claims 0 0 256 0 0 256 Impairment of goodwill and other 2,168 3,608 0 0 0 5,776 Restructuring activities 129 586 (2 ) (1 ) (3 ) 710 Total noninterest expenses 18,856 13,495 2,334 3,006 976 38,667 Noncontrolling interests 26 0 (0 ) 1 (27 ) 0 Income (loss) before income taxes (376 ) (3,370 ) 682 (2,264 ) (770 ) (6,097 ) Cost/income ratio 100 % 127 % 77 % 0 % 0 % 115 % Assets 2 1,236,770 312,732 30,316 23,007 26,305 1,629,130 Additions to non-current assets 3 280 2 3 1,251 1,539 Risk-weighted assets 3 247,423 92,857 10,757 32,896 12,780 396,714 CRD 4 leverage exposure measure (spot value at reporting date) 1,007,791 329,902 5,354 36,553 15,587 1,395,188 Average shareholders' equity 39,258 14,333 5,352 3,735 6,377 69,055 Post-tax return on average 4 (1) % (17) % 145 % N/M N/M (12) % Post-tax return on average 4 (1) % (15) % 8 % N/M N/M (10) % 1 includes: Net interest income 7,498 6,415 449 272 1,248 15,881 Net income (loss) from equity 68 40 34 20 2 164 2 includes: Equity method investments 650 21 182 166 (6 ) 1,013 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was (11) % for the year ended December 31, 2015. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35 % for the year ended December 31, 2015. Corporate & Investment Bank 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues Global Transaction Banking 3,942 4,421 4,609 (478 ) (11 ) (188 ) (4 ) Equity Origination 396 405 658 (8 ) (2 ) (253 ) (38 ) Debt Origination 1,327 1,393 1,481 (66 ) (5 ) (88 ) (6 ) Advisory 508 495 575 13 3 (80 ) (14 ) Origination and Advisory 2,231 2,292 2,714 (61 ) (3 ) (422 ) (16 ) Financing 2,231 2,375 2,127 (144 ) (6 ) 248 12 Sales & Trading (Equity) 2,085 2,571 3,416 (486 ) (19 ) (845 ) (25 ) Sales & Trading (FIC) 4,380 5,087 6,083 (707 ) (14 ) (996 ) (16 ) Sales & Trading 6,465 7,658 9,499 (1,193 ) (16 ) (1,841 ) (19 ) Other (644 ) 17 (51 ) (661 ) N/M 68 N/M Total net revenues 14,226 16,763 18,899 (2,537 ) (15 ) (2,136 ) (11 ) Provision for credit losses 213 816 393 (603 ) (74 ) 423 108 Noninterest expenses Compensation and benefits 4,273 3,955 4,897 318 8 (942 ) (19 ) General and administrative expenses 8,782 9,655 11,662 (872 ) (9 ) (2,007 ) (17 ) Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 6 285 2,168 (279 ) (98 ) (1,883 ) (87 ) Restructuring activities 82 299 129 (217 ) (73 ) 169 131 Total noninterest expenses 13,143 14,193 18,856 (1,050 ) (7 ) (4,663 ) (25 ) Noncontrolling interests 26 49 26 (23 ) (46 ) 23 89 Income (loss) before income taxes 843 1,705 (376 ) (861 ) (51 ) 2,080 N/M Cost/income ratio 92 % 85 % 100 % N/M 8 ppt N/M (15) ppt Assets 1 1,127,028 1,201,894 1,236,770 (74,866 ) (6 ) (34,876 ) (3 ) Risk-weighted assets 2 231,574 237,596 247,423 (6,022 ) (3 ) (9,827 ) (4 ) Average shareholders' equity 3 44,169 40,518 39,258 3,651 9 1,260 3 Post-tax return on average tangible 1 % 3 % (1) % N/M (2) ppt N/M 4 ppt Post-tax return on average shareholders' equity 1 % 3 % (1) % N/M (2) ppt N/M 3 ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders' equity is allocated to the divisions. Private & Commercial Bank 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues: Private & Commercial Clients 5,013 5,225 5,603 (213 ) (4 ) (377 ) (7 ) Postbank 3,124 3,366 3,112 (242 ) (7 ) 254 8 Wealth Management 2,041 1,880 2,097 161 9 (217 ) (10 ) Hua Xia 0 618 (175 ) (618 ) (100 ) 793 N/M Total net revenues 10,178 11,090 10,637 (912 ) (8 ) 453 4 thereof: Net interest income 5,876 6,201 6,415 (325 ) (5 ) (214 ) (3 ) Commissions and fee income 3,367 3,395 3,816 (28 ) (1 ) (421 ) (11 ) Remaining income 935 1,494 406 (559 ) (37 ) 1,088 N/M Provision for credit losses 313 439 511 (126 ) (29 ) (73 ) (14 ) Noninterest expenses: Compensation and benefits 3,979 4,042 4,161 (63 ) (2 ) (119 ) (3 ) General and administrative expenses 5,166 5,029 5,139 138 3 (110 ) (2 ) Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 12 0 3,608 12 N/M (3,608 ) N/M Restructuring activities 360 141 586 219 155 (445 ) (76 ) Total noninterest expenses 9,518 9,212 13,495 306 3 (4,283 ) (32 ) Noncontrolling interests (12 ) 0 0 (12 ) N/M 0 3 Income (loss) before income taxes 359 1,439 (3,370 ) (1,080 ) (75 ) 4,809 N/M Cost/income ratio 94 % 83 % 127 % N/M 10 ppt N/M (44) ppt Assets 1 333,069 329,869 312,731 3,200 1 17,138 5 Risk-weighted assets 2 87,472 86,082 92,857 1,390 2 (6,776 ) (7 ) Average shareholders' equity 3 14,934 15,018 14,333 (84 ) (1 ) 685 5 Post-tax return on average tangible 2 % 7 % (17) % N/M (5) ppt N/M 25 ppt Post-tax return on average shareholders' equity 2 % 6 % (15) % N/M (5) ppt N/M 22 ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions. Deutsche Asset Management 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues Management Fees 2,215 2,161 2,299 53 2 (138 ) (6 ) Performance and transaction fees 199 219 246 (20 ) (9 ) (28 ) (11 ) Other revenues 118 239 213 (121 ) (51 ) 25 12 Mark-to-market movements on 0 396 258 (396 ) N/M 139 54 Total net revenues 2,532 3,015 3,016 (483 ) (16 ) (1 ) (0 ) Provision for credit losses (1 ) 1 1 (1 ) N/M (0 ) (4 ) Noninterest expenses Compensation and benefits 778 708 870 70 10 (163 ) (19 ) General and administrative expenses 1,025 1,071 1,209 (47 ) (4 ) (138 ) (11 ) Policyholder benefits and claims 0 374 256 (374 ) (100 ) 117 46 Impairment of goodwill and other intangible assets 3 1,021 0 (1,018 ) (100 ) 1,021 N/M Restructuring activities 6 47 (2 ) (41 ) (88 ) 49 N/M Total noninterest expenses 1,811 3,220 2,334 (1,409 ) (44 ) 886 38 Noncontrolling interests 1 0 (0 ) 1 N/M 1 N/M Income (loss) before income taxes 720 (206 ) 682 926 N/M (888 ) N/M Cost/income ratio 72 % 107% 77% N/M (35) ppt N/M 29 ppt Assets 1 8,050 12,300 30,316 (4,250 ) (35 ) (18,016 ) (59 ) Risk-weighted assets 2 8,432 8,960 10,757 (528 ) (6 ) (1,797 ) (17 ) Average shareholders' equity 3 4,725 4,864 5,352 (139 ) (3 ) (489 ) (9 ) Post-tax return on average tangible shareholders’ equity 55% N/M 145% N/M N/M N/M N/M Post-tax return on average shareholders' equity 10% (3)% 8% N/M 13 ppt N/M (11) ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions. Non-Core Operations Unit 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues – (382 ) 794 382 N/M (1,176 ) N/M thereof: Net interest income and net gains (losses) on – (1,307 ) (362 ) 1,307 N/M (944 ) N/M Provision for credit losses – 128 51 (128 ) N/M 76 148 Noninterest expenses Compensation and benefits – 68 86 (68 ) N/M (18 ) (20 ) General and administrative expenses – 2,678 2,921 (2,678 ) N/M (243 ) (8 ) Policyholder benefits and claims – 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets – (49 ) 0 49 N/M (49 ) N/M Restructuring activities – 4 (1 ) (4 ) N/M 5 N/M Total noninterest expenses – 2,701 3,006 (2,701 ) N/M (304 ) (10 ) Noncontrolling interests – (4 ) 1 4 N/M (5 ) N/M Income (loss) before income taxes – (3,207 ) (2,264 ) 3,207 N/M (943 ) 42 Assets 1 – 5,523 23,007 (5,523 ) N/M (17,485 ) (76 ) Risk-weighted assets 2 – 9,174 32,896 (9,174 ) N/M (23,722 ) (72 ) Average shareholders' equity 3 – 1,682 3,735 (1,682 ) N/M (2,052 ) (55 ) N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions. Consolidation & Adjustments 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues 1 (488 ) (471 ) 179 (16 ) 3 (650 ) N/M Provision for credit losses (0 ) (0 ) (0 ) 0 (19 ) (0 ) N/M Noninterest expenses Compensation and benefits 3,223 3,101 3,279 122 4 (178 ) (5 ) General and administrative expenses (3,000 ) (2,979 ) (2,299 ) (21 ) 1 (679 ) 30 Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 0 (0 ) 0 0 N/M (0 ) N/M Restructuring activities (0 ) (7 ) (3 ) 6 (98 ) (3 ) 99 Total noninterest expenses 223 116 976 107 93 (860 ) (88 ) Noncontrolling interests (16 ) (46 ) (27 ) 30 (65 ) (19 ) 70 Income (loss) before income taxes (695 ) (541 ) (770 ) (153 ) 28 229 (30 ) Assets 2 6,586 40,959 26,305 (34,373 ) (84 ) 14,654 56 Risk-weighted assets 3 16,734 15,706 12,780 1,028 7 2,926 23 Average shareholders' equity 4 99 0 6,377 99 N/M (6,377 ) N/M N/M – Not meaningful 1 Net interest income and noninterest income. 2 Assets in C&A reflect residual Treasury assets not allocated to the business segments as well as Corporate assets, such as deferred tax assets and central clearing accounts, outside the management responsibility of the business segments. 3 Risk weighted assets are based upon CRR/CRD 4 fully-loaded. Risk-weighted assets in C&A reflect Treasury and Corporate assets outside the management responsibility of the business segments, primarily the Group’s deferred tax assets. 4 Average shareholders’ equity in December 2015 represents the difference between the spot values of the segments for the period end and the average Group amount.

Risk Report_ Risk and Capital F

Risk Report: Risk and Capital Framework	12 Months Ended
	Dec. 31, 2017
Risk and Capital Framework [Abstract]
Risk & Capital Framework [text block]	Risk and Capital Framework Risk Management Principles The diversity of our business model requires us to identify, assess, measure, aggregate and manage our risks, and to allocate our capital among our businesses. Our aim is to help reinforce our resilience by encouraging a holistic approach to the management of risk and return throughout our organization as well as the effective management of our risk, capital and reputational profile. We actively take risks in connection with our business and as such the following principles underpin our risk management framework: Risk is taken within a defined risk appetite; Every risk taken needs to be approved within the risk management framework; Risk taken needs to be adequately compensated; and Risk should be continuously monitored and managed. Risk and capital are managed via a framework of principles, organizational structures and measurement and monitoring processes that are closely aligned with the activities of the divisions and business units: Core risk management responsibilities are embedded in the Management Board and delegated to senior risk managers and senior risk management committees responsible for execution and oversight. We operate a Three Lines of Defense (“3LoD”) risk management model, in which risk, control and reporting responsibilities are defined . The 1st Line of Defense (“1st LoD”) refers to those roles in the B ank whose activities generate risks, whether financial or non-financial . The 2nd Line of Defense (“2nd LoD”) refers to the risk type controller roles in the B a nk who facilitate the imp le mentation of a sound risk management framework throughout the organisation. The 2 nd LoD define s the risk appetite and risk management and control stan dards for their risk type , and independently oversees and challenges the risk taking and ris k management activities of the 1st LoD . The 3rd Line of Defense (“3rd LoD”) is Group Audit, which is accountable for providing independent and objective assurance on the adequacy of the design and effectiveness of the systems of internal control and risk management. The risk strategy is approved by the Management Board on an annual basis and is defined based on the Group Risk Appetite and the Strategic and Capital Plan in order to align risk, capital and performance targets. Cross-risk analysis reviews are conducted across the Group to validate that sound risk management practices and a holistic awareness of risk exist. All material risk types, including credit risk, market risk, operational risk, liquidity risk, business risk and reputational risk, are managed via risk management processes. Modeling and measurement approaches for quantifying risk and capital demand are implemented across the material risk types. For more details, refer to section “Risk and Capital Management” for the management process es of our material risks. Monitoring, stress testing tools and escalation processes are in place for key capital and liquidity thresholds and metrics. Systems, processes and policies are critical components of our risk management capability. Recovery and contingency planning provides the escalation path for crisis management and supplies senior management with a set of actions designed to improve the capital and liquidity positions in a stress event. Resolution planning is the responsibility of our resolution authority, the Single Resolution Board. It provides a strategy to manage Deutsche Bank in case of default. It is designed to prevent major disruptions to the financial system or the wider economy through maintaining critical services. We appl y an integrated risk management approach that aims at G roup-wide consistency in risk management standards, while allowing for adaptation to local or legal entity specific requirements. We promote a strong risk culture where e mployees at all levels are responsible for the management and escalation of risks. We expect employees to exhibit behaviors that support a strong risk culture in line with our Code of Business Conduct and Ethics . To promote this , our policies require that risk-related behavior is taken into account during our performance assessment and compensation processes. In addition, o ur Management Board members and senior management frequently communicate the importance of a strong risk culture to support a consistent tone from the top. In 2017, we also introduced a principles-based assessment of risk culture, in particular focusing on risk awareness, risk ownership and management of risk within risk appetite. Assessment results are incorporated into existing risk reporting, reinforcing the message that risk culture is an integral part of effective day-to-day risk management. Risk Governance Our operations throughout the world are regulated and supervised by relevant authorities in each of the jurisdictions in which we conduct business. Such regulation focuses on licensing, capital adequacy, liquidity, risk concentration, conduct of business as well as organizational and reporting requirements. The European Central Bank (the “ECB”) in connection with the competent authorities of EU countries which joined the Single Supervisory Mechanism via the Joint Supervisory Team act in cooperation as our primary supervisors to monitor our compliance with the German Banking Act and other applicable laws and regulations as well as the CRR/CRD 4 framework and respective implementations into German law. European banking regulators assess our capacity to assume risk in several ways, which are described in more detail in the section “Regulatory Capital” of this report. Several layers of management provide cohesive risk governance: The Supervisory Board is informed regularly on our risk situation, risk management and risk controlling, as well as on our reputation and material litigation cases. It has formed various committees to handle specific tasks (for a detailed description of these committees, please see the “Corporate Governance Report” under “Management Board and Supervisory Board”, “Standing Committees”). At the meetings of the Risk Committee, the Management Board reports on key risk portfolios, on risk strategy and on matters of special importance due to the risks they entail. It also reports on loans requiring a Supervisory Board resolution pursuant to law or the Articles of Association. The Risk Committee deliberates with the Management Board on issues of the overall risk appetite, aggregate risk position and the risk strategy and supports the Supervisory Board in monitoring the implementation of this strategy. The Integrity Committee, among other responsibilities , monitors the Management Board’s measures that promote the company’s compliance with legal requirements, authorities’ regulations and the company’s own in-house policies. It also reviews the Bank’s Code of Business Conduct and Ethics, and, upon request, supports the Risk Committee in monitoring and analyzing the Bank’s legal and reputational risks. The Audit Committee, among other matters, monitors the effectiveness of the risk management system, particularly the internal control system and the internal audit system. The Management Board is responsible for managing Deutsche Bank Group in accordance with the law, the Articles of Association and its Terms of Reference with the objective of creating sustainable value in the interest of the company, thus taking into consideration the interests of the shareholders, employees and other stakeholders. The Management Board is responsible for establishing a proper business organization, encompassing appropriate and effective risk management. The Management Board established the Group Risk Committee (“GRC”) as the central forum for review and decision on material risk and capital-related topics. The GRC generally meets once a week. It has delegated some of its duties to individuals and sub-committees. The GRC and its sub-committees are described in more detail below. Risk Management Governance Structure of the Deutsche Bank Group The following functional committees are central to the management of risk at Deutsche Bank: The Group Risk Committee (GRC) has various duties and dedicated authority, including approval of new or materially changed risk and capital models, review of risk exposure developments and internal and regulatory Group-wide stress testing results, and monitoring of risk culture across the Group. The GRC also reviews risk resources available to the business divisions and high-level risk portfolios (for example on a country or industry level) and sets related risk appetite targets, for example in the form of limits or thresholds. In addition, the GRC reviews and recommends items for Management Board approval, such as key risk management principles, the Group Recovery Plan and the Contingency Funding Plan, over-arching risk appetite parameters, and recovery and escalation indicators. The GRC also supports the Management Board during Group-wide risk and capital planning processes. The Non-Financial Risk Committee ( NFRC ) oversees, governs and coordinates the management of non-financial risks in Deutsche Bank Group and establishes a cross-risk and holistic perspective of the key non-financial risks of the Group. It is tasked to define the non-financial risk appetite tolerance framework, to monitor and control the non-financial risk operating model and interdependencies between business divisions and control functions and different risk type control functions. The Group Reputational Risk Committee ( GRRC ) is responsible for the oversight, governance and coordination of reputational risk management and provides for an appropriate look-back and a lessons learnt process. It reviews and decides all reputational risk issues escalated by the Regional Reputational Risk Committees (“RRRCs”) and RRRC decisions which have been appealed by the b usiness d ivisions, i nfrastructure f unctions or r egional m anagement. It provides guidance on Group-wide reputational risk matters, including communication of sensitive topics, to the appropriate levels of Deutsche Bank Group. The RRRCs which are sub-committees of the GRRC, are responsible for the oversight, governance and coordination of the management of reputational risk in the respective regions on behalf of the Management Board. The Enterprise Risk Committee ( ERC ) has been established with a mandate to focus on enterprise-wide risk trends, events and cross-risk portfolios, bringing together risk experts from various risk disciplines. As part of its mandate, t he ERC approves the annual country risk portfolio overviews and specified country risk thresholds , establishes product thresholds , reviews risk portfolio concentrations across the Group, monitors group-wide stress tests used for managing the Group’s risk appetite, and reviews topics with enterprise-wide risk implications like risk culture. The Financial Resource Management Council ( FRMC ) is an ad-hoc governance body to support the decision-making in a period of anticipated or actual capital or liquidity stress. It is a forum to discuss and recommend mitigating actions, thereby bringing together in one forum the tasks of the former Liquidity Management Committee and the crisis-related tasks previously assigned to the GRC. Specifically, the FRMC is tasked with analysing the bank’s capital and liquidity situation, advising on the capital and liquidity strategy, and making recommendations on specific business level capital and liquidity targets and/or countermeasures that are necessary to successfully execute the strategy. This includes the recommendation whether or not to invoke the Contingency Funding Plan and the right to oversee the execution of related decisions. Our Chief Risk Officer (“CRO”), who is a member of the Management Board, has Group-wide, supra-divisional responsibility for the management of all credit, market, liquidity and operational risks as well as for the continuing development and enhancement of methods for risk measurement. In addition, the CRO is responsible for monitoring, analyzing and reporting risk on a comprehensive basis. The CRO has direct management responsibility for the Risk function. Risk management & control duties in the Risk function are generally assigned to specialized risk management units focusing on the management of Sp ecific risk types Risks within a specific business Risks in a specific region. These specialized risk management units generally handle the following core tasks : Foster consistency with the risk appetite set by the GRC within a framework established by the Management Board and applied to Business Divisions; Determine and implement risk and capital management policies, procedures and methodologies that are appropriate to the businesses within each division; Establish and approve risk limits; Conduct periodic portfolio reviews to keep the portfolio of risks within acceptable parameters; and Develop and implement risk and capital management infrastructures and systems that are appropriate for each division. Additionally, Business Aligned Risk Management (BRM) represents the Risk function vis-à-vis specific b usiness areas. The CROs for each business division manage their respective risk portfolio, taking a holistic view of each division to challenge and influence the division’s strategy and risk ownership and implement risk appetite. The specialized risk management functions are complemented by our Enterprise Risk Management (ERM) function, which sets a bank-wide risk management framework seeking to ensure that all risks at the Group and Divisional level are identified, owned and controlled by the functional risk teams within the agreed risk appetite and risk management principles. ERM is responsible for aggregating and analysing enterprise-wide risk information and reviewing the risk/return profile of portfolios to enable informed strategic decision-making on the Bank’s resources. ERM has the mandate to: Manage enterprise risk appetite and allocation across businesses and legal entities; Integrate and aggregate risks to provide greater enterprise risk transparency to support decision making; Commission forward - looking stress tests, and manage G roup recovery and resolution plans; and Govern and improve the effectiveness of the risk management framework. The specialized risk management functions and ERM have a reporting line to the CRO. While operating independently from each other and the b usiness d ivisions, our Finance and Risk functions have the joint responsibility to quantify and verify the risk that we assume . The integration of the risk management of our subsidiary Deutsche Postbank AG is promoted through harmonized processes for identifying, assessing, managing, monitoring, and communicating risk, the strategies and procedures for determining and safeguarding risk-bearing capacity, and corresponding internal control procedures. Key features of the joint governance are: Functional reporting lines from Postbank Risk Management to Deutsche Bank Risk; Participation of voting members from Deutsche Bank from the respective risk functions in Postbank’s key risk committees and vice versa for selected key committees; and Alignment to key Group risk policies. The key risk management committees of Postbank are: The Bank Risk Committee, which advises Postbank’s Management Board with respect to the determination of overall risk appetite and risk and capital allocation; The Credit Risk Committee, which is responsible for limit allocation and the definition of an appropriate limit framework; The Market Risk Committee, which decides on limit allocations as well as strategic positioning of Postbank’s banking and trading book and the management of liquidity risk; The Operational Risk Management Committee, which defines the appropriate risk framework as well as the limit allocation for the individual business areas; and The Model and Validation Risk Committee, which monitors validation of all rating systems and risk management models. The Chief Risk Officer of Postbank or senior risk managers of Deutsche Bank are voting members of the committees listed above. Following the announcement in March 2017 to merge Postbank with the German Private and Business Clients business and as part of the overarching integration project, the Risk division has also commenced the analyses and work on establishing an appropriate Risk function for the planned merged legal entity which will remain connected into to the Group as described above.

Risk Report - Risk and Capital

Risk Report - Risk and Capital Management	12 Months Ended
	Dec. 31, 2017
Risk and Capital Management [Abstract]
Risk & Capital Management [text block]	Risk and Capital Management Capital Management Our Treasury function manages solvency, capital adequacy and leverage ratios at Group level and locally in each region. Treasury implements our capital strategy, which itself is developed by the Group Risk Committee and approved by the Management Board, including issuance and repurchase of shares and capital instruments, hedging of capital ratios against foreign exchange swings, limit setting for key financial resources, design of shareholders’ equity allocation, and regional capital planning. We are fully committed to maintaining our sound capitalization both from an economic and regulatory perspective. We continuously monitor and adjust our overall capital demand and supply in an effort to achieve an appropriate balance of the economic and regulatory considerations at all times and from all perspectives. These perspectives include book equity based on IFRS accounting standards, regulatory and economic capital as well as specific capital requirements from rating agencies. Treasury manages the issuance and repurchase of capital instruments, namely Common Equity Tier 1, Additional Tier 1 and Tier 2 capital instruments. Treasury constantly monitors the market for liability management trades. Such trades represent a countercyclical opportunity to create Common Equity Tier 1 capital by buying back our issuances below par. Our core currencies are Euro, US Dollar and Pound Sterling. Treasury manages the sensitivity of our capital ratios against swings in core currencies. The capital invested into our foreign subsidiaries and branches in the other non-core currencies is largely hedged against foreign exchange swings. Treasury determines which currencies are to be hedged, develops suitable hedging strategies in close cooperation with Risk Management and finally executes these hedges. Resource Limit Setting Usage of key financial resources is influenced through the following governance processes and incentives. Target resource capacities are reviewed in our annual strategic plan in line with our CET 1 and Leverage Ratio ambitions. In a quarterly process, the Group Risk Committee approves divisional resource limits for Total Capital Demand and leverage exposure that are based on the strategic plan but adjusted for market conditions and the short-term outlook. Limits are enforced through a close monitoring process and an excess charging mechanism. Overall regulatory capital requirements are driven by either our CET 1 ratio (solvency) or leverage ratio (leverage) requirements, which ever is the more binding constraint. For the internal capital allocation, the combined contribution of each segment to the Group’s Common Equity Tier 1 ratio, the Group’s Leverage ratio and the Group’s Capital Loss under Stress are weighted to reflect their relative importance and level of constraint to the Group. Contributions to the Common Equity Tier 1 ratio and the Leverage ratio are measured though Risk-Weighted Assets (RWA) and Leverage Ratio Exposure (LRE) assuming full implementation of CRR/CRD 4 rules. The Group’s Capital Loss under Stress is a measure of the Group’s overall economic risk exposure under a defined stress scenario. In our performance measurement, our methodology also applies different rates for the cost of equity for each of the business segments, reflecting in a more differentiated way the earnings volatility of the individual business models. This enables improved performance management and investment decisions. Regional capital plans covering the capital needs of our branches and subsidiaries across the globe are prepared on an annual basis and presented to the Group Investment Committee. Most of our subsidiaries are subject to legal and regulatory capital requirements. In developing, implementing and testing our capital and liquidity, we fully take such legal and regulatory requirements into account. Further, Treasury is represented on the Investment Committee of the largest Deutsche Bank pension fund which sets the investment guidelines. This representation is intended to ensure that pension assets are aligned with pension liabilities, thus protecting our capital base. Risk Identification and Assessment We face a variety of risks as a result of our business activities; these risks include credit risk, market risk, business risk, liquidity risk, operational risk and reputational risk as described in the following sections below. Our risk identification and assessment processes utilize our three lines of defense (3LoD) operating model with the first line identifying the key risks and the second line complementing and aggregating identified risks into our global risk type taxonomy and assessing identified risks for their materiality. Operating processes are in place across the organization to capture relevant measures and indicators. The core aim of all processes is to provide adequate transparency and understanding of existing and emerging risk issues, and to ensure a holistic cross-risk perspective. We update the risk inventory at least once a year or at other times if needed, by running a risk identification and materiality assessment process. We categorize our material risks into financial risks and non-financial risks. Financial risks comprise credit risk ( including default, migration, transaction, settlement, exposure, country, mitigation and concentration risks ), market risk (including interest-rate, foreign exchange, equity, credit-spread, commodity and other cross asset risks ), liquidity risk and business (strategic) risk. Non-financial risks comprise operational risks and reputational risks (with important sub-categories compliance risk, legal risk, model risk and information security risk captured in our operational risk framework). For all material risks common risk management standards apply including having a dedicated risk management function, defining a risk type specific risk appetite and the decision on the amount of capital to be held. Credit risk, market risk and operational risk attract regulatory capital. As part of our internal capital adequacy assessment process, we calculate the amount of economic capital for credit, market, operational and business risk to cover risks generated from our business activities taking into account diversification effects across those risk types. Furthermore, our economic capital framework embeds additional risks, e.g. reputational risk and refinancing risk, for which no dedicated economic capital models exist. We exclude liquidity risk from economic capital.
Disclosure of credit risk [text block]	Credit Risk Management Credit Risk Framework Credit risk arises from all transactions where actual, contingent or potential claims against any counterparty, borrower, obligor or issuer (which we refer to collectively as “counterparties”) exist, including those claims that we plan to distribute. These transactions are typically part of our non-trading lending activities (such as loans and contingent liabilities) as well as our direct trading activity with clients (such as OTC derivatives). These also include traded bonds and debt securities. Carrying values of equity investments are also disclosed in our Credit Risk section. We manage the respective positions within our market risk and credit risk frameworks. Based on the annual risk identification and materiality assessment, Credit Risk is grouped into five categories, namely default/ migration risk, country risk, transaction/ settlement risk (exposure risk), mitigation (failure) risk and concentration risk. Default/Migration Risk is the risk that a counterparty defaults on its payment obligations or experiences material credit quality deterioration increasing the likelihood of a default. Country Risk is the risk that otherwise solvent and willing counterparties are unable to meet their obligations due to direct sovereign intervention or policies. Transaction/Settlement Risk (Exposure Risk) is the risk that arises from any existing, contingent or potential future positive exposure. Mitigation Risk is the risk of higher losses due to risk mitigation measures not performing as anticipated. Concentration Risk is the risk of an adverse development in a specific single counterparty, country, industry or product leading to a disproportionate deterioration in the risk profile of Deutsche Bank’s credit exposures to that counterparty, country, industry or product. We measure, manage/mitigate and report/monitor our credit risk using the following philosophy and principles: Our credit risk management function is independent from our business divisions and in each of our divisions, credit decision standards, processes and principles are consistently applied. A key principle of credit risk management is client credit due diligence. Our client selection is achieved in collaboration with our business division counter parts who stand as a first line of defense. We aim to prevent undue concentration and tail-risks (large unexpected losses) by maintaining a diversified credit portfolio. Client, industry, country and product-specific concentrations are assessed and managed against our risk appetite. We maintain underwriting standards aiming to avoid large undue credit risk on a counterparty and portfolio level. In this regard we assume unsecured cash positions and actively use hedging for risk mitigation purposes. Additionally, we strive to secure our derivative portfolio through collateral agreements and may additionally hedge concentration risks to further mitigate credit risks from underlying market movements. Every new credit facility and every extension or material change of an existing credit facility (such as its tenor, collateral structure or major covenants) to any counterparty requires credit approval at the appropriate authority level. We assign credit approval authorities to individuals according to their qualifications, experience and training, and we review these periodically. We measure and consolidate all our credit exposures to each obligor across our consolidated Group on a global basis, in line with regulatory requirements. We manage credit exposures on the basis of the “one obligor principle” ” (as required under CRR Article 4(1)(39)), under which all facilities to a group of borrowers which are linked to each other (for example by one entity holding a majority of the voting rights or capital of another) are consolidated under one group. We have established within Credit Risk Management – where appropriate – specialized teams for deriving internal client ratings, analyzing and approving transactions, monitoring the portfolio or covering workout clients. Where required, we have established processes to report credit exposures at legal entity level. Measuring Credit Risk Credit risk is measured by credit rating, regulatory and internal capital demand and key credit metrics mentioned below. The credit rating is an essential part of the Bank’s underwriting and credit process and builds the basis for risk appetite determination on a counterparty and portfolio level, credit decision and transaction pricing as well the determination of credit risk regulatory capital. Each counterparty must be rated and each rating has to be reviewed at least annually. Ongoing monitoring of counterparties helps keep ratings up-to-date. There must be no credit limit without a credit rating. For each credit rating the appropriate rating approach has to be applied and the derived credit rating has to be established in the relevant systems. Different rating approaches have been established to best reflect the specific characteristics of exposure classes, including central governments and central banks, institutions, corporates and retail. Counterparties in our non-homogenous portfolios are rated by our independent Credit Risk Management function. Country risk related ratings are provided by ERM Risk Research. Our rating analysis is based on a combination of qualitative and quantitative factors. When rating a counterparty we apply in-house assessment methodologies, scorecards and our 21-grade rating scale for evaluating the credit-worthiness of our counterparties. Besides the credit rating which is the key credit risk metric we apply for managing our credit portfolio, including transaction approval and the setting of risk appetite, we establish internal limits and credit exposures under these limits. Credit limits set forth maximum credit exposures we are willing to assume over specified periods. In determining the credit limit for a counterparty, we consider the counterparty’s credit quality by reference to our internal credit rating. Credit limits and credit exposures are both measured on a gross and net basis where net is derived by deducting hedges and certain collateral from respective gross figures. For derivatives, we look at current market values and the potential future exposure over the relevant time horizon which is based upon our legal agreements with the counterparty. We generally also take into consideration the risk-return characteristics of individual transactions and portfolios. Risk-Return metrics explain the development of client revenues as well as capital consumption. In this regard we also look at the client revenues in relation to the balance sheet consumption. Managing and Mitigation of Credit Risk Managing Credit Risk on Counterparty Level Credit-related counterparties are principally allocated to credit officers within credit teams which are aligned to types of counterparty (such as financial institutions, corporates or private individuals) or economic area (e.g., emerging markets) and dedicated rating analyst teams. The individual credit officers have the relevant expertise and experience to manage the credit risks associated with these counterparties and their associated credit related transactions. For retail clients, credit decision making and credit monitoring is highly automated for efficiency reasons. Credit Risk Management has full oversight of the respective processes and tools used in the retail credit process. It is the responsibility of each credit officer to undertake ongoing credit monitoring for their allocated portfolio of counterparties. We also have procedures in place intended to identify at an early stage credit exposures for which there may be an increased risk of loss. In instances where we have identified counterparties where there is a concern that the credit quality has deteriorated or appears likely to deteriorate to the point where they present a heightened risk of loss in default, the respective exposure is generally placed on a “watch list”. We aim to identify counterparties that, on the basis of the application of our risk management tools, demonstrate the likelihood of problems well in advance in order to effectively manage the credit exposure and maximize the recovery. The objective of this early warning system is to address potential problems while adequate options for action are still available. This early risk detection is a tenet of our credit culture and is intended to ensure that greater attention is paid to such exposures. Credit limits are established by the Credit Risk Management function via the execution of assigned credit authorities. This also applies to settlement risk that must fall within limits pre-approved by Credit Risk Management considering risk appetite and in a manner that reflects expected settlement patterns for the subject counterparty. Credit approvals are documented by the signing of the credit report by the respective credit authority holders and retained for future reference. Credit authority is generally assigned to individuals as personal credit authority according to the individual’s professional qualification, experience and training. All assigned credit authorities are reviewed on a periodic basis to help ensure that they are commensurate with the individual performance of the authority holder. Where an individual’s personal authority is insufficient to establish required credit limits, the transaction is referred to a higher credit authority holder or where necessary to an appropriate credit committee. Where personal and committee authorities are insufficient to establish appropriate limits, the case is referred to the Management Board for approval. Mitigation of Credit Risk on Counterparty Level In addition to determining counterparty credit quality and our risk appetite, we also use various credit risk mitigation techniques to optimize credit exposure and reduce potential credit losses. Credit risk mitigants are applied in the following forms: Comprehensive and enforceable credit documentation with adequate terms and conditions. Collateral held as security to reduce losses by increasing the recovery of obligations. Risk transfers, which shift the loss arising from the probability of default risk of an obligor to a third party including hedging executed by our Credit Portfolio Strategies Group. Netting and collateral arrangements which reduce the credit exposure from derivatives and securities financing transactions (e.g. repo transactions). Collateral We regularly agree on collateral to be received from or to be provided to customers in contracts that are subject to credit risk. Collateral is security in the form of an asset or third-party obligation that serves to mitigate the inherent risk of credit loss in an exposure, by either substituting the counterparty default risk or improving recoveries in the event of a default. While collateral can be an alternative source of repayment, it does not replace the necessity of high quality underwriting standards and a thorough assessment of the debt service ability of the counterparty in line with CRR Article 194 (9). We segregate collateral received into the following two types: Financial and other collateral, which enables us to recover all or part of the outstanding exposure by liquidating the collateral asset provided, in cases where the counterparty is unable or unwilling to fulfill its primary obligations. Cash collateral, securities (equity, bonds), collateral assignments of other claims or inventory, equipment (i.e., plant, machinery and aircraft) and real estate typically fall into this category. All financial collateral is regularly, mostly daily, revalued and measured against the respective credit exposure. The value of other collateral, including real estate, is monitored based upon established processes that includes regular revaluations by internal and/or external experts. Guarantee collateral, which complements the counterparty’s ability to fulfill its obligation under the legal contract and as such is provided by third parties. Letters of credit, insurance contracts, export credit insurance, guarantees, credit derivatives and risk participations typically fall into this category. Guarantee collateral with a non-investment grade rating of the guarantor is limited. Our processes seek to ensure that the collateral we accept for risk mitigation purposes is of high quality. This includes seeking to have in place legally effective and enforceable documentation for realizable and measureable collateral assets which are evaluated regularly by dedicated teams. The assessment of the suitability of collateral for a specific transaction is part of the credit decision and must be undertaken in a conservative way, including collateral haircuts that are applied. We have collateral type specific haircuts in place which are regularly reviewed and approved. In this regard, we strive to avoid “wrong-way” risk characteristics where the counterparty’s risk is positively correlated with the risk of deterioration in the collateral value. For guarantee collateral, the process for the analysis of the guarantor’s creditworthiness is aligned to the credit assessment process for counterparties. In order to reduce the credit risk resulting from OTC derivative transactions, where CCP clearing is not available, we regularly seek the execution of standard master agreements (such as master agreements for derivatives published by the International Swaps and Derivatives Association, Inc. (ISDA) or the German Master Agreement for Financial Derivative Transactions) with our counterparts. A master agreement allows for the close-out netting of rights and obligations arising under derivative transactions that have been entered into under such a master agreement upon the counterparty’s default, resulting in a single net claim owed by or to the counterparty. For parts of the derivatives business (e.g., foreign exchange transactions) we also enter into master agreements under which payment netting applies in respect to transactions covered by such master agreements, reducing our settlement risk. In our risk measurement and risk assessment processes we apply close-out netting only to the extent we have satisfied ourselves of the legal validity and enforceability of the master agreement in all relevant jurisdictions. Also, we enter into credit support annexes (“CSA”) to master agreements in order to further reduce our derivatives-related credit risk. These annexes generally provide risk mitigation through periodic, usually daily, margining of the covered exposure. The CSAs also provide for the right to terminate the related derivative transactions upon the counterparty’s failure to honor a margin call. As with netting, when we believe the annex is enforceable, we reflect this in our exposure measurement. Concentrations within Credit Risk Mitigation Concentrations within credit risk mitigations taken may occur if a number of guarantors and credit derivative providers with similar economic characteristics are engaged in comparable activities with changes in economic or industry conditions affecting their ability to meet contractual obligations. We use a range of tools and metrics to monitor our credit risk mitigating activities. Managing Credit Risk on Portfolio Level On a portfolio level, significant concentrations of credit risk could result from having material exposures to a number of counterparties with similar economic characteristics, or who are engaged in comparable activities, where these similarities may cause their ability to meet contractual obligations to be affected in the same manner by changes in economic or industry conditions. Our portfolio management framework supports a comprehensive assessment of concentrations within our credit risk portfolio in order to keep concentrations within acceptable levels. Industry Risk Management To manage industry risk, we have grouped our corporate and financial institutions counterparties into various industry sub-portfolios. For each of these portfolios an “Industry Strategy Document” is prepared, usually on an annual basis. This report highlights industry developments and risks to our credit portfolio, reviews cross-risk concentration risks, analyses the risk/reward profile of the portfolio and incorporates an economic downside stress test. Finally, this analysis is used to define the credit strategies for the portfolio in question. Beyond credit risk, our Industry Risk Framework comprises of Market Risk thresholds for Traded Credit Positions while key non-financial risks are closely monitored. The Industry Strategy Documents have been presented to the Enterprise Risk Committee. In addition to these analyses, the development of the industry portfolios is regularly monitored during the year and is compared with the approved portfolio strategies. Regular overviews are prepared for the Enterprise Risk Committee to discuss recent developments and to agree on actions where necessary. Country Risk Management Avoiding undue concentrations from a regional perspective is also an integral part of our credit risk management framework. In order to achieve this, country risk limits are applied to Emerging Markets as well as selected Developed Markets countries (based on internal country risk ratings). Emerging Markets are grouped into regions and for each region, as well as for the Higher Risk Developed Markets, a “Country Strategy Document” is prepared, usually on an annual basis. These reports assess key macroeconomic developments and outlook, review portfolio composition and cross-risk concentration risks and analyze the risk/reward profile of the portfolio. Based on this, thresholds and strategies are set for countries and, where relevant, for the region as a whole. Country risk thresholds are approved by our Enterprise Risk Committee and by the Management Board at Postbank for respective portfolios. In our Country Limit framework, thresholds are established for counterparty credit risk exposures in a given country to manage the aggregated credit risk subject to country-specific economic and political events. These thresholds include exposures to entities incorporated locally as well as subsidiaries of foreign multinational corporations. Also, gap risk thresholds are set to control the risk of loss due to intra-country wrong-way risk exposure. Beyond credit risk, our Country Risk Framework comprises Market Risk thresholds for trading positions in emerging markets that are based on the P&L impact of potential stressed market events on these positions. Furthermore we take into consideration treasury risk comprising thresholds for capital positions and intra-group funding exposure of Deutsche Bank entities in above countries given the transfer risk inherent in these cross-border positions. Key non-financial risks are closely monitored. Our country risk ratings represent a key tool in our management of country risk. They are established by the independent ERM Risk Research function within Deutsche Bank and include: Sovereign rating: A measure of the probability of the sovereign defaulting on its foreign or local currency obligations. Transfer risk rating: A measure of the probability of a “transfer risk event”, i.e., the risk that an otherwise solvent debtor is unable to meet its obligations due to inability to obtain foreign currency or to transfer assets as a result of direct sovereign intervention. Event risk rating: A measure of the probability of major disruptions in the market risk factors relating to a country (interest rates, credit spreads, etc.). Event risks are measured as part of our event risk scenarios, as described in the section “Market Risk Measurement” of this report. All sovereign and transfer risk ratings are reviewed, at least on an annual basis. Product/Asset Class specific Risk Management Complementary to our counterparty, industry and country risk approach, we focus on product/asset class specific risk concentrations and selectively set limits, thresholds or indicators where required for risk management purposes. Specific risk limits are set in particular if a concentration of transactions of a specific type might lead to significant losses under certain cases. In this respect, correlated losses might result from disruptions of the functioning of financial markets, significant moves in market parameters to which the respective product is sensitive, macroeconomic default scenarios or other factors. Specific focus is put on concentrations of transactions with underwriting risks where we underwrite commitments with the intention to sell down or distribute part of the risk to third parties. These commitments include the undertaking to fund bank loans and to provide bridge loans for the issuance of public bonds. The risk is that we may not be successful in the distribution of the facilities, meaning that we would have to hold more of the underlying risk for longer periods of time than originally intended. These underwriting commitments are additionally exposed to market risk in the form of widening credit spreads. We dynamically hedge this credit spread risk to be within the approved market risk limit framework. In addition to underwriting risk, we also focus on concentration of transactions with specific risk dynamics (including risk to commercial real estate and risk from securitization positions). Furthermore, in our PCC businesses, we apply product-specific strategies setting our risk appetite for sufficiently homogeneous portfolios where tailored client analysis is secondary, such as the retail portfolios of mortgages and business and consumer finance products. In Wealth Management, target levels are set for global concentrations along products as well as based on type and liquidity of collateral.
Disclosure of market risk [text block]	Market Risk Management Market Risk Framework The vast majority of our businesses are subject to market risk, defined as the potential for change in the market value of our trading and invested positions. Risk can arise from changes in interest rates, credit spreads, foreign exchange rates, equity prices, commodity prices and other relevant parameters, such as market volatility and market implied default probabilities. One of the primary objectives of Market Risk Management, a part of our independent Risk function, is to ensure that our business units’ risk exposure is within the approved appetite commensurate with its defined strategy. To achieve this objective, Market Risk Management works closely together with risk takers (“the business units”) and other control and support groups. We distinguish between three substantially different types of market risk: Trading market risk arises primarily through the market-making and client facilitation activities of the Corporate & Investment Bank Corporate Division. This involves taking positions in debt, equity, foreign exchange, other securities and commodities as well as in equivalent derivatives. Traded default risk arising from defaults and rating migrations relating to trading instruments. Nontrading market risk arises from market movements, primarily outside the activities of our trading units, in our banking book and from off-balance sheet items. This includes interest rate risk, credit spread risk, investment risk and foreign exchange risk as well as market risk arising from our pension schemes, guaranteed funds and equity compensation. Nontrading market risk also includes risk from the modeling of client deposits as well as savings and loan products . Market Risk Management governance is designed and established to promote oversight of all market risks, effective decision-making and timely escalation to senior management. Market Risk Management defines and implements a framework to systematically identify, assess, monitor and report our market risk. Market risk managers identify market risks through active portfolio analysis and engagement with the business areas. Trading Market Risk Our primary mechanism to manage trading market risk is the application of our Risk Appetite framework of which the limit framework is a key component. Our Management Board, supported by Market Risk Management, sets group-wide value-at-risk, economic capital and portfolio stress testing limits for market risk in the trading book. Market Risk Management allocates this overall appetite to our Corporate Divisions and individual business units within them based on established and agreed business plans. We also have business aligned heads within Market Risk Management who establish business limits, by allocating the limit down to individual portfolios, geographical regions and types of market risks. Value-at-risk, economic capital and Portfolio Stress Testing limits are used for managing all types of market risk at an overall portfolio level. As an additional and important complementary tool for managing certain portfolios or risk types, Market Risk Management performs risk analysis and business specific stress testing. Limits are also set on sensitivity and concentration/liquidity, exposure, business-level stress testing and event risk scenarios, taking into consideration business plans and the risk vs return assessment. Business units are responsible for adhering to the limits against which exposures are monitored and reported. The market risk limits set by Market Risk Management are monitored on a daily, weekly and monthly basis, dependent on the risk management tool being used. Internally developed Market Risk Models Value-at-Risk (VaR) VaR is a quantitative measure of the potential loss (in value) of Fair Value positions due to market movements that will not be exceeded in a defined period of time and with a defined confidence level. Our value-at-risk for the trading businesses is based on our own internal model. In October 1998, the German Banking Supervisory Authority (now the BaFin) approved our internal model for calculating the regulatory market risk capital for our general and specific market risks. Since then the model has been continually refined and approval has been maintained. We calculate VaR using a 99 % confidence level and a one day holding period. This means we estimate there is a 1 in 100 chance that a mark-to-market loss from our trading positions will be at least as large as the reported VaR. For regulatory purposes, which include the calculation of our risk-weighted assets, the holding period is ten days. We use one year of historical market data as input to calculate VaR. The calculation employs a Monte Carlo Simulation technique, and we assume that changes in risk factors follow a well-defined distribution, e.g. normal or non-normal (t, skew-t, Skew-Normal). To determine our aggregated VaR, we use observed correlations between the risk factors during this one year period. Our VaR model is designed to take into account a comprehensive set of risk factors across all asset classes. Key risk factors are swap/government curves, index and issuer-specific credit curves, funding spreads, single equity and index prices, foreign exchange rates, commodity prices as well as their implied volatilities. To help ensure completeness in the risk coverage, second order risk factors, e.g. CDS index vs. constituent basis, money market basis, implied dividends, option-adjusted spreads and precious metals lease rates are considered in the VaR calculation. For each business unit a separate VaR is calculated for each risk type, e.g. interest rate risk, credit spread risk, equity risk, foreign exchange risk and commodity risk. For each risk type this is achieved by deriving the sensitivities to the relevant risk type and then simulating changes in the associated risk drivers. “Diversification effect” reflects the fact that the total VaR on a given day will be lower than the sum of the VaR relating to the individual risk types. Simply adding the VaR figures of the individual risk types to arrive at an aggregate VaR would imply the assumption that the losses in all risk types occur simultaneously. The model incorporates both linear and, especially for derivatives, nonlinear effects through a combination of sensitivity-based and revaluation approaches. The VaR measure enables us to apply a consistent measure across all of our fair value businesses and products. It allows a comparison of risk in different businesses, and also provides a means of aggregating and netting positions within a portfolio to reflect correlations and offsets between different asset classes. Furthermore, it facilitates comparisons of our market risk both over time and against our daily trading results. When using VaR estimates a number of considerations should be taken into account. These include: The use of historical market data may not be a good indicator of potential future events, particularly those that are extreme in nature. This “backward-looking” limitation can cause VaR to understate future potential losses (as in 2008), but can also cause it to be overstated. Assumptions concerning the distribution of changes in risk factors, and the correlation between different risk factors, may not hold true, particularly during market events that are extreme in nature. The one day holding period does not fully capture the market risk arising during periods of illiquidity, when positions cannot be closed out or hedged within one day. VaR does not indicate the potential loss beyond the 99 th quantile. Intra-day risk is not reflected in the end of day VaR calculation. There may be risks in the trading or banking book that are partially or not captured by the VaR model. Stressed Value-at-Risk Stressed Value-at-Risk calculates a stressed value-at-risk measure based on a one year period of significant market stress. We calculate a stressed value-at-risk measure using a 99 % confidence level. The holding period is one day for internal purposes and ten days for regulatory purposes. Our stressed value-at-risk calculation utilizes the same systems, trade information and processes as those used for the calculation of value-at-risk. The only difference is that historical market data and observed correlations from a period of significant financial stress (i.e., characterized by high volatilities) is used as an input for the Monte Carlo Simulation. Incremental Risk Charge Incremental Risk Charge captures default and credit rating migration risks for credit-sensitive positions in the trading book. It applies to credit products over a one-year capital horizon at a 99.9 % confidence level, employing a constant position approach. We use a Monte Carlo Simulation for calculating incremental risk charge as the 99.9 % quantile of the portfolio loss distribution and for allocating contributory incremental risk charge to individual positions. Comprehensive Risk Measure Comprehensive Risk Measure captures incremental risk for the corporate correlation trading portfolio calculated using an internal model subject to qualitative minimum requirements as well as stress testing requirements. The comprehensive risk measure for the correlation trading portfolio is based on our own internal model. We calculate the comprehensive risk measure based on a Monte Carlo Simulation technique to a 99.9 % confidence level and a capital horizon of one year. Our model is applied to the eligible corporate correlation trading positions where typical products include collateralized debt obligations, nth-to-default credit default swaps, and commonly traded index- and single-name credit default swaps used to risk manage these corporate correlation products. Nontrading Market Risk Nontrading market risk arises primarily from outside the activities of our trading units, in our banking book and from certain off-balance sheet items. Significant market risk factors the Group is exposed to and are overseen by risk management groups in that area are: Interest rate risk (including risk from embedded optionality and changes in behavioral patterns for certain product types), credit spread risk, foreign exchange risk, equity risk (including investments in public and private equity as well as real estate, infrastructure and fund assets). Market risks from off-balance sheet items such as pension schemes and guarantees as well as structural foreign exchange risk and equity compensation risk. Nontrading market risk Economic Capital Nontrading market risk economic capital is calculated either by applying the standard traded market risk EC methodology or through the use of non-traded market risk models that are specific to each risk class and which consider, among other factors, historically observed market moves, the liquidity of each asset class, and changes in client’s behavior in relation to products with behavioral optionalities.
Disclosure of liquidity risk [text block]	Liquidity Risk Management Liquidity risk is the risk arising from our potential inability to meet all payment obligations when they come due or only being able to meet these obligations at excessive costs. The objective of the Group’s liquidity risk management framework is to ensure that the Group can fulfill its payment obligations at all times and can manage liquidity and funding risks within its risk appetite. The framework considers relevant and significant drivers of liquidity risk, whether on-balance sheet or off-balance sheet. Liquidity Risk Management Framework In accordance with the ECB’s Supervisory Review and Evaluation Process (SREP), Deutsche Bank has implemented an annual Internal Liquidity Adequacy Assessment Process (“ILAAP”), which is reviewed and approved by the Management Board. The ILAAP provides comprehensive documentation of the Bank’s Liquidity Risk Management framework, including: identifying the key liquidity and funding risks to which the Group is exposed; describing how these risks are identified, monitored and measured and describing the techniques and resources used to manage and mitigate these risks. The Management Board defines the liquidity and funding risk strategy for the Bank, as well as the risk appetite, based on recommendations made by the Group Risk Committee (“GRC”). At least annually the Management Board reviews and approves the limits which are applied to the Group to measure and control liquidity risk as well as our long-term funding and issuance plan. Treasury is mandated to manage the overall liquidity and funding position of the Bank, with Liquidity Risk Management acting as an independent control function, responsible for reviewing the liquidity risk framework, proposing the risk appetite to GRC and the validation of Liquidity Risk models which are developed by Treasury, to measure and manage the Group’s liquidity risk profile. Treasury manages liquidity and funding, in accordance with the Management Board-approved risk appetite across a range of relevant metrics, and implements a number of tools to monitor these and ensure compliance. In addition, Treasury works closely in conjunction with Liquidity Risk Management (“LRM”), and the business, to analyze and understand the underlying liquidity characteristics of the business portfolios. These parties are engaged in regular and frequent dialogue to understand changes in the Bank’s position arising from business activities and market circumstances. Dedicated business targets are allocated to ensure the Group operates within its overall liquidity and funding appetite. The Management Board is informed of performance against the risk appetite metrics, via a weekly Liquidity Dashboard. As part of the annual strategic planning process, we project the development of the key liquidity and funding metrics based on the underlying business plans to ensure that the plan is in compliance with our risk appetite. Short-term Liquidity and Wholesale Funding Deutsche Bank tracks all contractual cash flows from wholesale funding sources, on a daily basis, over a 12-month horizon. For this purpose, we consider wholesale funding to include unsecured liabilities raised primarily by Treasury Pool Management, as well as secured liabilities raised by our Corporate & Investment Bank Division. Our wholesale funding counterparties typically include corporates, banks and other financial institutions, governments and sovereigns. The Group has implemented a set of Management Board-approved limits to restrict the Bank’s exposure to wholesale counterparties, which have historically shown to be the most susceptible to market stress. The wholesale funding limits are monitored daily, and apply to the total combined currency amount of all wholesale funding currently outstanding, both secured and unsecured with specific tenor limits covering the first 8 weeks. Our Liquidity Reserves are the primary mitigant against potential stress in short-term wholesale funding markets. Liquidity Stress Testing and Scenario Analysis Global liquidity stress testing and scenario analysis is one of the key tools for measuring liquidity risk and evaluating the Group’s short-term liquidity position within the liquidity framework. It complements the intraday operational liquidity management process and the long-term liquidity strategy, represented by the Funding Matrix. Our global liquidity stress testing process is managed by Treasury in accordance with the Management Board approved risk appetite. Treasury is responsible for the design of the overall methodology, including the definition of the stress scenarios, the choice of liquidity risk drivers and the determination of appropriate assumptions (parameters) to translate input data into model results. Liquidity Risk Management is responsible for the independent validation of liquidity risk models. Liquidity and Treasury Reporting & Analysis (LTRA) is responsible for implementing these methodologies in conjunction with Treasury and IT as well as for the stress test calculation. We use stress testing and scenario analysis to evaluate the impact of sudden and severe stress events on our liquidity position. The scenarios we apply are based on historic events, such as the 2008 financial markets crisis. Deutsche Bank has selected five scenarios to calculate the Group’s stressed Net Liquidity Position (“sNLP”). These scenarios capture the historical experience of Deutsche Bank during periods of idiosyncratic and/or market-wide stress and are assumed to be both plausible and sufficiently severe as to materially impact the Group’s liquidity position. A global market crisis, for example, is covered by a specific stress scenario (systemic market risk) that models the potential consequences observed during the financial crisis of 2008. Additionally, we have introduced regional market stress scenarios. Under each of the scenarios we assume a high degree of maturing loans to non-wholesale customers is rolled-over, to support our business franchise. Wholesale funding, from the most risk sensitive counterparties (including banks and money-market mutual funds) is assumed to roll-off at contractual maturity or even be bought back, in the acute phase of the stress. In addition, we include the potential funding requirements from contingent liquidity risks which might arise, including credit facilities, increased collateral requirements under derivative agreements, and outflows from deposits with a contractual rating linked trigger. We then model the actions we would take to counterbalance the outflows incurred. Countermeasures include utilizing the Liquidity Reserve and generating liquidity from unencumbered, marketable assets. Stress testing is conducted at a global level and for defined individual legal entities. In addition to the global stress test, stress tests for material currencies (EUR, USD and GBP) are performed. We review our stress-testing assumptions on a regular basis and have made further enhancements to the methodology and severity of certain parameters through the course of 2017. On a daily basis, we run the liquidity stress test over an eight-week horizon, which we consider the most critical time span in a liquidity crisis, and apply the relevant stress assumptions to risk drivers from on-balance sheet and off-balance sheet products. Beyond the eight week time horizon, we analyze the impact of a more prolonged stress period, extending to twelve months. This stress testing analysis is performed on a daily basis. Funding Risk Management Structural Funding Deutsche Bank’s primary tool for monitoring and managing funding risk is the Funding Matrix. The Funding Matrix assesses the Group’s structural funding profile for the greater than one year time horizon. To produce the Funding Matrix, all funding-relevant assets and liabilities are mapped into time buckets corresponding to their contractual or modeled maturities. This allows the Group to identify expected excesses and shortfalls in term liabilities over assets in each time bucket, facilitating the management of potential liquidity exposures. The liquidity maturity profile is based on contractual cash flow information. If the contractual maturity profile of a product does not adequately reflect the liquidity maturity profile, it is replaced by modeling assumptions. Short-term balance sheet items (<1yr) or matched funded structures (asset and liabilities directly matched with no liquidity risk) can be excluded from the term analysis. The bottom-up assessment by individual business line is combined with a top-down reconciliation against the Group’s IFRS balance sheet. From the cumulative term profile of assets and liabilities beyond 1 year, any long-funded surpluses or short-funded gaps in the Group’s maturity structure can be identified. The cumulative profile is thereby built up starting from the above 10 year bucket down to the above 1 year bucket. The strategic liquidity planning process, which incorporates the development of funding supply and demand across business units, together with the bank’s targeted key liquidity and funding metrics, provides the key input parameter for our annual capital markets issuance plan. Upon approval by the Management Board the capital markets issuance plan establishes issuance targets for securities by tenor, volume and instrument. We also maintain a stand-alone U.S. dollar and GBP funding matrix which limits the maximum short position in any time bucket (more than 1 year to more than 10 years) to € 10 billion and € 5 billion respectively. This supplements the risk appetite for our global funding matrix which requires us to maintain a positive funding position in any time bucket (more than 1 year to more than 10 years). Funding Diversification Diversification of our funding profile in terms of investor types, regions, products and instruments is an important element of our liquidity risk management framework. Our most stable funding sources come from capital markets and equity, retail, and transaction banking clients. Other customer deposits and secured funding and short positions are additional sources of funding. Unsecured wholesale funding represents unsecured wholesale liabilities sourced primarily by our Treasury Pool Management. Given the relatively short-term nature of these liabilities, they are primarily used to fund cash and liquid trading assets. To promote the additional diversification of our refinancing activities, we hold a Pfandbrief license allowing us to issue mortgage Pfandbriefe. In addition, we have established a program for the purpose of issuing Covered Bonds under Spanish law (Cedulas). Unsecured wholesale funding comprises a range of unsecured products, such as Certificates of Deposit (CDs), Commercial Paper (CP) as well as term, call and overnight deposits across tenors primarily up to one year. To avoid any unwanted reliance on these short-term funding sources, and to promote a sound funding profile, which complies with the defined risk appetite, we have implemented limits (across tenors) on these funding sources, which are derived from our daily stress testing analysis. In addition, we limit the total volume of unsecured wholesale funding to manage the reliance on this funding source as part of the overall funding diversification. The chart “Liquidity Risk Exposure: Funding Diversification” shows the composition of our external funding sources that contribute to the liquidity risk position, both in EUR billion and as a percentage of our total external funding sources. Liquidity Reserves Liquidity reserves comprise available cash and cash equivalents, highly liquid securities (includes government, agency and government guaranteed) as well as other unencumbered central bank eligible assets.
Disclosure of Risk Concentration and Risk Diversification [text block]	Risk concentrations refer to clusters of the same or similar risk drivers within specific risk types (intra-risk concentrations in credit, market, operational, liquidity and other risks) as well as across different risk types (inter-risk concentrations). They could occur within and across counterparties, businesses, regions/countries, industries and products. The management of concentrations is integrated as part of the management of individual risk types and monitored on an ongoing basis. The key objective is to avoid any undue concentrations in the portfolio, which is achieved through a quantitative and qualitative approach, as follows: Intra-risk concentrations are assessed, monitored and mitigated by the individual risk disciplines (credit, market, operational, liquidity risk management and others). This is supported by limit setting on different levels and/or management according to risk type. Inter-risk concentrations are managed through quantitative top-down stress-testing and qualitative bottom-up reviews, identifying and assessing risk themes independent of any risk type and providing a holistic view across the bank. The most senior governance body for the oversight of risk concentrations throughout 2017 was the Enterprise Risk Committee (ERC), which is a subcommittee of the Group Risk Committee (GRC).

Risk Report - Risk and Capita58

Risk Report - Risk and Capital Performance	12 Months Ended
	Dec. 31, 2017
Risk and Capital Performance [Abstract]
Risk and Capital Performance [text block]	Risk and Capital Performance
Capital and Leverage Ratio [text block]	Capital and Leverage Ratio Regulatory Capital The calculation of our regulatory capital incorporates the capital requirements following the “Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms” (Capital Requirements Regulation or “CRR”) and the “Directive 2013/36/EU on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms” (Capital Requirements Directive 4 or “CRD 4”) as implemented into German law. The information in this section as well as in the section “Development of risk-weighted Assets” is based on the regulatory principles of consolidation. This section refers to the capital adequacy of the group of institutions consolidated for banking regulatory purposes pursuant to the CRR and the German Banking Act (“Kreditwesengesetz” or “KWG”). Therein not included are insurance companies or companies outside the finance sector. The total regulatory capital pursuant to the effective regulations as of year-end 2017 comprises Tier 1 and Tier 2 (T2) capital. Tier 1 capital is subdivided into Common Equity Tier 1 (CET 1) capital and Additional Tier 1 (AT1) capital. Common Equity Tier 1 (CET 1) capital consists primarily of common share capital (reduced by own holdings) including related share premium accounts, retained earnings (including losses for the financial year, if any) and accumulated other comprehensive income, subject to regulatory adjustments (i.e. prudential filters and deductions). Prudential filters for CET 1 capital, according to Articles 32 to 35 CRR, include (i) securitization gain on sale, (ii) cash flow hedges and changes in the value of own liabilities, and (iii) additional value adjustments. CET 1 capital deductions comprise (i) intangible assets, (ii) deferred tax assets that rely on future profitability, (iii) negative amounts resulting from the calculation of expected loss amounts, (iv) net defined benefit pension fund assets, (v) reciprocal cross holdings in the capital of financial sector entities and, (vi) significant and non-significant investments in the capital (CET 1, AT1, T2) of financial sector entities above certain thresholds. All items not deducted (i.e., amounts below the threshold) are subject to risk-weighting. Additional Tier 1 (AT1) capital consists of AT1 capital instruments and related share premium accounts as well as noncontrolling interests qualifying for inclusion in consolidated AT1 capital, and during the transitional period grandfathered instruments eligible under earlier frameworks. To qualify as AT1 capital under CRR/CRD 4, instruments must have principal loss absorption through a conversion to common shares or a write-down mechanism allocating losses at a trigger point and must also meet further requirements (perpetual with no incentive to redeem; institution must have full dividend/coupon discretion at all times, etc.). Tier 2 (T2) capital comprises eligible capital instruments, the related share premium accounts and subordinated long-term debt, certain loan loss provisions and noncontrolling interests that qualify for inclusion in consolidated T2 capital. To qualify as T2 capital, capital instruments or subordinated debt must have an original maturity of at least five years. Moreover, eligible capital instruments may inter alia not contain an incentive to redeem, a right of investors to accelerate repayment, or a credit sensitive dividend feature. Capital instruments that no longer qualify as AT1 or T2 capital under the CRR/CRD 4 fully loaded rules are subject to grandfathering rules during transitional period and are phased out from 2013 to 2022 with their recognition capped at 50 % in 2017 and the cap decreasing by 10 % every year. Capital Instruments Our Management Board received approval from the 2016 Annual General Meeting to buy back up to 137.9 million shares before the end of April 2021. Thereof 69.0 million shares can be purchased by using derivatives. These authorizations substitute the authorizations of the previous year. We have received approval from the ECB for share buybacks for 2016 and 2017 according to CRR/CRD 4 rules. During the period from the 2016 Annual General Meeting until the 2017 Annual General Meeting (May 18, 2017), 14.8 million shares have been purchased, of which 0.2 million shares through exercise of call options. The shares purchased were used for equity compensation purposes in the same period or were to be used in the upcoming period so that the number of shares held in Treasury from buybacks was 1.2 million as of the 2017 Annual General Meeting. In Q2 2017 we purchased under the 2016 AGM authorization 27.5 million call options on Deutsche Bank shares to hedge the risk of a rising share price for upcoming equity compensation liabilities. All options had a maturity of more than 18 months. The 2017 Annual General Meeting granted our Management Board the approval to buy back up to 206.7 million shares before the end of April 2022. Thereof 103.3 million shares can be purchased by using derivatives, this includes 41.3 million derivatives with a maturity exceeding 18 months. These authorizations substitute the authorizations of the previous year. During the period from the 2017 Annual General Meeting until December 31, 2017, 14.1 million shares were purchased. The shares purchased were used for equity compensation purposes in the same period or were to be used in the upcoming period so that the number of shares held in Treasury from buybacks was 0.2 million as of December 31, 2017. On March 5, 2017, Deutsche Bank announced a capital increase of up to 687.5 million new shares with subscription rights to existing shareholders and with the same dividend rights as all other outstanding shares. Deutsche Bank completed the capital increase on April 7, 2017. With the capital increase, the number of common shares of Deutsche Bank AG increased by 687.5 million, from 1,379.3 million to 2,066.8 million in early April 2017. The gross proceeds amounted to € 8.0 billion and the net proceeds amounted to € 7.9 billion. The recognition of the gross proceeds was formally approved by the ECB on July 26, 2017. Since the 2017 Annual General Meeting, and as of December 31, 2017, authorized capital available to the Management Board is € 2,560 million (1,000 million shares). As of December 31, 2017, the conditional capital against cash stands at € 512 million (200 million shares). Additional conditional capital for equity compensation amounts to € 51.2 million (20 million shares). Our legacy Hybrid Tier 1 capital instruments (substantially all noncumulative trust preferred securities) are not recognized under fully loaded CRR/CRD 4 rules as Additional Tier 1 capital, mainly because they have no write-down or equity conversion feature. However, they are to a large extent recognized as Additional Tier 1 capital under CRR/CRD 4 transitional provisions and can still be partially recognized as Tier 2 capital under the fully loaded CRR/CRD 4 rules. During the transitional phase-out period the maximum recognizable amount of Additional Tier 1 instruments from Basel 2.5 compliant issuances as of December 31, 2012 will be reduced at the beginning of each financial year by 10 % or € 1.3 billion, through 2022. For December 31, 2017, this resulted in eligible Additional Tier 1 instruments of € 8.6 billion (i.e. € 4.6 billion newly issued AT1 Notes plus € 3.9 billion of legacy Hybrid Tier 1 instruments recognizable during the transition period). In 2017, the Bank has called one legacy Hybrid Tier 1 instrument with a notional of € 0.5 billion and an eligible equivalent amount of € 0.5 billion and another legacy Hybrid Tier 1 instrument with a notional of U.S. $ 0.3 billion and an eligible equivalent amount of € 0.0 billion. The bank has also called one legacy Hybrid Tier 1 instrument with a notional of U.S. $ 2.0 billion and an eligible equivalent amount of € 1.6 billion effective as of February 20, 2018. € 3.9 billion of the legacy Hybrid Tier 1 instruments can still be recognized as Tier 2 capital under the fully loaded CRR/CRD 4 rules. Additional Tier 1 instruments recognized under fully loaded CRR/CRD 4 rules amounted to € 4.6 billion as of December 31, 2017. On December 1, 2017, we issued fixed rate subordinated Tier 2 notes with an aggregate amount of U.S. $ 1.0 billion. The notes have a denomination of U.S. $ 200,000 and integral multiples of U.S. $ 1,000 in excess thereof and are due December 1, 2032. They were issued in accordance with the registration requirements of the US Securities Act of 1933. The total of our Tier 2 capital instruments as of December 31, 2017 recognized during the transition period under CRR/CRD 4 was € 6.4 billion. As of December 31, 2017, there were no legacy Hybrid Tier 1 instruments that are counted as Tier 2 capital under transitional rules. The gross notional value of the Tier 2 capital instruments was € 8.3 billion. No Tier 2 capital instrument had been called in 2017. Tier 2 instruments recognized under fully loaded CRR/CRD 4 rules amounted to € 10.3 billion as of December 31, 2017 (including the € 3.9 billion legacy Hybrid Tier 1 capital instruments only recognizable as Additional Tier 1 capital during the transitional period). Minimum capital requirements and additional capital buffers Failure to meet minimum capital requirements can result in supervisory measures such as restrictions of profit distributions or limitations on certain businesses such as lending. We complied with the regulatory capital adequacy requirements in 2017. Reconciliation of shareholders’ equity to regulatory capital CRR/CRD 4 in € m. Dec 31, 2017 Dec 31, 2016 Total shareholders’ equity per accounting balance sheet 63,174 59,833 Deconsolidation/Consolidation of entities (58 ) (123 ) Thereof: Additional paid-in capital (6 ) (6 ) Retained earnings (228 ) (276 ) Accumulated other comprehensive income (loss), net of tax 176 159 Total shareholders' equity per regulatory balance sheet 63,116 59,710 Noncontrolling interest based on transitional rules 33 79 Accrual for dividend and AT1 coupons 1 0 (621 ) Reversal of deconsolidation/consolidation of the position Accumulated other comprehensive income (loss), (35 ) (63 ) Common Equity Tier 1 (CET 1) capital before regulatory adjustments 63,114 59,104 Additional value adjustments (1,204 ) (1,398 ) Other prudential filters (other than additional value adjustments) (74 ) (428 ) Regulatory adjustments relating to unrealized gains and losses pursuant to Art. 467 and 468 CRR (144 ) (380 ) Goodwill and other intangible assets (net of related tax liabilities) (6,715 ) (5,062 ) Deferred tax assets that rely on future profitability (2,403 ) (2,666 ) Defined benefit pension fund assets (900 ) (567 ) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities 0 0 Other regulatory adjustments (866 ) (820 ) Common Equity Tier 1 capital 50,808 47,782 1 As we do not include an interim profit in our CET 1 capital as a consequence of the negative net income in the financial year 2017, neither AT1 coupon nor shareholder dividends are accrued in CET 1 capital in accordance with Art 26 (2) CRR .
Disclosure of credit risk exposure [text block]	Credit Risk Exposure Our largest concentration of credit risk within loans from a regional perspective is in our home market Germany, with a significant share in households, which includes the majority of our mortgage lending business. Within OTC derivatives, tradable assets as well as repo and repo-style transactions, our largest concentrations from a regional perspective were in Europe and North America. From the industry classification perspective, exposures from OTC derivative as well as repo and repo-style transactions have a significant share in highly rated Financial Intermediation companies. For tradable assets, a large proportion of exposure is also with Public Sector companies. Main credit exposure categories by geographical region Dec 31, 2017 in € m. Loans 1 Irrevocable lending commit- ments 2 Contingent liabilities OTC derivatives 3 Traded Loans Traded Bonds Debt securities 4 Repo and repo-style transactions 5 Total Europe 299,937 65,739 27,574 18,353 3,149 33,120 35,304 26,648 509,825 thereof: Germany 199,867 27,483 10,739 1,661 146 4,912 12,414 3,421 260,644 United Kingdom 6,895 5,748 1,514 5,849 190 9,668 864 10,123 40,851 France 2,651 8,265 1,266 1,231 242 3,096 3,597 3,442 23,788 Luxembourg 15,983 2,858 484 1,102 247 1,017 6,142 711 28,544 Italy 21,836 1,642 3,657 1,750 497 4,167 642 820 35,012 Netherlands 8,304 6,498 1,627 2,292 493 2,022 2,793 82 24,112 Spain 13,250 1,866 3,046 704 227 2,188 946 987 23,213 Ireland 4,415 1,843 481 972 272 1,022 655 2,673 12,333 Switzerland 6,922 2,324 2,488 313 65 644 163 416 13,336 Poland 7,871 807 234 26 36 296 1,820 0 11,089 Belgium 1,177 1,280 405 352 12 601 1,574 0 5,401 Other Europe 10,765 5,124 1,633 2,099 723 3,486 3,696 3,975 31,500 North America 64,086 85,358 10,031 10,015 5,129 31,636 10,986 56,776 274,017 thereof: U.S. 53,795 80,776 9,489 8,036 4,750 29,972 10,623 44,659 242,101 Cayman Islands 2,312 1,951 52 700 103 1,041 17 9,162 15,336 Canada 838 1,564 110 1,092 87 272 346 1,688 5,996 Other North America 7,141 1,068 380 187 190 351 0 1,267 10,584 Asia/Pacific 34,469 4,447 8,967 2,254 1,735 20,319 1,025 19,909 93,126 thereof: Japan 1,093 276 349 366 66 4,760 15 10,354 17,278 Australia 1,477 1,076 128 277 310 3,716 588 1,453 9,026 India 7,034 717 1,645 219 86 3,973 0 1,517 15,191 China 4,393 378 1,195 263 2 836 0 3,130 10,198 Singapore 4,946 419 794 177 75 927 0 220 7,559 Hong Kong 4,224 385 598 144 551 399 2 45 6,348 Other Asia/Pacific 11,300 1,197 4,259 808 644 5,707 419 3,190 27,526 Other geographical areas 7,130 2,708 1,639 808 862 2,190 936 1,466 17,739 Total 405,621 158,253 48,212 31,430 10,876 87,264 48,251 104,800 894,707 1 Includes impaired loans amounting to € 6.2 billion as of December 31, 2017. 2 Includes irrevocable lending commitments related to consumer credit exposure of € 10.1 billion as of December 31, 2017. 3 Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting . 4 Includes debt securities on financial assets available for sale and securities held to maturity. 5 Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed . Dec 31, 2016 6 in € m. Loans 1 Irrevocable lending commit- ments 2 Contingent liabilities OTC derivatives 3 Traded Loans Traded Bonds Debt securities 4 Repo and repo-style transactions 5 Total Europe 303,329 65,926 28,747 25,944 4,157 23,924 41,438 24,418 517,881 thereof: Germany 197,368 27,954 11,511 2,636 236 3,070 12,970 5,571 261,316 United Kingdom 7,942 7,331 1,422 7,925 519 4,224 1,929 9,327 40,620 France 2,703 5,854 1,373 1,436 216 2,255 4,866 1,830 20,534 Luxembourg 19,312 2,998 575 1,521 330 1,228 7,179 372 33,515 Italy 21,374 1,462 3,607 3,183 444 2,195 279 1,808 34,351 Netherlands 8,934 6,370 1,749 3,270 224 2,164 4,143 474 27,328 Spain 13,196 1,785 3,045 671 361 1,451 756 674 21,939 Ireland 5,113 1,742 465 1,525 305 1,251 746 1,216 12,364 Switzerland 7,350 2,285 2,044 243 162 1,134 186 230 13,635 Poland 7,402 702 208 65 6 281 1,542 0 10,205 Belgium 1,581 1,423 399 481 5 424 2,520 80 6,914 Other Europe 11,055 6,018 2,349 2,988 1,347 4,248 4,322 2,836 35,162 North America 69,921 92,699 12,013 12,162 6,471 36,332 11,444 61,771 302,814 thereof: U.S. 56,567 87,503 11,336 9,307 6,181 30,961 10,843 47,528 260,225 Cayman Islands 2,993 1,045 86 725 37 1,215 24 11,679 17,804 Canada 2,247 2,288 163 1,723 112 628 249 95 7,505 Other North America 8,115 1,863 428 406 142 3,528 328 2,470 17,279 Asia/Pacific 31,644 5,782 9,958 4,753 1,606 18,525 1,425 17,515 91,208 thereof: Japan 888 299 350 941 95 3,932 17 9,002 15,522 Australia 1,259 1,142 166 445 143 3,357 949 1,157 8,619 India 7,589 371 1,735 537 8 3,148 0 1,578 14,966 China 2,953 722 1,113 446 11 687 0 1,945 7,877 Singapore 3,885 434 807 142 419 1,528 1 280 7,497 Hong Kong 2,405 944 566 407 174 343 0 64 4,903 Other Asia/Pacific 12,664 1,869 5,221 1,834 757 5,531 458 3,490 31,824 Other geographical areas 8,561 1,655 1,624 1,334 960 2,513 414 1,204 18,266 Total 413,455 166,063 52,341 44,193 13,193 81,293 54,722 104,909 930,169 1 Includes impaired loans amounting to € 7.4 billion as of December 31, 2016. 2 Includes irrevocable lending commitments related to consumer credit exposure of € 10.3 billion as of December 31, 2016. 3 Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting. 4 Includes debt securities on financial assets available for sale and securities held to maturity. 5 Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed. 6 Comparatives have been restated to reflect the changes in the reported geographical areas. Sovereign Credit Risk Exposure to Certain Eurozone Countries The amounts below reflect a net “country of domicile view” of our sovereign exposure. Sovereign credit risk exposure to certain Eurozone countries Dec 31, 2017 Dec 31, 2016 in € m. Direct Sovereign exposure 1 Net Notional of CDS referencing sovereign debt Net sovereign exposure Memo Item: Net fair value of CDS referencing sovereign debt 2 Direct Sovereign exposure 1 Net Notional of CDS referencing sovereign debt Net sovereign exposure Memo Item: Net fair value of CDS referencing sovereign debt 2 Greece 55 (17 ) 38 0 89 (6 ) 83 2 Ireland 709 9 717 0 569 0 569 74 Italy 2,834 (1,818 ) 1,016 49 2,662 (2,223 ) 438 398 Portugal (227 ) 3 (223 ) 0 61 17 79 (8 ) Spain 1,669 (115 ) 1,554 35 1,322 (127 ) 1,195 279 Total 5,040 (1,938 ) 3,102 84 4,703 (2,339 ) 2,364 744 1 Includes sovereign debt classified as financial assets/liabilities at fair value through profit or loss, available for sale and loans carried at amortized cost. Direct Sovereign exposure is net of guarantees received and collateral. 2 The amounts reflect the net fair value in relation to credit default swaps referencing sovereign debt of the respective country representing the counterparty
Asset Quality [text block]	Past Due Loans Loans are considered to be past due if contractually agreed payments of principal and/or interest remain unpaid by the borrower, except if those loans are acquired through consolidation. The latter are considered to be past due if payments of principal and/or interest, which were expected at a certain payment date at the time of the initial consolidation of the loans, are unpaid by the borrower. Non-impaired past due loans at amortized cost by past due status in € m. Dec 31, 2017 Dec 31, 2016 Loans less than 30 days past due 2,747 2,116 Loans 30 or more but less than 60 days past due 482 494 Loans 60 or more but less than 90 days past due 250 268 Loans 90 days or more past due 776 484 Total 4,255 3,363 Aggregated value of collateral – with the fair values of collateral capped at loan outstanding – held against our non-impaired past due loans in € m. Dec 31, 2017 Dec 31, 2016 Financial and other collateral 2,364 1,775 Guarantees received 148 148 Total 2,512 1,923 Impaired Loans Credit Risk Management regularly assesses whether there is objective evidence that a loan or group of loans is impaired. A loan or group of loans is impaired and impairment losses are incurred if: t here is objective evidence of impairment as a result of a loss event that occurred after the initial recognition of the asset and up to the balance sheet date (a “loss event”). When making our assessment we consider information on such events that is reasonably available up to the date the financial statements are authorized for issuance in line with the requirements of IAS 10; the loss event had an impact on the estimated future cash flows of the financial asset or the group of financial assets, and a reliable estimate of the loss amount can be made. Credit Risk Management’s loss assessments are subject to regular review in collaboration with Group Finance. The results of this review are reported to and approved by Group Finance and Risk Senior Management. For further details with regard to impaired loans please refer to Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. Impairment Loss and Allowance for Loan Losses If there is evidence of impairment the impairment loss is generally calculated on the basis of discounted expected cash flows using the original effective interest rate of the loan. If the terms of a loan are renegotiated or otherwise modified because of financial difficulties of the borrower without qualifying for de-recognition of the loan, the impairment loss is measured using the original effective interest rate before modification of terms. We reduce the carrying amount of the impaired loan by the use of an allowance account and recognize the amount of the loss in the consolidated statement of income as a component of the provision for credit losses. We record increases to our allowance for loan losses as an increase of the provision for loan losses in our income statement. Charge-offs reduce our allowance while recoveries, if any, are credited to the allowance account. If we determine that we no longer require allowances which we have previously established, we decrease our allowance and record the amount as a reduction of the provision for loan losses in our income statement. When it is considered that there is no realistic prospect of recovery and all collateral has been realized or transferred to us, the loan and any associated allowance for loan losses is charged off (i.e., the loan and the related allowance for loan losses are removed from the balance sheet). While we assess the impairment for our corporate credit exposures individually, we assess the impairment of our smaller-balance standardized homogeneous loans collectively. Our collectively assessed allowance for non-impaired loans reflects allowances to cover for incurred losses that have neither been individually identified nor provided for as part of the impairment assessment of smaller-balance homogeneous loans. For further details regarding our accounting policies regarding impairment loss and allowance for credit losses, please refer to Note 1 “ Significant Accounting Policies and Critical Accounting Estimates”. Impaired loans, allowance for loan losses and coverage ratios by business division Dec 31, 2017 Dec 31, 2016 2017 increase (decrease) from 2016 in € m. Impaired loans Loan loss allowance Impaired loan coverage ratio Impaired loans Loan loss allowance Impaired loan coverage ratio Impaired loans Impaired loan coverage ratio in ppt Corporate & Investment Bank 2,517 1,565 62 % 3,007 1,893 63 % (490 ) (0 ) Private & Commercial Bank 3,717 2,355 63 % 3,646 2,217 61 % 71 0 Deutsche Asset Management 0 0 N/M 0 1 N/M 1 0 N/M Non-Core Operations Unit 2 0 0 N/M 794 462 58 % (794 ) N/M thereof: assets reclassi- 0 0 N/M 92 69 75 % (92 ) N/M Consolidation & Adjustments 1 1 N/M 1 0 4 N/M 1 0 N/M Total 6,234 3,921 63 % 7,447 4,546 61 % (1,213 ) 0 N/M – not meaningful. 1 Allowance in Consolidation & Adjustments and Other and Deutsche Asset Management fully consists of collectively assessed allowance for non-impaired loans. 2 From 2017 onwards, Non-Core Operations Unit (NCOU) ceased to exist as a standalone division. The remaining impaired assets and the corresponding loan loss allowance as of December 31, 2016 are now managed by the corresponding core operating segments, predominantly Private & Commercial Bank. 3 2016 Impaired loans and Loan loss allowance numbers have been restated to reflect restructuring of business areas. Impaired loans, allowance for loan losses and coverage ratios by industry Dec 31, 2017 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Financial intermediation 121 8 129 1 3 40 44 34 % Fund management activities 8 8 16 1 0 3 4 24 % Manufacturing 520 165 685 439 146 51 635 93 % Wholesale and retail trade 333 188 521 211 156 27 394 76 % Households 155 2,233 2,388 153 1,290 83 1,526 64 % Commercial real estate activities 345 30 376 115 11 42 168 45 % Public sector 74 0 74 6 0 12 17 24 % Other 1 1,792 254 2,046 840 139 153 1,132 55 % Total 3,348 2,886 6,234 1,766 1,745 410 3,921 63 % 1 Thereof: ‘Transportation, storage and communication’ - Total Impaired Loans € 808 million /Total Loan loss allowance € 469 million . ‘Real estate; renting and business activities’ - € 482 million / € 234 million , ‘Construction’ - € 378 million / € 144 million , ‘Mining and quarrying’ - € 169 million / € 116 million . Dec 31, 2016 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Financial intermediation 122 11 133 27 3 47 77 58 % Fund management activities 14 7 21 1 0 4 5 26 % Manufacturing 524 229 754 476 149 82 707 94 % Wholesale and retail trade 472 234 707 223 161 29 413 58 % Households 193 2,467 2,661 220 1,466 67 1,754 66 % Commercial real estate activities 385 37 422 168 25 39 233 55 % Public sector 19 0 19 4 0 3 7 35 % Other 2 2,397 334 2,731 953 168 230 1,351 49 % Total 4,126 3,321 7,447 2,071 1,972 503 4,546 61 % 1 Thereof: ‘Transportation, storage and communication’ - Total Impaired Loans € 1.1 billion /Total Loan loss allowance € 650 million , ‘Real estate; renting and business activities’ - € 489 million / € 230 million , ‘Construction’: € 309 million / € 170 million , ‘Mining and quarrying’ - € 232 million / € 103 million . Impaired loans, allowance for loan losses and coverage ratios by region Dec 31, 2017 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Germany 953 1,312 2,266 600 823 104 1,527 67 % Western Europe 1,471 1,422 2,892 815 822 113 1,749 60 % Eastern Europe 45 123 168 45 92 11 147 88 % North America 497 1 498 67 0 102 170 34 % Central and South America 70 0 70 14 0 21 35 50 % Asia/Pacific 264 28 292 223 8 41 272 93 % Africa 48 0 49 1 0 9 10 20 % Other 0 0 0 0 0 11 11 0 % Total 3,348 2,886 6,234 1,766 1,745 410 3,921 63 % N/M - Not meaningful Dec 31, 2016 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Tot al Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Germany 1,154 1,486 2,639 563 804 122 1,489 56 % Western Europe 2,021 1,688 3,709 1,008 1,057 130 2,195 59 % Eastern Europe 46 132 179 39 106 10 154 86 % North America 495 1 496 148 0 128 277 56 % Central and South America 4 0 5 3 0 14 16 363 % 1 Asia/Pacific 341 14 355 286 5 76 367 103 % 1 Africa 63 1 64 24 0 8 32 50 % Other 2 0 2 0 0 17 17 908 % 1 Total 4,126 3,321 7,447 2,071 1,972 503 4,546 61 % 1 Impaired Loans in Central & South America, Asia Pacific and Other are more than fully covered by loan loss allowance due to the latter including collectively assessed allowance for non-impaired loans . Collateral held against impaired loans, with fair values capped at transactional outstanding in € m. Dec 31, 2017 Dec 31, 2016 Financial and other collateral 1 1,757 2,016 Guarantees received 309 343 Total collateral held for impaired loans 2,066 2,359 1 Defaulted mortgage loans secured by residential real estate properties, where the loan agreement has been terminated/cancelled are generally subject to formal foreclosure proceedings . Financial assets available for sale The impairment concept is also applicable for available for sale debt instruments, which are otherwise carried at fair value with changes in fair value reported in other comprehensive income. If an available for sale debt instrument is considered impaired, the cumulative impairment loss reflects the difference between the amortized cost and the current fair value of the instrument. For a detailed discussion of our accounting procedures please refer to Note 1 “Significant Accounting policies and Critical Accounting Estimates”. Non-impaired past due and impaired financial assets available for sale, accumulated impairments, coverage ratio and collateral held against impaired financial assets available for sale in € m. Dec 31, 2017 Dec 31, 2016 Financial assets non-impaired past due available for sale 1,538 1,661 thereof: Less than 30 days past due 176 178 30 or more but less than 60 days past due 23 24 60 or more but less than 90 days past due 138 23 90 days or more past due 1,201 1,436 Impaired financial assets available for sale 157 229 Accumulated impairment for financial assets available for sale 113 131 Impaired financial assets available for sale coverage ratio in % 71 % 57 % Collateral held against impaired financial assets available for sale 17 20 thereof: Financial and other collateral 17 20 Guarantees received 0 0 Collateral Obtained We obtain collateral on the balance sheet in rare cases by either taking possession of collateral held as security or by calling upon other credit enhancements. Collateral obtained is made available for sale in an orderly fashion or through public auctions, with the proceeds used to repay or reduce outstanding indebtedness. Generally we do not occupy obtained properties for our business use. The commercial and residential real estate collateral obtained in 2017 refers predominantly to our exposures in Spain. Collateral obtained during the reporting periods in € m. 2017 2016 Commercial real estate 9 9 Residential real estate 1 63 55 Other 0 0 Total collateral obtained during the reporting period 72 64 1 Carrying amount of foreclosed residential real estate properties amounted to € 67 million as of December 31, 2017 and € 78 million as of December 31, 2016 . The collateral obtained, as shown in the table above, excludes collateral recorded as a result of consolidating securitization trusts under IFRS 10. In 2017 as well as in 2016 the Group did not obtain any collateral related to these trusts. Trading Market Risk Exposures
Trading Market Risk Exposures [text block]	Value-at-Risk Metrics of Trading Units of Deutsche Bank Group (excluding Postbank) The tables and graph below present the value-at-risk metrics calculated with a 99 % confidence level and a one-day holding period for our trading units. They exclude contributions from Postbank trading book which are calculated on a stand-alone basis. Value-at-Risk of our Trading Units by Risk Type Total Diversification effect Interest rate risk Credit spread risk Equity price risk Foreign exchange risk 1 Commodity price risk in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 29.8 32.0 (28.1 ) (35.0 ) 20.2 19.7 19.7 26.6 8.7 9.3 8.4 10.7 0.8 0.7 Maximum 38.4 59.4 (37.6 ) (57.6 ) 26.0 29.5 25.1 32.5 12.5 52.4 16.5 16.7 3.0 3.3 Minimum 20.1 20.4 (21.4 ) (25.6 ) 13.5 14.8 13.5 22.3 4.4 4.4 4.2 3.6 0.1 0.2 Period-end 29.1 30.1 (22.5 ) (36.9 ) 21.4 19.9 14.4 24.3 10.1 10.0 4.9 12.6 0.7 0.2 1 Includes value-at-risk from gold and other precious metal positions . Regulatory Trading Market Risk Measures (excluding Postbank) The table below presents the stressed value-at-risk metrics calculated with a 99 % confidence level and a one-day holding period for our trading units. It excludes contributions from Postbank’s trading book which are calculated on a stand-alone basis Average, Maximum and Minimum Stressed Value-at-Risk by Risk Type Total Diversification effect Interest rate risk Credit spread risk Equity price risk Foreign exchange risk 1 Commodity price risk in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 76.7 85.2 (88.4 ) (78.2 ) 69.8 51.9 62.1 74.9 18.8 20.6 12.6 14.8 1.8 1.3 Maximum 125.0 143.7 (115.8 ) (150.0 ) 92.0 82.5 73.2 99.3 66.8 144.5 28.0 30.4 6.1 3.9 Minimum 42.0 60.4 (73.0 ) (53.4 ) 48.3 37.4 54.3 59.0 1.5 2.4 6.9 3.4 0.3 0.4 Period-end 85.6 75.8 (81.0 ) (91.3 ) 67.8 51.9 64.3 63.0 19.9 29.6 12.6 22.1 1.9 0.5 1 Includes value-at-risk from gold and other precious metal positions. The average stressed value-at-risk was € 76.7 million over 2017, a decrease of € 8.5 million compared with the full year 2016. The reduction in the average was driven by a decrease in credit spread stressed value-at-risk due to a reduction in idiosyncratic risk as well as a small reduction coming from a model enhancement to the credit spread component. This has been partly offset by an increase in interest rate stressed value-at-risk due to a change in directional exposure on average over 2017. For regulatory reporting purposes, the incremental risk charge for the respective reporting dates represents the higher of the spot value at the reporting dates, and their preceding 12-week average calculation . Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 % confidence level and one-year capital horizon) 1,2,3, Total Non-Core Operations Unit Global Credit Trading Core Rates Fixed Income & Currencies APAC Emerging Markets - Debt Other in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 802.1 840.2 0.0 52.0 544.6 393.0 107.1 200.4 168.1 188.6 37.2 116.8 (54.8 ) (110.5 ) Maximum 899.3 944.4 0.0 57.3 597.4 405.8 172.5 229.6 229.0 243.0 62.9 128.0 (20.4 ) (65.6 ) Minimum 754.8 693.0 0.0 44.5 503.7 368.0 48.7 173.7 92.4 119.6 (1.4 ) 111.6 (90.0 ) (141.8 ) Period-end 789.6 693.0 0.0 51.8 540.1 368.0 133.2 173.7 142.3 119.6 19.9 121.8 (45.9 ) (141.8 ) 1 Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2017 and December 31, 2016, respectively. 2 Business line breakdowns have been updated for 2017 reporting to better reflect the current business structure. 3 All liquidity horizons are set to 12 months. For regulatory reporting purposes, the comprehensive risk measure for the respective reporting dates represents the higher of the internal spot value at the reporting dates, their preceding 12-week average calculation, and the floor, where the floor is equal to 8 % of the equivalent capital charge under the standardized approach securitization framework. Average, Maximum and Minimum Comprehensive Risk Measure of Trading Units (with a 99.9 % confidence level and one-year capital horizon) 1,2,3 in € m. 2017 2016 Average 5.4 31.3 Maximum 6.3 39.8 Minimum 4.5 21.9 Period-end 4.4 17.9 1 Regulatory Comprehensive Risk Measure calculated for the 12-week period ending December 29. 2 Period end is based on the internal model spot value. 3 All liquidity horizons are set to 12 months.
Disclosure of liquidity risk Exposure [text block]	Liquidity Risk Exposure Funding Markets and Capital Markets Issuance Credit markets in 2017 were affected by continued political uncertainties and the ongoing low interest rate environment. Our 5 year CDS traded within a range of 71 to 166 basis points, substantially lower compared to 2016.The peak was observed in the beginning of January, since then, the spread has declined significantly and as of year-end was trading at 73 basis points, at the low end of the range for the year. The spreads on our bonds exhibited similar behaviour. For example, our 1.5 % EUR benchmark maturing in January 2022 traded in a range of 43 to 150 basis points, closing at 49 basis points at year end 2017. Our 2017 funding plan of up to € 25 billion , comprising debt issuance with an original maturity in excess of one year, was completed and we concluded 2017 having raised € 24.8 billion in term funding. This funding was broadly spread across the following funding sources: Senior unsecured plain-vanilla issuance, including benchmarks ( € 14.7 billion ), Tier 2 benchmark issuance ( € 0.8 billion ), covered bond issuance ( € 1.1 billion ), a nd other unsecured structured issuance ( € 8.2 billion ). The € 24.8 billion total is divided into Euro ( € 9.2 billion ), US dollar ( € 13.2 billion ), British Pound ( € 0.9 billion ) and other currencies aggregated ( € 1.5 billion ). In addition to direct issuance, we use long-term cross currency swaps to manage our funding needs outside of EUR. Our investor base for 2017 issuances comprised retail customers ( 29 % ), banks ( 6 % ), asset managers and pension funds ( 38 % ), insurance companies ( 8 % ) and other institutional investors ( 19 % ). The geographical distribution was split between Germany ( 21 % ), rest of Europe ( 28 % ), US ( 31 % ), Asia/Pacific ( 16 % ) and Other ( 3 % ). Of our total capital markets issuance outstanding as of December 31, 2017, approximately 93 % was issued on an unsecured basis. The average spread of our issuance over 3-months-Euribor (all non-Euro funding spreads are rebased versus 3-months Euribor) was 71 basis points for the full year, substantially lower compared to 129 basis points average spread in 2016. The average tenor was 6.7 years. Our issuance activities were slightly higher in the first half of the year. We issued the following volumes over each quarter: Q1: € 8.5 billion , Q2: € 4.8 billion , Q3: € 6.0 billion and Q4: € 5.5 billion , respectively. Funding Diversification In 2017, total external funding increased by € 38.0 billion from € 976.8 billion at December 31, 2016 to € 1,014.8 billion at December 31, 2017. This is primarily driven by increased balances in Retail deposits by € 24.9 billion (8.5 %), Transaction Banking by € 16.5 billion (8.3 %), secured funding and shorts by € 11.8 billion (7.1 %) and other customers by € 3.5 billion (6.6 %). The total increase is slightly offset by reduction in unsecured wholesale funding by € 9.7 billion (17.6 %) and Capital Markets and Equity volume by € 8.9 billion (4.2 %). The overall proportion of our most stable funding sources (comprising capital markets and equity, retail, and transaction banking) remained constant at 72 %. Stress Testing and Scenario Analysis During 2017, our stressed Net Liquidity Position remained well above the risk appetite and finished 2017 with a surplus of € 33 billion. Global All Currency Daily Stress Testing Results Dec 31, 2017 Dec 31, 2016 in € bn. Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Systemic market risk 121 284 163 64 204 141 Emerging markets 28 228 200 10 190 180 1 notch downgrade (DB specific) 79 252 173 43 195 152 Severe downgrade (DB specific) 287 331 43 178 224 46 Combined 4 318 351 33 206 242 36 1 Funding gap caused by impaired rollover of liabilities and other projected outflows. 2 Based on liquidity generation through Liquidity Reserves and other countermeasures. 3 2017 scenario shows the minimum net liquidity position over the stress period, whereas 2016 shows the net liquidity position at the end of the stress period . 4 Combined impact of systemic market risk and severe downgrade.

Acquisitions and Dispositions (

Acquisitions and Dispositions (Tables)	12 Months Ended
	Dec. 31, 2017
Acquisitions and Dispositions [Abstract]
Assets and liabilities disposed [text block table]	in € m. 2017 2016 2015 Cash and cash equivalents 47 0 0 All remaining assets 848 14,858 443 Total assets disposed 895 14,858 443 Total liabilities disposed 814 12,250 52

Business Segments and Related60

Business Segments and Related Information (Tables)	12 Months Ended
	Dec. 31, 2017
Business Segments and Related Information [Abstract]
Entity-Wide Disclosures by Geographic Area [text block table]	Entity-Wide Disclosures The Group’s Entity-Wide Disclosures include net revenues from internal and external counterparties. Excluding revenues from internal counterparties would require disproportionate IT investment and is not in line with the Bank's management approach. For detail on our Net Revenue Components please see “Management Report: Operating and Financial Review: Results of Operations: Corporate Divisions”. The following table presents total net revenues (before provisions for credit losses) by geographic area for the years ended December 31, 2017, 2016 and 2015, respectively. The information presented for CIB, PCB, Deutsche AM and NCOU has been classified based primarily on the location of the Group’s office in which the revenues are recorded. The information for C&A is presented on a global level only, as management responsibility for C&A is held centrally. in € m. 2017 2016 2015 Germany: Corporate & Investment Bank 1,503 1,924 1,942 Private & Commercial Bank 7,225 7,571 7,289 Deutsche Asset Management 1,009 888 963 Non-Core Operations Unit 0 221 105 Total Germany 1 9,737 10,604 10,299 UK: Corporate & Investment Bank 3,817 4,298 5,309 Private & Commercial Bank 34 83 77 Deutsche Asset Management 434 836 748 Non-Core Operations Unit 0 (322 ) (73 ) Total UK 4,284 4,895 6,061 Rest of Europe, Middle East and Africa: Corporate & Investment Bank 1,268 1,544 1,647 Private & Commercial Bank 2,037 2,360 2,111 Deutsche Asset Management 465 497 402 Non-Core Operations Unit 0 23 9 Total Rest of Europe, Middle East and Africa 3,770 4,425 4,169 Americas (primarily United States): Corporate & Investment Bank 4,999 5,928 6,209 Private & Commercial Bank 390 625 691 Deutsche Asset Management 492 578 727 Non-Core Operations Unit 0 (305 ) 754 Total Americas 5,881 6,826 8,381 Asia/Pacific: Corporate & Investment Bank 2,639 3,068 3,792 Private & Commercial Bank 491 451 469 Deutsche Asset Management 133 216 176 Non-Core Operations Unit 0 1 (0 ) Total Asia/Pacific 3,263 3,735 4,436 Consolidation & Adjustments (488 ) (471 ) 179 Consolidated net revenues 2 26,447 30,014 33,525 1 All Postbank operations are disclosed as German operations subject to further systems integration 2 Consolidated net revenues comprise interest and similar income, interest expenses and total noninterest income (including net commission and fee income). Revenues are attributed to countries based on the location in which the Group’s booking office is located. The location of a transaction on the Group’s books is sometimes different from the location of the headquarters or other offices of a customer and different from the location of the Group’s personnel who entered into or facilitated the transaction. Where the Group records a transaction involving its staff and customers and other third parties in different locations frequently depends on other considerations, such as the nature of the transaction, regulatory considerations and transaction processing considerations .

Net Interest Income and Net G61

Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Tables)	12 Months Ended
	Dec. 31, 2017
Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Net Interest Income [text block table]	Net Interest Income in € m. 2017 2016 2015 Interest and similar income: Interest income on cash and central bank balances 1,070 433 88 Interest income on interbank balances (w/o central banks) 245 252 411 Central bank funds sold and securities purchased under resale agreements 292 359 377 Interest income on financial assets available for sale 1,083 1,313 1,292 Dividend income on financial assets available for sale 88 205 301 Loans 11,941 12,311 12,219 Interest income on securities held to maturity 68 67 0 Other 1,406 1,417 782 Total interest and similar income not at fair value through profit or loss 16,193 16,357 15,470 Financial assets at fair value through profit or loss 7,899 9,279 10,496 Total interest and similar income 24,092 25,636 25,967 Interest expense: Interest-bearing deposits 2,833 2,583 2,764 Central bank funds purchased and securities sold under repurchase agreements 431 255 153 Other short-term borrowings 135 179 229 Long-term debt 1,795 1,759 1,480 Trust preferred securities 413 437 568 Other 1,437 1,083 357 Total interest expense not at fair value through profit or loss 7,044 6,295 5,552 Financial liabilities at fair value through profit or loss 4,671 4,634 4,534 Total interest expense 11,714 10,929 10,086 Net interest income 12,378 14,707 15,881
Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss in € m. 2017 2016 2015 Trading income: Sales & Trading (Equity) 1,152 616 544 Sales & Trading (FIC) 3,969 3,448 3,750 Total Sales & Trading 5,122 4,064 4,294 Other trading income (1,748 ) (3,517 ) (420 ) Total trading income 3,374 547 3,874 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss: Breakdown by financial asset/liability category: Securities purchased/sold under resale/repurchase agreements 3 (3 ) 3 Securities borrowed/loaned (1 ) 1 0 Loans and loan commitments (32 ) (109 ) (453 ) Deposits (30 ) (28 ) 0 Long-term debt 1 (398 ) 303 761 Other financial assets/liabilities designated at fair value through profit or loss 10 691 (344 ) Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (448 ) 854 (32 ) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,926 1,401 3,842
Combined Net Interest and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [text block table]	Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss in € m. 2017 2016 2015 Net interest income 12,378 14,707 15,881 Trading income 1 3,374 547 3,874 Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss (448 ) 854 (32 ) Total net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,926 1,401 3,842 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 15,304 16,108 19,723 Sales & Trading (Equity) 1,592 1,934 2,838 Sales & Trading (FIC) 4,707 5,210 5,987 Total Sales & Trading 6,299 7,144 8,826 Financing 1,641 1,839 1,523 Global Transaction Banking 1,937 2,098 2,218 Remaining Products (800 ) (309 ) (219 ) Corporate & Investment Bank 9,078 10,773 12,348 Private & Commercial Bank 6,158 6,420 6,573 Deutsche Asset Management 30 365 255 Non-Core Operations Unit 0 (1,307 ) (362 ) Consolidation & Adjustments 37 (143 ) 910 Total net interest income and net gains (losses) on financial assets/liabilities at fair value 15,304 16,108 19,723 1 Trading income includes gains and losses from derivatives not qualifying for hedge accounting.

Commission and Fee Income (Tabl

Commission and Fee Income (Tables)	12 Months Ended
	Dec. 31, 2017
Commissions and Fee Income [Abstract]
Net Commission and Fee Income [text block table]	in € m. 2017 2016 2015 Commission and fee income and expense: Commission and fee income 14,102 14,999 16,412 Commission and fee expense 3,100 3,255 3,647 Net commissions and fee income 11,002 11,744 12,765 in € m. 2017 2016 2015 Net commissions and fee income: Net commissions and fees from fiduciary activities 4,320 4,287 4,480 Net commissions, brokers’ fees, mark-ups on securities underwriting and other 2,985 3,305 4,134 Net fees for other customer services 3,698 4,152 4,151 Net commissions and fee income 11,002 11,744 12,765

Net Gains (Losses) on Financi63

Net Gains (Losses) on Financial Assets Available for Sale (Tables)	12 Months Ended
	Dec. 31, 2017
Net gains (losses) on financial assets available for sale [Abstract]
Net Gains (Losses) on Financial Assets Available for Sale [text block table]	in € m. 2017 2016 2015 Net gains (losses) on financial assets available for sale: Net gains (losses) on debt securities: 114 229 48 Net gains (losses) from disposal 115 230 58 Impairments (1 ) (1 ) (10 ) Net gains (losses) on equity securities: 219 79 104 Net gains (losses) from disposal/remeasurement 219 96 156 Impairments (1 ) (17 ) (52 ) Net gains (losses) on loans: 37 6 52 Net gains (losses) from disposal 45 21 83 Impairments (8 ) (15 ) (31 ) Reversal of impairments 0 0 0 Net gains (losses) on other equity interests: 110 339 1 Net gains (losses) from disposal 137 348 14 Impairments (27 ) (9 ) (13 ) Total net gains (losses) on financial assets available for sale 479 653 203

Other Income (Tables)

Other Income (Tables)	12 Months Ended
	Dec. 31, 2017
Other Income [Abstract]
Other Income [text block table]	Other Income in € m. 2017 2016 2015 Other income: Net gains (losses) on disposal of loans 19 (128 ) 237 Insurance premiums 1 4 89 108 Net income (loss) from hedge relationships qualifying for hedge accounting (609 ) (370 ) (910 ) Consolidated investments 0 362 470 Remaining other income 2 112 1,100 763 Total other income (loss) (475 ) 1,053 669 1 Net of reinsurance premiums paid. The development is primarily driven by Abbey Life Assurance Company Limited which has been sold in 2016. 2 Includes net gains (losses) of € (81) million , € 744 million and € 237 million for the years ended December 31, 2017, 2016 and 2015, respectively, that are related to non-current assets and disposal groups held for sale.

General and Administrative Ex65

General and Administrative Expenses (Tables)	12 Months Ended
	Dec. 31, 2017
General and administrative expenses [Abstract]
General and Administrative Expenses [text block table]	in € m. 2017 2016 2015 General and administrative expenses: IT costs 3,798 3,872 3,664 Occupancy, furniture and equipment expenses 1,849 1,972 1,944 Professional service fees 1,769 2,305 2,283 Communication and data services 686 761 807 Travel and representation expenses 405 450 505 Banking and transaction charges 744 664 598 Marketing expenses 309 285 294 Consolidated investments 0 334 406 Other expenses 1 2,414 4,812 8,129 Total general and administrative expenses 11,973 15,454 18,632 1 Includes litigation related expenses of € 213 million in 2017, € 2.4 billion in 2016 and € 5.2 billion in 2015. See Note 29 “Provisions”, for more detail on litigation.

Restructuring (Tables)

Restructuring (Tables)	12 Months Ended
	Dec. 31, 2017
Restructuring [Abstract]
Net Restructuring Expense by Division [text block table]	in € m. 2017 2016 2015 Corporate & Investment Bank (82 ) (292 ) (128 ) Private & Commercial Bank (360 ) (141 ) (585 ) Deutsche Asset Management (6 ) (47 ) 2 Non-Core Operations Unit 0 (4 ) 1 Total Net Restructuring Charges (447 ) (484 ) (710 )
Net Restructuring by Type [text block table]	in € m. 2017 2016 2015 Restructuring – Staff related (430 ) (491 ) (663 ) thereof: Termination Benefits (402 ) (432 ) (602 ) Retention Acceleration (26 ) (54 ) (61 ) Social Security (2 ) (5 ) (0 ) Restructuring – Non Staff related (17 ) 7 (46 ) Total Net Restructuring Charges (447 ) (484 ) (710 )
Organizational Changes [text block table]	Full-time equivalent staff 2017 2016 2015 Corporate & Investment Bank 502 356 237 Private & Commercial Bank 1,054 453 141 Deutsche Asset Management 38 101 22 Non-Core Operations Unit 0 0 1 Infrastructure/Regional Management 451 541 261 Total full-time equivalent staff 2,045 1,451 662

Earnings per Share (Tables)

Earnings per Share (Tables)	12 Months Ended
	Dec. 31, 2017
Earnings per share [Abstract]
Computation of basic and diluted earnings per share [text block table]	Computation of basic and diluted earnings per share in € m. 2017 2016 2015 Net income (loss) attributable to Deutsche Bank shareholders – 1 (1,049 ) (1,678 ) (7,022 ) Effect of dilutive securities: Forwards and options 0 0 0 Convertible debt 0 0 0 Net income (loss) attributable to Deutsche Bank shareholders after assumed 1 (1,049 ) (1,678 ) (7,022 ) Number of shares in million Weighted-average shares outstanding – denominator for basic earnings per share 1,967.7 1,555.3 1,555.1 Effect of dilutive securities: Forwards 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 0.0 0.0 0.0 Other (including trading options) 0.0 0.0 0.0 Dilutive potential common shares 0.0 0.0 0.0 Adjusted weighted-average shares after assumed conversions – 1,967.7 1,555.3 1,555.1 1 Earnings were adjusted by € 298 million and € 276 million and € 228 million net of tax for the coupons paid on Additional Tier 1 Notes in April 2017, April 2016 and April 2015.
Instruments outstanding and not included in the calculation of diluted earnings per share [text block table]	Instruments outstanding and not included in the calculation of diluted earnings per share 1 Number of shares in m. 2017 2016 2015 Call options sold 0.0 0.0 0.0 Employee stock compensation options 0.0 0.0 0.0 Deferred shares 104.4 69.6 52.5 1 Not included in the calculation of diluted earnings per share, because to do so would have been anti-dilutive.

Financial Assets_Liabilities 68

Financial Assets/Liabilities at Fair Value through Profit or Loss (Tables)	12 Months Ended
	Dec. 31, 2017
Financial Assets/Liabilities at Fair Value through Profit or Loss [Abstract]
Financial Assets at Fair Value through Profit and Loss [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Financial assets classified as held for trading: Trading assets: Trading securities 173,196 156,926 Other trading assets 1 11,466 14,117 Total trading assets 184,661 171,044 Positive market values from derivative financial instruments 361,032 485,150 Total financial assets classified as held for trading 545,693 656,194 Financial assets designated at fair value through profit or loss: Securities purchased under resale agreements 57,843 47,404 Securities borrowed 20,254 21,136 Loans 4,802 7,505 Other financial assets designated at fair value through profit or loss 8,377 11,541 Total financial assets designated at fair value through profit or loss 91,276 87,587 Total financial assets at fair value through profit or loss 636,970 743,781 1 Includes traded loans of € 10.9 billion and € 13.2 billion at December 31, 2017 and 2016 respectively.
Financial Liabilities at Fair Value through Profit and Loss [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Financial liabilities classified as held for trading: Trading liabilities: Trading securities 71,148 56,592 Other trading liabilities 314 437 Total trading liabilities 71,462 57,029 Negative market values from derivative financial instruments 342,726 463,858 Total financial liabilities classified as held for trading: 414,189 520,887 Financial liabilities designated at fair value through profit or loss: Securities sold under repurchase agreements 53,840 50,397 Loan commitments 8 40 Long-term debt 6,439 6,473 Other financial liabilities designated at fair value through profit or loss 3,587 3,582 Total financial liabilities designated at fair value through profit or loss 63,874 60,492 Investment contract liabilities 574 592 Total financial liabilities at fair value through profit or loss 478,636 581,971
Changes in Fair Value of Loans, Loans Commitments and Credit Derivatives [text block table]	Changes in fair value of loans 1 and loan commitments attributable to movements in counterparty credit risk 2 Dec 31, 2017 Dec 31, 2016 in € m. Loans Loan commitments Loans Loan commitments Notional value of loans and loan commitments exposed to credit risk 2,865 1,973 3,604 3,357 Annual change in the fair value reflected in the Statement of Income 7 14 9 45 Cumulative change in the fair value 3 10 30 9 37 Notional of credit derivatives used to mitigate credit risk 536 4,728 358 4,997 Annual change in the fair value reflected in the Statement of Income (0 ) (42 ) (1 ) (3 ) Cumulative change in the fair value 3 1 (46 ) (2 ) (6 ) 1 Where the loans are over-collateralized there is no material movement in valuation during the year or cumulatively due to movements in counterparty credit risk. 2 Determined using valuation models that exclude the fair value impact associated with market risk. 3 Changes are attributable to loans and loan commitments held at reporting date, which may differ from those held in prior periods. No adjustments are made to prior year to reflect differences in the underlying population.
Changes in Fair Value of Financial Liabilities Designated at Fair Value through Profit or Loss [text block table]	Changes in fair value of financial liabilities attributable to movements in the Group’s credit risk 1 in € m. Dec 31, 2017 Dec 31, 2016 2 Annual change in the fair value reflected in the Statement of Income 60 (73 ) Cumulative change in the fair value 72 11 1 The fair value of a financial liability incorporates the credit risk of that financial liability. Changes in the fair value of financial liabilities issued by consolidated structured entities have been excluded as this is not related to the Group’s credit risk but to that of the legally isolated structured entity, which is dependent on the collateral it holds.
Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities [text block table]	The excess of the contractual amount repayable at maturity over the carrying value of financial liabilities 1 in € m. Dec 31, 2017 Dec 31, 2016 Including undrawn loan commitments 2 6,088 8,396 Excluding undrawn loan commitments 2,073 2,779 1 Assuming the liability is extinguished at the earliest contractual maturity that the Group can be required to repay. When the amount payable is not fixed, it is determined by reference to conditions existing at the reporting date. 2 The contractual cash flows at maturity for undrawn loan commitments assume full drawdown of the facility.

Financial Instruments carried69

Financial Instruments carried at Fair Value (Tables)	12 Months Ended
	Dec. 31, 2017
Financial Instruments carried at Fair Value [Abstract]
Carrying Value of The Financial Instruments held at Fair Value [text block table]	Carrying value of the financial instruments held at fair value 1 Dec 31, 2017 Dec 31, 2016 in € m. Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets held at fair value: Trading assets 106,075 69,543 9,043 89,943 70,415 10,686 Trading securities 105,792 62,770 4,634 89,694 62,220 5,012 Other trading assets 283 6,773 4,409 248 8,195 5,674 Positive market values from derivative financial instruments 12,280 341,413 7,340 8,802 5 466,551 5 9,798 Financial assets designated at fair value through profit or loss 6,547 83,242 1,488 10,118 75,867 1,601 Financial assets available for sale 29,579 15,713 4,104 35,626 4 16,449 4 4,153 Other financial assets at fair value 0 3,258 2 47 28 3,618 2 33 Total financial assets held at fair value 154,480 513,169 22,022 144,517 632,900 26,271 Financial liabilities held at fair value: Trading liabilities 53,644 17,817 2 41,664 15,311 52 Trading securities 53,644 17,503 2 41,664 14,874 52 Other trading liabilities 0 314 0 0 437 0 Negative market values from derivative financial instruments 9,163 327,572 5,992 9,913 6 445,089 6 8,857 Financial liabilities designated at fair value through profit or loss 4 62,426 1,444 4 58,259 2,229 Investment contract liabilities 0 574 0 0 592 0 Other financial liabilities at fair value 0 1,294 2 (298) 3 0 4,647 2 (848) 3 Total financial liabilities held at fair value 62,810 409,683 7,139 51,581 523,898 10,290 1 Amounts in this table are generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments, as described in Note 1 “Significant Accounting Policies and Critical Accounting Estimates”. 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. 4 Financial assets available for sale have been restated by € 6.9 billion in ‘Quoted prices in active market (Level 1)’ and negative € 6.9 billion in ‘Valuation technique observable parameters (Level 2)’. 5 Reassessment of trades have resulted a restatement in positive market values for derivatives financial instrument by € 5.0 billion in ‘Valuation technique observable parameters (Level 2)’ and negative € 5.0 billion in ‘Quoted prices in active market (Level 1)’. 6 Reassessment of trades have resulted a restatement in negative market values for derivatives financial instrument by € 3.7 billion in ‘Valuation technique observable parameters (Level 2)’ and negative € 3.7 billion in ‘Quoted prices in active market (Level 1)’
Reconciliation of Financial Instruments Categorized in Level 3 [text block table]	Reconciliation of financial instruments classified in Level 3 Dec 31, 2017 in € m. Balance, beginning of year Changes in the group of consoli- dated com- panies Total gains/ losses 1 Purchases Sales Issu- ances 2 Settle- ments 3 Transfers into Level 3 4 Transfers out of Level 3 4 Balance, end of year Financial assets held at Trading securities 5,012 (1 ) (153 ) 2,144 (1,660 ) 0 (818 ) 772 (662 ) 4,634 Positive market values 9,798 (0 ) (610 ) 0 0 0 (1,889 ) 2,298 (2,257 ) 7,340 Other trading assets 5,674 (7 ) (283 ) 2,095 (2,328 ) 636 (1,803 ) 950 (524 ) 4,409 Financial assets 1,601 0 (78 ) 807 (118 ) 63 (710 ) 58 (134 ) 1,488 Financial assets available 4,153 (40 ) 205 5 722 (249 ) 0 (1,206 ) 539 (21 ) 4,104 Other financial assets at 33 0 33 0 0 0 (26 ) 7 0 47 Total financial assets held 26,271 (47 ) (886) 6,7 5,768 (4,356 ) 699 (6,453 ) 4,624 (3,598 ) 22,022 Financial liabilities held Trading securities 52 0 (6 ) 0 0 0 (46 ) 1 0 2 Negative market values 8,857 (5 ) (64 ) 0 0 0 (1,827 ) 924 (1,892 ) 5,992 Other trading liabilities 0 0 (0 ) 0 0 0 0 0 0 0 Financial liabilities 2,229 (7 ) (128 ) 0 0 146 (564 ) 154 (387 ) 1,444 Other financial liabilities (848 ) 0 268 0 0 0 286 (18 ) 15 (298 ) Total financial liabilities 10,290 (12 ) 69 6,7 0 0 146 (2,151 ) 1,061 (2,265 ) 7,139 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the consolidated statement of income. The balance also includes net gains (losses) on financial assets available for sale reported in the consolidated statement of income and unrealized net gains (losses) on financial assets available for sale and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters. 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower. 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements. 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the year they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments trans ferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the year since the table is presented as if they have been transferred out at the beginning of the year. 5 Total gains and losses on available for sale include a gain of € 94 million recognized in other comprehensive income, net of tax, and a loss of € 8 million recognized in the income statement presented in net gains (losses) on financial assets available for sale. 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of € 565 million and for total financial liabilities held at fair value this is a gain of € 123 million . The effect of exchange rate changes is reported in other comprehensive income, net of tax. 7 For assets positive balances represent gains, negative balances represent losses. For liabilities positive balances represent losses, negative balances represent gains. Dec 31, 2016 in € m. Balance, beginning of year Changes in the group of consoli- dated com- panies Total gains/ losses 1 Purchases Sales Issu- ances 2 Settle- ments 3 Transfers into Level 3 4 Transfers out of Level 3 4 Balance, end of year Financial assets held at Trading securities 6,669 (0 ) 143 1,736 (3,605 ) 0 (990 ) 1,589 (528 ) 5,012 Positive market values 9,445 (60 ) (88 ) 0 0 0 (1,290 ) 4,158 (2,367 ) 9,798 Other trading assets 6,082 66 56 2,196 (3,606 ) 735 (1,527 ) 2,616 (944 ) 5,674 Financial assets 4,478 (509 ) 40 2 (273 ) 131 (1,073 ) 86 (1,282 ) 1,601 Financial assets available 4,874 (1 ) 255 5 920 (630 ) 0 (1,377 ) 187 (74 ) 4,153 Other financial assets at 6 0 0 0 0 0 0 0 33 0 33 Total financial assets held 31,549 (504 ) 405 6,7 4,853 (8,114 ) 866 (6,257 ) 8,669 (5,195 ) 26,271 Financial liabilities held at Trading securities 18 0 0 0 0 0 34 0 (0 ) 52 Negative market values 7,879 (317 ) 620 0 0 0 (508 ) 3,316 (2,134 ) 8,857 Other trading liabilities 0 0 0 0 0 0 0 0 0 0 Financial liabilities 3,053 0 (75 ) 0 0 587 (729 ) 245 (851 ) 2,229 Other financial liabilities (1,146 ) 0 135 0 0 0 3 (26 ) 187 (848 ) Total financial liabilities 9,805 (317 ) 680 6,7 0 0 587 (1,200 ) 3,534 (2,799 ) 10,290 1 Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the consolidated statement of income. The balance also includes net gains (losses) on financial assets available for sale reported in the consolidated statement of income and unrealized net gains (losses) on financial assets available for sale and exchange rate changes reported in other comprehensive income, net of tax. Further, certain instruments are hedged with instruments in Level 1 or Level 2 but the table above does not include the gains and losses on these hedging instruments. Additionally, both observable and unobservable parameters may be used to determine the fair value of an instrument classified within Level 3 of the fair value hierarchy; the gains and losses presented below are attributable to movements in both the observable and unobservable parameters. 2 Issuances relate to the cash amount received on the issuance of a liability and the cash amount paid on the primary issuance of a loan to a borrower. 3 Settlements represent cash flows to settle the asset or liability. For debt and loan instruments this includes principal on maturity, principal amortizations and principal repayments. For derivatives all cash flows are presented in settlements. 4 Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the year they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the year since the table is presented as if they have been transferred out at the beginning of the year. 5 Total gains and losses on available for sale include a loss of € 94 million recognized in other comprehensive income, net of tax, and a gain of € 187 million recognized in the income statement presented in net gains (losses) on financial assets available for sale. 6 This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a gain of € 4 million and for total financial liabilities held at fair value this is a gain of € 50 million . The effect of exchange rate changes is reported in other comprehensive income, net of tax. 7 For assets positive balances represent gains, negative balances represent losses. For liabilities positive balances represent losses, negative balances represent gains.
Sensitivity Analysis by Type of Instrument [text block table]	Breakdown of the sensitivity analysis by type of instrument 1 Dec 31, 2017 Dec 31, 2016 in € m. Positive fair value movement from using reasonable possible alternatives Negative fair value movement from using reasonable possible alternatives Positive fair value movement from using reasonable possible alternatives Negative fair value movement from using reasonable possible alternatives Securities: Debt securities 126 90 213 137 Commercial mortgage-backed securities 6 6 13 12 Mortgage and other asset-backed securities 26 28 46 40 Corporate, sovereign and other debt securities 94 56 154 85 Equity securities 95 67 116 68 Derivatives: Credit 155 125 238 158 Equity 164 138 209 150 Interest related 340 173 429 187 Foreign Exchange 65 12 32 21 Other 106 73 143 92 Loans: Loans 504 320 377 227 Other 0 0 0 0 Total 1,556 999 1,758 1,040 1 Where the exposure to an unobservable parameter is offset across different instruments then only the net impact is disclosed in the table.
Quantitative Information about Fair Value (Level 3) [text block table]	Financial instruments classified in Level 3 and quantitative information about unobservable inputs Dec 31, 2017 Fair value in € m. Assets Liabilities Valuation technique(s) 1 Significant unobservable Range Financial instruments held at fair value – Mortgage and other asset backed Commercial mortgage-backed 79 0 Price based Price 0 % 102 % Discounted cash flow Credit spread (bps) 136 2,217 Mortgage- and other asset-backed 714 0 Price based Price 0 % 102 % Discounted cash flow Credit spread (bps) 12 2,000 Recovery rate 0 % 90 % Constant default rate 0 % 25 % Constant prepayment rate 0 % 29 % Total mortgage- and other asset-backed 793 0 Debt securities and other 3,870 1,307 Price based Price 0 % 176 % Held for trading 3,559 2 Discounted cash flow Credit spread (bps) 34 500 Corporate, sovereign and 3,559 Available-for-sale 267 Designated at fair value 44 1,305 Equity securities 913 0 Market approach Price per net asset value 60 % 100 % Held for trading 282 0 Enterprise value/EBITDA 1 14 Available-for-sale 480 Discounted cash flow Weighted average cost capital 8 % 20 % Designated at fair value 151 Loans 7,397 0 Price based Price 0 % 161 % Held for trading 4,376 0 Discounted cash flow Credit spread (bps) 190 1,578 Designated at fair value 338 Constant default rate – – Available-for-sale 2,684 Recovery rate 40 % 40 % Loan commitments 0 8 Discounted cash flow Credit spread (bps) 5 261 Recovery rate 37 % 75 % Loan pricing model Utilization 0 % 100 % Other financial instruments 1,710 2 131 3 Discounted cash flow IRR 1 % 24 % Repo rate (bps) 224 254 Total non-derivative financial 14,683 1,446 1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position. 2 Other financial assets include € 34 million of other trading assets, € 956 million of other financial assets designated at fair value and € 674 million other financial assets available for sale. 3 Other financial liabilities include € 131 million of securities sold under repurchase agreements designated at fair value. Dec 31, 2017 Fair value in € m. Assets Liabilities Valuation technique(s) Significant unobservable Range Financial instruments held at fair value: Market values from derivative Interest rate derivatives 4,466 2,250 Discounted cash flow Swap rate (bps) (72 ) 1,036 Inflation swap rate (3) % 11 % Constant default rate 0 % 16 % Constant prepayment rate 2 % 38 % Option pricing model Inflation volatility 0 % 5 % Interest rate volatility 0 % 103 % IR - IR correlation (25) % 100 % Hybrid correlation (85) % 90 % Credit derivatives 630 909 Discounted cash flow Credit spread (bps) 0 17,957 Recovery rate 0 % 94 % Correlation pricing Credit correlation 37 % 90 % Equity derivatives 728 1,347 Option pricing model Stock volatility 6 % 90 % Index volatility 7 % 53 % Index - index correlation – – Stock - stock correlation 2 % 93 % Stock Forwards 0 % 7 % Index Forwards 0 % 95 % FX derivatives 1,113 1,058 Option pricing model Volatility (6) % 31 % Other derivatives 402 129 1 Discounted cash flow Credit spread (bps) – – Option pricing model Index volatility 0 % 79 % Commodity correlation 10 % 75 % Total market values from derivative 7,340 5,693 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, 2016 Fair value in € m. Assets Liabilities Valuation technique(s) 1 Significant unobservable Range Financial instruments held at fair value – Mortgage and other asset backed Commercial mortgage-backed 294 0 Price based Price 0 % 103 % Discounted cash flow Credit spread (bps) 119 2,000 Mortgage- and other asset-backed 1,071 0 Price based Price 0 % 110 % Discounted cash flow Credit spread (bps) 105 2,000 Recovery rate 0 % 100 % Constant default rate 0 % 18 % Constant prepayment rate 0 % 29 % Total mortgage- and other asset-backed 1,365 0 Debt securities and other debt 3,626 1,757 Price based Price 0 % 169 % Held for trading 3,373 52 Discounted cash flow Credit spread (bps) 26 882 Corporate, sovereign and 3,373 Available-for-sale 253 Designated at fair value 0 1,705 Equity securities 937 0 Market approach Price per net asset value 60 % 100 % Held for trading 274 0 Enterprise value/EBITDA 1 12 Available-for-sale 633 Discounted cash flow Weighted average cost capital 8 % 22 % Designated at fair value 30 Loans 7,571 0 Price based Price 0 % 180 % Held for trading 4,105 0 Discounted cash flow Credit spread (bps) 180 4,612 Designated at fair value 980 Constant default rate 0 % 24 % Available-for-sale 2,486 Recovery rate 25 % 80 % Loan commitments 0 40 Discounted cash flow Credit spread (bps) 0 481 Recovery rate 30 % 99 % Loan pricing model Utilization 0 % 100 % Other financial instruments 2,974 2 485 3 Discounted cash flow IRR 3 % 24 % Repo rate (bps) 178 214 Total non-derivative financial 16,474 2,282 1 Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position. 2 Other financial assets include € 1.6 billion of other trading assets, € 592 million of other financial assets designated at fair value and € 780 million other financial assets available for sale. 3 Other financial liabilities include € 444 million of securities sold under repurchase agreements designated at fair value and € 41 million of other financial liabilities designated at fair value. Dec 31, 2016 Fair value in € m. Assets Liabilities Valuation technique(s) Significant unobservable Range Financial instruments held at fair value: Market values from derivative Interest rate derivatives 5,587 3,446 Discounted cash flow Swap rate (bps) (0 ) 2,309 Inflation swap rate (1) % 16 % Constant default rate 0 % 15 % Constant prepayment rate 0 % 19 % Option pricing model Inflation volatility 0 % 5 % Interest rate volatility 0 % 123 % IR - IR correlation (12) % 99 % Hybrid correlation (50) % 93 % Credit derivatives 829 1,126 Discounted cash flow Credit spread (bps) 0 8,427 Recovery rate 0 % 100 % Correlation pricing Credit correlation 13 % 85 % Equity derivatives 1,142 2,098 Option pricing model Stock volatility 10 % 67 % Index volatility 10 % 44 % Index - index correlation 73 % 88 % Stock - stock correlation 8 % 88 % Stock Forwards 0 % 8 % Index Forwards 0 % 20 % FX derivatives 1,654 1,780 Option pricing model Volatility (8) % 39 % Other derivatives 586 (441) 1 Discounted cash flow Credit spread (bps) 0 0 Option pricing model Index volatility 5 % 110 % Commodity correlation (21) % 85 % Total market values from derivative 9,798 8,008 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.
Total Gains or Losses recorded in Net Gains (Losses) on Financial Instruments at Fair Value through Profit or Loss [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Financial assets held at fair value: Trading securities (15 ) 28 Positive market values from derivative financial instruments 171 1,597 Other trading assets 55 (80 ) Financial assets designated at fair value through profit or loss 2 (1 ) Financial assets available for sale 123 90 Other financial assets at fair value 33 (6 ) Total financial assets held at fair value 368 1,628 Financial liabilities held at fair value: Trading securities 3 (2 ) Negative market values from derivative financial instruments (740 ) (1,001 ) Other trading liabilities 0 (0 ) Financial liabilities designated at fair value through profit or loss 4 59 Other financial liabilities at fair value (249 ) (139 ) Total financial liabilities held at fair value (981 ) (1,082 ) Total (613 ) 547 in € m. 2017 2016 Balance, beginning of year 916 955 New trades during the period 277 454 Amortization (282 ) (297 ) Matured trades (140 ) (158 ) Subsequent move to observability (71 ) (39 ) Exchange rate changes (11 ) 0 Balance, end of year 690 916

Fair Value of Financial Instr70

Fair Value of Financial Instruments not carried at Fair Value (Tables)	12 Months Ended
	Dec. 31, 2017
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 sheet 1 Dec 31, 2017 in € m. Carrying value Fair value Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets: Cash and central bank balances 225,655 225,655 225,655 0 0 Interbank balances (w/o central banks) 9,265 9,265 76 9,189 0 Central bank funds sold and securities 9,971 9,973 0 9,973 0 Securities borrowed 16,732 16,732 0 16,732 0 Loans 401,699 403,842 0 24,643 2 379,199 2 Securities held to maturity 3,170 3,238 3,238 0 0 Other financial assets 88,936 88,939 0 88,939 0 Financial liabilities: Deposits 580,812 580,945 2,108 578,837 (0 ) Central bank funds purchased and securities 18,105 18,103 0 18,103 0 Securities loaned 6,688 6,688 0 6,688 0 Other short-term borrowings 18,411 18,412 0 18,412 0 Other financial liabilities 117,366 117,366 1,875 115,491 0 Long-term debt 159,715 161,829 0 152,838 8,991 Trust preferred securities 5,491 5,920 0 5,920 0 Dec 31, 2016 in € m. Carrying value Fair value Quoted prices in active market (Level 1) Valuation technique observable parameters (Level 2) Valuation technique unobservable parameters (Level 3) Financial assets: Cash and central bank balances 181,364 181,364 181,364 0 0 Interbank balances (w/o central banks) 11,606 11,606 58 11,548 0 Central bank funds sold and securities 16,287 16,287 0 16,287 0 Securities borrowed 20,081 20,081 0 20,081 0 Loans 408,909 407,834 0 28,703 379,132 Securities held to maturity 3,206 3,305 3,305 0 0 Other financial assets 112,479 112,468 0 112,468 0 Financial liabilities: Deposits 550,204 550,402 2,232 548,170 0 Central bank funds purchased and securities 25,740 25,739 0 25,739 0 Securities loaned 3,598 3,598 0 3,598 0 Other short-term borrowings 17,295 17,289 0 17,268 21 Other financial liabilities 135,273 135,273 1,282 133,991 0 Long-term debt 172,316 171,178 0 161,976 9,201 Trust preferred securities 6,373 6,519 0 6,263 257 1 Amounts generally presented on a gross basis, in line with the Group’s accounting policy regarding offsetting of financial instruments as described in 2 Finance supply chain loan portfolio of € 9.2 billion was reclassified from ‘ Valuation technique unobservable parameters (Level 3)’ to ‘ Valuation technique observable parameters (Level 2)’ following a valuation review in fourth quarter 2017.

Financial Assets Available fo71

Financial Assets Available for Sale (Tables)	12 Months Ended
	Dec. 31, 2017
Financial Assets Available for Sale [Abstract]
Financial Assets Available for Sale [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Debt securities: German government 8,131 9,405 U.S. Treasury and U.S. government agencies 8,092 7,652 U.S. local (municipal) governments 2,436 3,261 Other foreign governments 19,275 23,779 Corporates 6,775 6,849 Other asset-backed securities 1 84 Mortgage-backed securities, including obligations of U.S. federal agencies 11 17 Other debt securities 359 470 Total debt securities 45,081 51,516 Equity securities: Equity shares 897 1,027 Investment certificates and mutual funds 97 122 Total equity securities 994 1,149 Other equity interests 636 804 Loans 2,685 2,759 Total financial assets available for sale 49,397 56,228

Financial Instruments Held to72

Financial Instruments Held to Maturity (Tables)	12 Months Ended
	Dec. 31, 2017
Financial Instruments Held to Maturity [Abstract]
Financial Instruments Held to Maturity [text block table]	Carrying values and fair values of financial assets reclassified from Available for Sale to Held to Maturity Dec 31, 2017 Dec 31, 2016 in € m. Carrying value (CV) Fair Value (FV) Carrying value (CV) Fair Value (FV) Debt securities reclassified: G7 Government bonds 423 434 428 446 Other Government, supranational and agency bonds 2,747 2,804 2,778 2,859 Total financial assets reclassified to Held-to-Maturity 3,170 3,238 3,206 3,305

Equity Method Investments (Tabl

Equity Method Investments (Tables)	12 Months Ended
	Dec. 31, 2017
Equity Method Investments [Abstract]
Information on the Groups Share in Associates and Joint Ventures individually immaterial [text block table]	Aggregated financial information on the Group’s share in associates and joint ventures that are individually immaterial in € m. Dec 31, 2017 Dec 31, 2016 Carrying amount of all associates that are individually immaterial to the Group 866 1,027 Aggregated amount of the Group's share of profit (loss) from continuing operations 141 183 Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations 0 0 Aggregated amount of the Group's share of other comprehensive income (36 ) 11 Aggregated amount of the Group's share of total comprehensive income 105 194

Offsetting Financial Assets a74

Offsetting Financial Assets and Financial Liabilities (Tables)	12 Months Ended
	Dec. 31, 2017
Offsetting Financial Assets and Financial Liabilities [Abstract]
Offsetting [text block table]	Assets Dec 31, 2017 Amounts not set off on the balance sheet in € m. Gross amounts of financial assets Gross amounts set off on the balance sheet Net amounts of financial assets presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral 1 Net amount Central bank funds sold and securities purchased 8,136 (455 ) 7,681 0 0 (7,675 ) 7 Central bank funds sold and securities purchased 2,290 0 2,290 0 0 (2,239 ) 51 Securities borrowed (enforceable) 14,987 0 14,987 0 0 (14,093 ) 894 Securities borrowed (non-enforceable) 1,744 0 1,744 0 0 (1,661 ) 83 Financial assets at fair value through profit or loss Trading assets 185,127 (465 ) 184,661 0 (81 ) (86 ) 184,495 Positive market values from derivative financial 363,859 (18,237 ) 345,622 (285,421 ) (41,842 ) (7,868 ) 10,490 Positive market values from derivative financial 15,410 0 15,410 0 (1,811 ) (1,276 ) 12,323 Financial assets designated at fair value through 125,869 (64,003 ) 61,865 (728 ) (773 ) (56,410 ) 3,954 Financial assets designated at fair value through 29,411 0 29,411 0 0 (20,534 ) 8,876 Total financial assets at fair value through profit 719,676 (82,706 ) 636,970 (286,149 ) (44,508 ) (86,174 ) 220,138 Loans 401,699 0 401,699 0 (12,642 ) (40,775 ) 348,282 Other assets 112,023 (10,531 ) 101,491 (29,854 ) (569 ) (94 ) 70,975 thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable) 3,859 (706 ) 3,153 (2,461 ) (565 ) (94 ) 33 Remaining assets not subject to netting 307,869 0 307,869 0 (390 ) (70 ) 307,409 Total assets 1,568,425 (93,692 ) 1,474,732 (316,003 ) (58,109 ) (152,782 ) 947,839 1 Excludes real estate and other non-financial instrument collateral. Liabilities Dec 31, 2017 Amounts not set off on the balance sheet in € m. Gross amounts of financial liabilities Gross amounts set off on the balance sheet Net amounts of financial liabilities presented on the balance sheet Impact of Master Netting Agreements Cash collateral Financial instrument collateral Net amount Deposits 580,812 0 580,812 0 0 0 580,812 Central bank funds purchased and securities sold 13,318 (455 ) 12,863 0 0 (12,863 ) 0 Central bank funds purchased and securities sold 5,242 0 5,242 0 0 (4,985 ) 257 Securities loaned (enforceable) 6,688 0 6,688 0 0 (6,688 ) 0 Securities loaned (non-enforceable) 0 0 0 0 0 0 0 Financial liabilities at fair value through profit or loss Trading liabilities 72,106 (643 ) 71,462 0 0 0 71,462 Negative market values from derivative financial 347,496 (17,928 ) 329,568 (286,720 ) (25,480 ) (6,124 ) 11,244 Negative market values from derivative financial 13,158 0 13,158 0 (1,913 ) (615 ) 10,630 Financial liabilities designated at fair value through 104,594 (63,360 ) 41,234 (728 ) 0 (40,506 ) 0 Financial liabilities designated at fair value through 23,214 0 23,214 0 1,111 (13,646 ) 10,679 Total financial liabilities at fair value through profit 560,568 (81,932 ) 478,636 (287,448 ) (26,282 ) (60,891 ) 104,015 Other liabilities 143,514 (11,306 ) 132,208 (44,815 ) (31 ) (87 ) 87,275 thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable) 1,841 (547 ) 1,294 (1,162 ) (31 ) (87 ) 15 Remaining liabilities not subject to netting 190,183 0 190,183 0 0 0 190,183 Total liabilities 1,500,326 (93,692 ) 1,406,633 (332,263 ) (26,314 ) (85,514 ) 962,542

Loans (Tables)

Loans (Tables)	12 Months Ended
	Dec. 31, 2017
Loans [Abstract]
Components of Loans by Industry Classification [text block table]	Loans by industry classification in € m. Dec 31, 2017 Dec 31, 2016 1 Financial intermediation 52,204 49,618 Manufacturing 27,478 29,290 thereof: Basic metals and fabricated metal products 4,211 4,027 Electrical and optical equipment 3,386 4,680 Transport equipment 3,374 3,655 Chemicals and chemical products 3,623 3,906 Machinery and equipment 3,191 2,461 Food products 2,907 3,214 Households (excluding mortgages) 36,524 37,093 Households – mortgages 150,205 150,776 Public sector 13,711 15,740 Wholesale and retail trade 19,252 16,744 Commercial real estate activities 29,247 27,369 Lease financing 384 561 Fund management activities 18,708 26,129 Other 58,167 60,223 thereof: Renting of machinery and other business activities 26,559 22,298 Transport, storage and communication 9,243 12,005 Mining and quarrying of energy-producing materials 2,553 3,365 Electricity, gas and water supply 3,552 4,369 Gross loans 405,879 413,544 (Deferred expense)/unearned income 259 88 Loans less (deferred expense)/unearned income 405,621 413,455 Less: Allowance for loan losses 3,921 4,546 Total loans 401,699 408,909 1 Prior to 2010, the Group reclassified certain financial assets, originally classified as Trading assets and Financial assets available for sale. The carrying value and fair value of Trading assets previously reclassified into loans are € 441 million (2016: € 514 million) and € 342 million (2016: € 414 million) and Financial assets available for sale previously reclassified into loans are € 22 million (2016: € 105 million) and € 22 million (2016: € 105 million) respectively

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2017
Allowance for Credit Losses [Abstract]
Allowance for Loans Losses [text block table]	Breakdown of the movements in the Group’s allowance for loan losses 2017 2016 2015 in € m. Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Allowance, beginning of year 2,071 2,475 4,546 2,252 2,776 5,028 2,364 2,849 5,212 Provision for loan losses 299 253 552 743 604 1,347 334 548 882 Net charge-offs: (487 ) (532 ) (1,019 ) (894 ) (870 ) (1,764 ) (482 ) (612 ) (1,094 ) Charge-offs (541 ) (605 ) (1,146 ) (979 ) (972 ) (1,951 ) (538 ) (717 ) (1,255 ) Recoveries 54 73 127 85 101 187 56 105 161 Other Changes (117 ) (41 ) (158 ) (30 ) (35 ) (65 ) 36 (8 ) 28 Allowance, end of year 1,766 2,155 3,921 2,071 2,475 4,546 2,252 2,776 5,028
Allowance for Off-Balance Sheet Positions [text block table]	Activity in the Group’s allowance for off-balance sheet positions (contingent liabilities and lending commitments) 2017 2016 2015 in € m. Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Individually assessed Collectively assessed Total Allowance, beginning of year 162 183 346 144 168 312 85 141 226 Provision for off-balance sheet positions (23 ) (4 ) (27 ) 24 12 36 58 16 74 Usage 0 0 0 0 0 0 0 0 0 Other changes (18 ) (16 ) (34 ) (5 ) 3 (2 ) 1 10 11 Allowance, end of year 122 163 285 162 183 346 144 168 312

Transfers of Financial Assets (

Transfers of Financial Assets (Tables)	12 Months Ended
	Dec. 31, 2017
Transfers of Financial Assets [Abstract]
Information on the Asset Types and the Associated Transactions [text block table]	Information on asset types and associated transactions that did not qualify for derecognition in € m. Dec 31, 2017 Dec 31, 2016 1 Carrying amount of transferred assets Trading securities not derecognized due to the following transactions: Repurchase agreements 39,973 34,045 Securities lending agreements 58,076 64,661 Total return swaps 2,390 2,079 Other 12,661 10,830 Total trading securities 113,101 111,615 Other trading assets 71 85 Financial assets available for sale 711 241 Loans 131 2 191 2 Total 114,014 112,132 Carrying amount of associated liabilities 48,885 41,536 1 Prior year numbers have been restated following reassessments of certain repurchase, securities lending, loans and other transactions . 2 Loans where the associated liability is recourse only to the transferred assets had a carrying value and fair value of € 108 million at December 31, 2017 and € 123 million at December 31, 2016. The associated liabilities had the same carrying value and fair value which resulted in a net position of 0 .
Continuing Involvement Accounting [text block table]	Carrying value of assets transferred in which the Group still accounts for the asset to the extent of its continuing involvement in € m. Dec 31, 2017 Dec 31, 2016 Carrying amount of the original assets transferred: Financial assets at fair value through profit or loss 291 0 Financial assets available for sale 386 332 Loans 0 40 Carrying amount of the assets continued to be recognized: Financial assets at fair value through profit or loss 15 0 Financial assets available for sale 96 263 Loans 0 16 Carrying amount of associated liabilities 54 58
Transferred Assets with on-going Involvement - Table I [text block table]	The impact on the Group’s Balance Sheet of on-going involvement associated with transferred assets derecognized in full Dec 31,2017 Dec 31,2016 in € m. Carrying value Fair value Maximum Exposure to Loss 1 Carrying value Fair value Maximum Exposure to Loss 1 Loans: Securitization notes 270 270 270 3 3 57 Other 13 13 13 12 12 12 Total Loans 284 284 284 15 15 69 Financial assets held at Fair Value through the P&L: Non-standard Interest Rate, cross-currency or inflation-linked swap 36 36 36 47 2 47 2 47 2 Total Financial assets held at Fair Value through the P&L 36 36 36 47 47 47 Total financial assets representing on-going involvement 320 320 320 61 61 116 Financial liabilities held at Fair Value through the P&L: Non-standard Interest Rate, cross-currency or inflation-linked swap 67 67 0 64 64 0 Total financial liabilities representing on-going involvement 67 67 0 64 64 0 1 The maximum exposure to loss is defined as the carrying value plus the notional value of any undrawn loan commitments not recognized as liabilities. 2 Prior year numbers have been restated to reflect a reassessment of a transaction in 2017.
Transferred Assets with on-going Involvement - Table II [text block table]	The impact on the Group’s Statement of Income of on-going involvement associated with transferred assets derecognized in full Dec 31,2017 Dec 31,2016 in € m. Year-to- date P&L Cumulative P&L Gain/(loss) on disposal Year-to- date P&L Cumulative P&L Gain/(loss) on disposal Securitization notes 3 3 79 0 6 0 1 Non-standard Interest Rate, cross-currency or 46 510 0 122 2 458 2 0 Net gains/(losses) recognized from on-going 49 513 79 123 465 0 1 Typically, sales of assets into securitization vehicles were of assets that were classified as Fair Value through P&L, therefore any gain or loss on disposal is immaterial . 2 Prior year numbers have been restated to reflect a reassessment of a transaction in 2017.

Assets Pledged and Received a78

Assets Pledged and Received as Collateral (Tables)	12 Months Ended
	Dec. 31, 2017
Assets Pledged and Received as Collateral [Abstract]
Carrying Value of the Assets Pledged as Collateral [text block table]	Carrying value of the Group’s assets pledged as collateral for liabilities or contingent liabilities 1 in € m. Dec 31, 2017 Dec 31, 2016 2 Financial assets at fair value through profit or loss 51,082 40,684 Financial assets available for sale 6,469 16,081 Loans 71,404 73,649 Other 417 376 Total 129,372 130,790 1 Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities. 2 Prior period results have been restated due to a refined approach to determine assets pledged Carrying value of the Group’s assets pledged as collateral for liabilities or contingent liabilities 1 in € m. Dec 31, 2017 Dec 31, 2016 2 Financial assets at fair value through profit or loss 51,082 40,684 Financial assets available for sale 6,469 16,081 Loans 71,404 73,649 Other 417 376 Total 129,372 130,790 1 Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.
Total assets pledged to creditors [text block table]	Total assets pledged to creditors available for sale or repledge 1 in € m. Dec 31, 2017 Dec 31, 2016 Financial assets at fair value through profit or loss 55,882 51,397 Financial assets available for sale 0 13,814 Total 55,882 65,211 1 Includes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities. 2 Prior period results have been restated due to a refined approach to determine assets pledged
Collateral Received [text block table]	Fair Value of collateral received in € m. Dec 31, 2017 Dec 31, 2016 1 Securities and other financial assets accepted as collateral 365,492 310,272 thereof: collateral sold or repledged 307,224 252,758 1 Prior period results have been restated due to a refined approach to determine collateral received and collateral re-pledged

Property and Equipment (Tables)

Property and Equipment (Tables)	12 Months Ended
	Dec. 31, 2017
Property and Equipment [Abstract]
Property and Equipment [text block table]	in € m. Owner occupied properties Furniture and equipment Leasehold improvements Construction- in-progress Total Cost of acquisition: Balance as of January 1, 2016 1,432 3,060 2,662 130 7,284 Changes in the group of consolidated companies (0 ) 24 (1 ) 0 23 Additions 134 199 111 281 725 Transfers 35 (4 ) 144 (171 ) 4 Reclassifications (to)/from “held for sale” (17 ) 0 0 (0 ) (17 ) Disposals 67 908 117 (0 ) 1,092 Exchange rate changes (1 ) 34 21 1 55 Balance as of December 31, 2016 1,516 2,406 2,820 240 6,982 Changes in the group of consolidated companies 0 (8 ) (1 ) 0 (9 ) Additions 12 165 117 191 485 Transfers 18 75 191 (288 ) (4 ) Reclassifications (to)/from “held for sale” (61 ) 0 0 0 (61 ) Disposals 96 97 291 0 484 Exchange rate changes (3 ) (67 ) (92 ) (4 ) (166 ) Balance as of December 31, 2017 1,387 2,473 2,743 139 6,743 Accumulated depreciation and impairment: Balance as of January 1, 2016 464 2,257 1,716 0 4,438 Changes in the group of consolidated companies (0 ) 19 (6 ) 0 12 Depreciation 28 226 191 0 445 Impairment losses 87 6 0 0 93 Reversals of impairment losses 0 (0 ) 0 0 0 Transfers 39 (14 ) 6 (0 ) 30 Reclassifications (to)/from “held for sale” (0 ) (1 ) (1 ) 0 (2 ) Disposals 46 803 42 0 891 Exchange rate changes (2 ) 31 23 0 52 Balance as of December 31, 2016 572 1,720 1,886 0 4,178 Changes in the group of consolidated companies 0 (8 ) (1 ) 0 (9 ) Depreciation 37 211 193 0 441 Impairment losses 15 3 2 0 19 Reversals of impairment losses 0 (1 ) 0 0 (1 ) Transfers 1 17 (22 ) 0 (4 ) Reclassifications (to)/from “held for sale” (0 ) 0 0 0 (0 ) Disposals 44 90 284 0 418 Exchange rate changes (1 ) (54 ) (72 ) 0 (128 ) Balance as of December 31, 2017 579 1,800 1,702 0 4,080 Carrying amount: Balance as of December 31, 2016 944 685 934 240 2,804 Balance as of December 31, 2017 809 673 1,041 139 2,663

Leases (Tables)

Leases (Tables)	12 Months Ended
	Dec. 31, 2017
Leases [Abstract]
Net Carrying Value for each Class of Leasing Assets [text block table]	Net Carrying Value of Leasing Assets Held under finance leases in € m. Dec 31, 2017 Dec 31, 2016 Land and buildings 14 12 Furniture and equipment 4 2 Other 0 0 Net carrying value 18 14
Future Minimum Lease Payments (Finance Leases) [text block table]	Future Minimum Lease Payments Required under the Group’s Finance Leases in € m. Dec 31, 2017 Dec 31, 2016 Future minimum lease payments: Not later than one year 8 6 Later than one year and not later than five years 20 18 Later than five years 70 67 Total future minimum lease payments 98 91 Less: Future interest charges 70 63 Present value of finance lease commitments 28 28 Future minimum lease payments to be received 0 3 Contingent rent recognized in the income statement 1 0 0 1 The contingent rent is based on market interest rates, such as three months EURIBOR; below a certain rate the Group receives a rebate.
Future Minimum Lease Payments (Operating Leases) [text block table]	Future Minimum Lease Payments Required under the Group’s Operating Leases in € m. Dec 31, 2017 Dec 31, 2016 Future minimum rental payments: Not later than one year 684 707 Later than one year and not later than five years 1,979 2,092 Later than five years 1,901 1,093 Total future minimum rental payments 4,564 3,893 Less: Future minimum rentals to be received 58 89 Net future minimum rental payments 4,506 3,804

Goodwill and Other Intangible81

Goodwill and Other Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2017
Goodwill and Other Intangible Assets [Abstract]
Changes in Goodwill [text block table]	Goodwill allocated to cash-generating units in € m. Sales & Trading Global Transaction Banking, Global Capital Markets & Corporate Finance Private and Commercial Clients Wealth Manage- ment Postbank Deutsche Asset Manage- ment Non-Core Operations Unit 1 Others Total Balance as of 0 519 0 530 0 3,839 0 1 4,890 Goodwill acquired during 0 0 0 0 0 0 0 0 0 Purchase accounting 0 0 0 0 0 0 0 0 0 Transfers 285 0 0 0 0 (285 ) 0 0 0 Reclassification from (to) 0 0 0 0 0 (12 ) 0 0 (12 ) Goodwill related to 0 0 0 0 0 0 0 0 0 Impairment losses 2 (285 ) 0 0 0 0 (500 ) 0 0 (785 ) Exchange rate 0 13 0 33 0 (37 ) 0 0 10 Balance as of 0 532 0 564 0 3,006 0 1 4,103 Gross amount of goodwill 2,953 1,553 998 564 1,763 3,506 669 1 12,007 Accumulated impairment (2,953 ) (1,021 ) (998 ) 0 (1,763 ) (500 ) (669 ) 0 (7,904 ) Balance as of 0 532 0 564 0 3,006 0 1 4,103 Goodwill acquired during 0 0 0 0 0 0 0 0 0 Purchase accounting 0 0 0 0 0 0 0 0 0 Transfers 6 (6 ) 0 0 0 0 0 0 0 Reclassification from (to) 0 (3 ) 0 0 0 0 0 0 (3 ) Goodwill related to 0 0 0 0 0 (6 ) 0 0 (6 ) Impairment losses 2 (6 ) 0 0 0 0 0 0 0 (6 ) Exchange rate 0 (52 ) 0 (22 ) 0 (231 ) 0 0 (306 ) Balance as of 0 471 0 541 0 2,768 0 1 3,782 Gross amount of goodwill 2,780 1,485 1,077 541 2,086 3,232 0 1 11,203 Accumulated impairment (2,780 ) (1,014 ) (1,077 ) 0 (2,086 ) (464 ) 0 0 (7,422 ) 1 Includes primary CGUs NCOU Wholesale Assets and NCOU Operating Assets. From 2017 onwards, the NCOU ceased to exist as a standalone division. Accordingly, in 2017 the gross balances for goodwill and accumulated impairments of the former NCOU CGUs have been allocated among other primary CGUs. 2 Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement .
Primary Cash-Generating Units [text block table]	Primary goodwill-carrying cash-generating units Discount rate (post-tax) 2017 2016 Global Transaction Banking, Global Capital Markets 8.8 % 8.8 % Wealth Management 9.1 % 8.4 % Deutsche Asset Management 10.0 % 9.9 %
Critical Values [text block table]	Change in certain key assumptions to cause the recoverable amount to equal the carrying amount Change in Key Assumptions GTB, DeAM WM Discount rate (post tax) increase from 8.8 % 0 % 9.1 % to 10.4 % 0 % 9.9 % Projected future earnings in each period (14) % 0 % (9) % Long term growth rates N/M 0 % 0.6 %
Changes of Other Intangible Assets by Asset Class [text block table]	Changes of other intangible assets by asset classes for the years ended December 31, 2017, and December 31, 2016 Purchased intangible assets Internally generated intangible assets Total other intangible assets Unamortized Amortized Amortized in € m. Retail investment management agreements Other Total unamortized purchased intangible assets Customer- related intangible assets Value of business acquired Contract- based intangible assets Software and other Total amortized purchased intangible assets Software Cost of acquisition/manufacture: Balance as of January 1, 2016 1,061 440 1,501 1,559 941 795 1,112 4,407 4,846 10,755 Additions 0 0 0 27 0 0 49 76 1,499 1,575 Changes in the group of 0 0 0 (155 ) (806 ) 0 (13 ) (974 ) 0 (975 ) Disposals 0 0 0 1 0 0 148 149 123 272 Reclassifications from 0 0 0 0 0 (747 ) (203 ) (950 ) 0 (950 ) Transfers 0 0 0 0 0 0 65 65 (29 ) 36 Exchange rate changes 33 0 33 1 (135 ) 22 9 (103 ) 42 (28 ) Balance as of December 31, 2016 1,094 440 1,534 1,431 0 70 871 2,372 6,235 10,140 Additions 0 0 0 15 0 0 48 63 1,360 1,423 Changes in the group of 0 0 0 0 0 0 (35 ) (35 ) (171 ) (206 ) Disposals 0 0 0 0 0 0 21 21 121 142 Reclassifications from 0 0 0 (6 ) 0 0 0 (6 ) 0 (6 ) Transfers 0 (0 ) (0 ) 1 0 0 50 51 (42 ) 9 Exchange rate changes (131 ) (1 ) (132 ) (77 ) 0 0 (12 ) (89 ) (237 ) (457 ) Balance as of December 31, 2017 963 439 1,402 1,364 0 70 901 2,335 7,024 10,761 Accumulated amortization Balance as of January 1, 2016 268 418 686 1,476 300 429 893 3,098 1,782 5,567 Amortization for the year 0 0 0 39 37 24 36 136 679 815 1 Changes in the group of 0 0 0 (155 ) (808 ) 0 (15 ) (978 ) (10 ) (988 ) Disposals 0 0 0 1 0 0 146 147 99 246 Reclassifications from 0 0 0 0 0 (359 ) (94 ) (453 ) 0 (453 ) Impairment losses 0 6 6 0 515 0 0 515 60 580 2 Reversals of impairment losses 0 0 0 0 0 39 10 49 0 49 3 Transfers 0 0 0 3 0 0 45 48 (20 ) 28 Exchange rate changes 8 0 8 1 (43 ) 10 6 (26 ) 26 7 Balance as of December 31, 2016 276 424 700 1,363 0 65 715 2,143 2,418 5,261 Amortization for the year 0 0 0 34 0 4 27 65 870 935 4 Changes in the group of 0 0 0 0 0 0 (35 ) (35 ) (171 ) (206 ) Disposals 0 0 0 0 0 0 18 18 81 99 Reclassifications from 0 0 0 (4 ) 0 0 0 (4 ) 0 (4 ) Impairment losses 0 15 15 0 0 0 0 0 42 57 5 Reversals of impairment losses 0 0 0 0 0 0 0 0 0 0 Transfers 0 0 0 0 0 0 41 41 (35 ) 6 Exchange rate changes (33 ) 0 (33 ) (72 ) 0 0 (12 ) (84 ) (129 ) (246 ) Balance as of December 31, 2017 243 439 682 1,321 0 69 718 2,108 2,914 5,704 Carrying amount: As of December 31, 2016 818 15 833 68 0 5 156 229 3,817 4,879 As of December 31, 2017 719 1 720 43 0 1 183 227 4,110 5,057 1 The € 815 million were included in general and administrative expenses. 2 Of which € 521 million were included in impairment of goodwill and other intangible assets, consisting of impairments of an unamortized trademark intangible asset (€ 6 million) as well as the write-off of the Value of business acquired (VOBA; € 515 million). Furthermore, € 60 million of impairments related to self-developed software, which were recorded in general and administrative expenses. 3 € 49 million were recorded as reversal of a prior year’s impairment related to the sale of Maher Terminals LLC (NCOU) and are included under impairment of goodwill and other intangible assets. 4 The € 935 million were included in general and administrative expenses. 5 Of which € 42 million were related to the impairment of self-developed software, recorded in general and administrative expenses, and € 15 million referring to the impairment of a non-amortizing trade-mark intangible asset which is included under impairment of goodwill and other intangible assets.
Useful Lives of Other Amortized Intangible Assets by Asset Class [text block table]	Useful lives of other amortized intangible assets by asset class Useful lives in years Internally generated intangible assets: Software up to 10 Purchased intangible assets: Customer-related intangible assets up to 20 Contract-based intangible assets up to 8 Other up to 80

Non-Current Assets and Dispos82

Non-Current Assets and Disposal Groups Held for Sale (Tables)	12 Months Ended
	Dec. 31, 2017
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Cash, due and deposits with banks, Central bank funds sold and 0 243 Trading assets, Derivatives, Financial assets designated at fair value through P&L 0 30 Financial assets available for sale 4 29 Loans 0 46 Property and equipment 15 174 Other assets 26 42 Total assets classified as held for sale 45 563 Deposits, Central bank funds purchased and securities sold under resale agreements 0 570 Trading liabilities, Derivatives, Financial liabilities designated at fair value through P&L 0 29 Long-term debt 0 0 Other liabilities 16 102 Total liabilities classified as held for sale 16 701

Other Assets and Other Liabil83

Other Assets and Other Liabilities (Tables)	12 Months Ended
	Dec. 31, 2017
Other Assets and Other Liabilities [Abstract]
Components of Other Assets/Liabilities [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Other assets: Brokerage and securities related receivables Cash/margin receivables 46,519 57,924 Receivables from prime brokerage 12,638 9,859 Pending securities transactions past settlement date 3,929 6,409 Receivables from unsettled regular way trades 19,930 30,908 Total brokerage and securities related receivables 83,015 105,100 Accrued interest receivable 2,374 2,433 Assets held for sale 45 563 Other 16,057 17,950 Total other assets 101,491 126,045 in € m. Dec 31, 2017 Dec 31, 2016 Other liabilities: Brokerage and securities related payables Cash/margin payables 58,865 70,706 Payables from prime brokerage 25,042 20,155 Pending securities transactions past settlement date 2,562 2,668 Payables from unsettled regular way trades 20,274 28,490 Total brokerage and securities related payables 106,742 122,019 Accrued interest payable 2,623 2,712 Liabilities held for sale 16 701 Other 22,827 30,008 Total other liabilities 132,208 155,440

Deposits (Tables)

Deposits (Tables)	12 Months Ended
	Dec. 31, 2017
Deposits [Abstract]
Components of Deposits [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Noninterest-bearing demand deposits 226,339 200,122 Interest-bearing deposits Demand deposits 133,280 129,654 Time deposits 133,952 130,299 Savings deposits 87,241 90,129 Total interest-bearing deposits 354,473 350,082 Total deposits 580,812 550,204

Provisions (Tables)

Provisions (Tables)	12 Months Ended
	Dec. 31, 2017
Provisions [Abstract]
Movements by Class of Provision [text block table]	Movements by Class of Provisions in € m. Home Savings Business Operational Risk Civil Litigations Regulatory Enforcement Re- structuring Mortgage Repurchase Demands Other Total 1 Balance as of January 1, 2016 1,132 315 1,418 4,048 656 409 922 8,900 Changes in the group of consolidated 0 (0 ) 0 0 (8 ) 0 (66 ) (74 ) New provisions 213 123 1,192 1,616 535 25 582 4,286 Amounts used 213 23 403 82 333 273 545 1,872 Unused amounts reversed 37 93 278 34 110 10 131 693 Effects from exchange rate fluctuations/ (36 ) 0 12 84 4 13 5 82 Transfers 0 (13 ) 72 (24 ) (1 ) 0 (31 ) 3 Balance as of December 31, 2016 1,059 309 2,014 5,607 741 164 735 10,629 Changes in the group of consolidated 0 0 (5 ) (0 ) (1 ) 0 5 (1 ) New provisions 194 84 745 306 601 0 847 2,778 Amounts used 169 53 1,611 3,576 458 71 688 6,626 Unused amounts reversed 16 49 134 711 182 0 118 1,210 Effects from exchange rate fluctuations/ 28 (15 ) (86 ) (575 ) (4 ) (20 ) (18 ) (690 ) Transfers 14 (2 ) 193 (153 ) (0 ) 0 3 56 Balance as of December 31, 2017 1,110 275 1,115 897 696 73 766 4,934 1 For the remaining portion of provisions as disclosed on the consolidated balance sheet, please see Note 20 “Allowance for Credit Losses”, in which allowances for credit related off-balance sheet positions are disclosed.

Credit related Commitments an86

Credit related Commitments and Contingent Liabilities (Tables)	12 Months Ended
	Dec. 31, 2017
Credit related Commitments and Contingent Liabilities [Abstract]
Commitments and Contingent Liabilities [text block table]	Irrevocable lending commitments and lending related contingent liabilities in € m. Dec 31, 2017 Dec 31, 2016 Irrevocable lending commitments 158,253 166,063 Contingent liabilities 48,212 52,341 Total 206,464 218,404

Other Short-Term Borrowings (Ta

Other Short-Term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2017
Other Short-Term Borrowings [Abstract]
Components of Other Short-Term Borrowings [text block table]	in € m. Dec 31, 2017 Dec 31, 2016 Other short-term borrowings: Commercial paper 5,274 3,219 Other 13,137 14,076 Total other short-term borrowings 18,411 17,295

Long-Term Debt and Trust Pref88

Long-Term Debt and Trust Preferred Securities (Table)	12 Months Ended
	Dec. 31, 2017
Long-Term Debt and Trust Preferred Securities [Abstract]
Long-Term Debt by Contractual Maturity [text block table]	Long-Term Debt by Earliest Contractual Maturity in € m. Due in 2018 Due in 2019 Due in 2020 Due in 2021 Due in 2022 Due after 2022 Total Dec 31, 2017 Total Dec 31, 2016 Senior debt: Bonds and notes: Fixed rate 12,259 10,843 9,691 12,939 10,045 20,509 76,285 84,924 Floating rate 5,321 8,549 4,156 4,282 4,433 6,469 33,210 37,082 Subordinated debt: Bonds and notes: Fixed rate 257 28 1,096 0 0 4,112 5,493 4,882 Floating rate 277 20 0 0 0 1,441 1,738 1,906 Other 28,289 1,778 1,836 738 706 9,641 42,988 43,523 Total long-term debt 46,403 21,218 16,779 17,958 15,185 42,172 159,715 172,316
Fixed and Floating Rate Trust Preferred Securities [text block table]	Trust Preferred Securities 1 in € m. Dec 31, 2017 Dec 31, 2016 Fixed rate 4,462 5,302 Floating rate 1,030 1,071 Total trust preferred securities 5,491 6,373 1 Perpetual instruments, redeemable at specific future dates at the Group’s option .

Maturity Analysis of the earl89

Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities (Tables)	12 Months Ended
	Dec. 31, 2017
Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities [Abstract]
Maturity Analysis of Financial Liabilities (IFRS) [text block table]	Dec 31, 2017 in € m. On demand Due within 3 months Due between 3 and 12 months Due between 1 and 5 years Due after 5 years Noninterest bearing deposits 226,339 0 0 0 0 Interest bearing deposits 133,378 146,145 45,633 18,699 12,166 Trading liabilities 1 71,457 0 0 0 0 Negative market values from derivative financial 1 342,726 0 0 0 0 Financial liabilities designated at fair value 29,207 29,360 4,847 2,599 5,951 Investment contract liabilities 2 0 0 574 0 0 Negative market values from derivative financial 3 0 69 336 672 218 Central bank funds purchased 174 83 0 0 0 Securities sold under repurchase agreements 14,152 2,525 1,348 491 23 Securities loaned 6,684 3 0 0 1 Other short-term borrowings 11,859 2,326 3,600 0 0 Long-term debt 4 7,409 41,820 78,063 41,926 Trust preferred securities 0 1,710 3,328 688 0 Other financial liabilities 112,961 3,483 554 373 4 Off-balance sheet loan commitments 153,700 0 0 0 0 Financial guarantees 19,883 0 0 0 0 Total 4 1,122,525 193,113 102,040 101,585 60,287 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. See Note 42 “Insurance and Investment Contracts” for more detail on these contracts. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote. Dec 31, 2016 in € m. On demand Due within 3 months Due between 3 and 12 months Due between 1 and 5 years Due after 5 years Noninterest bearing deposits 200,122 0 0 0 0 Interest bearing deposits 129,704 147,531 46,176 17,027 11,247 Trading liabilities 1 57,029 0 0 0 0 Negative market values from derivative financial 1 463,858 0 0 0 0 Financial liabilities designated at fair value 18,949 38,641 4,343 2,676 6,460 Investment contract liabilities 2 0 0 592 0 0 Negative market values from derivative financial 3 0 573 737 2,427 856 Central bank funds purchased 353 0 0 0 0 Securities sold under repurchase agreements 19,980 2,401 2,386 715 0 Securities loaned 4,168 11 0 0 0 Other short-term borrowings 13,322 1,995 1,802 0 0 Long-term debt 6 7,462 24,440 118,607 46,812 Trust preferred securities 0 78 2,539 4,361 0 Other financial liabilities 128,400 2,642 583 407 3,246 Off-balance sheet loan commitments 160,099 0 0 0 0 Financial guarantees 20,966 0 0 0 0 Total 4 1,216,955 201,334 83,599 146,219 68,621 1 Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within “on demand” which Group’s management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods. . 2 These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. See Note 42 “Insurance and Investment Contracts” for more detail on these contracts. 3 Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate. 4 The balances in the table do not agree to the numbers in the Group’s balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote.

Common Shares (Tables)

Common Shares (Tables)	12 Months Ended
	Dec. 31, 2017
Common Shares [Abstract]
Common Shares [text block table]	Number of shares Issued and fully paid Treasury shares Outstanding Common shares, January 1, 2016 1,379,273,131 (374,864 ) 1,378,898,267 Shares issued under share-based compensation plans 0 0 0 Capital increase 0 0 0 Shares purchased for treasury 0 (355,069,462 ) (355,069,462 ) Shares sold or distributed from treasury 0 355,240,884 355,240,884 Common shares, December 31, 2016 1,379,273,131 (203,442 ) 1,379,069,689 Shares issued under share-based compensation plans 0 0 0 Capital increase 687,500,000 0 687,500,000 Shares purchased for treasury 0 (490,690,358 ) (490,690,358 ) Shares sold or distributed from treasury 0 490,522,710 490,522,710 Common shares, December 31, 2017 2,066,773,131 (371,090 ) 2,066,402,041
Dividends [text block table]	2017 (proposed) 1 2016 2 2015 2 Cash dividends declared (in € m.) 227,000,000 227,000,000 165,000,000 Cash dividends declared per common share (in €) 0.11 0.11 0.08 1 Cash dividend for 2017 is based on the number of shares issued as of December 31, 2017. 2 Dividends for 2016 and 2015 were approved by the annual general meeting in 2017 and were paid simultaneously in 2017.

Employee Benefits (Tables)

Employee Benefits (Tables)	12 Months Ended
	Dec. 31, 2017
Employee Benefits [Abstract]
Activity for Share Plans [text block table]	Share units (in thousands) Weighted-average grant date fair value per unit Balance as of December 31, 2015 53,651 € 28.18 Balance as of December 31, 2016 90,292 € 20.22 Balance as of December 31, 2017 137,541 € 14.78
Breakdown of Benefit Obligation [text block table]	Dec 31, 2017 in € m. Germany UK U.S. Other Total Defined benefit obligation related to Active plan participants 4,823 688 363 640 6,514 Participants in deferred status 2,196 2,583 536 93 5,408 Participants in payment status 5,071 905 502 246 6,724 Total defined benefit obligation 12,090 4,176 1,401 979 18,646 Fair value of plan assets 11,003 5,202 1,091 915 18,211 Funding ratio (in %) 91 % 125 % 78 % 93 % 98 % Dec 31, 2016 in € m. Germany UK U.S. Other Total Defined benefit obligation related to Active plan participants 4,884 791 443 741 6,859 Participants in deferred status 2,139 2,559 560 99 5,357 Participants in payment status 4,955 1,146 545 251 6,897 Total defined benefit obligation 11,978 4,496 1,548 1,091 19,113 Fair value of plan assets 10,975 5,352 1,219 973 18,519 Funding ratio (in %) 92 % 119 % 79 % 89 % 97 %
Actuarial Assumptions [text block table]	Dec 31, 2017 Dec 31, 2016 Germany UK U.S. 1 Other Germany UK U.S. 1 Other Discount rate (in %) 1.7 % 2.5 % 3.5 % 2.5 % 1.7 % 2.6 % 4.0 % 2.3 % Rate of price inflation (in %) 1.8 % 3.5 % 2.2 % 2.0 % 1.7 % 3.6 % 2.2 % 2.0 % Rate of nominal increase in 2.3 % 4.5 % 2.3 % 3.1 % 2.1 % 4.6 % 2.3 % 2.8 % Rate of nominal increase for 1.7 % 3.3 % 2.2 % 1.1 % 1.6 % 3.5 % 2.2 % 1.1 % Assumed life expectancy For a male aged 65 19.3 23.6 22.2 21.7 19.1 23.4 22.4 22.0 For a female aged 65 23.3 25.4 23.7 24.1 23.2 25.5 23.9 24.5 For a male aged 45 21.9 24.9 23.8 23.1 21.8 25.1 23.9 23.7 For a female aged 45 25.8 26.9 25.2 25.6 25.7 27.4 25.4 26.1 Mortality tables applied Richttafeln Heubeck 2005G SAPS (S2) Light with CMI 2016 projections RP2014 White-collar with MP2017 projections Country specific tables Richttafeln Heubeck 2005G SAPS (S1) Light with CMI 2015 projections RP2014 Aggregate with MP 2016 projections Country specific tables 1 Cash balance interest crediting rate in line with the 30-year US government bond yield .
Reconciliation in Movement of Liabilities and Assets - Impact on Balance Sheet [text block table]	Reconciliation in Movement of Liabilities and Assets – Impact on Financial Statements 2017 in € m. Germany UK U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 11,978 4,496 1,548 1,091 19,113 Defined benefit cost recognized in Profit & Loss Current service cost 213 34 21 50 318 Interest cost 202 114 56 25 397 Past service cost and gain or loss arising from settlements 34 4 0 (11 ) 27 Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 76 (43 ) 65 3 101 Actuarial gain or loss arising from changes in demographic assumptions 0 (16 ) (6 ) (11 ) (33 ) Actuarial gain or loss arising from experience (3 ) (17 ) 5 (9 ) (24 ) Cash flow and other changes Contributions by plan participants 3 0 0 15 18 Benefits paid (413 ) (245 ) (99 ) (83 ) (840 ) Payments in respect to settlements 0 0 0 (26 ) (26 ) Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 (151 ) (189 ) (63 ) (403 ) Other 0 0 0 (2 ) (2 ) Balance, end of year 12,090 4,176 1,401 979 18,646 thereof: Unfunded 2 12 195 116 325 Funded 12,088 4,164 1,206 863 18,321 Change in fair value of plan assets: Balance, beginning of year 10,975 5,352 1,219 973 18,519 Defined benefit cost recognized in Profit & Loss Interest income 187 135 44 22 388 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income (187 ) 144 32 32 21 Cash flow and other changes Contributions by plan participants 3 0 0 15 18 Contributions by the employer 438 0 31 22 491 Benefits paid 1 (413 ) (244 ) (86 ) (63 ) (806 ) Payments in respect to settlements 0 0 0 (26 ) (26 ) Acquisitions/Divestitures 0 0 0 0 0 Exchange rate changes 0 (183 ) (147 ) (58 ) (388 ) Other 0 0 0 (1 ) (1 ) Plan administration costs 0 (2 ) (2 ) (1 ) (5 ) Balance, end of year 11,003 5,202 1,091 915 18,211 Funded status, end of year (1,087 ) 1,026 (310 ) (64 ) (435 ) Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 0 0 Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 (46 ) (46 ) Exchange rate changes 0 0 0 2 2 Balance, end of year 0 0 0 (44 ) (44 ) Net asset (liability) recognized (1,087 ) 1,026 (310 ) (108 ) (479) 2 1 For funded plans only . 2 Thereof € 1,113 million recognized in Other assets and € 1,592 million in Other liabilities . 2016 in € m. Germany UK U.S. Other Total Change in the present value of the defined benefit obligation: Balance, beginning of year 10,783 4,323 1,507 1,341 17,954 Defined benefit cost recognized in Profit & Loss Current service cost 190 23 21 62 296 Interest cost 256 151 61 35 503 Past service cost and gain or loss arising from settlements 1 2 5 0 (39 ) (32 ) Defined benefit cost recognized in Other Comprehensive Income Actuarial gain or loss arising from changes in financial 1,142 1,251 42 141 2,576 Actuarial gain or loss arising from changes in demographic 0 4 (6 ) (3 ) (5 ) Actuarial gain or loss arising from experience 2 (66 ) 0 (3 ) (67 ) Cash flow and other changes Contributions by plan participants 3 0 0 19 22 Benefits paid (403 ) (132 ) (123 ) (76 ) (734 ) Payments in respect to settlements 1 0 0 0 (393 ) (393 ) Acquisitions/Divestitures 2 0 (402 ) 0 0 (402 ) Exchange rate changes 0 (661 ) 46 (8 ) (623 ) Other 3 3 0 0 15 18 Balance, end of year 11,978 4,496 1,548 1,091 19,113 thereof: Unfunded 4 13 206 123 346 Funded 11,974 4,483 1,342 968 18,767 Change in fair value of plan assets: Balance, beginning of year 10,371 5,322 1,182 1,210 18,085 Defined benefit cost recognized in Profit & Loss Interest income 249 185 48 32 514 Defined benefit cost recognized in Other Comprehensive Income Return from plan assets less interest income 484 1,042 10 97 1,633 Cash flow and other changes Contributions by plan participants 3 0 0 19 22 Contributions by the employer 271 22 56 73 422 Benefits paid 4 (402 ) (132 ) (110 ) (56 ) (700 ) Payments in respect to settlements 1 0 0 0 (393 ) (393 ) Acquisitions/Divestitures 2 0 (282 ) 0 0 (282 ) Exchange rate changes 0 (804 ) 36 (19 ) (787 ) Other 3 (1 ) 0 0 12 11 Plan administration costs 0 (1 ) (3 ) (2 ) (6 ) Balance, end of year 10,975 5,352 1,219 973 18,519 Funded status, end of year (1,003 ) 856 (329 ) (118 ) (594 ) Change in irrecoverable surplus (asset ceiling) Balance, beginning of year 0 0 0 0 0 Interest cost 0 0 0 0 0 Changes in irrecoverable surplus 0 0 0 0 0 Exchange rate changes 0 0 0 0 0 Balance, end of year 0 0 0 0 0 Net asset (liability) recognized (1,003 ) 856 (329 ) (118 ) (594) 5 1 Conversion of defined benefit plan into a collective defined contribution plan in the Netherlands . 2 Abbey Life . 3 Includes the opening balance of a plan in Belgium for which defined contribution plan accounting was applied before and other smaller plans . 4 For funded plans only. 5 Thereof € 934 million recognized in Other assets and € 1,528 million in Other liabilities.
Plan Asset Allocation [text block table]	Dec 31, 2017 Dec 31, 2016 in € m. Germany UK U.S. Other Total Germany UK U.S. Other Total Cash and cash equivalents 1,260 419 26 74 1,779 1,085 115 45 73 1,318 Equity instruments 1 1,265 582 118 68 2,033 1,129 634 116 87 1,966 Investment-grade bonds 2 Government 2,212 1,167 367 161 3,907 2,264 1,898 405 166 4,733 Non-government bonds 5,189 2,447 472 175 8,283 5,627 2,272 521 154 8,574 Non-investment-grade bonds Government 177 0 0 14 191 166 0 0 45 211 Non-government bonds 610 70 20 37 737 305 70 15 25 415 Structured products 41 402 51 26 520 38 237 65 22 362 Insurance 0 0 0 27 27 1 0 0 27 28 Alternatives Real estate 232 117 0 56 405 222 117 0 37 376 Commodities 48 24 0 0 72 6 13 0 0 19 Private equity 58 0 0 0 58 58 0 0 0 58 Other 788 36 0 274 1,098 667 34 0 330 1,031 Derivatives (Market Value) Interest rate (735 ) 148 37 (4 ) (554 ) (614 ) 133 51 (2 ) (432 ) Credit (155 ) (1 ) 0 (1 ) (157 ) 80 (1 ) 1 1 81 Inflation 0 (210 ) 0 6 (204 ) 0 (197 ) 0 7 (190 ) Foreign exchange 10 1 0 2 13 (59 ) 2 0 0 (57 ) Other 3 0 0 0 3 0 25 0 1 26 Total fair value of plan assets 11,003 5,202 1,091 915 18,211 10,975 5,352 1,219 973 18,519 1 Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index . 2 Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A . The following table sets out the Group’s funded defined benefit plan assets only invested in “quoted” assets, i.e. Level 1 assets in accordance with IFRS 13. Dec 31, 2017 Dec 31, 2016 in € m. Germany UK U.S. Other Total Germany UK U.S. Other Total Cash and cash equivalents 1,251 22 24 28 1,325 1,145 115 42 39 1,341 Equity instruments 1 1,154 582 118 58 1,912 1,066 635 115 78 1,894 Investment-grade bonds 2 Government 1,190 1,163 362 73 2,788 723 1,893 404 78 3,098 Non-government bonds 0 0 0 0 0 0 0 0 3 3 Non-investment-grade bonds Government 1 0 0 0 1 0 0 0 32 32 Non-government bonds 0 0 0 0 0 0 0 0 0 0 Structured products 0 0 0 0 0 0 0 0 0 0 Insurance 0 0 0 0 0 0 0 0 0 0 Alternatives Real estate 0 0 0 0 0 0 0 0 0 0 Commodities 0 0 0 0 0 4 0 0 0 4 Private equity 0 0 0 0 0 0 0 0 0 0 Other 0 0 0 0 0 8 0 0 0 8 Derivatives (Market Value) Interest rate 1 0 6 0 7 (1 ) 0 11 0 10 Credit 0 (1 ) 0 0 (1 ) 0 (1 ) 0 1 0 Inflation 0 0 0 0 0 0 0 0 0 0 Foreign exchange 0 1 0 0 1 0 2 0 0 2 Other 3 0 0 0 3 1 0 0 0 1 Total fair value of quoted 3,600 1,767 510 159 6,036 2,946 2,644 572 231 6,393 1 Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolio’s benchmark of the UK retirement benefit plans is the MSCI All Countries World Index . 2 Investment-grade means BBB and above. Average credit rating exposure for the Group’s main plans is around A .
Regional Asset Break Down [text block table]	Dec 31, 2017 in € m. Germany United Kingdom United States Other Eurozone Other developed countries Emerging markets Total Cash and cash equivalents 294 126 96 1,204 16 43 1,779 Equity instruments 349 83 802 317 336 146 2,033 Government bonds 1,057 1,087 397 627 253 486 3,907 Government bonds 0 0 0 9 23 159 191 Non-government bonds 575 1,890 2,196 2,607 1 906 109 8,283 Non-government bonds 4 44 20 640 19 10 737 Structured products 41 422 51 1 5 0 520 Subtotal 2,320 3,652 3,562 5,405 1,558 953 17,450 Share (in %) 13 % 21 % 20 % 31 % 9 % 5 % 100 % Other asset categories 761 Fair value of plan assets 18,211 1 Majority of this amount relates to bonds of French, Italian and Dutch corporate bonds . Dec 31, 2016 in € m. Germany United Kingdom United States Other Eurozone Other developed countries Emerging markets Total Cash and cash equivalents (54 ) 112 144 1,062 20 34 1,318 Equity instruments 279 103 847 279 321 137 1,966 Government bonds 738 1,840 447 975 210 523 4,733 Government bonds 1 18 5 13 7 167 211 Non-government bonds 472 1,819 2,458 2,939 1 763 123 8,574 Non-government bonds 9 50 186 130 28 12 415 Structured products 36 210 66 7 6 37 362 Subtotal 1,481 4,152 4,153 5,405 1,355 1,033 17,579 Share (in %) 8 % 24 % 24 % 31 % 8 % 6 % 100 % Other asset categories 940 Fair value of plan assets 18,519 1 Majority of this amount relates to bonds of French, Italian and Dutch corporate bonds.
Sensitivity Analysis on Funded Status [text block table]	Dec 31, 2017 Dec 31, 2016 in € m. Germany UK U.S. Other Germany UK U.S. Other Discount rate (–50 bp): (Increase) in DBO (875 ) (465 ) (40 ) (55 ) (900 ) (500 ) (50 ) (65 ) Expected increase in plan assets 1 215 505 35 25 600 555 35 25 Expected net impact on funded status (de-) increase (660 ) 40 (5 ) (30 ) (300 ) 55 (15 ) (40 ) Discount rate (+50 bp): Decrease in DBO 810 420 30 50 835 450 40 60 Expected (decrease) in plan assets 1 (215 ) (505 ) (35 ) (25 ) (600 ) (555 ) (35 ) (25 ) Expected net impact on funded status (de-) increase 595 (85 ) (5 ) 25 235 (105 ) 5 35 Credit spread (–50 bp): (Increase) in DBO (875 ) (465 ) (85 ) (60 ) (900 ) (500 ) (100 ) (70 ) Expected increase in plan assets 1 150 125 20 10 500 115 25 10 Expected net impact on funded status (de-) increase (725 ) (340 ) (65 ) (50 ) (400 ) (385 ) (75 ) (60 ) Credit spread (+50 bp): Decrease in DBO 810 420 80 55 835 450 95 65 Expected (decrease) in plan assets 1 (150 ) (125 ) (20 ) (10 ) (500 ) (115 ) (25 ) (10 ) Expected net impact on funded status (de-) increase 660 295 60 45 335 335 70 55 Rate of price inflation (–50 bp): 2 Decrease in DBO 345 345 0 20 340 395 0 25 Expected (decrease) in plan assets 1 (180 ) (310 ) 0 (10 ) (220 ) (350 ) 0 (15 ) Expected net impact on funded status (de-) increase 165 35 0 10 120 45 0 10 Rate of price inflation (+50 bp): 2 (Increase) in DBO (360 ) (375 ) 0 (25 ) (350 ) (435 ) 0 (30 ) Expected increase in plan assets 1 180 310 0 10 220 350 0 15 Expected net impact on funded status (de-) increase (180 ) (65 ) 0 (15 ) (130 ) (85 ) 0 (15 ) Rate of real increase in future compensation Decrease in DBO, net impact on funded status 70 15 0 15 75 25 0 15 Rate of real increase in future compensation (Increase) in DBO, net impact on funded status (70 ) (15 ) 0 (15 ) (75 ) (25 ) 0 (15 ) Longevity improvements by 10 %: 3 (Increase) in DBO, net impact on funded status (305 ) (130 ) (25 ) (15 ) (305 ) (130 ) (30 ) (15 ) 1 Expected changes in the fair value of plan assets contain the simulated impact from the biggest plans in Germany, the UK, the U.S., Channel Islands, Switzerland and Belgium which cover over 99 % of the total fair value of plan assets. The fair value of plan assets for other plans is assumed to be unchanged for this presentation. 2 Incorporates sensitivity to changes in pension benefits to the extent linked to the price inflation assumption. 3 Estimated to be equivalent to an increase of around 1 year in overall life expectancy.
Expected Cash Flows [text block table]	2018 in € m. Total Expected contributions to Defined benefit plan assets 300 BVV 65 Pension fund for Postbank's postal civil servants 90 Other defined contribution plans 290 Expected benefit payments for unfunded defined benefit plans 30 Expected total cash flow related to post-employment benefits 775
Expenses for Defined Benefit Plans (Impact on Expense) [text block table]	in € m. 2017 2016 2015 Expenses for defined benefit plans: Service cost 345 272 326 Net interest cost (income) 9 (11 ) (4 ) Total expenses defined benefit plans 354 261 322 Expenses for defined contribution plans: BVV 66 50 53 Pension fund for Postbank’s postal civil servants 93 95 95 Other defined contribution plans 281 284 264 Total expenses for defined contribution plans 440 429 412 Total expenses for post-employment benefit plans 794 690 734 Employer contributions to mandatory German social security pension plan 243 237 231 Expenses for share-based payments, equity settled 1 535 620 816 Expenses for share-based payments, cash settled 1 22 3 15 Expenses for cash retention plans 1 363 487 738 Expenses for severance payments 2 94 149 184 1 Including expenses for new hire awards and the acceleration of expenses not yet amortized due to the discontinuation of employment including those amounts which are recognized as part of the Group’s restructuring expenses . 2 Excluding the acceleration of expenses for deferred compensation awards not yet amortized .
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [text block table]	in € m. Germany UK U.S. Other Total Actual benefit payments 2017 413 245 99 83 840 Benefits expected to be paid 2018 423 71 71 61 626 Benefits expected to be paid 2019 436 77 77 64 654 Benefits expected to be paid 2020 453 86 73 58 670 Benefits expected to be paid 2021 469 93 77 57 696 Benefits expected to be paid 2022 489 100 78 60 727 Benefits expected to be paid 2023 – 2027 2,736 638 423 306 4,103 Weighted average duration of defined benefit 14 22 12 12 16
Share-Based Compensation Plan [text block table]	Grant year(s) Deutsche Bank Equity Plan Vesting schedule Early retirement provisions Eligibility 2017 Annual Award 1 1/4: 12 months 2 Yes Select employees as 1/4: 24 months 2 annual performance-based 1/4: 36 months 2 compensation 1/4: 48 months 2 Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Leadership Cadre Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 4 No Regulated employees Key Retention Plan (KRP) 5 1/2: 50 months 6 Yes Material Risk Takers (MRTs) 1/2: 62 months 6 Cliff vesting after Yes Non-Material Risk Takers 43 months (non-MRTs) 2016 Annual Award 1/4: 12 months 2 Yes Select employees as 1/4: 24 months 2 annual performance-based 1/4: 36 months 2 compensation 1/4: 48 months 2 Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Leadership Cadre Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 4 No Regulated employees Key Position Award (KPA) 7 Cliff-vesting after 4 years 4 Yes Select employees as annual retention 2015/ Annual Award 1/3: 12 months 2 Yes Select employees as 2014/ 1/3: 24 months 2 annual performance-based 2013 1/3: 36 months 2 compensation Or cliff vesting after Yes 3 Members of Management 54 months 2 Board or of Senior Management Group Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 8 No Regulated employees 2012 Annual Award 1/3: 12 months 9 Yes Select employees as 1/3: 24 months 9 annual performance-based 1/3: 36 months 9 compensation Retention/New Hire Individual specification Yes Select employees to attract and retain the best talent Annual Award – Upfront Vesting immediately 8 No Regulated employees 1 For employees of certain legal entities, deferred equity is replaced with restricted shares due to local regulatory requirements. 2 For members of the Management Board or of the Senior Leadership Cadre and all other regulated employees a further retention period of six months applies. 3 Early retirement provisions do not apply to members of the Management Board. 4 For all regulated employees share delivery takes place after a further retention period of twelve months. 5 The Key Retention Plan (KRP) is referenced as the “Retention Award Program” in the Bank’s Compensation Report. Equity-based awards granted under this program in January 2017 are subject to an additional share price hurdle, meaning this award proportion only vests in the event that the Bank’s share price reaches a certain share target price prior to vesting. 6 For Material Risk Takers (MRTs) share delivery takes place after a further retention period of twelve months. 7 A predefined proportion of the individual’s KPA is subject to an additional share price hurdle, meaning this award proportion only vests in the event that the Bank’s share price reaches a certain share target price prior to vesting. 8 For members of the Management Board share delivery takes place after a retention period of three years. For all other regulated employees share delivery takes place after a retention period of six months. 9 For members of the Management Board a different schedule applies. For all other regulated employees share delivery takes place after a further retention period of six months.

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2017
Income Taxes [Abstract]
Components of Income Tax Expense (Benefit) [text block table]	in € m. 2017 2016 2015 Current tax expense (benefit): Tax expense (benefit) for current year 874 881 1,385 Adjustments for prior years (145 ) (23 ) 277 Total current tax expense (benefit) 729 858 1,662 Deferred tax expense (benefit): Origination and reversal of temporary difference, unused tax losses and tax credits (113 ) (276 ) (378 ) Effect of changes in tax law and/or tax rate 1,437 (3 ) 140 Adjustments for prior years (90 ) (33 ) (749 ) Total deferred tax expense (benefit) 1,234 (312 ) (987 ) Total income tax expense (benefit) 1,963 546 675
Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense) [text block table]	Difference between applying German statutory (domestic) income tax rate and actual income tax expense/(benefit) in € m. 2017 2016 2015 Expected tax expense (benefit) at domestic income tax rate of 31.3% (31.3% for 2016 and 31% for 2015) 384 (254 ) (1,890 ) Foreign rate differential (37 ) (38 ) (157 ) Tax-exempt gains on securities and other income (431 ) (599 ) (345 ) Loss (income) on equity method investments (21 ) (19 ) (21 ) Nondeductible expenses 540 1,074 1,288 Impairments of goodwill 0 250 1,407 Changes in recognition and measurement of deferred tax assets 1 159 (45 ) 184 Effect of changes in tax law and/or tax rate 1,437 (3 ) 140 Effect related to share-based payments 14 66 (5 ) Effect of policyholder tax 0 23 0 Other 1 (82 ) 91 74 Actual income tax expense (benefit) 1,963 546 675 1 Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items “Changes in recognition and measurement of deferred tax assets” and “Other” .
Income Tax Charged or Credited to Equity [text block table]	Income taxes charged or credited to equity (other comprehensive income/additional paid in capital) in € m. 2017 2016 2015 Actuarial gains/losses related to defined benefit plans (23 ) 344 (213 ) Financial assets available for sale: Unrealized net gains/losses arising during the period 4 20 104 Net gains/losses reclassified to profit or loss 99 81 10 Derivatives hedging variability of cash flows: Unrealized net gains/losses arising during the period 4 (14 ) 3 Net gains/losses reclassified to profit or loss 42 1 (6 ) Other equity movement: Unrealized net gains/losses arising during the period 2 (71 ) (90 ) Net gains/losses reclassified to profit or loss (5 ) 100 (2 ) Income taxes (charged) credited to other comprehensive income 123 461 (194 ) Other income taxes (charged) credited to equity 73 93 72
Major Components of Gross Deferred Income Tax Assets and Liabilities [text block table]	Major components of the Group’s gross deferred tax assets and liabilities in € m. Dec 31, 2017 Dec 31, 2016 Deferred tax assets: Unused tax losses 2,985 3,931 Unused tax credits 387 358 Deductible temporary differences: Trading activities 6,725 7,248 Property and equipment 239 458 Other assets 1,391 1,606 Securities valuation 44 80 Allowance for loan losses 816 1,039 Other provisions 899 1,079 Other liabilities 1,246 1,353 Total deferred tax assets pre offsetting 14,732 17,152 Deferred tax liabilities: Taxable temporary differences: Trading activities 6,618 7,128 Property and equipment 45 57 Other assets 574 560 Securities valuation 297 381 Allowance for loan losses 24 29 Other provisions 377 355 Other liabilities 344 462 Total deferred tax liabilities pre offsetting 8,279 8,972
After Offsetting, Deferred Tax Assets and Liabilities [text block table]	Deferred tax assets and liabilities, after offsetting in € m. Dec 31, 2017 Dec 31, 2016 Presented as deferred tax assets 6,799 8,666 Presented as deferred tax liabilities 346 486 Net deferred tax assets 6,453 8,180
Items where no Deferred Tax Assets were recognized [text block table]	Items for which no deferred tax assets were recognized in € m. Dec 31, 2017 1 Dec 31, 2016 1 Deductible temporary differences (34 ) 1 Not expiring (4,875 ) (4,368 ) Expiring in subsequent period (19 ) (189 ) Expiring after subsequent period (450 ) (746 ) Unused tax losses (5,344 ) (5,303 ) Expiring after subsequent period (11 ) (13 ) Unused tax credits (12 ) (14 ) 1 Amounts in the table refer to deductible temporary differences, unused tax losses and tax credits for federal income tax purposes.

Derivatives (Tables)

Derivatives (Tables)	12 Months Ended
	Dec. 31, 2017
Derivatives [Abstract]
Value of Derivatives held as Fair Value Hedges [text block table]	Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as fair value hedges 5,936 562 6,893 1,749
Value of Derivatives held as Cash Flow Hedges [text block table]	Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as cash flow hedges 37 3 242 0
Cash Flow Hedges Schedule (Periode expected to occur and to affect the Income Statement) [text block table]	Periods when hedged cash flows are expected to occur and when they are expected to affect the income statement in € m. Within 1 year 1–3 years 3–5 years Over 5 years As of December 31, 2017 Cash inflows from assets 28 18 0 0 Cash outflows from liabilities 0 0 13 0 Net cash flows 2017 28 18 (13 ) 0 As of December 31, 2016 Cash inflows from assets 33 34 5 0 Cash outflows from liabilities 0 0 0 0 Net cash flows 2016 33 34 5 0
Cash Flow Hedge Balances [text block table]	Cash Flow Hedge Balances in € m. Dec 31, 2017 Dec 31, 2016 Dec 31, 2015 Reported in Equity 1 28 198 138 thereof relates to terminated programs 0 0 (14 ) Gains (losses) posted to equity for the year ended (34 ) 62 1 Gains (losses) removed from equity for the year ended 136 2 (20 ) Ineffectiveness recorded within P&L 0 (17 ) (1 ) 1 Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet.
Value of Derivatives held as Net Investment Hedges [text block table]	Dec 31, 2017 Dec 31, 2016 in € m. Assets Liabilities Assets Liabilities Derivatives held as net investment hedges 612 904 286 4,076

Related Party Transactions (Tab

Related Party Transactions (Tables)	12 Months Ended
	Dec. 31, 2017
Related Party Transactions [Abstract]
Compensation Expense of Key Management Personnel [text block table]	Compensation expense of key management personnel in € m. 2017 2016 2015 Short-term employee benefits 39 40 31 Post-employment benefits 10 9 6 Other long-term benefits 7 7 11 Termination benefits 3 0 20 Share-based payment 22 12 15 Total 81 68 83
Loans (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Loans in € m. 2017 2016 Loans outstanding, beginning of year 297 396 Movement in loans during the period 1 (26 ) (86 ) Changes in the group of consolidated companies (1 ) 0 Exchange rate changes/other (15 ) (13 ) Loans outstanding, end of year 2 256 297 Other credit risk related transactions: Allowance for loan losses 0 0 Provision for loan losses 0 0 Guarantees and commitments 9 62 1 Net impact of loans issued and loans repayment during the year is shown as “Movement in loans during the period”. 2 Loans past due were € 0 million as of December 31, 2017 and € 7 million as of December 31, 2016. For the above loans the Group held collateral of € 14 million and € 22 million as of December 31, 2017 and December 31, 2016, respectively.
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates) [text block table]	Deposits in € m. 2017 2016 Deposits outstanding, beginning of year 87 162 Movement in deposits during the period 1 (15 ) (74 ) Changes in the group of consolidated companies (0 ) 0 Exchange rate changes/other (4 ) (1 ) Deposits outstanding, end of year 67 87 1 Net impact of deposits received and deposits repaid during the year is shown as “Movement in deposits during the period”.
Summary of Transactions with Related Party Pension Plans [text block table]	Transactions with related party pension plans in € m. 2017 2016 Equity shares issued by the Group held in plan assets 0 0 Other assets 0 0 Fees paid from plan assets to asset managers of the Group 25 22 Market value of derivatives with a counterparty of the Group (737 ) (547 ) Notional amount of derivatives with a counterparty of the Group 10,150 8,755

Information on Subsidiaries (Ta

Information on Subsidiaries (Tables)	12 Months Ended
	Dec. 31, 2017
Information on Subsidiaries [Abstract]
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [text block table]	Restricted assets Dec 31, 2017 Dec 31, 2016 in € m. Total assets Restricted assets Total assets Restricted assets Interest-earning deposits with banks 210,481 772 163,292 1,314 Financial assets at fair value through profit or loss 636,970 58,210 743,781 51,454 1 Financial assets available for sale 49,397 9,915 56,228 19,870 Loans 401,699 71,971 408,909 74,172 Other 176,186 13,594 218,336 7,693 Total 1,474,732 154,462 1,590,546 154,503 1 1 Prior period results have been restated due to a refined approach to determine assets pledged.

Structured Entities (Tables)

Structured Entities (Tables)	12 Months Ended
	Dec. 31, 2017
Structured Entities [Abstract]
Carrying amounts of assets & liabilities recognised in its financial statements relating to DBs interests [text block table]	Carrying amounts and size relating to Deutsche Bank’s interests Dec 31, 2017 in € m. Repacka- ging and Investment Entities Third Party Funding Entities Securiti- zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) 63 0 0 270 333 Central bank funds sold and securities 105 229 18 1,827 2,178 Securities Borrowed 0 13 0 11,065 11,078 Total financial assets at fair value 569 4,057 5,445 60,057 70,128 Trading assets 349 3,490 5,130 12,380 21,349 Positive market values 175 553 105 8,670 9,504 Financial assets designated at fair 44 13 210 39,007 39,275 Financial assets available for sale 0 1,039 384 730 2,153 Loans 146 37,352 18,533 18,050 74,081 Other assets 50 192 173 21,087 21,502 Total assets 934 42,882 24,552 113,085 181,453 Liabilities Total financial liabilities at fair value 120 73 41 13,486 13,720 Negative market values 120 73 41 13,486 13,720 Other short-term borrowings 0 0 0 9,533 9,533 Total liabilities 120 73 41 23,019 23,253 Off-balance sheet exposure 0 10,079 9,256 10,048 29,383 Total 814 52,888 33,767 100,114 187,583 Size of structured entity 6,833 90,664 281,826 2,181,810 Dec 31, 2016 in € m. Repacka- ging and Investment Entities Third Party Funding Entities Securiti- zations Funds Total Assets Cash and central bank balances 0 0 0 0 0 Interbank balances (w/o central banks) (15 ) 0 0 345 331 Central bank funds sold and securities 68 87 18 3,113 3,286 Securities Borrowed 0 0 0 11,643 11,643 Total financial assets at fair value 1,231 3,068 6,332 54,943 65,576 Trading assets 659 2,309 6,211 15,031 24,210 Positive market values 538 262 111 7,587 8,499 Financial assets designated at fair 34 497 10 32,326 32,867 Financial assets available for sale 62 599 271 1,008 1,940 Loans 157 36,710 20,219 19,604 76,690 Other assets 50 40 181 20,454 20,726 Total assets 1,554 40,504 27,022 111,111 180,192 Liabilities Total financial liabilities at fair value 354 36 27 11,036 11,453 Negative market values 354 36 27 11,036 11,453 Other short-term borrowings 0 0 0 12,666 1 12,666 1 Total liabilities 354 36 27 23,702 1 24,119 1 Off-balance sheet exposure 0 5,150 10,591 11,448 27,189 Total 1,200 45,619 37,586 98,857 1 183,262 1 Size of structured entity 9,487 65,234 454,950 1,888,491 1 comparative numbers adjusted to include the ‘Other short-term borrowings’

Current and Non-Current Asset97

Current and Non-Current Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2017
Current and Non-Current Assets and Liabilities [Abstract]
Current and Non-Current Assets (actual & previous) [text block table]	Asset items as of December 31, 2017 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2017 Cash and central bank balances 225,537 118 225,655 Interbank balances (w/o central banks) 8,681 585 9,265 Central bank funds sold and securities purchased under resale agreements 9,216 755 9,971 Securities borrowed 16,710 22 16,732 Financial assets at fair value through profit or loss 623,075 13,895 636,970 Financial assets available for sale 9,882 39,514 49,397 Equity method investments 0 866 866 Loans 113,190 288,510 401,699 Securities held to maturity 0 3,170 3,170 Property and equipment 0 2,663 2,663 Goodwill and other intangible assets 0 8,839 8,839 Other assets 95,383 6,108 101,491 Assets for current tax 840 375 1,215 Total assets before deferred tax assets 1,102,514 365,419 1,467,933 Deferred tax assets 6,799 Total assets 1,474,732 Asset items as of December 31, 2016 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2016 Cash and central bank balances 181,364 0 181,364 Interbank balances (w/o central banks) 10,996 610 11,606 Central bank funds sold and securities purchased under resale agreements 15,756 531 16,287 Securities borrowed 20,081 0 20,081 Financial assets at fair value through profit or loss 725,099 18,682 743,781 Financial assets available for sale 9,211 47,016 56,228 Equity method investments 0 1,027 1,027 Loans 115,673 293,236 408,909 Securities held to maturity 0 3,206 3,206 Property and equipment 0 2,804 2,804 Goodwill and other intangible assets 0 8,982 8,982 Other assets 118,246 7,799 126,045 Assets for current tax 1,329 230 1,559 Total assets before deferred tax assets 1,197,755 384,124 1,581,880 Deferred tax assets 8,666 Total assets 1,590,546
Current and Non-Current Liabilities (actual & previous) [text block table]	Liability items as of December 31, 2017 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2017 Deposits 550,747 30,065 580,812 Central bank funds purchased and securities sold under repurchase agreements 17,591 515 18,105 Securities loaned 6,688 1 6,688 Financial liabilities at fair value through profit or loss 473,165 5,471 478,636 Other short-term borrowings 18,411 0 18,411 Other liabilities 127,388 4,820 132,208 Provisions 5,219 0 5,219 Liabilities for current tax 366 635 1,001 Long-term debt 46,403 113,313 159,715 Trust preferred securities 4,825 666 5,491 Total liabilities before deferred tax liabilities 1,250,802 155,486 1,406,287 Deferred tax liabilities 346 Total liabilities 1,406,633 Liability items as of December 31, 2016 Amounts recovered or settled Total in € m. within one year after one year Dec 31, 2016 Deposits 522,885 27,319 550,204 Central bank funds purchased and securities sold under repurchase agreements 25,035 705 25,740 Securities loaned 3,598 0 3,598 Financial liabilities at fair value through profit or loss 576,336 5,635 581,971 Other short-term borrowings 17,295 0 17,295 Other liabilities 150,253 5,187 155,440 Provisions 10,973 0 10,973 Liabilities for current tax 723 606 1,329 Long-term debt 28,758 143,558 172,316 Trust preferred securities 2,197 4,716 6,373 Total liabilities before deferred tax liabilities 1,338,054 187,186 1,525,240 Deferred tax liabilities 486 Total liabilities 1,525,727

Condensed Deutsche Bank AG (D98

Condensed Deutsche Bank AG (Deutsche Bank AG) Financial Information (Tables)	12 Months Ended
	Dec. 31, 2017
Condensed Deutsche Bank AG (Parent Company only) Financial Information [Abstract]
Condensed Statement of Income (Parent Company only) [text block table]	Condensed Statement of Income in € m. 2017 2016 2015 Interest income, excluding dividends from subsidiaries 15,339 14,247 13,760 Dividends received from subsidiaries: Bank subsidiaries 1,185 1,042 296 Nonbank subsidiaries 2,142 2,935 5,010 Interest expense 9,575 7,947 7,559 Net interest and dividend income 9,092 10,278 11,506 Provision for credit losses 675 872 359 Net interest and dividend income after provision for credit losses 8,417 9,406 11,147 Noninterest income: Commissions and fee income 3,721 4,145 4,265 Net gains (losses) on financial assets/liabilities at fair value through profit or loss 2,789 1,791 4,918 Other income (loss) 1 (744 ) (606 ) (1,371 ) Total noninterest income 5,766 5,330 7,812 Noninterest expenses: Compensation and benefits 5,123 5,137 5,763 General and administrative expenses 6,347 7,524 10,997 Services provided by (to) affiliates, net 1,426 1,263 1,621 Impairment of goodwill and other intangible assets 6 14 519 Total noninterest expenses 12,902 13,938 18,899 Income (loss) before income taxes 1,281 797 60 Income tax expense (benefit) (90 ) 161 1,003 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 1,371 636 (943 ) 1 Includes net gains (losses) on financial assets available for sale and impairments/write-ups on investments in subsidiaries. Condensed Statement of Comprehensive Income in € m. 2017 2016 2015 Net income (loss) attributable to Deutsche Bank shareholders and additional equity components 1,371 636 (943 ) Other comprehensive income (loss), net of tax (2,486 ) 360 1,183 Total comprehensive income (loss), net of tax (1,115 ) 996 240
Condensed Balance Sheet (Parent Company only) [text block table]	Condensed Balance Sheet in € m. Dec 31, 2017 Dec 31, 2016 Assets: Cash and central bank balances: 176,661 120,112 Interbank balances (w/o central banks): Bank subsidiaries 27,110 43,631 Other 5,801 6,254 Central bank funds sold, securities purchased under resale agreements, securities borrowed: Bank subsidiaries 4,170 4,394 Nonbank subsidiaries 36,287 43,290 Other 10,497 14,256 Financial assets at fair value through profit or loss: Bank subsidiaries 6,508 12,021 Nonbank subsidiaries 5,010 14,536 Other 550,182 641,455 Financial assets available for sale 28,441 31,669 Investments in associates 290 387 Investment in subsidiaries: Bank subsidiaries 12,242 11,530 Nonbank subsidiaries 36,170 36,461 Loans: Bank subsidiaries 37,974 49,393 Nonbank subsidiaries 52,687 54,549 Other 151,912 158,700 Other assets: Bank subsidiaries 1,480 1,231 Nonbank subsidiaries 11,325 23,923 Other 90,263 110,877 Total assets 1,245,008 1,378,670 Liabilities and equity: Deposits: Bank subsidiaries 81,504 82,276 Nonbank subsidiaries 20,562 25,773 Other 307,162 282,991 Central bank funds purchased, securities sold under repurchase agreements and securities loaned: Bank subsidiaries 640 2,344 Nonbank subsidiaries 29,129 49,903 Other 16,766 10,860 Financial liabilities at fair value through profit or loss: Bank subsidiaries 5,423 9,745 Nonbank subsidiaries 2,531 6,254 Other 439,264 535,349 Other short-term borrowings: Bank subsidiaries 195 88 Nonbank subsidiaries 424 692 Other 17,766 16,419 Other liabilities: Bank subsidiaries 851 1,222 Nonbank subsidiaries 8,067 16,100 Other 107,830 126,876 Long-term debt 144,998 155,913 Total liabilities 1,183,113 1,322,807 Total shareholders’ equity 57,219 51,193 Additional equity components 4,675 4,670 Total equity 61,895 55,863 Total liabilities and equity 1,245,008 1,378,670
Condensed Statement of Cash Flows (Parent Company only) [text block table]	Condensed Statement of Cash Flows in € m. 2017 2016 2015 Net cash provided by (used in) operating activities 40,931 25,873 49,259 Cash flows from investing activities: Proceeds from: Sale of financial assets available for sale 7,627 22,205 14,948 Maturities of financial assets available for sale 3,433 4,530 4,034 Maturities of securities held to maturity 0 0 0 Sale of investments in associates 65 12 13 Sale of property and equipment 39 8 19 Purchase of: Financial assets available for sale (9,741 ) (15,150 ) (26,426 ) Securities held to maturity 0 0 0 Investments in associates 0 (11 ) (93 ) Property and equipment (261 ) (284 ) (164 ) Net change in investments in subsidiaries (2,222 ) (1,619 ) 3,664 Other, net (1,129 ) (1,360 ) (1,047 ) Net cash provided by (used in) investing activities (2,189 ) 8,331 (5,052 ) Cash flows from financing activities: Issuances of subordinated long-term debt 865 792 2,906 Repayments and extinguishments of subordinated long-term debt (45 ) (102 ) (728 ) Issuances of trust preferred securities 0 1 397 Repayments and extinguishments of trust preferred securities 0 (2 ) (398 ) Common shares issued 8,037 0 0 Purchases of treasury shares (7,912 ) (5,256 ) (9,003 ) Sale of treasury shares 7,471 4,979 8,142 Additional Equity Components (AT1) issued 0 0 0 Purchases of Additional Equity Components (AT1) (149 ) (129 ) 177 Sale of Additional Equity Components (AT1) 160 124 (176 ) Coupon on additional equity components, pre tax (335 ) (333 ) (269 ) Net change in noncontrolling interests 0 0 0 Cash dividends paid (392 ) 0 (1,034 ) Net cash provided by (used in) financing activities 7,700 74 14 Net effect of exchange rate changes on cash and cash equivalents (3,499 ) 187 (1,503 ) Net increase (decrease) in cash and cash equivalents 42,943 34,465 42,718 Cash and cash equivalents at beginning of period 144,816 110,351 67,633 Cash and cash equivalents at end of period 187,759 144,816 110,351 Net cash provided by (used in) operating activities include Income taxes paid (received), net 258 (974 ) 418 Interest paid 9,563 7,871 8,244 Interest received 15,308 14,346 13,928 Dividends received 3,147 3,978 5,305 Cash and cash equivalents comprise Cash and central bank balances (not included Interest-earning time deposits with central banks) 175,463 119,213 64,472 Interbank balances (w/o central banks) 12,296 25,603 45,880 Total 187,759 144,816 110,352
Parent Company Long-Term Debt (Parent Company only) [text block table]	Parent Company’s Long-Term Debt by Remaining Maturities By remaining maturities Due in 2018 Due in 2019 Due in 2020 Due in 2021 Due in 2022 Due after 2022 Total Dec 31, 2017 Total Dec 31, 2016 in € m. Senior debt: Bonds and notes: Fixed rate 9,791 9,229 7,715 10,030 6,570 16,182 59,517 66,464 Floating rate 5,322 8,616 4,149 4,282 4,433 6,341 33,142 36,875 Subordinated debt Bonds and notes: Fixed rate 3,916 0 1,096 0 0 4,756 9,769 9,842 Floating rate 50 0 0 0 0 1,884 1,934 2,174 Other 25,039 2,279 1,792 764 551 10,210 40,636 40,557 Total long-term debt 44,118 20,124 14,752 15,076 11,555 39,373 144,998 155,913

SEC Registered Trust Preferre99

SEC Registered Trust Preferred Securities (Tables)	12 Months Ended
	Dec. 31, 2017
SEC Registered Trust Preferred Securities [Abstract]
Issuance of Trust Preferred Securities [text block table]	Issuances of SEC Registered Trust Preferred Securities Trust LLC Issuance Date Earliest Parent Long-term Debt 1 Deutsche Bank Contingent Capital Trust II Deutsche Bank May 23, 2007 May 23, 2017 2 € 666 million Deutsche Bank Contingent Capital Trust III Deutsche Bank February 20, 2008 February 20, 2018 3 € 1,644 million Deutsche Bank Contingent Capital Trust V Deutsche Bank May 9, 2008 4 June 30, 2018 € 1,153 million 1 Amount of long term-debt of the Parent Company represented by the Debt Obligations issued by Deutsche Bank AG to the applicable LLC and amount of Trust Preferred Securities of Deutsche Bank AG Consolidated represented by the Trust Preferred Securities issued by the respective Trust as of December 31, 2017 . 2 Next redemption date is May 23, 2018 . 3 Redeemed on February 20, 2018. 4 On March 30, 2010 Deutsche Bank AG additionally issued an amount of U.S.$ 120 million .

Risk Report - Non-impaired past

Risk Report - Non-impaired past due and impaired financial assets available for sale, accumulated impairments, coverage ratio and collateral held against impaired financial assets available for sale (Tables)	12 Months Ended
	Dec. 31, 2017
Financial assets available for sale breakdown [Abstract]
Non-impaired past due and impaired financial assets available for sale, accumulated impairments, coverage ratio and collateral held against impaired financial assets available for sale [text block table]	Non-impaired past due and impaired financial assets available for sale, accumulated impairments, coverage ratio and collateral held against impaired financial assets available for sale in € m. Dec 31, 2017 Dec 31, 2016 Financial assets non-impaired past due available for sale 1,538 1,661 thereof: Less than 30 days past due 176 178 30 or more but less than 60 days past due 23 24 60 or more but less than 90 days past due 138 23 90 days or more past due 1,201 1,436 Impaired financial assets available for sale 157 229 Accumulated impairment for financial assets available for sale 113 131 Impaired financial assets available for sale coverage ratio in % 71 % 57 % Collateral held against impaired financial assets available for sale 17 20 thereof: Financial and other collateral 17 20 Guarantees received 0 0

Segment Results of Operations (

Segment Results of Operations (Tables)	12 Months Ended
	Dec. 31, 2017
Segment Results of Operations [Abstract]
Segment Results of Operations [text block table]	2017 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 14,226 10,178 2,532 – (488 ) 26,447 Provision for credit losses 213 313 (1 ) – (0 ) 525 Noninterest expenses Compensation and benefits 4,273 3,979 778 – 3,223 12,253 General and administrative 8,782 5,166 1,025 – (3,000 ) 11,973 Policyholder benefits and claims 0 0 0 – 0 0 Impairment of goodwill and other 6 12 3 – 0 21 Restructuring activities 82 360 6 – (0 ) 447 Total noninterest expenses 13,143 9,518 1,811 – 223 24,695 Noncontrolling interests 26 (12 ) 1 – (16 ) 0 Income (loss) before income taxes 843 359 720 – (695 ) 1,228 Cost/income ratio 92 % 94 % 72 % – 0 % 93 % Assets 2 1,127,028 333,069 8,050 – 6,586 1,474,732 Additions to non-current assets 125 551 60 – 1,067 1,803 Risk-weighted assets 3 231,574 87,472 8,432 – 16,734 344,212 CRD 4 leverage exposure measure (spot value at reporting date) 1,029,946 344,087 2,870 – 17,983 1,394,886 Average shareholders' equity 44,169 14,934 4,725 – 99 63,926 Post-tax return on average 4 1 % 2 % 54 % – N/M (1) % Post-tax return on average 4 1 % 2 % 10 % – N/M (1) % 1 includes: Net interest income 4,532 5,876 (19 ) – 1,989 12,378 Net income (loss) from equity 81 3 44 – 9 137 2 includes: Equity method investments 553 91 211 – 10 866 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was 160 % for the year ended December 31, 2017. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33 % for the year ended December 31, 2017. 2016 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 16,763 11,090 3,015 (382 ) (471 ) 30,014 Provision for credit losses 816 439 1 128 (0 ) 1,383 Noninterest expenses Compensation and benefits 3,955 4,042 708 68 3,101 11,874 General and administrative 9,655 5,029 1,071 2,678 (2,979 ) 15,454 Policyholder benefits and claims 0 0 374 0 0 374 Impairment of goodwill and other 285 0 1,021 (49 ) (0 ) 1,256 Restructuring activities 299 141 47 4 (7 ) 484 Total noninterest expenses 14,193 9,212 3,220 2,701 116 29,442 Noncontrolling interests 49 0 0 (4 ) (46 ) 0 Income (loss) before income taxes 1,705 1,439 (206 ) (3,207 ) (541 ) (810 ) Cost/income ratio 85 % 83 % 107 % 0 % 0 % 98 % Assets 2 1,201,894 329,869 12,300 5,523 40,959 1,590,546 Additions to non-current assets 22 480 1 0 1,517 2,019 Risk-weighted assets 3 237,596 86,082 8,960 9,174 15,706 357,518 CRD 4 leverage exposure measure (spot value at reporting date) 954,203 342,424 3,126 7,882 40,018 1,347,653 Average shareholders' equity 40,518 15,018 4,864 1,682 0 62,082 Post-tax return on average 4 3 % 7 % N/M N/M N/M (3) % Post-tax return on average 4 3 % 6 % (3) % N/M N/M (2) % 1 includes: Net interest income 6,314 6,201 326 142 1,724 14,707 Net income (loss) from equity 138 5 44 269 (1 ) 455 2 includes: Equity method investments 698 23 203 98 4 1,027 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was (67) % for the year ended December 31, 2016. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35 % for the year ended December 31, 2016 . 2015 in € m. Corporate & Investment Bank Private & Commercial Bank Deutsche Asset Management Non-Core Operations Unit Consoli- dation & Adjust- ments Total Consolidated Net revenues 1 18,899 10,637 3,016 794 179 33,525 Provision for credit losses 393 511 1 51 (0 ) 956 Noninterest expenses Compensation and benefits 4,897 4,161 870 86 3,279 13,293 General and administrative 11,662 5,139 1,209 2,921 (2,299 ) 18,632 Policyholder benefits and claims 0 0 256 0 0 256 Impairment of goodwill and other 2,168 3,608 0 0 0 5,776 Restructuring activities 129 586 (2 ) (1 ) (3 ) 710 Total noninterest expenses 18,856 13,495 2,334 3,006 976 38,667 Noncontrolling interests 26 0 (0 ) 1 (27 ) 0 Income (loss) before income taxes (376 ) (3,370 ) 682 (2,264 ) (770 ) (6,097 ) Cost/income ratio 100 % 127 % 77 % 0 % 0 % 115 % Assets 2 1,236,770 312,732 30,316 23,007 26,305 1,629,130 Additions to non-current assets 3 280 2 3 1,251 1,539 Risk-weighted assets 3 247,423 92,857 10,757 32,896 12,780 396,714 CRD 4 leverage exposure measure (spot value at reporting date) 1,007,791 329,902 5,354 36,553 15,587 1,395,188 Average shareholders' equity 39,258 14,333 5,352 3,735 6,377 69,055 Post-tax return on average 4 (1) % (17) % 145 % N/M N/M (12) % Post-tax return on average 4 (1) % (15) % 8 % N/M N/M (10) % 1 includes: Net interest income 7,498 6,415 449 272 1,248 15,881 Net income (loss) from equity 68 40 34 20 2 164 2 includes: Equity method investments 650 21 182 166 (6 ) 1,013 N/M – Not meaningful 3 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 4 The post-tax return on average tangible shareholders’ equity and average shareholders’ equity at the Group level reflects the reported effective tax rate for the Group, which was (11) % for the year ended December 31, 2015. For the post-tax return on average tangible shareholders’ equity and average shareholders’ equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35 % for the year ended December 31, 2015.
Segment Results of Operations, Corporate & Investment Bank [text block table]	Corporate & Investment Bank 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues Global Transaction Banking 3,942 4,421 4,609 (478 ) (11 ) (188 ) (4 ) Equity Origination 396 405 658 (8 ) (2 ) (253 ) (38 ) Debt Origination 1,327 1,393 1,481 (66 ) (5 ) (88 ) (6 ) Advisory 508 495 575 13 3 (80 ) (14 ) Origination and Advisory 2,231 2,292 2,714 (61 ) (3 ) (422 ) (16 ) Financing 2,231 2,375 2,127 (144 ) (6 ) 248 12 Sales & Trading (Equity) 2,085 2,571 3,416 (486 ) (19 ) (845 ) (25 ) Sales & Trading (FIC) 4,380 5,087 6,083 (707 ) (14 ) (996 ) (16 ) Sales & Trading 6,465 7,658 9,499 (1,193 ) (16 ) (1,841 ) (19 ) Other (644 ) 17 (51 ) (661 ) N/M 68 N/M Total net revenues 14,226 16,763 18,899 (2,537 ) (15 ) (2,136 ) (11 ) Provision for credit losses 213 816 393 (603 ) (74 ) 423 108 Noninterest expenses Compensation and benefits 4,273 3,955 4,897 318 8 (942 ) (19 ) General and administrative expenses 8,782 9,655 11,662 (872 ) (9 ) (2,007 ) (17 ) Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 6 285 2,168 (279 ) (98 ) (1,883 ) (87 ) Restructuring activities 82 299 129 (217 ) (73 ) 169 131 Total noninterest expenses 13,143 14,193 18,856 (1,050 ) (7 ) (4,663 ) (25 ) Noncontrolling interests 26 49 26 (23 ) (46 ) 23 89 Income (loss) before income taxes 843 1,705 (376 ) (861 ) (51 ) 2,080 N/M Cost/income ratio 92 % 85 % 100 % N/M 8 ppt N/M (15) ppt Assets 1 1,127,028 1,201,894 1,236,770 (74,866 ) (6 ) (34,876 ) (3 ) Risk-weighted assets 2 231,574 237,596 247,423 (6,022 ) (3 ) (9,827 ) (4 ) Average shareholders' equity 3 44,169 40,518 39,258 3,651 9 1,260 3 Post-tax return on average tangible 1 % 3 % (1) % N/M (2) ppt N/M 4 ppt Post-tax return on average shareholders' equity 1 % 3 % (1) % N/M (2) ppt N/M 3 ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders' equity is allocated to the divisions.
Segment Results of Operations, Private & Commercial Bank [text block table]	Private & Commercial Bank 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues: Private & Commercial Clients 5,013 5,225 5,603 (213 ) (4 ) (377 ) (7 ) Postbank 3,124 3,366 3,112 (242 ) (7 ) 254 8 Wealth Management 2,041 1,880 2,097 161 9 (217 ) (10 ) Hua Xia 0 618 (175 ) (618 ) (100 ) 793 N/M Total net revenues 10,178 11,090 10,637 (912 ) (8 ) 453 4 thereof: Net interest income 5,876 6,201 6,415 (325 ) (5 ) (214 ) (3 ) Commissions and fee income 3,367 3,395 3,816 (28 ) (1 ) (421 ) (11 ) Remaining income 935 1,494 406 (559 ) (37 ) 1,088 N/M Provision for credit losses 313 439 511 (126 ) (29 ) (73 ) (14 ) Noninterest expenses: Compensation and benefits 3,979 4,042 4,161 (63 ) (2 ) (119 ) (3 ) General and administrative expenses 5,166 5,029 5,139 138 3 (110 ) (2 ) Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 12 0 3,608 12 N/M (3,608 ) N/M Restructuring activities 360 141 586 219 155 (445 ) (76 ) Total noninterest expenses 9,518 9,212 13,495 306 3 (4,283 ) (32 ) Noncontrolling interests (12 ) 0 0 (12 ) N/M 0 3 Income (loss) before income taxes 359 1,439 (3,370 ) (1,080 ) (75 ) 4,809 N/M Cost/income ratio 94 % 83 % 127 % N/M 10 ppt N/M (44) ppt Assets 1 333,069 329,869 312,731 3,200 1 17,138 5 Risk-weighted assets 2 87,472 86,082 92,857 1,390 2 (6,776 ) (7 ) Average shareholders' equity 3 14,934 15,018 14,333 (84 ) (1 ) 685 5 Post-tax return on average tangible 2 % 7 % (17) % N/M (5) ppt N/M 25 ppt Post-tax return on average shareholders' equity 2 % 6 % (15) % N/M (5) ppt N/M 22 ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions.
Segment Results of Operations, Deutsche Asset Management [text block table]	Deutsche Asset Management 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues Management Fees 2,215 2,161 2,299 53 2 (138 ) (6 ) Performance and transaction fees 199 219 246 (20 ) (9 ) (28 ) (11 ) Other revenues 118 239 213 (121 ) (51 ) 25 12 Mark-to-market movements on 0 396 258 (396 ) N/M 139 54 Total net revenues 2,532 3,015 3,016 (483 ) (16 ) (1 ) (0 ) Provision for credit losses (1 ) 1 1 (1 ) N/M (0 ) (4 ) Noninterest expenses Compensation and benefits 778 708 870 70 10 (163 ) (19 ) General and administrative expenses 1,025 1,071 1,209 (47 ) (4 ) (138 ) (11 ) Policyholder benefits and claims 0 374 256 (374 ) (100 ) 117 46 Impairment of goodwill and other intangible assets 3 1,021 0 (1,018 ) (100 ) 1,021 N/M Restructuring activities 6 47 (2 ) (41 ) (88 ) 49 N/M Total noninterest expenses 1,811 3,220 2,334 (1,409 ) (44 ) 886 38 Noncontrolling interests 1 0 (0 ) 1 N/M 1 N/M Income (loss) before income taxes 720 (206 ) 682 926 N/M (888 ) N/M Cost/income ratio 72 % 107% 77% N/M (35) ppt N/M 29 ppt Assets 1 8,050 12,300 30,316 (4,250 ) (35 ) (18,016 ) (59 ) Risk-weighted assets 2 8,432 8,960 10,757 (528 ) (6 ) (1,797 ) (17 ) Average shareholders' equity 3 4,725 4,864 5,352 (139 ) (3 ) (489 ) (9 ) Post-tax return on average tangible shareholders’ equity 55% N/M 145% N/M N/M N/M N/M Post-tax return on average shareholders' equity 10% (3)% 8% N/M 13 ppt N/M (11) ppt N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions.
Segment Results of Operations, Non-Core Operations Unit [text block table]	Non-Core Operations Unit 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues – (382 ) 794 382 N/M (1,176 ) N/M thereof: Net interest income and net gains (losses) on – (1,307 ) (362 ) 1,307 N/M (944 ) N/M Provision for credit losses – 128 51 (128 ) N/M 76 148 Noninterest expenses Compensation and benefits – 68 86 (68 ) N/M (18 ) (20 ) General and administrative expenses – 2,678 2,921 (2,678 ) N/M (243 ) (8 ) Policyholder benefits and claims – 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets – (49 ) 0 49 N/M (49 ) N/M Restructuring activities – 4 (1 ) (4 ) N/M 5 N/M Total noninterest expenses – 2,701 3,006 (2,701 ) N/M (304 ) (10 ) Noncontrolling interests – (4 ) 1 4 N/M (5 ) N/M Income (loss) before income taxes – (3,207 ) (2,264 ) 3,207 N/M (943 ) 42 Assets 1 – 5,523 23,007 (5,523 ) N/M (17,485 ) (76 ) Risk-weighted assets 2 – 9,174 32,896 (9,174 ) N/M (23,722 ) (72 ) Average shareholders' equity 3 – 1,682 3,735 (1,682 ) N/M (2,052 ) (55 ) N/M – Not meaningful 1 Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances. 2 Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded. 3 See Note 4 “Business Segments and Related Information” to the consolidated financial statements for a description of how average shareholders’ equity is allocated to the divisions.
Segment Results of Operations, Consolidations & Adjustments [text block table]	Consolidation & Adjustments 2017 increase (decrease) from 2016 2016 increase (decrease) from 2015 in € m. 2017 2016 2015 in € m. in % in € m. in % Net revenues 1 (488 ) (471 ) 179 (16 ) 3 (650 ) N/M Provision for credit losses (0 ) (0 ) (0 ) 0 (19 ) (0 ) N/M Noninterest expenses Compensation and benefits 3,223 3,101 3,279 122 4 (178 ) (5 ) General and administrative expenses (3,000 ) (2,979 ) (2,299 ) (21 ) 1 (679 ) 30 Policyholder benefits and claims 0 0 0 0 N/M 0 N/M Impairment of goodwill and other intangible assets 0 (0 ) 0 0 N/M (0 ) N/M Restructuring activities (0 ) (7 ) (3 ) 6 (98 ) (3 ) 99 Total noninterest expenses 223 116 976 107 93 (860 ) (88 ) Noncontrolling interests (16 ) (46 ) (27 ) 30 (65 ) (19 ) 70 Income (loss) before income taxes (695 ) (541 ) (770 ) (153 ) 28 229 (30 ) Assets 2 6,586 40,959 26,305 (34,373 ) (84 ) 14,654 56 Risk-weighted assets 3 16,734 15,706 12,780 1,028 7 2,926 23 Average shareholders' equity 4 99 0 6,377 99 N/M (6,377 ) N/M N/M – Not meaningful 1 Net interest income and noninterest income. 2 Assets in C&A reflect residual Treasury assets not allocated to the business segments as well as Corporate assets, such as deferred tax assets and central clearing accounts, outside the management responsibility of the business segments. 3 Risk weighted assets are based upon CRR/CRD 4 fully-loaded. Risk-weighted assets in C&A reflect Treasury and Corporate assets outside the management responsibility of the business segments, primarily the Group’s deferred tax assets. 4 Average shareholders’ equity in December 2015 represents the difference between the spot values of the segments for the period end and the average Group amount.

Risk Report - Trading Market Ri

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Comprehensive Risk Measure of Trading Units (with a 99.9 % confidence level and one-year capital horizon) (Tables)	12 Months Ended
	Dec. 31, 2017
Comprehensive Risk Measure (average, maximum, minimum)
Average, Maximum and Minimum Comprehensive Risk Measure of Trading Units (with a 99.9 % confidence level and one-year capital horizon) [text block table]	Average, Maximum and Minimum Comprehensive Risk Measure of Trading Units (with a 99.9 % confidence level and one-year capital horizon) 1,2,3 in € m. 2017 2016 Average 5.4 31.3 Maximum 6.3 39.8 Minimum 4.5 21.9 Period-end 4.4 17.9 1 Regulatory Comprehensive Risk Measure calculated for the 12-week period ending December 29. 2 Period end is based on the internal model spot value. 3 All liquidity horizons are set to 12 months.

Risk Report - Liquidity Risk Ex

Risk Report - Liquidity Risk Exposure - Global All Currency Daily Stress Testing Results (Tables)	12 Months Ended
	Dec. 31, 2017
Global All Currency Stress Testing Results
Global All Currency Daily Stress Testing Results [text block table]	Stress Testing and Scenario Analysis During 2017, our stressed Net Liquidity Position remained well above the risk appetite and finished 2017 with a surplus of € 33 billion. Global All Currency Daily Stress Testing Results Dec 31, 2017 Dec 31, 2016 in € bn. Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Systemic market risk 121 284 163 64 204 141 Emerging markets 28 228 200 10 190 180 1 notch downgrade (DB specific) 79 252 173 43 195 152 Severe downgrade (DB specific) 287 331 43 178 224 46 Combined 4 318 351 33 206 242 36 1 Funding gap caused by impaired rollover of liabilities and other projected outflows. 2 Based on liquidity generation through Liquidity Reserves and other countermeasures. 3 2017 scenario shows the minimum net liquidity position over the stress period, whereas 2016 shows the net liquidity position at the end of the stress period . 4 Combined impact of systemic market risk and severe downgrade. Stress Testing and Scenario Analysis During 2017, our stressed Net Liquidity Position remained well above the risk appetite and finished 2017 with a surplus of € 33 billion. Global All Currency Daily Stress Testing Results Dec 31, 2017 Dec 31, 2016 in € bn. Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Funding Gap 1 Gap Closure 2 Net Liquidity Position 3 Systemic market risk 121 284 163 64 204 141 Emerging markets 28 228 200 10 190 180 1 notch downgrade (DB specific) 79 252 173 43 195 152 Severe downgrade (DB specific) 287 331 43 178 224 46 Combined 4 318 351 33 206 242 36 1 Funding gap caused by impaired rollover of liabilities and other projected outflows. 2 Based on liquidity generation through Liquidity Reserves and other countermeasures. 3 2017 scenario shows the minimum net liquidity position over the stress period, whereas 2016 shows the net liquidity position at the end of the stress period . 4 Combined impact of systemic market risk and severe downgrade.

Risk Report - Trading Market104

Risk Report - Trading Market Risk Exposures - Value-at Risk of Trading Units by Risk Type (Tables)	12 Months Ended
	Dec. 31, 2017
Value-at Risk of Trading Units by Risk Type
Value-at Risk of Trading Units by Risk Type [text block table]	Value-at-Risk of our Trading Units by Risk Type Total Diversification effect Interest rate risk Credit spread risk Equity price risk Foreign exchange risk 1 Commodity price risk in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 29.8 32.0 (28.1 ) (35.0 ) 20.2 19.7 19.7 26.6 8.7 9.3 8.4 10.7 0.8 0.7 Maximum 38.4 59.4 (37.6 ) (57.6 ) 26.0 29.5 25.1 32.5 12.5 52.4 16.5 16.7 3.0 3.3 Minimum 20.1 20.4 (21.4 ) (25.6 ) 13.5 14.8 13.5 22.3 4.4 4.4 4.2 3.6 0.1 0.2 Period-end 29.1 30.1 (22.5 ) (36.9 ) 21.4 19.9 14.4 24.3 10.1 10.0 4.9 12.6 0.7 0.2

Risk Report - Trading Market105

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Stressed Value-at-Risk by Risk Type (Tables)	12 Months Ended
	Dec. 31, 2017
Stressed Value-at-Risk (average, maximum, minumum)
Average, Maximum and Minimum Stressed Value-at-Risk by Risk Type [text block table]	Average, Maximum and Minimum Stressed Value-at-Risk by Risk Type Total Diversification effect Interest rate risk Credit spread risk Equity price risk Foreign exchange risk 1 Commodity price risk in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 76.7 85.2 (88.4 ) (78.2 ) 69.8 51.9 62.1 74.9 18.8 20.6 12.6 14.8 1.8 1.3 Maximum 125.0 143.7 (115.8 ) (150.0 ) 92.0 82.5 73.2 99.3 66.8 144.5 28.0 30.4 6.1 3.9 Minimum 42.0 60.4 (73.0 ) (53.4 ) 48.3 37.4 54.3 59.0 1.5 2.4 6.9 3.4 0.3 0.4 Period-end 85.6 75.8 (81.0 ) (91.3 ) 67.8 51.9 64.3 63.0 19.9 29.6 12.6 22.1 1.9 0.5 1 Includes value-at-risk from gold and other precious metal positions.

Management Report - Risk and Ca

Management Report - Risk and Capital Performance - Reconciliation of Shareholders Equity to Regulatory Capital (Tables)	12 Months Ended
	Dec. 31, 2017
Reconciliation of Shareholders Equity to Regulatory Capital
Reconciliation of Shareholders Equity to Regulatory Capital [text block table]	Reconciliation of shareholders’ equity to regulatory capital CRR/CRD 4 in € m. Dec 31, 2017 Dec 31, 2016 Total shareholders’ equity per accounting balance sheet 63,174 59,833 Deconsolidation/Consolidation of entities (58 ) (123 ) Thereof: Additional paid-in capital (6 ) (6 ) Retained earnings (228 ) (276 ) Accumulated other comprehensive income (loss), net of tax 176 159 Total shareholders' equity per regulatory balance sheet 63,116 59,710 Noncontrolling interest based on transitional rules 33 79 Accrual for dividend and AT1 coupons 1 0 (621 ) Reversal of deconsolidation/consolidation of the position Accumulated other comprehensive income (loss), (35 ) (63 ) Common Equity Tier 1 (CET 1) capital before regulatory adjustments 63,114 59,104 Additional value adjustments (1,204 ) (1,398 ) Other prudential filters (other than additional value adjustments) (74 ) (428 ) Regulatory adjustments relating to unrealized gains and losses pursuant to Art. 467 and 468 CRR (144 ) (380 ) Goodwill and other intangible assets (net of related tax liabilities) (6,715 ) (5,062 ) Deferred tax assets that rely on future profitability (2,403 ) (2,666 ) Defined benefit pension fund assets (900 ) (567 ) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities 0 0 Other regulatory adjustments (866 ) (820 ) Common Equity Tier 1 capital 50,808 47,782

Management Report - Risk and107

Management Report - Risk and Capital Performance - Transitional template for regulatory capital, RWA and capital ratios (Tables)	12 Months Ended
	Dec. 31, 2017
Transitional template for regulatory capital RWA and capital ratios [Abstract]
Transitional template for regulatory capital RWA and capital ratios [text block table]	Transitional template for regulatory capital, RWA and capital ratios Dec 31, 2017 Dec 31, 2016 in € m. CRR/CRD 4 fully-loaded CRR/CRD 4 CRR/CRD 4 fully loaded CRR/CRD 4 Common Equity Tier 1 (CET 1) capital: instruments and reserves Capital instruments and the related share premium accounts 45,195 45,195 37,290 37,290 Retained earnings 17,977 17,977 20,113 20,113 Accumulated other comprehensive income (loss), net of tax 696 660 3,708 3,645 Independently reviewed interim profits net of any foreseeable charge or dividend 1 (751 ) (751 ) (2,023 ) (2,023 ) Other 0 33 0 79 Common Equity Tier 1 (CET 1) capital before regulatory adjustments 63,116 63,114 59,088 59,104 Common Equity Tier 1 (CET 1) capital: regulatory adjustments Additional value adjustments (negative amount) (1,204 ) (1,204 ) (1,398 ) (1,398 ) Other prudential filters (other than additional value adjustments) (102 ) (74 ) (639 ) (428 ) Goodwill and other intangible assets (net of related tax liabilities) (negative amount) (8,394 ) (6,715 ) (8,436 ) (5,062 ) Deferred tax assets that rely on future profitability excluding those arising from (3,004 ) (2,403 ) (3,854 ) (2,312 ) Negative amounts resulting from the calculation of expected loss amounts (502 ) (408 ) (297 ) (188 ) Defined benefit pension fund assets (negative amount) (1,125 ) (900 ) (945 ) (567 ) Direct, indirect and synthetic holdings by an institution of own CET 1 instruments (negative amount) (144 ) (117 ) (59 ) (41 ) Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above the 10 % / 15 % thresholds and net of eligible short positions) (negative amount) 0 0 0 0 Deferred tax assets arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (amount above the 10 % / 15 % thresholds) (negative amount) 0 0 (590 ) (354 ) Other regulatory adjustments 2 (341 ) (485 ) (591 ) (971 ) Total regulatory adjustments to Common Equity Tier 1 (CET 1) capital (14,816 ) (12,306 ) (16,810 ) (11,321 ) Common Equity Tier 1 (CET 1) capital 48,300 50,808 42,279 47,782 Additional Tier 1 (AT1) capital: instruments Capital instruments and the related share premium accounts 4,676 4,676 4,676 4,676 Amount of qualifying items referred to in Art. 484 (4) CRR and the related share N/M 3,904 N/M 6,516 Additional Tier 1 (AT1) capital before regulatory adjustments 4,676 8,579 4,676 11,191 Additional Tier 1 (AT1) capital: regulatory adjustments Direct, indirect and synthetic holdings by an institution of own AT1 instruments (55 ) (26 ) (125 ) (51 ) Residual amounts deducted from AT1 capital with regard to deduction from CET 1 capital during the transitional period pursuant to Art. 472 CRR N/M (1,730 ) N/M (3,437 ) Other regulatory adjustments 0 0 0 0 Total regulatory adjustments to Additional Tier 1 (AT1) capital (55 ) (1,756 ) (125 ) (3,488 ) Additional Tier 1 (AT1) capital 4,621 6,823 4,551 7,703 Tier 1 capital (T1 = CET 1 + AT1) 52,921 57,631 46,829 55,486 Tier 2 (T2) capital 10,329 6,384 12,673 6,672 Total capital (TC = T1 + T2) 63,250 64,016 59,502 62,158 Total risk-weighted assets 344,212 343,316 357,518 356,235 Common Equity Tier 1 capital ratio (as a percentage of risk-weighted assets) 14.0 14.8 11.8 13.4 Tier 1 capital ratio (as a percentage of risk-weighted assets) 15.4 16.8 13.1 15.6 Total capital ratio (as a percentage of risk-weighted assets) 18.4 18.6 16.6 17.4 N/M – Not meaningful 1 As we do not include an interim profit in our CET 1 capital as a consequence of the negative net income in the financial year 2017, neither AT1 coupon nor shareholder dividends are accrued in CET 1 capital in accordance with Art 26 (2) CRR. 2 Including an additional capital deduction of € 0.3 billion that was imposed on Deutsche Bank effective from October 2016 onwards based on a notification by the ECB pursuant to Article 16(1)(c), 16(2)(b) and (j) of Regulation (EU) No 1024/2013 as well as the additional filter for funds for home loans and savings protection (“Fonds für bauspartechnische Absicherung”) of € 19 million.

Risk Report - Trading Market108

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 % confidence level and one-year capital horizon) (Tables)	12 Months Ended
	Dec. 31, 2017
Incremental Risk Charge (average, maximum, minimum)
Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 percent confidence level and one-year capital horizon) [text block table]	Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 % confidence level and one-year capital horizon) 1,2,3, Total Non-Core Operations Unit Global Credit Trading Core Rates Fixed Income & Currencies APAC Emerging Markets - Debt Other in € m. 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Average 802.1 840.2 0.0 52.0 544.6 393.0 107.1 200.4 168.1 188.6 37.2 116.8 (54.8 ) (110.5 ) Maximum 899.3 944.4 0.0 57.3 597.4 405.8 172.5 229.6 229.0 243.0 62.9 128.0 (20.4 ) (65.6 ) Minimum 754.8 693.0 0.0 44.5 503.7 368.0 48.7 173.7 92.4 119.6 (1.4 ) 111.6 (90.0 ) (141.8 ) Period-end 789.6 693.0 0.0 51.8 540.1 368.0 133.2 173.7 142.3 119.6 19.9 121.8 (45.9 ) (141.8 ) 1 Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2017 and December 31, 2016, respectively. 2 Business line breakdowns have been updated for 2017 reporting to better reflect the current business structure. 3 All liquidity horizons are set to 12 months.

Risk Report - Credit Risk Expos

Risk Report - Credit Risk Exposure - Maximum Exposure to Credit Risk (Tables)	12 Months Ended
	Dec. 31, 2017
Maximum Exposure to Credit Risk
Maximum Exposure to Credit Risk [text block table]	Maximum Exposure to Credit Risk Dec 31, 2017 Credit Enhancements in € m. 1 Maximum exposure to credit risk 2 Netting Collateral Guarantees and Credit derivatives 3 Total credit enhancements Cash and central bank balances 225,655 − 0 − 0 Interbank balances (w/o central banks) 9,265 − 0 7 7 Central bank funds sold and securities purchased 9,971 − 9,914 − 9,914 Securities borrowed 16,732 − 15,755 − 15,755 Financial assets at fair value through profit or loss 4 550,313 286,149 136,650 265 423,065 Trading assets 98,730 − 2,635 146 2,781 Positive market values from derivative financial instruments 361,032 285,421 52,797 119 338,338 Financial assets designated at fair value through 90,551 728 81,218 0 81,946 thereof: Securities purchased under resale agreement 57,843 728 56,566 0 57,294 Securities borrowed 20,254 − 20,034 0 20,034 Financial assets available for sale 4 47,766 − 559 0 559 Loans 5 405,621 − 211,578 20,063 231,641 Securities held to maturity 3,170 − − − − Other assets subject to credit risk 66,900 29,854 1,514 56 31,424 Financial guarantees and other credit related 6 48,212 − 4,024 6,579 10,604 Irrevocable lending commitments and other 6 158,253 − 7,544 1,759 9,303 Maximum exposure to credit risk 1,541,858 316,003 387,538 28,730 732,271 1 All amounts at carrying value unless otherwise indicated. 2 Does not include credit derivative notional sold ( € 828,804 million ) and credit derivative notional bought protection. 3 Bought credit protection is reflected with the notional of the underlying. 4 Excludes equities, other equity interests and commodities. 5 Gross loans less deferred expense/unearned income before deductions of allowance for loan losses. 6 Figures are reflected at notional amounts. Dec 31, 2016 Credit Enhancements in € m. 1 Maximum exposure to credit risk 2 Netting Collateral Guarantees and Credit derivatives 3 Total credit enhancements Cash and central bank balances 181,364 0 0 0 0 Interbank balances (w/o central banks) 11,606 0 0 25 25 Central bank funds sold and securities purchased 16,287 0 15,944 0 15,944 Securities borrowed 20,081 0 19,193 0 19,193 Financial assets at fair value through profit or loss 4 667,411 389,475 139,274 1,241 529,990 Trading assets 95,410 0 3,601 1,007 4,607 Positive market values from derivative financial instruments 485,150 386,727 64,438 164 451,329 Financial assets designated at fair value through 86,850 2,748 71,235 70 74,054 thereof: Securities purchased under resale agreement 47,404 2,748 44,591 0 47,339 Securities borrowed 21,136 0 20,918 0 20,918 Financial assets available for sale 4 54,275 0 560 28 589 Loans 5 413,455 0 210,776 30,189 240,965 Securities held to maturity 3,206 0 0 0 0 Other assets subject to credit risk 76,036 39,567 1,061 80 40,708 Financial guarantees and other credit related 6 52,341 0 5,094 8,661 13,756 Irrevocable lending commitments and other 6 166,063 0 8,251 7,454 15,705 Maximum exposure to credit risk 1,662,125 429,042 400,153 47,679 876,874 1 All amounts at carrying value unless otherwise indicated. 2 Does not include credit derivative notional sold ( € 744,159 million ) and credit derivative notional bought protection. 3 Bought credit protection is reflected with the notional of the underlying. 4 Excludes equities, other equity interests and commodities. 5 Gross loans less deferred expense/unearned income before deductions of allowance for loan losses. 6 Figures are reflected at notional amounts.

Risk Report - Credit Risk Ex110

Risk Report - Credit Risk Exposure - Credit Quality of Financial Instruments neither Past Due nor Impaired (Tables)	12 Months Ended
	Dec. 31, 2017
Credit Quality of Assets neither past due nor impaired
Credit Quality of Financial Instruments neither Past Due nor Impaired [text block table]	Credit Quality of Financial Instruments neither Past Due nor Impaired Dec 31, 2017 in € m. 1 iAAA–iAA iA iBBB iBB iB iCCC and below Total Cash and central bank balances 219,690 3,717 1,453 597 80 118 225,655 Interbank balances (w/o central banks) 3,921 2,743 1,450 808 23 320 9,265 Central bank funds sold and securities 2,666 2,851 716 3,018 630 89 9,971 Securities borrowed 13,326 2,379 495 499 10 22 16,732 Financial assets at fair value through profit or loss 2 251,554 193,193 50,326 41,347 10,004 3,888 550,313 Trading assets 49,305 12,186 11,833 16,496 6,684 2,226 98,730 Positive market values from derivative financial 151,693 167,014 25,442 13,333 2,472 1,078 361,032 Financial assets designated at fair value through 50,557 13,993 13,051 11,518 848 585 90,551 thereof: Securities purchased under resale agreement 25,389 11,498 9,662 10,367 324 603 57,843 Securities borrowed 18,309 1,277 644 24 0 0 20,254 Financial assets available for sale 2 36,235 6,658 2,592 399 57 130 46,071 Loans 3 40,765 54,383 126,071 117,807 43,872 12,236 395,132 thereof: 20 0 36 283 141 108 588 Securities held to maturity 3,170 0 0 0 0 0 3,170 Other assets subject to credit risk 16,705 25,909 8,128 14,704 754 700 66,900 Financial guarantees and other 4 5,108 13,899 16,165 7,882 3,434 1,723 48,212 Irrevocable lending commitments and other 4 18,643 44,388 51,021 25,652 15,286 3,264 158,253 Total 611,783 350,120 258,417 212,713 74,152 22,489 1,529,674 1 All amounts at carrying value unless otherwise indicated . 2 Excludes equities, other equity interests and commodities. 3 Gross loans less deferred expense/unearned income before deductions of allowance for loan losses . 4 Figures are reflected at notional amounts. Dec 31, 2016 in € m. 1 iAAA–iAA iA iBBB iBB iB iCCC and below Total Cash and central bank balances 174,978 4,241 1,778 238 81 47 181,364 Interbank balances (w/o central banks) 5,546 3,452 1,612 689 112 195 11,606 Central bank funds sold and securities 3,542 7,734 1,028 2,624 1,338 22 16,287 Securities borrowed 16,036 2,882 802 343 18 0 20,081 Financial assets at fair value through profit or loss 2 277,645 258,627 61,162 52,904 11,183 5,889 667,411 Trading assets 46,398 10,956 12,024 17,729 5,833 2,471 95,410 Positive market values from derivative financial 188,037 234,491 38,113 19,138 3,297 2,073 485,150 Financial assets designated at fair value through 43,211 13,180 11,024 16,037 2,053 1,344 86,850 thereof: Securities purchased under resale agreement 13,622 10,684 7,401 13,667 1,165 866 47,404 Securities borrowed 18,697 1,498 937 4 0 0 21,136 Financial assets available for sale 2 42,808 6,616 2,106 577 72 254 52,433 Loans 3 44,116 52,421 127,682 121,213 42,941 14,273 402,645 thereof: 54 28 341 26 68 87 604 Securities held to maturity 3,206 0 0 0 0 0 3,206 Other assets subject to credit risk 26,594 25,791 9,656 13,091 630 273 76,036 Financial guarantees and other 4 5,699 13,712 16,753 9,663 4,477 2,038 52,341 Irrevocable lending commitments and other 4 21,479 45,635 47,480 29,274 18,173 4,022 166,063 Total 621,650 421,112 270,058 230,615 79,025 27,013 1,649,473 1 All amounts at carrying value unless otherwise indicated. 2 Excludes equities, other equity interests and commodities. 3 Gross loans less deferred expense/unearned income before deductions of allowance for loan losses. 4 Figures are reflected at notional amounts.

Risk Report - Credit Risk Ex111

Risk Report - Credit Risk Exposure - Main credit exposure categories by geographical region (Tables)	12 Months Ended
	Dec. 31, 2017
Credit Risk Profile by Region [Abstract]
Main credit exposure categories by geographical region [text block table]	Main credit exposure categories by geographical region Dec 31, 2017 in € m. Loans 1 Irrevocable lending commit- ments 2 Contingent liabilities OTC derivatives 3 Traded Loans Traded Bonds Debt securities 4 Repo and repo-style transactions 5 Total Europe 299,937 65,739 27,574 18,353 3,149 33,120 35,304 26,648 509,825 thereof: Germany 199,867 27,483 10,739 1,661 146 4,912 12,414 3,421 260,644 United Kingdom 6,895 5,748 1,514 5,849 190 9,668 864 10,123 40,851 France 2,651 8,265 1,266 1,231 242 3,096 3,597 3,442 23,788 Luxembourg 15,983 2,858 484 1,102 247 1,017 6,142 711 28,544 Italy 21,836 1,642 3,657 1,750 497 4,167 642 820 35,012 Netherlands 8,304 6,498 1,627 2,292 493 2,022 2,793 82 24,112 Spain 13,250 1,866 3,046 704 227 2,188 946 987 23,213 Ireland 4,415 1,843 481 972 272 1,022 655 2,673 12,333 Switzerland 6,922 2,324 2,488 313 65 644 163 416 13,336 Poland 7,871 807 234 26 36 296 1,820 0 11,089 Belgium 1,177 1,280 405 352 12 601 1,574 0 5,401 Other Europe 10,765 5,124 1,633 2,099 723 3,486 3,696 3,975 31,500 North America 64,086 85,358 10,031 10,015 5,129 31,636 10,986 56,776 274,017 thereof: U.S. 53,795 80,776 9,489 8,036 4,750 29,972 10,623 44,659 242,101 Cayman Islands 2,312 1,951 52 700 103 1,041 17 9,162 15,336 Canada 838 1,564 110 1,092 87 272 346 1,688 5,996 Other North America 7,141 1,068 380 187 190 351 0 1,267 10,584 Asia/Pacific 34,469 4,447 8,967 2,254 1,735 20,319 1,025 19,909 93,126 thereof: Japan 1,093 276 349 366 66 4,760 15 10,354 17,278 Australia 1,477 1,076 128 277 310 3,716 588 1,453 9,026 India 7,034 717 1,645 219 86 3,973 0 1,517 15,191 China 4,393 378 1,195 263 2 836 0 3,130 10,198 Singapore 4,946 419 794 177 75 927 0 220 7,559 Hong Kong 4,224 385 598 144 551 399 2 45 6,348 Other Asia/Pacific 11,300 1,197 4,259 808 644 5,707 419 3,190 27,526 Other geographical areas 7,130 2,708 1,639 808 862 2,190 936 1,466 17,739 Total 405,621 158,253 48,212 31,430 10,876 87,264 48,251 104,800 894,707 1 Includes impaired loans amounting to € 6.2 billion as of December 31, 2017. 2 Includes irrevocable lending commitments related to consumer credit exposure of € 10.1 billion as of December 31, 2017. 3 Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting . 4 Includes debt securities on financial assets available for sale and securities held to maturity. 5 Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed . Dec 31, 2016 6 in € m. Loans 1 Irrevocable lending commit- ments 2 Contingent liabilities OTC derivatives 3 Traded Loans Traded Bonds Debt securities 4 Repo and repo-style transactions 5 Total Europe 303,329 65,926 28,747 25,944 4,157 23,924 41,438 24,418 517,881 thereof: Germany 197,368 27,954 11,511 2,636 236 3,070 12,970 5,571 261,316 United Kingdom 7,942 7,331 1,422 7,925 519 4,224 1,929 9,327 40,620 France 2,703 5,854 1,373 1,436 216 2,255 4,866 1,830 20,534 Luxembourg 19,312 2,998 575 1,521 330 1,228 7,179 372 33,515 Italy 21,374 1,462 3,607 3,183 444 2,195 279 1,808 34,351 Netherlands 8,934 6,370 1,749 3,270 224 2,164 4,143 474 27,328 Spain 13,196 1,785 3,045 671 361 1,451 756 674 21,939 Ireland 5,113 1,742 465 1,525 305 1,251 746 1,216 12,364 Switzerland 7,350 2,285 2,044 243 162 1,134 186 230 13,635 Poland 7,402 702 208 65 6 281 1,542 0 10,205 Belgium 1,581 1,423 399 481 5 424 2,520 80 6,914 Other Europe 11,055 6,018 2,349 2,988 1,347 4,248 4,322 2,836 35,162 North America 69,921 92,699 12,013 12,162 6,471 36,332 11,444 61,771 302,814 thereof: U.S. 56,567 87,503 11,336 9,307 6,181 30,961 10,843 47,528 260,225 Cayman Islands 2,993 1,045 86 725 37 1,215 24 11,679 17,804 Canada 2,247 2,288 163 1,723 112 628 249 95 7,505 Other North America 8,115 1,863 428 406 142 3,528 328 2,470 17,279 Asia/Pacific 31,644 5,782 9,958 4,753 1,606 18,525 1,425 17,515 91,208 thereof: Japan 888 299 350 941 95 3,932 17 9,002 15,522 Australia 1,259 1,142 166 445 143 3,357 949 1,157 8,619 India 7,589 371 1,735 537 8 3,148 0 1,578 14,966 China 2,953 722 1,113 446 11 687 0 1,945 7,877 Singapore 3,885 434 807 142 419 1,528 1 280 7,497 Hong Kong 2,405 944 566 407 174 343 0 64 4,903 Other Asia/Pacific 12,664 1,869 5,221 1,834 757 5,531 458 3,490 31,824 Other geographical areas 8,561 1,655 1,624 1,334 960 2,513 414 1,204 18,266 Total 413,455 166,063 52,341 44,193 13,193 81,293 54,722 104,909 930,169 1 Includes impaired loans amounting to € 7.4 billion as of December 31, 2016. 2 Includes irrevocable lending commitments related to consumer credit exposure of € 10.3 billion as of December 31, 2016. 3 Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting. 4 Includes debt securities on financial assets available for sale and securities held to maturity. 5 Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed.

Risk Report - Sovereign Credit

Risk Report - Sovereign Credit Risk Exposure to Certain Eurozone Countries (Tables)	12 Months Ended
	Dec. 31, 2017
Sovereign Credit Risk Exposure to GIIPS Countries
Sovereign Credit Risk Exposure to Certain Eurozone Countries [text block table]	Sovereign credit risk exposure to certain Eurozone countries Dec 31, 2017 Dec 31, 2016 in € m. Direct Sovereign exposure 1 Net Notional of CDS referencing sovereign debt Net sovereign exposure Memo Item: Net fair value of CDS referencing sovereign debt 2 Direct Sovereign exposure 1 Net Notional of CDS referencing sovereign debt Net sovereign exposure Memo Item: Net fair value of CDS referencing sovereign debt 2 Greece 55 (17 ) 38 0 89 (6 ) 83 2 Ireland 709 9 717 0 569 0 569 74 Italy 2,834 (1,818 ) 1,016 49 2,662 (2,223 ) 438 398 Portugal (227 ) 3 (223 ) 0 61 17 79 (8 ) Spain 1,669 (115 ) 1,554 35 1,322 (127 ) 1,195 279 Total 5,040 (1,938 ) 3,102 84 4,703 (2,339 ) 2,364 744 1 Includes sovereign debt classified as financial assets/liabilities at fair value through profit or loss, available for sale and loans carried at amortized cost. Direct Sovereign exposure is net of guarantees received and collateral. 2 The amounts reflect the net fair value in relation to credit default swaps referencing sovereign debt of the respective country representing the counterparty

Risk Report - Asset Quality - N

Risk Report - Asset Quality - Non-impaired past due loans at amortized cost by past due status (Tables)	12 Months Ended
	Dec. 31, 2017
Nonimpaired Past Due Loan Exposure [Abstract]
Non-impaired past due loans at amortized cost by past due status [text block table]	Non-impaired past due loans at amortized cost by past due status in € m. Dec 31, 2017 Dec 31, 2016 Loans less than 30 days past due 2,747 2,116 Loans 30 or more but less than 60 days past due 482 494 Loans 60 or more but less than 90 days past due 250 268 Loans 90 days or more past due 776 484 Total 4,255 3,363

Risk Report - Aggregated Value

Risk Report - Aggregated Value of Collateral - with the fair values of collateral capped at loan outstanding - held against our non-impaired past due loans (Tables)	12 Months Ended
	Dec. 31, 2017
Aggregated Value of Collateral (Loans Past Due but Not Impaired) [Abstract]
Aggregated value of collateral - with the fair values of collateral capped at loan outstanding - held against our non-impaired past due loans [text block table]	Aggregated value of collateral – with the fair values of collateral capped at loan outstanding – held against our non-impaired past due loans in € m. Dec 31, 2017 Dec 31, 2016 Financial and other collateral 2,364 1,775 Guarantees received 148 148 Total 2,512 1,923

Risk Report - Collateral held a

Risk Report - Collateral held against impaired loans, with fair values capped at transactional outstanding (Tables)	12 Months Ended
	Dec. 31, 2017
Aggregated Value of Collateral (Impaired Loans) [Abstract]
Collateral held against impaired loans, with fair values capped at transactional outstanding [text block table]	Collateral held against impaired loans, with fair values capped at transactional outstanding in € m. Dec 31, 2017 Dec 31, 2016 Financial and other collateral 1 1,757 2,016 Guarantees received 309 343 Total collateral held for impaired loans 2,066 2,359 1 Defaulted mortgage loans secured by residential real estate properties, where the loan agreement has been terminated/cancelled are generally subject to formal foreclosure proceedings .

Risk Report - Collateral obtain

Risk Report - Collateral obtained during the reporting periods (Tables)	12 Months Ended
	Dec. 31, 2017
Collateral Obtained [Abstract]
Collateral obtained during the reporting periods [text block table]	Collateral obtained during the reporting periods in € m. 2017 2016 Commercial real estate 9 9 Residential real estate 1 63 55 Other 0 0 Total collateral obtained during the reporting period 72 64 1 Carrying amount of foreclosed residential real estate properties amounted to € 67 million as of December 31, 2017 and € 78 million as of December 31, 2016 .

Risk Report - Impaired loans, a

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by business division (Tables)	12 Months Ended
	Dec. 31, 2017
Impaired Loans, Allowance and Coverage Ratio by Business Division [Abstract]
Impaired loans, allowance for loan losses and coverage ratios by business division [text block table]	Impaired loans, allowance for loan losses and coverage ratios by business division Dec 31, 2017 Dec 31, 2016 2017 increase (decrease) from 2016 in € m. Impaired loans Loan loss allowance Impaired loan coverage ratio Impaired loans Loan loss allowance Impaired loan coverage ratio Impaired loans Impaired loan coverage ratio in ppt Corporate & Investment Bank 2,517 1,565 62 % 3,007 1,893 63 % (490 ) (0 ) Private & Commercial Bank 3,717 2,355 63 % 3,646 2,217 61 % 71 0 Deutsche Asset Management 0 0 N/M 0 1 N/M 1 0 N/M Non-Core Operations Unit 2 0 0 N/M 794 462 58 % (794 ) N/M thereof: assets reclassi- 0 0 N/M 92 69 75 % (92 ) N/M Consolidation & Adjustments 1 1 N/M 1 0 4 N/M 1 0 N/M Total 6,234 3,921 63 % 7,447 4,546 61 % (1,213 ) 0 N/M – not meaningful. 1 Allowance in Consolidation & Adjustments and Other and Deutsche Asset Management fully consists of collectively assessed allowance for non-impaired loans. 2 From 2017 onwards, Non-Core Operations Unit (NCOU) ceased to exist as a standalone division. The remaining impaired assets and the corresponding loan loss allowance as of December 31, 2016 are now managed by the corresponding core operating segments, predominantly Private & Commercial Bank. 3 2016 Impaired loans and Loan loss allowance numbers have been restated to reflect restructuring of business areas.

Risk Report - Impaired loans118

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by industry (Tables)	12 Months Ended
	Dec. 31, 2017
Impaired Loans by Industry Sector [Abstract]
Impaired loans, allowance for loan losses and coverage ratios by industry [text block table]	Impaired loans, allowance for loan losses and coverage ratios by industry Dec 31, 2017 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Financial intermediation 121 8 129 1 3 40 44 34 % Fund management activities 8 8 16 1 0 3 4 24 % Manufacturing 520 165 685 439 146 51 635 93 % Wholesale and retail trade 333 188 521 211 156 27 394 76 % Households 155 2,233 2,388 153 1,290 83 1,526 64 % Commercial real estate activities 345 30 376 115 11 42 168 45 % Public sector 74 0 74 6 0 12 17 24 % Other 1 1,792 254 2,046 840 139 153 1,132 55 % Total 3,348 2,886 6,234 1,766 1,745 410 3,921 63 % 1 Thereof: ‘Transportation, storage and communication’ - Total Impaired Loans € 808 million /Total Loan loss allowance € 469 million . ‘Real estate; renting and business activities’ - € 482 million / € 234 million , ‘Construction’ - € 378 million / € 144 million , ‘Mining and quarrying’ - € 169 million / € 116 million . Dec 31, 2016 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Financial intermediation 122 11 133 27 3 47 77 58 % Fund management activities 14 7 21 1 0 4 5 26 % Manufacturing 524 229 754 476 149 82 707 94 % Wholesale and retail trade 472 234 707 223 161 29 413 58 % Households 193 2,467 2,661 220 1,466 67 1,754 66 % Commercial real estate activities 385 37 422 168 25 39 233 55 % Public sector 19 0 19 4 0 3 7 35 % Other 2 2,397 334 2,731 953 168 230 1,351 49 % Total 4,126 3,321 7,447 2,071 1,972 503 4,546 61 % 1 Thereof: ‘Transportation, storage and communication’ - Total Impaired Loans € 1.1 billion /Total Loan loss allowance € 650 million , ‘Real estate; renting and business activities’ - € 489 million / € 230 million , ‘Construction’: € 309 million / € 170 million , ‘Mining and quarrying’ - € 232 million / € 103 million .

Risk Report - Impaired loans119

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by region (Tables)	12 Months Ended
	Dec. 31, 2017
Impaired Loans by Region [Abstract]
Impaired loans, allowance for loan losses and coverage ratios by region [text block table]	Impaired loans, allowance for loan losses and coverage ratios by region Dec 31, 2017 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Total Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Germany 953 1,312 2,266 600 823 104 1,527 67 % Western Europe 1,471 1,422 2,892 815 822 113 1,749 60 % Eastern Europe 45 123 168 45 92 11 147 88 % North America 497 1 498 67 0 102 170 34 % Central and South America 70 0 70 14 0 21 35 50 % Asia/Pacific 264 28 292 223 8 41 272 93 % Africa 48 0 49 1 0 9 10 20 % Other 0 0 0 0 0 11 11 0 % Total 3,348 2,886 6,234 1,766 1,745 410 3,921 63 % N/M - Not meaningful Dec 31, 2016 Impaired Loans Loan loss allowance in € m. Individually assessed Collectively assessed Tot al Individually assessed allowance Collectively assessed allowance for impaired loans Collectively assessed allowance for non-impaired loans Total Impaired loan coverage ratio Germany 1,154 1,486 2,639 563 804 122 1,489 56 % Western Europe 2,021 1,688 3,709 1,008 1,057 130 2,195 59 % Eastern Europe 46 132 179 39 106 10 154 86 % North America 495 1 496 148 0 128 277 56 % Central and South America 4 0 5 3 0 14 16 363 % 1 Asia/Pacific 341 14 355 286 5 76 367 103 % 1 Africa 63 1 64 24 0 8 32 50 % Other 2 0 2 0 0 17 17 908 % 1 Total 4,126 3,321 7,447 2,071 1,972 503 4,546 61 %

Acquisitions and Dispositions -

Acquisitions and Dispositions - Assets and liabilities disposed (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Assets and liabilities disposed
Cash and cash equivalents	€ 47	€ 0	€ 0
All remaining assets	848	14,858	443
Total assets disposed	895	14,858	443
Total liabilities disposed	€ 814	€ 12,250	€ 52

Acquisitions and Disposition121

Acquisitions and Dispositions - Assets and liabilities disposed (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Assets and liabilities disposed
Total cash consideration received for dispositions of subsidiaries/businesses	€ 129	€ 2,023	€ 555

Business Segments and Relate122

Business Segments and Related Information - Entity-Wide Disclosures by Geographic Area (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Entity-Wide Disclosures by Geographic Area [Domain Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues	[1]	€ 26,447	€ 30,014	€ 33,525
Entity-Wide Disclosures by Geographic Area [Domain Member] | Consolidation & Adjustments [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		(488)	(471)	179
Germany [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues	[2]	9,737	10,604	10,299
Germany [Member] | Corporate & Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,503	1,924	1,942
Germany [Member] | Private & Commercial Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		7,225	7,571	7,289
Germany [Member] | Deutsche Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,009	888	963
Germany [Member] | Non-Core Operations Unit [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		0	221	105
UK [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,284	4,895	6,061
UK [Member] | Corporate & Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,817	4,298	5,309
UK [Member] | Private & Commercial Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		34	83	77
UK [Member] | Deutsche Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		434	836	748
UK [Member] | Non-Core Operations Unit [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		0	(322)	(73)
Rest of Europe, Middle East and Africa [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,770	4,425	4,169
Rest of Europe, Middle East and Africa [Member] | Corporate & Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		1,268	1,544	1,647
Rest of Europe, Middle East and Africa [Member] | Private & Commercial Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		2,037	2,360	2,111
Rest of Europe, Middle East and Africa [Member] | Deutsche Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		465	497	402
Rest of Europe, Middle East and Africa [Member] | Non-Core Operations Unit [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		0	23	9
Americas [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		5,881	6,826	8,381
Americas [Member] | Corporate & Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		4,999	5,928	6,209
Americas [Member] | Private & Commercial Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		390	625	691
Americas [Member] | Deutsche Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		492	578	727
Americas [Member] | Non-Core Operations Unit [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		0	(305)	754
Asia/Pacific [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		3,263	3,735	4,436
Asia/Pacific [Member] | Corporate & Investment Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		2,639	3,068	3,792
Asia/Pacific [Member] | Private & Commercial Bank [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		491	451	469
Asia/Pacific [Member] | Deutsche Asset Management [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		133	216	176
Asia/Pacific [Member] | Non-Core Operations Unit [Member]
Entity-Wide Disclosures by Geographic Area [Line Items]
Net revenues		€ 0	€ 1	€ 0
[1]	Consolidated net revenues comprise interest and similar income, interest expenses and total noninterest income (including net commission and fee income). Revenues are attributed to countries based on the location in which the Groups booking office is located. The location of a transaction on the Groups books is sometimes different from the location of the headquarters or other offices of a customer and different from the location of the Groups personnel who entered into or facilitated the transaction. Where the Group records a transaction involving its staff and customers and other third parties in different locations frequently depends on other considerations, such as the nature of the transaction, regulatory considerations and transaction processing considerations
[2]	All Postbank operations are disclosed as German operations subject to further systems integration

Business Segments and Relate123

Business Segments and Related Information - Entity-Wide Disclosures by Geographic Area (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Entity-Wide Disclosures by Geographic Area [Abstract]
Increase of net interest income in CIB due to presentation of tax-exempt securities as fully taxable, offsetted by reversal in C&A	€ 0	€ 126	€ 123

Combined Net Interest Income an

Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Combined Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Line Items]
Net interest income		€ 12,378	€ 14,707	€ 15,881
Trading income	[1]	3,374	547	3,874
Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss		(448)	854	(32)
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss		2,926	1,401	3,842
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss		15,304	16,108	19,723
Corporate & Investment Bank		9,078	10,773	12,348
Total Sales & Trading		6,299	7,144	8,826
Sales & Trading (Equity)		1,592	1,934	2,838
Sales & Trading (FIC)		4,707	5,210	5,987
Financing		1,641	1,839	1,523
Global Transaction Banking		1,937	2,098	2,218
Remaining Products		(800)	(309)	(219)
Private & Commercial Bank		6,158	6,420	6,573
Deutsche Asset Management		30	365	255
Non-Core Operations Unit		0	(1,307)	(362)
Consolidation & Adjustments		37	(143)	910
Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss		€ 15,304	€ 16,108	€ 19,723
[1]	Trading income includes gains and losses from derivatives not qualifying for hedge accounting.

Net Gains (Losses) on Financ125

Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss (Detail) - Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Trading income [Abstract]
Total Sales & Trading	€ 5,122	€ 4,064	€ 4,294
Sales & Trading (equity)	1,152	616	544
Sales & Trading (FIC)	3,969	3,448	3,750
Other trading income	(1,748)	(3,517)	(420)
Total trading income	3,374	547	3,874
Breakdown by financial asset/liability category [Abstract]
Securities purchased/sold under resale/repurchase agreements	3	(3)	3
Securities borrowed/loaned	(1)	1	0
Loans and loan commitments	(32)	(109)	(453)
Deposits	(30)	(28)	0
Long-term debt	(398)	303	761
Other financial assets/liabilities designated at fair value through profit or loss	10	691	(344)
Total net gains (losses) on financial assets/liabilities designated at fair value through profit or loss	(448)	854	(32)
Total net gains (losses) on financial assets/liabilities at fair value through profit or loss	€ 2,926	€ 1,401	€ 3,842

Net Interest Income (Detail)

Net Interest Income (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Interest and similar income:
Interest income on cash and central bank balances	€ 1,070	€ 433	€ 88
Interest income on interbank balances (w/o central banks)	245	252	411
Central bank funds sold and securities purchased under resale agreements	292	359	377
Interest income on financial assets available for sale	1,083	1,313	1,292
Dividend income on financial assets available for sale	88	205	301
Loans	11,941	12,311	12,219
Interest income on securities held to maturity	68	67	0
Other	1,406	1,417	782
Total Interest and similar income not at fair value through profit or loss	16,193	16,357	15,470
Financial assets at fair value through profit or loss	7,899	9,279	10,496
Total interest and similar income	24,092	25,636	25,967
Interest expense:
Interest-bearing deposits	2,833	2,583	2,764
Central bank funds purchased and securities sold under repurchase agreements	431	255	153
Other short-term borrowings	135	179	229
Long-term debt	1,795	1,759	1,480
Trust preferred securities	413	437	568
Other	1,437	1,083	357
Total Interest expense not at fair value through profit or loss	7,044	6,295	5,552
Financial liabilities at fair value through profit or loss	4,671	4,634	4,534
Total interest expense	11,714	10,929	10,086
Net interest income	€ 12,378	€ 14,707	€ 15,881

Net Interest Income (Detail_ Te

Net Interest Income (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Net Interest Income [Abstract]
Government grants under the (TLTRO II) program included in Other interest income	€ 116
Interest income recorded on impaired financial assets	€ 61	€ 63	€ 67

Commissions and Fee Income and

Commissions and Fee Income and Expense (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Commission and fee income and expense:
Commission and fee income	€ 14,102	€ 14,999	€ 16,412
Commission and fee expense	3,100	3,255	3,647
Net commissions and fee income	€ 11,002	€ 11,744	€ 12,765

Net Commission and Fee Income (

Net Commission and Fee Income (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Net commissions and fee income:
Net commissions and fees from fiduciary activities	€ 4,320	€ 4,287	€ 4,480
Net commissions, brokers fees, mark-ups on securities underwriting and other securities activities	2,985	3,305	4,134
Net fees for other customer services	3,698	4,152	4,151
Net commissions and fee income	€ 11,002	€ 11,744	€ 12,765

Net Gains (Losses) on Financ130

Net Gains (Losses) on Financial Assets Available for Sale (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Net gains (losses) on financial assets available for sale [Abstract]
Net gains (losses) on debt securities:	€ 114	€ 229	€ 48
Net gains (losses) from disposal	115	230	58
Impairments	(1)	(1)	(10)
Net gains (losses) on equity securities:	219	79	104
Net gains (losses) from disposal/remeasurement	219	96	156
Impairments	(1)	(17)	(52)
Net gains (losses) on loans:	37	6	52
Net gains (losses) from disposal	45	21	83
Impairments	(8)	(15)	(31)
Reversal of impairments	0	0	0
Net gains (losses) on other equity interests:	110	339	1
Net gains (losses) from disposal	137	348	14
Impairments	(27)	(9)	(13)
Total net gains (losses) on financial assets available for sale	€ 479	€ 653	€ 203

Other Income (Detail)

Other Income (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Other Income [Abstract]
Net gains (losses) on disposal of loans		€ 19	€ (128)	€ 237
Insurance premiums	[1]	4	89	108
Net income (loss) from hedge relationships qualifying for hedge accounting		(609)	(370)	(910)
Consolidated investments		0	362	470
Remaining other income	[2]	112	1,100	763
Total other income (loss)		€ (475)	€ 1,053	€ 669
[1]	Net of reinsurance premiums paid. The development is primarily driven by Abbey Life Assurance Company Limited which has been sold in 2016
[2]	Includes net gains (losses) of (81)million, 744million and 237million for the years ended December31, 2017, 2016 and 2015, respectively, that are related to non-current assets and disposal groups held for sale

Other Income (Detail_ Text Valu

Other Income (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Other Income [Abstract]
Net gains related to non-current assets and disposal groups held for sale	€ (81)	€ 744	€ 237

General and Administrative E133

General and Administrative Expenses (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
General and administrative expenses [Abstract]
IT costs		€ 3,798	€ 3,872	€ 3,664
Occupancy, furniture and equipment expenses		1,849	1,972	1,944
Professional service fees		1,769	2,305	2,283
Communication and data services		686	761	807
Travel and representation expenses		405	450	505
Banking and transaction charges		744	664	598
Marketing expenses		309	285	294
Consolidated investments		0	334	406
Other expenses	[1]	2,414	4,812	8,129
Total general and administrative expenses		€ 11,973	€ 15,454	€ 18,632
[1]	Includes litigation related expenses of 213million in 2017, 2.4billion in 2016 and 5.2billion in 2015. See Note 29 Provisions, for more detail on litigation.

General and Administrative E134

General and Administrative Expenses (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
General and administrative expenses [Abstract]
Litigation related expenses included in "Other expenses"	€ 213	€ 2,400	€ 5,200

Restructuring - Net Restructuri

Restructuring - Net Restructuring Expense by Division (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Corporate & Investment Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ 82	€ 299	€ 129
Private & Commercial Bank [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(360)	(141)	(585)
Deutsche Asset Management [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	(6)	47	(2)
Non-Core Operations Unit [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	(4)	1
Consolidation & Adjustments [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	0	(7)	(3)
Total Net Restructuring Charges [Member]
Net Restructuring Expense by Division [Line Items]
Total Net Restructuring Charges	€ (447)	€ (484)	€ (710)

Restructuring - Net Restruct136

Restructuring - Net Restructuring Expense by Division (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Net Restructuring Expense by Division
Provisions for restructuring	€ 696	€ 741	€ 651

Restructuring - Net Restruct137

Restructuring - Net Restructuring by Type (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Net Restructuring by Type
Restructuring, Staff related	€ (430)	€ (491)	€ (663)
thereof [Abstract]
Termination Benefits	(402)	(432)	(602)
Retention Acceleration	(26)	(54)	(61)
Social Security	(2)	(5)	0
Restructuring, Non Staff related	(17)	7	(46)
Total Net Restructuring Charges	€ 447	€ (484)	€ 710

Restructuring - Organizational

Restructuring - Organizational Changes (Detail)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Corporate & Investment Bank [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	502	356	237
Private & Commercial Bank [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	1,054	453	141
Deutsche Asset Management [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	38	101	22
Non-Core Operations Unit [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	0	0	1
Infrastructure/Regional Management [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	451	541	261
Total full-time equivalent staff [Member]
Organizational Changes [Line Items]
Full-time equivalent staff, Organizational Changes	2,045	1,451	662

Earnings per Share - Computatio

Earnings per Share - Computation of Earnings per Share (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Computation of Earnings per Share [Line Items]
Net income (loss) attributable to Deutsche Bank shareholders, numerator for basic earnings per share	€ (1,049)	€ (1,678)	€ (7,022)
Effect of dilutive securities [Abstract]
Forwards and options	0	0	0
Convertible debt	0	0	0
Net income (loss) attributable to Deutsche Bank shareholders after assumed conversions, numerator for diluted earnings per share	€ (1,049)	€ (1,678)	€ (7,022)
Number of shares in million [Abstract]
Weighted-average shares outstanding, denominator for basic earnings per share	1,967.7	1,555.3	1,555.1
Effect of dilutive securities:
Forwards	0	0	0
Employee stock compensation options	0	0	0
Deferred shares	0	0	0
Other (including trading options)	0	0	0
Dilutive potential common shares	0	0	0
Adjusted weighted-average shares after assumed conversions, denominator for diluted earnings per share	1,967.7	1,555.3	1,555.1

Earnings per Share - Computa140

Earnings per Share - Computation of Earnings per Share in Euro (Detail) - € / shares	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Earnings per share [Abstract]
Basic earnings per share	€ (0.53)	€ (1.08)	€ (4.52)
Diluted earnings per share	€ (0.53)	€ (1.08)	€ (4.52)

Earnings per Share - Computa141

Earnings per Share - Computation of Earnings per Share in Euro (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Computation of Earnings per Share [Abstract]
Earnings adjustment for coupons paid on Additional Tier 1 Notes, net of tax	€ 298	€ 276	€ 228

Changes in Fair Value of Financ

Changes in Fair Value of Financial Liabilities Designated at Fair Value through Profit or Loss (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Changes in Fair Value of Financial Liabilities Designated at Fair Value through Profit or Loss
Annual change in the fair value reflected in the Statement of Income	[1]	€ 60	€ (73)
Cumulative change in the fair value	[1]	€ 72	€ 11
[1]	The fair value of a financial liability incorporates the credit risk of that financial liability. Changes in the fair value of financial liabilities issued by consolidated structured entities have been excluded as this is not related to the Groups credit risk but to that of the legally isolated structured entity, which is dependent on the collateral it holds.

Changes in Fair Value of Loans,

Changes in Fair Value of Loans, Loans Commitments and Credit Derivatives (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Loans [Member]
Changes in Fair Value of Loans, Loans Commitments and Credit Derivatives [line items]
Notional value of loans and loan commitments exposed to credit risk	[1]	€ 2,865	€ 3,604
Annual change in the fair value reflected in the Statement of Income	[1]	7	9
Cumulative change in the fair value	[1],[2],[3]	10	9
Notional of credit derivatives used to mitigate credit risk	[1]	536	358
Annual change in the fair value reflected in the Statement of Income	[1]	0	(1)
Cumulative change in the fair value	[1],[2],[3]	1	(2)
Loan commitments [Member]
Changes in Fair Value of Loans, Loans Commitments and Credit Derivatives [line items]
Notional value of loans and loan commitments exposed to credit risk	[4]	1,973	3,357
Annual change in the fair value reflected in the Statement of Income	[4]	14	45
Cumulative change in the fair value	[3],[4]	30	37
Notional of credit derivatives used to mitigate credit risk	[4]	4,728	4,997
Annual change in the fair value reflected in the Statement of Income	[4]	(42)	(3)
Cumulative change in the fair value	[3],[4]	€ (46)	€ (6)
[1]	Where the loans are over-collateralized there is no material movement in valuation during the year or cumulatively due to movements in counterparty credit risk.
[2]	3 Changes are attributable to loans and loan commitments held at reporting date, which may differ from those held in prior periods. No adjustments are made to prior year to reflect differences in the underlying population.
[3]	Changes are attributable to loans and loan commitments held at reporting date, which may differ from those held in prior periods. No adjustments are made to prior year to reflect differences in the underlying population.
[4]	Determined using valuation models that exclude the fair value impact associated with market risk.

Earnings per Share - Outstandin

Earnings per Share - Outstanding and Not Included in the Calculation of Diluted Earnings per Share (Detail) - Outstanding and Not Included in the Calculation of Diluted Earnings per Share [Member] - shares		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Outstanding and Not Included in the Calculation of Diluted Earnings per Share [Line Items]
Call options sold	[1]	0	0	0
Employee stock compensation options		0	0	0
Deferred shares	[1]	104.4	69.6	52.5
[1]	Not included in the calculation of diluted earnings per share, because to do so would have been anti-dilutive

Excess of the Contractual Amoun

Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Excess of the Contractual Amount Repayable at Maturity over the Carrying Value of Financial Liabilities
Including undrawn loan commitments	[1],[2]	€ 6,088	€ 8,396
Excluding undrawn loan commitments	[1]	€ 2,073	€ 2,779
[1]	Assuming the liability is extinguished at the earliest contractual maturity that the Group can be required to repay. When the amount payable is not fixed, it is determined by reference to conditions existing at the reporting date.
[2]	The contractual cash flows at maturity for undrawn loan commitments assume full drawdown of the facility.

Financial Assets at Fair Value

Financial Assets at Fair Value through Profit and Loss (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Financial Assets at Fair Value through Profit and Loss [Abstract]
Traded loans included in "Other trading assets"	€ 10,876	€ 13,200
Group's maximum exposure to credit risk on drawn loans, including securities purchased under resale agreements and securities borrowed	€ 82,899	€ 76,000

Financial Liabilities at Fair V

Financial Liabilities at Fair Value through Profit and Loss (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Trading liabilities:
Trading securities, liabilities	€ 71,148	€ 56,592
Other trading liabilities	314	437
Total trading liabilities	71,462	57,029
Negative market values from derivative financial instruments	342,726	463,858
Total financial liabilities classified as held for trading:	414,189	520,887
Financial liabilities designated at fair value through profit or loss:
Securities sold under repurchase agreements	53,840	50,397
Loan commitments	8	40
Long-term debt	6,439	6,473
Other financial liabilities designated at fair value through profit or loss	3,587	3,582
Total financial liabilities designated at fair value through profit or loss	63,874	60,492
Investment contract liabilities	574	592
Total financial liabilities at fair value through profit or loss	€ 478,636	€ 581,971

Notes to the Consolidated Balan

Notes to the Consolidated Balance Sheet - Financial Assets at Fair Value through Profit and Loss (Detail) - EUR (€) € in Millions	Dec. 31, 2017		Dec. 31, 2016
Trading assets:
Trading securities, assets	€ 173,196		€ 156,926
Other trading assets	11,466	[1]	14,117
Total trading assets	184,661		171,044
Positive market values from derivative financial instruments	361,032		485,150
Total financial assets classified as held for trading	545,693		656,194
Financial assets designated at fair value through profit or loss:
Securities purchased under resale agreements	57,843		47,404
Securities borrowed	20,254		21,136
Loans	4,802		7,505
Other financial assets designated at fair value through profit or loss	8,377		11,541
Total fiinancial assets designated at fair value through profit or loss	91,276		87,587
Total financial assets at fair value through profit or loss	€ 636,970		€ 743,781
[1]	Includes traded loans of 10.9billion and 13.2billion at December 31, 2017 and 2016 respectively.

Financial Instruments carrie149

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Quoted prices in active market (Level 1)
Financial assets held at fair value:
Trading assets	[1]	€ 106,075	€ 89,943
Trading securities, assets	[1]	105,792	89,694
Other trading assets	[1]	283	248
Positive market values from derivative financial instruments	[1]	12,280	8,802	[2]
Financial assets designated at fair value through profit or loss	[1]	6,547	10,118
Financial assets available for sale	[1]	29,579	35,626	[3]
Other financial assets at fair value	[1]	0	28
Total financial assets held at fair value	[1]	154,480	144,517
Financial liabilities held at fair value:
Trading liabilities	[1]	53,644	41,664
Trading securities, liabilities	[1]	53,644	41,664
Other trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[1]	9,163	9,913	[4]
Financial liabilities designated at fair value through profit or loss	[1]	4	4
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1]	0	0
Total financial liabilities held at fair value	[1]	62,810	51,581
Valuation technique observable parameters (Level 2)
Financial assets held at fair value:
Trading assets	[1]	69,543	70,415
Trading securities, assets	[1]	62,770	62,220
Other trading assets	[1]	6,773	8,195
Positive market values from derivative financial instruments	[1]	341,413	466,551	[2]
Financial assets designated at fair value through profit or loss	[1]	83,242	75,867
Financial assets available for sale	[1]	15,713	16,449	[3]
Other financial assets at fair value	[1],[5]	3,258	3,618
Total financial assets held at fair value	[1]	513,169	632,900
Financial liabilities held at fair value:
Trading liabilities	[1]	17,817	15,311
Trading securities, liabilities	[1]	17,503	14,874
Other trading liabilities	[1]	314	437
Negative market values from derivative financial instruments	[1]	327,572	445,089	[4]
Financial liabilities designated at fair value through profit or loss	[1]	62,426	58,259
Investment contract liabilities	[1]	574	592
Other financial liabilities at fair value	[1],[5]	1,294	4,647
Total financial liabilities held at fair value	[1]	409,683	523,898
Valuation technique unobservable parameters (Level 3)
Financial assets held at fair value:
Trading assets	[1]	9,043	10,686
Trading securities, assets	[1]	4,634	5,012
Other trading assets	[1]	4,409	5,674
Positive market values from derivative financial instruments	[1]	7,340	9,798
Financial assets designated at fair value through profit or loss	[1]	1,488	1,601
Financial assets available for sale	[1]	4,104	4,153
Other financial assets at fair value	[1]	47	33
Total financial assets held at fair value	[1]	22,022	26,271
Financial liabilities held at fair value:
Trading liabilities	[1]	2	52
Trading securities, liabilities	[1]	2	52
Other trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[1]	5,992	8,857
Financial liabilities designated at fair value through profit or loss	[1]	1,444	2,229
Investment contract liabilities	[1]	0	0
Other financial liabilities at fair value	[1],[6]	(298)	(848)
Total financial liabilities held at fair value	[1]	€ 7,139	€ 10,290
[1]	Amounts in this table are generally presented on a gross basis, in line with the Groups accounting policy regarding offsetting of financial instruments, as described in Note 1 Significant Accounting Policies and Critical Accounting Estimates.
[2]	Reassessment of trades have resulted a restatement in positive market values for derivatives financial instrument by 5.0billion in Valuation technique observable parameters (Level 2) and negative 5.0billion in Quoted prices in active market (Level 1).
[3]	Financial assets available for sale have been restated by 6.9billion in Quoted prices in active market (Level 1) and negative 6.9billion in Valuation technique observable parameters (Level 2).
[4]	Reassessment of trades have resulted a restatement in negative market values for derivatives financial instrument by 3.7billion in Valuation technique observable parameters (Level 2) and negative 3.7billion in Quoted prices in active market (Level 1)
[5]	Predominantly relates to derivatives qualifying for hedge accounting.
[6]	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 carrie150

Financial Instruments carried at Fair Value - Carrying Value of The Financial Instruments held at Fair Value (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Quoted prices in active market (Level 1)
Carrying Value of The Financial Instruments held at Fair Value [Line Items]
Financial assets available for sale restated		€ 6,900
Positive market values from derivative financial instruments restated		(4,972)
Negative market values for derivatives financial instruments restated		(3,703)
Transfers from Level 1 to Level 2 on financial assets available for sale based on liquidity testing procedures	€ (1,000)
Valuation technique observable parameters (Level 2)
Carrying Value of The Financial Instruments held at Fair Value [Line Items]
Financial assets available for sale restated		(6,900)
Positive market values from derivative financial instruments restated		4,972
Negative market values for derivatives financial instruments restated		€ 3,703
Transfers from Level 1 to Level 2 on financial assets available for sale based on liquidity testing procedures	€ 1,000

Financial Instruments carrie151

Financial Instruments carried at Fair Value - Recognitions of Trade Date Profit (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Recognitions of Trade Date Profit
Balance	€ 916	€ 955
New trades during the period	277	454
Amortization	(282)	(297)
Matured trades	(140)	(158)
Subsequent move to observability	(71)	(39)
Exchange rate changes	(11)	0
Balance	€ 690	€ 916

Financial Instruments carrie152

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Valuation technique unobservable parameters (Level 3)
Financial assets held at fair value [Abstract]
Trading securities, assets	[1]	€ 4,634	€ 5,012
Positive market values from derivative financial instruments	[1]	7,340	9,798
Other trading assets	[1]	4,409	5,674
Financial assets designated at fair value through profit or loss	[1]	1,488	1,601
Financial assets available for sale	[1]	4,104	4,153
Other financial assets at fair value	[1]	47	33
Total financial assets held at fair value	[1]	22,022	26,271
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[1]	2	52
Negative market values from derivative financial instruments	[1]	5,992	8,857
Other trading liabilities	[1]	0	0
Financial liabilities designated at fair value through profit or loss	[1]	1,444	2,229
Other financial liabilities at fair value	[1],[2]	(298)	(848)
Total financial liabilities held at fair value	[1]	7,139	10,290
Balance, beginning of year [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets		5,012	6,669
Positive market values from derivative financial instruments		9,798	9,445
Other trading assets		5,674	6,082
Financial assets designated at fair value through profit or loss		1,601	4,478
Financial assets available for sale		4,153	4,874
Other financial assets at fair value		33	0
Total financial assets held at fair value		26,271	31,549
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities		52	18
Negative market values from derivative financial instruments		8,857	7,879
Other trading liabilities		0	0
Financial liabilities designated at fair value through profit or loss		2,229	3,053
Other financial liabilities at fair value		(848)	(1,146)
Total financial liabilities held at fair value		10,290	9,805
Changes in the group of consolidated companies [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets		(1)	0
Positive market values from derivative financial instruments		0	(60)
Other trading assets		(7)	66
Financial assets designated at fair value through profit or loss		0	(509)
Financial assets available for sale		(40)	(1)
Other financial assets at fair value		0	0
Total financial assets held at fair value		(47)	(504)
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities		0	0
Negative market values from derivative financial instruments		(5)	(317)
Other trading liabilities		0	0
Financial liabilities designated at fair value through profit or loss		(7)	0
Other financial liabilities at fair value		0	0
Total financial liabilities held at fair value		(12)	(317)
Total gains/ losses [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	[3]	(153)	143
Positive market values from derivative financial instruments	[3]	(610)	(88)
Other trading assets	[3]	(283)	56
Financial assets designated at fair value through profit or loss	[3]	(78)	40
Financial assets available for sale	[3],[4]	205	255
Other financial assets at fair value	[3]	33	0
Total financial assets held at fair value	[3],[5],[6]	(886)	405
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[3]	(6)	0
Negative market values from derivative financial instruments	[3]	(64)	620
Other trading liabilities	[3]	0	0
Financial liabilities designated at fair value through profit or loss	[3]	(128)	(75)
Other financial liabilities at fair value	[3]	268	135
Total financial liabilities held at fair value	[3],[5],[6]	69	680
Purchases [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets		2,144	1,736
Positive market values from derivative financial instruments		0
Other trading assets		2,095	2,196
Financial assets designated at fair value through profit or loss		807	2
Financial assets available for sale		722	920
Other financial assets at fair value		0	0
Total financial assets held at fair value		5,768	4,853
Financial liabilities held at fair value Abstract, Gains or Losses
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		(1,660)	(3,605)
Positive market values from derivative financial instruments		0
Other trading assets		(2,328)	(3,606)
Financial assets designated at fair value through profit or loss		(118)	(273)
Financial assets available for sale		(249)	(630)
Other financial assets at fair value		0	0
Total financial assets held at fair value		(4,356)	(8,114)
Financial liabilities held at fair value Abstract, Gains or Losses
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	[7]	0
Positive market values from derivative financial instruments	[7]	0	0
Other trading assets	[7]	636	735
Financial assets designated at fair value through profit or loss	[7]	63	131
Financial assets available for sale	[7]	0	0
Other financial assets at fair value	[7]	0	0
Total financial assets held at fair value	[7]	699	866
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[7]	0
Negative market values from derivative financial instruments	[7]	0	0
Other trading liabilities	[7]	0	0
Financial liabilities designated at fair value through profit or loss	[7]	146	587
Other financial liabilities at fair value	[7]	0	0
Total financial liabilities held at fair value	[7]	146	587
Settlements [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	[8]	(818)	(990)
Positive market values from derivative financial instruments	[8]	(1,889)	(1,290)
Other trading assets	[8]	(1,803)	(1,527)
Financial assets designated at fair value through profit or loss	[8]	(710)	(1,073)
Financial assets available for sale	[8]	(1,206)	(1,377)
Other financial assets at fair value	[8]	(26)	0
Total financial assets held at fair value	[8]	(6,453)	(6,257)
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[8]	(46)	34
Negative market values from derivative financial instruments	[8]	(1,827)	(508)
Other trading liabilities	[8]	0	0
Financial liabilities designated at fair value through profit or loss	[8]	(564)	(729)
Other financial liabilities at fair value	[8]	286	3
Total financial liabilities held at fair value	[8]	(2,151)	(1,200)
Transfers into Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	[9]	772	1,589
Positive market values from derivative financial instruments	[9]	2,298	4,158
Other trading assets	[9]	950	2,616
Financial assets designated at fair value through profit or loss	[9]	58	86
Financial assets available for sale	[9]	539	187
Other financial assets at fair value	[9]	7	33
Total financial assets held at fair value	[9]	4,624	8,669
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[9]	1	0
Negative market values from derivative financial instruments	[9]	924	3,316
Other trading liabilities	[9]	0	0
Financial liabilities designated at fair value through profit or loss	[9]	154	245
Other financial liabilities at fair value	[9]	(18)	(26)
Total financial liabilities held at fair value	[9]	1,061	3,534
Transfers out of Level 3 [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets	[9]	(662)	(528)
Positive market values from derivative financial instruments	[9]	(2,257)	(2,367)
Other trading assets	[9]	(524)	(944)
Financial assets designated at fair value through profit or loss	[9]	(134)	(1,282)
Financial assets available for sale	[9]	(21)	(74)
Other financial assets at fair value	[9]	0	0
Total financial assets held at fair value	[9]	(3,598)	(5,195)
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities	[9]	0	0
Negative market values from derivative financial instruments	[9]	(1,892)	(2,134)
Other trading liabilities	[9]	0	0
Financial liabilities designated at fair value through profit or loss	[9]	(387)	(851)
Other financial liabilities at fair value	[9]	15	187
Total financial liabilities held at fair value	[9]	(2,265)	(2,799)
Balance, end of year [Member]
Financial assets held at fair value [Abstract]
Trading securities, assets		4,634	5,012
Positive market values from derivative financial instruments		7,340	9,798
Other trading assets		4,409	5,674
Financial assets designated at fair value through profit or loss		1,488	1,601
Financial assets available for sale		4,104	4,153
Other financial assets at fair value		47	33
Total financial assets held at fair value		22,022	26,271
Financial liabilities held at fair value Abstract, Gains or Losses
Trading securities, liabilities		2	52
Negative market values from derivative financial instruments		5,992	8,857
Other trading liabilities		0	0
Financial liabilities designated at fair value through profit or loss		1,444	2,229
Other financial liabilities at fair value		(298)	(848)
Total financial liabilities held at fair value		€ 7,139	€ 10,290
[1]	Amounts in this table are generally presented on a gross basis, in line with the Groups accounting policy regarding offsetting of financial instruments, as described in Note 1 Significant Accounting Policies and Critical Accounting Estimates.
[2]	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.
[3]	Total gains and losses predominantly relate to net gains (losses) on financial assets/liabilities at fair value through profit or loss reported in the consolidated statement of income. The balance also includes net gains (losses) on financial assets available for sale reported in the consolidated statement of income and unrealized net gains (losses) on financial assets available for sale 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.
[4]	Total gains and losses on available for sale include a gain of 94million recognized in other comprehensive income, net of tax, and a loss of 8million recognized in the income statement presented in net gains (losses) on financial assets available for sale.
[5]	For assets positive balances represent gains, negative balances represent losses. For liabilities positive balances represent losses, negative balances represent gains.
[6]	This amount includes the effect of exchange rate changes. For total financial assets held at fair value this effect is a loss of 565million and for total financial liabilities held at fair value this is a gain of 123million. The effect of exchange rate changes is reported in other comprehensive income, net of tax.
[7]	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.
[8]	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.
[9]	Transfers in and transfers out of Level 3 are related to changes in observability of input parameters. During the year they are recorded at their fair value at the beginning of year. For instruments transferred into Level 3 the table shows the gains and losses and cash flows on the instruments as if they had been transferred at the beginning of the year. Similarly for instruments transferred out of Level 3 the table does not show any gains or losses or cash flows on the instruments during the year since the table is presented as if they have been transferred out at the beginning of the year.

Financial Instruments carrie153

Financial Instruments carried at Fair Value - Reconciliation of Financial Instruments Categorized in Level 3 (Detail: Text Values) - Total gains/ losses [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Financial assets available for sale [Abstract]
gain recognized in other comprehensive income, net of tax	€ 94	€ (94)
loss recognized in the income statement presented in net gains (losses)	(8)	187
Financial assets held at fair value:
therein effect of exchange rate changes	(565)	4
Financial liabilities held at fair value Abstract, Gains or Losses
therein effect of exchange rate changes	€ 123	€ 50

Financial Instruments carrie154

Financial Instruments carried at Fair Value - Sensitivity Analysis by Type of Instrument (Detail) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Positive fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities		€ 126	€ 213
Commercial mortgage-backed securities	[1]	6	13
Mortgage and other asset-backed securities	[1]	26	46
Corporate, sovereign and other debt securities	[1]	94
Equity securities	[1]	95	116
Derivatives [Abstract]
Credit	[1]	155	238
Equity	[1]	164	209
Interest related	[1]	340	429
Foreign exchange	[1]	65	32
Other	[1]	106	143
Loans [Abstract]
Loans	[1]	504	377
Loan commitments	[1]	0	0
Other	[1]	0	0
Total	[1]	1,556	1,758
Negative fair value movement from using reasonable possible alternatives [Member]
Securities:
Debt securities		90	137
Commercial mortgage-backed securities	[1]	6	12
Mortgage and other asset-backed securities	[1]	28	40
Corporate, sovereign and other debt securities	[1]	56
Equity securities	[1]	67	68
Derivatives [Abstract]
Credit	[1]	125	158
Equity	[1]	138	150
Interest related	[1]	173	187
Foreign exchange	[1]	12	21
Other	[1]	73	92
Loans [Abstract]
Loans	[1]	320	227
Loan commitments	[1]	0	0
Other	[1]	0	0
Total	[1]	€ 999	€ 1,040
[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 carrie155

Financial Instruments carried at Fair Value - Total Gains or Losses recorded in Net Gains (Losses) on Financial Instruments at Fair Value through Profit or Loss (Detail) - Unrealized Gains or Losses [Member] - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Financial assets held at fair value [Abstract]
Trading securities, assets	€ (15)	€ 28
Positive market values from derivative financial instruments	171	1,597
Other trading assets	55	(80)
Financial assets designated at fair value through profit or loss	2	(1)
Financial assets available for sale	123	90
Other financial assets at fair value	33	(6)
Total financial assets held at fair value	368	1,628
Financial liabilities held at fair value:
Trading securities, liabilities	3	(2)
Negative market values from derivative financial instruments	(740)	(1,001)
Other trading liabilities	0	0
Financial liabilities designated at fair value through profit or loss	4	59
Other financial liabilities at fair value	(249)	(139)
Total financial liabilities held at fair value	(981)	(1,082)
Total	€ (613)	€ 547

Financial instruments classifie

Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail) - Valuation technique unobservable parameters (Level 3) € in Millions		12 Months Ended
		Dec. 31, 2017EUR (€)		Dec. 31, 2016EUR (€)
Assets [Member]
Mortgage and other asset backed securities held for trading:
Commercial mortgage-backed securities		€ 79		€ 294
Mortgage and other asset-backed securities		714		1,071
Total mortgage- and other asset-backed securities		793		1,365
Debt securites and other debt obligations		3,870		3,626
Debt securities and other debt obligations, held for trading		3,559		3,373
Corporate, sovereign and other debt securities (held for trading)		3,559		3,373
Debt securities and other debt obligations, available for sale		267		253
Debt securities and other debt obligations, designated at fair value		44		0
Equity securities		913		937
Equity securities, held for trading		282		274
Equity securities, available for sale		480		633
Equity securities, designated at fair value		151		30
Loans		7,397		7,571
Loans, held for trading		4,376		4,105
Loans, Designated at fair value		338		980
Loans, Available-for-sale		2,684		2,486
Loan commitments (financial instruments)		0		0
Other financial instruments		1,710	[1]	2,974	[2]
Total non-derivative financial instruments held at fair value		14,683		16,474
Market values from derivative financial instruments:
Interest rates derivates		4,466		5,587
Credit derivates		630		829
Equity derivates		728		1,142
FX derivates		1,113		1,654
Other derivates		402		586
Total market values from derivative financial instruments		7,340		9,798
Liabilities [Member]
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 securites and other debt obligations		1,307		1,757
Debt securities and other debt obligations, held for trading		2		52
Debt securities and other debt obligations, designated at fair value		1,305		1,705
Equity securities		0		0
Equity securities, held for trading		0		0
Loans		0		0
Loans, held for trading		0		0
Loan commitments (financial instruments)		8		40
Other financial instruments		131	[3]	485	[4]
Total non-derivative financial instruments held at fair value		1,446		2,282
Market values from derivative financial instruments:
Interest rates derivates		2,250		3,446
Credit derivates		909		1,126
Equity derivates		1,347		2,098
FX derivates		1,058		1,780
Other derivates	[5]	129		(441)
Total market values from derivative financial instruments		€ 5,693		€ 8,008
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Bottom [Member]
Mortgage and other asset backed securities held for trading:
Commercial mortgage-backed securities, Price based valuation, Price	[6]	0.00%		0.00%
Commercial mortgage-backed securities, Discounted cash flow valuation, Credit spread (bps)	[6]	136		119
Mortgage and other asset-backed securities, Price based valuation, Price	[6]	0.00%		0.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Credit spread (bps)	[6]	12		105.11
Mortgage and other asset-backed securities, Discounted cash flow valuation, Recovery rate	[6]	0.00%		0.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Constant default rate	[6]	0.00%		0.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Constant prepayment rate	[6]	0.00%		0.00%
Debt securites and other debt obligations, Price based valuation, Price	[6]	0.00%		0.00%
Held for trading, Discounted cash flow valuation, Credit spread (bps)	[6]	34.33		26.45
Equity securities, Market approach valuation, Price per net asset value	[6]	60.00%		60.00%
Held for trading, Market approach valuation, Enterprise value / EBITDA (multiple)	[6]	€ 1		€ 1
Equity securities, available-for-sale, Discounted cash flow valuation, Weighted average cost capital	[6]	8.00%		8.00%
Loans, Priced based valuation, Price	[6]	0.00%		0.00%
Loans, held for trading, Discounted cash flow valuation, Credit spread (bps)	[6]	190		180
Loans, Available-for-sale, Discounted cash flow valuation, Recovery rate	[6]	40.00%		25.00%
Loan Commitments, Discounted cash flow valuation, Credit spread (bps)	[6]	5		0
Loan Commitments, Discounted cash flow valuation, Recovery rate	[6]	37.00%		30.00%
Loan Commitment, Loan Pricing Model Valuation, Utilization	[6]	0.00%		0.00%
Other financial instruments, Discounted cash flow valuation, IRR	[6]	1.00%		3.00%
Other financial instruments, Discounted cash flow valuation, Repo rate (bps)	[6]	224		178
Market values from derivative financial instruments:
Interest rate derivates, Discounted cash flow valuation, Swap rate (bps)	[6]	(72)		(0.01)
Interest rate derivates, Discounted cash flow valuation, Inflation swap rate	[6]	(3.00%)		(1.00%)
Interest rate derivates, Discounted cash flow valuation, Constant default rate	[6]	0.00%		0.00%
Interest rate derivatives, Discounted cash flow valuation, Constant prepayment rate	[6]	2.00%		0.00%
Interest rate derivates, Option pricing model valuation, Inflation volatility	[6]	0.00%		0.00%
Interest rate derivates, Option pricing model valuation, Interest rate volatility	[6]	0.00%		0.00%
Interest rate derivates, Option pricing model valuation, IR - IR correlation	[6]	(25.00%)		(12.00%)
Interest rate derivates, Option pricing model valuation, Hybrid correlation	[6]	(85.00%)		(50.00%)
Credit derivates, Discounted cash flow valuation, Credit spread (bps)	[6]	0		0.12
Credit derivates, Discounted cash flow valuation, Recovery rate	[6]	0.00%		0.00%
Credit derivates, Correlation pricing model valuation, Credit correlation	[6]	37.00%		13.00%
Equity derivates, Option pricing model valuation, Stock volatility	[6]	6.00%		10.00%
Equity derivates, Option pricing model valuation, Index volatility	[6]	7.00%		10.00%
Equity derivates, Option pricing model valuation, Stock - stock correlation	[6]	2.00%		8.00%
Equity derivates, Option pricing model valuation, Stock forwards	[6]	0.00%		0.00%
Equity derivates, Option pricing model valuation, Index forwards	[6]	0.00%		0.00%
FX derivates, Option pricing model valuation, Volatilty	[6]	(6.00%)		(8.00%)
Other derivates, Option pricing model valuation, Index volatilty	[6]	0.00%		5.00%
Other derivates, Option pricing model valuation, Commodity correlation	[6]	10.00%		(21.00%)
Financial Instruments classified in Level 3, Valuation Techniques, Significant unobservable input, Range Top [Member]
Mortgage and other asset backed securities held for trading:
Commercial mortgage-backed securities, Price based valuation, Price		102.00%		103.00%
Commercial mortgage-backed securities, Discounted cash flow valuation, Credit spread (bps)		2,217		2,000
Mortgage and other asset-backed securities, Price based valuation, Price		102.00%		110.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Credit spread (bps)		2,000		2,000
Mortgage and other asset-backed securities, Discounted cash flow valuation, Recovery rate		90.00%		100.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Constant default rate		25.00%		18.00%
Mortgage and other asset-backed securities, Discounted cash flow valuation, Constant prepayment rate		29.00%		29.00%
Debt securites and other debt obligations, Price based valuation, Price		176.00%		169.00%
Held for trading, Discounted cash flow valuation, Credit spread (bps)		499.6		881.61
Equity securities, Market approach valuation, Price per net asset value		100.00%		100.00%
Held for trading, Market approach valuation, Enterprise value / EBITDA (multiple)		€ 14		€ 12
Equity securities, available-for-sale, Discounted cash flow valuation, Weighted average cost capital		20.00%		22.00%
Loans, Priced based valuation, Price		161.00%		180.00%
Loans, held for trading, Discounted cash flow valuation, Credit spread (bps)		1,578		4,612
Loans, Available-for-sale, Discounted cash flow valuation, Recovery rate		40.00%		80.00%
Loan Commitments, Discounted cash flow valuation, Credit spread (bps)		261		481
Loan Commitments, Discounted cash flow valuation, Recovery rate		75.00%		99.00%
Loan Commitment, Loan Pricing Model Valuation, Utilization		100.00%		100.00%
Other financial instruments, Discounted cash flow valuation, IRR		24.00%		24.00%
Other financial instruments, Discounted cash flow valuation, Repo rate (bps)		254		214
Market values from derivative financial instruments:
Interest rate derivates, Discounted cash flow valuation, Swap rate (bps)		1,036		2,309
Interest rate derivates, Discounted cash flow valuation, Inflation swap rate		11.00%		16.00%
Interest rate derivates, Discounted cash flow valuation, Constant default rate		16.00%		15.00%
Interest rate derivatives, Discounted cash flow valuation, Constant prepayment rate		38.00%		19.00%
Interest rate derivates, Option pricing model valuation, Inflation volatility		5.00%		5.00%
Interest rate derivates, Option pricing model valuation, Interest rate volatility		103.00%		123.00%
Interest rate derivates, Option pricing model valuation, IR - IR correlation		100.00%		99.00%
Interest rate derivates, Option pricing model valuation, Hybrid correlation		90.00%		93.00%
Credit derivates, Discounted cash flow valuation, Credit spread (bps)		17,956.66		8,427
Credit derivates, Discounted cash flow valuation, Recovery rate		94.00%		100.00%
Credit derivates, Correlation pricing model valuation, Credit correlation		90.00%		85.00%
Equity derivates, Option pricing model valuation, Stock volatility		90.00%		67.00%
Equity derivates, Option pricing model valuation, Index volatility		53.00%		44.00%
Equity derivates, Option pricing model valuation, Stock - stock correlation		93.00%		88.00%
Equity derivates, Option pricing model valuation, Stock forwards		7.00%		8.00%
Equity derivates, Option pricing model valuation, Index forwards		95.00%		20.00%
FX derivates, Option pricing model valuation, Volatilty		31.00%		39.00%
Other derivates, Option pricing model valuation, Index volatilty		79.00%		110.00%
Other derivates, Option pricing model valuation, Commodity correlation		75.00%		85.00%
[1]	Other financial assets include 34million of other trading assets, 956million of other financial assets designated at fair value and 674million other financial assets available for sale.
[2]	Other financial assets include 1.6billion of other trading assets, 592million of other financial assets designated at fair value and 780million other financial assets available for sale.
[3]	Other financial liabilities include 131million of securities sold under repurchase agreements designated at fair value.
[4]	Other financial liabilities include 444million of securities sold under repurchase agreements designated at fair value and 41million of other financial liabilities designated at fair value.
[5]	Includes derivatives which are embedded in contracts where the host contract is held at amortized cost but for which the embedded derivative is separated.
[6]	Valuation technique(s) and subsequently the significant unobservable input(s) relate to the respective total position.

Financial instruments classi157

Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail: Text Values) - Valuation technique unobservable parameters (Level 3) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Assets [Member]
Included in other financial assets [Abstract]
Other trading assets	€ 34	€ 1,600
Other financial assets designated at fair value	956	592
Other financial assets available for sale	674	780
Liabilities [Member]
Included in other financial liabilities [Abstract]
Securities sold under repurchase agreements designated at fair value	€ 131	444
Other financial liabilities designated at fair value		€ 41

Fair Value of Financial Inst158

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		Dec. 31, 2017		Dec. 31, 2016
Carrying value [Member]
Financial assets:
Cash and central bank balances	[1]	€ 225,655		€ 181,364
Interbank balances (w/o central banks)	[1]	9,265		11,606
Central bank funds sold and securities purchased under resale agreements	[1]	9,971		16,287
Securities borrowed	[1]	16,732		20,081
Loans	[1]	401,699		408,909
Securities held to maturity	[1]	3,170		3,206
Other financial assets	[1]	88,936		112,479
Financial liabilities:
Deposits	[1]	580,812		550,204
Central bank funds purchased and securities sold under repurchase agreements	[1]	18,105		25,740
Securities loaned	[1]	6,688		3,598
Other short-term borrowings	[1]	18,411		17,295
Other financial liabilities	[1]	117,366		135,273
Long-term debt	[1]	159,715		172,316
Trust preferred securities	[1]	5,491		6,373
Fair value [Member]
Financial assets:
Cash and central bank balances	[1]	225,655		181,364
Interbank balances (w/o central banks)	[1]	9,265		11,606
Central bank funds sold and securities purchased under resale agreements	[1]	9,973		16,287
Securities borrowed	[1]	16,732		20,081
Loans	[1]	403,842		407,834
Securities held to maturity	[1]	3,238		3,305
Other financial assets	[1]	88,939		112,468
Financial liabilities:
Deposits	[1]	580,945		550,402
Central bank funds purchased and securities sold under repurchase agreements	[1]	18,103		25,739
Securities loaned	[1]	6,688		3,598
Other short-term borrowings	[1]	18,412		17,289
Other financial liabilities	[1]	117,366		135,273
Long-term debt	[1]	161,829		171,178
Trust preferred securities	[1]	5,920		6,519
Quoted prices in active market (Level 1)
Financial assets:
Cash and central bank balances	[1]	225,655		181,364
Interbank balances (w/o central banks)	[1]	76		58
Central bank funds sold and securities purchased under resale agreements	[1]	0		0
Securities borrowed	[1]	0		0
Loans	[1]	0		0
Securities held to maturity	[1]	3,238		3,305
Other financial assets	[1]	0		0
Financial liabilities:
Deposits	[1]	2,108		2,232
Central bank funds purchased and securities sold under repurchase agreements	[1]	0		0
Securities loaned	[1]	0		0
Other short-term borrowings	[1]	0		0
Other financial liabilities	[1]	1,875		1,282
Long-term debt	[1]	0		0
Trust preferred securities	[1]	0		0
Valuation technique observable parameters (Level 2)
Financial assets:
Cash and central bank balances	[1]	0		0
Interbank balances (w/o central banks)	[1]	9,189		11,548
Central bank funds sold and securities purchased under resale agreements	[1]	9,973		16,287
Securities borrowed	[1]	16,732		20,081
Loans	[1]	24,643	[2]	28,703
Securities held to maturity	[1]	0		0
Other financial assets	[1]	88,939		112,468
Financial liabilities:
Deposits	[1]	578,837		548,170
Central bank funds purchased and securities sold under repurchase agreements	[1]	18,103		25,739
Securities loaned	[1]	6,688		3,598
Other short-term borrowings	[1]	18,412		17,268
Other financial liabilities	[1]	115,491		133,991
Long-term debt	[1]	152,838		161,976
Trust preferred securities	[1]	5,920		6,263
Valuation technique unobservable parameters (Level 3)
Financial assets:
Cash and central bank balances	[1]	0		0
Interbank balances (w/o central banks)	[1]	0		0
Central bank funds sold and securities purchased under resale agreements	[1]	0		0
Securities borrowed	[1]	0		0
Loans	[1]	379,199	[2]	379,132
Securities held to maturity	[1]	0		0
Other financial assets	[1]	0		0
Financial liabilities:
Deposits	[1]	0		0
Central bank funds purchased and securities sold under repurchase agreements	[1]	0		0
Securities loaned	[1]	0		0
Other short-term borrowings	[1]	0		21
Other financial liabilities	[1]	0		0
Long-term debt	[1]	8,991		9,201
Trust preferred securities	[1]	€ 0		€ 257
[1]	Amounts generally presented on a gross basis, in line with the Groups accounting policy regarding offsetting of financial instruments as described in Note 1 Significant Accounting Policies and Critical Accounting Estimates.
[2]	Finance supply chain loan portfolio of 9.2 billion was reclassified from Valuation technique unobservable parameters (Level 3) to Valuation technique observable parameters (Level 2) following a valuation review in fourth quarter 2017.

Financial Assets Available f159

Financial Assets Available for Sale (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Debt securities:
German government	€ 8,131	€ 9,405
U.S. Treasury and U.S. government agencies	8,092	7,652
U.S. local (municipal) governments	2,436	3,261
Other foreign governments	19,275	23,779
Corporates	6,775	6,849
Other asset-backed securities	1	84
Mortgage-backed securities, including obligations of U.S. federal agencies	11	17
Other debt securities	359	470
Total debt securities	45,081	51,516
Equity securities:
Equity shares	897	1,027
Investment certificates and mutual funds	97	122
Total equity securities	994	1,149
Other equity interests	636	804
Loans	2,685	2,759
Total financial assets available for sale	€ 49,397	€ 56,228

Financial Instruments Held t160

Financial Instruments Held to Maturity (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Carrying value (CV) [Member]
Debt securities reclassified:
G7 Government bonds	€ 423	€ 428
Other Government, supranational and agency bonds	2,747	2,778
Total financial assets reclassified to Held-to-Maturity	3,170	3,206
Fair value (FV) [Member]
Debt securities reclassified:
G7 Government bonds	434	446
Other Government, supranational and agency bonds	2,804	2,859
Total financial assets reclassified to Held-to-Maturity	€ 3,238	€ 3,305

Equity Method Investments - Inf

Equity Method Investments - Information on the Groups Share in Associates and Joint Ventures individually immaterial (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Information on the Groups Share in Associates and Joint Ventures individually immaterial
Carrying amount of all associates that are individually immaterial to the Group	€ 866	€ 1,027	€ 1,013
Aggregated amount of the Group's share of profit (loss) from continuing operations	141	183
Aggregated amount of the Group's share of post-tax profit (loss) from discontinued operations	0	0
Aggregated amount of the Group's share of other comprehensive income	(36)	11
Aggregated amount of the Group's share of total comprehensive income	€ 105	€ 194

Equity Method Investments - 162

Equity Method Investments - Information on the Groups Share in Associates and Joint Ventures individually immaterial (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Information on the Groups Share in Associates and Joint Ventures individually immaterial
Number of associates Deutsche Bank Group holds interests	€ 77	€ 92
Number of jointly controlled entities Deutsche Bank Group holds interests	€ 13	€ 14

Offsetting Financial Assets 163

Offsetting Financial Assets and Financial Liabilities - Assets (Details) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Gross amounts of financial assets [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	€ 8,136	€ 17,755
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	2,290	2,552
Securities borrowed (enforceable)	14,987	18,470
Securities borrowed (non-enforceable)	1,744	1,611
Financial assets at fair value through profit or loss [Abstract]
Trading assets	185,127	171,520
Positive market values from derivative financial instruments (enforceable)	363,859	592,048
Positive market values from derivative financial instruments (non-enforceable)	15,410	19,625
Financial assets designated at fair value through profit or loss (enforceable)	125,869	95,802
Financial assets designated at fair value through profit or loss (non-enforceable)	29,411	32,783
Total financial assets at fair value through profit or loss	719,676	911,778
Loans	401,699	408,909
Other assets	112,023	153,732
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	3,859	8,830
Remaining assets not subject to netting	307,869	275,442
Total assets	1,568,425	1,790,249
Gross amounts set off on the balance sheet [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	(455)	(4,020)
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	0	0
Securities borrowed (enforceable)	0	0
Securities borrowed (non-enforceable)	0	0
Financial assets at fair value through profit or loss [Abstract]
Trading assets	(465)	(477)
Positive market values from derivative financial instruments (enforceable)	(18,237)	(126,523)
Positive market values from derivative financial instruments (non-enforceable)	0	0
Financial assets designated at fair value through profit or loss (enforceable)	(64,003)	(40,998)
Financial assets designated at fair value through profit or loss (non-enforceable)	0	0
Total financial assets at fair value through profit or loss	(82,706)	(167,998)
Loans	0	0
Other assets	(10,531)	(27,686)
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	(706)	(5,314)
Remaining assets not subject to netting	0	0
Total assets	(93,692)	(199,704)
Net amounts of financial assets presented on the balance sheet [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	7,681	13,735
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	2,290	2,552
Securities borrowed (enforceable)	14,987	18,470
Securities borrowed (non-enforceable)	1,744	1,611
Financial assets at fair value through profit or loss [Abstract]
Trading assets	184,661	171,044
Positive market values from derivative financial instruments (enforceable)	345,622	465,525
Positive market values from derivative financial instruments (non-enforceable)	15,410	19,625
Financial assets designated at fair value through profit or loss (enforceable)	61,865	54,804
Financial assets designated at fair value through profit or loss (non-enforceable)	29,411	32,783
Total financial assets at fair value through profit or loss	636,970	743,781
Loans	401,699	408,909
Other assets	101,491	126,045
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	3,153	3,516
Remaining assets not subject to netting	307,869	275,442
Total assets	1,474,732	1,590,546
Impact of Master Netting Agreements [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	0	0
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	0	0
Securities borrowed (enforceable)	0	0
Securities borrowed (non-enforceable)	0	0
Financial assets at fair value through profit or loss [Abstract]
Trading assets	0	0
Positive market values from derivative financial instruments (enforceable)	(285,421)	(386,727)
Positive market values from derivative financial instruments (non-enforceable)	0	0
Financial assets designated at fair value through profit or loss (enforceable)	(728)	(2,748)
Financial assets designated at fair value through profit or loss (non-enforceable)	0	0
Total financial assets at fair value through profit or loss	(286,149)	(389,475)
Loans	0	0
Other assets	(29,854)	(39,567)
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	(2,461)	(2,719)
Remaining assets not subject to netting	0	0
Total assets	(316,003)	(429,042)
Cash collateral [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	0	0
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	0	0
Securities borrowed (enforceable)	0	0
Securities borrowed (non-enforceable)	0	0
Financial assets at fair value through profit or loss [Abstract]
Trading assets	(81)	(101)
Positive market values from derivative financial instruments (enforceable)	(41,842)	(51,790)
Positive market values from derivative financial instruments (non-enforceable)	(1,811)	(2,055)
Financial assets designated at fair value through profit or loss (enforceable)	(773)	(928)
Financial assets designated at fair value through profit or loss (non-enforceable)	0	0
Total financial assets at fair value through profit or loss	(44,508)	(54,874)
Loans	(12,642)	(13,039)
Other assets	(569)	(589)
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	(565)	(589)
Remaining assets not subject to netting	(390)	(423)
Total assets	(58,109)	(68,925)
Financial instrument collateral [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	(7,675)	(13,719)
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	(2,239)	(2,225)
Securities borrowed (enforceable)	(14,093)	(17,637)
Securities borrowed (non-enforceable)	(1,661)	(1,555)
Financial assets at fair value through profit or loss [Abstract]
Trading assets	(86)	(884)
Positive market values from derivative financial instruments (enforceable)	(7,868)	(9,349)
Positive market values from derivative financial instruments (non-enforceable)	(1,276)	(1,244)
Financial assets designated at fair value through profit or loss (enforceable)	(56,410)	(46,670)
Financial assets designated at fair value through profit or loss (non-enforceable)	(20,534)	(21,074)
Total financial assets at fair value through profit or loss	(86,174)	(79,221)
Loans	(40,775)	(47,703)
Other assets	(94)	(104)
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	(94)	(104)
Remaining assets not subject to netting	(70)	(307)
Total assets	(152,782)	(162,473)
Net amount [Member]
Offsetting Financial Assets [Line Items]
Central bank funds sold and securities purchased under resale agreements (enforceable)	7	16
Central bank funds sold and securities purchased under resale agreements (non-enforceable)	51	327
Securities borrowed (enforceable)	894	832
Securities borrowed (non-enforceable)	83	56
Financial assets at fair value through profit or loss [Abstract]
Trading assets	184,495	170,059
Positive market values from derivative financial instruments (enforceable)	10,490	17,658
Positive market values from derivative financial instruments (non-enforceable)	12,323	16,327
Financial assets designated at fair value through profit or loss (enforceable)	3,954	4,457
Financial assets designated at fair value through profit or loss (non-enforceable)	8,876	11,709
Total financial assets at fair value through profit or loss	220,138	220,211
Loans	348,282	348,167
Other assets	70,975	85,786
thereof: Positive market values from derivatives qualifying for hedge accounting (enforceable)	33	104
Remaining assets not subject to netting	307,409	274,712
Total assets	€ 947,839	€ 930,106

Offsetting Financial Assets 164

Offsetting Financial Assets and Financial Liabilities - Liabilities (Details) - EUR (€) € in Millions	Dec. 31, 2017		Dec. 31, 2016
Gross amounts of financial liabilities [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	€ 580,812		€ 550,204
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	13,318		21,209
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	5,242		8,551
Securities loaned (enforceable)	6,688		3,524
Securities loaned (non-enforceable)	0		75
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	72,106		57,902
Negative market values from derivative financial instruments (enforceable)	347,496		569,064
Negative market values from derivative financial instruments (non-enforceable)	13,158		19,119
Financial liabilities designated at fair value through profit or loss (enforceable)	104,594		82,421
Financial liabilities designated at fair value through profit or loss (non-enforceable)	23,214		17,694
Total financial liabilities at fair value through profit or loss	560,568		746,200
Other liabilities	143,514		186,896
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	1,841		5,793
Remaining liabilities not subject to netting	190,183		208,773
Total liabilities	1,500,326		1,725,431
Gross amounts set off on the balance sheet [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0		0
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	(455)		(4,020)
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	0		0
Securities loaned (enforceable)	0		0
Securities loaned (non-enforceable)	0		0
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	(643)		(873)
Negative market values from derivative financial instruments (enforceable)	(17,928)		(124,325)
Negative market values from derivative financial instruments (non-enforceable)	0		0
Financial liabilities designated at fair value through profit or loss (enforceable)	(63,360)		(39,031)
Financial liabilities designated at fair value through profit or loss (non-enforceable)	0		0
Total financial liabilities at fair value through profit or loss	(81,932)		(164,228)
Other liabilities	(11,306)		(31,456)
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(547)		(1,200)
Remaining liabilities not subject to netting	0		0
Total liabilities	(93,692)		(199,704)
Net amounts of financial liabilities presented on the balance sheet [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	580,812		550,204
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	12,863		17,189
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	5,242		8,551
Securities loaned (enforceable)	6,688		3,524
Securities loaned (non-enforceable)	0		75
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	71,462		57,029
Negative market values from derivative financial instruments (enforceable)	329,568		444,739
Negative market values from derivative financial instruments (non-enforceable)	13,158		19,119
Financial liabilities designated at fair value through profit or loss (enforceable)	41,234		43,390
Financial liabilities designated at fair value through profit or loss (non-enforceable)	23,214		17,694
Total financial liabilities at fair value through profit or loss	478,636		581,971
Other liabilities	132,208		155,440
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	1,294		4,593
Remaining liabilities not subject to netting	190,183		208,773
Total liabilities	1,406,633		1,525,727
Impact of Master Netting Agreements [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0		0
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	0		0
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	0		0
Securities loaned (enforceable)	0		0
Securities loaned (non-enforceable)	0		0
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	0		0
Negative market values from derivative financial instruments (enforceable)	(286,720)		(386,612)
Negative market values from derivative financial instruments (non-enforceable)	0		0
Financial liabilities designated at fair value through profit or loss (enforceable)	(728)		(2,748)
Financial liabilities designated at fair value through profit or loss (non-enforceable)	0		0
Total financial liabilities at fair value through profit or loss	(287,448)		(389,360)
Other liabilities	(44,815)		(56,679)
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(1,162)		(2,834)
Remaining liabilities not subject to netting	0		0
Total liabilities	(332,263)		(446,039)
Cash collateral [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0		0
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	0		0
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	0		0
Securities loaned (enforceable)	0		0
Securities loaned (non-enforceable)	0		0
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	0		0
Negative market values from derivative financial instruments (enforceable)	(25,480)		(35,124)
Negative market values from derivative financial instruments (non-enforceable)	(1,913)		(1,721)
Financial liabilities designated at fair value through profit or loss (enforceable)	0		0
Financial liabilities designated at fair value through profit or loss (non-enforceable)	1,111		(7,910)
Total financial liabilities at fair value through profit or loss	(26,282)		(44,755)
Other liabilities	(31)		(1,298)
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(31)		(1,297)
Remaining liabilities not subject to netting	0		0
Total liabilities	(26,314)		(46,053)
Financial instrument collateral [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	0	[1]	0
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	(12,863)	[1]	(17,189)
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	(4,985)	[1]	(8,403)
Securities loaned (enforceable)	(6,688)	[1]	(3,524)
Securities loaned (non-enforceable)	0		(50)
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	0	[1]	0
Negative market values from derivative financial instruments (enforceable)	(6,124)	[1]	(9,325)
Negative market values from derivative financial instruments (non-enforceable)	(615)	[1]	(897)
Financial liabilities designated at fair value through profit or loss (enforceable)	(40,506)	[1]	(40,642)
Financial liabilities designated at fair value through profit or loss (non-enforceable)	(13,646)	[1]	(7,664)
Total financial liabilities at fair value through profit or loss	(60,891)	[1]	(58,528)
Other liabilities	(87)	[1]	0
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	(87)	[1]	0
Remaining liabilities not subject to netting	0	[1]	0
Total liabilities	(85,514)	[1]	(87,693)
Net amount [Member]
Offsetting Financial Liabilities [Line Items]
Deposits	580,812		550,204
Central bank funds purchased and securities sold under repurchase agreements (enforceable)	0		0
Central bank funds purchased and securities sold under repurchase agreements (non-enforceable)	257		149
Securities loaned (enforceable)	0		0
Securities loaned (non-enforceable)	0		25
Financial liabilities at fair value through profit or loss [Abstract]
Trading liabilities	71,462		57,029
Negative market values from derivative financial instruments (enforceable)	11,244		13,678
Negative market values from derivative financial instruments (non-enforceable)	10,630		16,501
Financial liabilities designated at fair value through profit or loss (enforceable)	0		0
Financial liabilities designated at fair value through profit or loss (non-enforceable)	10,679		2,120
Total financial liabilities at fair value through profit or loss	104,015		89,328
Other liabilities	87,275		97,463
thereof: Negative market values from derivatives qualifying for hedge accounting (enforceable)	15		463
Remaining liabilities not subject to netting	190,183		208,773
Total liabilities	€ 962,542		€ 945,942
[1]	Excludes real estate and other non-financial instrument collateral.

Loans - Components of Loans by

Loans - Components of Loans by Industry Classification (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016	[1]
Components of Loans by Industry Classification [Line Items]
Financial intermediation	€ 52,204	€ 49,618
Manufacturing	27,478	29,290
thereof [Abstract]
Basic metals and fabricated metal products	4,211	4,027
Electrical and optical equipment	3,386	4,680
Transport equipment	3,374	3,655
Chemicals and chemical products	3,623	3,906
Machinery and equipment	3,191	2,461
Food products	2,907	3,214
Households	36,524	37,093
Households - mortgages	150,205	150,776
Public sector	13,711	15,740
Wholesale and retail trade	19,252	16,744
Commercial real estate activities	29,247	27,369
Lease financing	384	561
Fund management activities	18,708	26,129
Other	58,167	60,223
thereof:
Renting of machinery and other business activities	26,559	22,298
Transport, storage and communication	9,243	12,005
Mining and quarrying of energy-producing materials	2,553	3,365
Electricity, gas and water supply	3,552	4,369
Gross loans	405,879	413,544
(Deferred expense)/unearned income	259	88
Loans less (deferred expense)/unearned income	405,621	413,455
Less: Allowance for loan losses	3,921	4,546
Total loans	€ 401,699	€ 408,909
[1]	Prior to 2010, the Group reclassified certain financial assets, originally classified as Trading assets and Financial assets available for sale. The carrying value and fair value of Trading assets previously reclassified into loans are 441 million (2016: 514 million) and 342 million (2016: 414 million) and Financial assets available for sale previously reclassified into loans are 22 million (2016: 105 million) and 22 million (2016: 105 million) respectively

Allowance for Credit Losses - A

Allowance for Credit Losses - Allowance for Loans Losses (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Individually assessed [Member]
Allowance for Loans Losses [Line Items]
Allowance for loan losses, beginning of year	€ 2,071	€ 2,252	€ 2,364
Provision for loan losses	299	743	334
Net charge-offs:	(487)	(894)	(482)
Charge-offs	(541)	(979)	(538)
Recoveries	54	85	56
Other changes	(117)	(30)	36
Allowance for loan losses, end of year	1,766	2,071	2,252
Collectively assessed [Member]
Allowance for Loans Losses [Line Items]
Allowance for loan losses, beginning of year	2,475	2,776	2,849
Provision for loan losses	253	604	548
Net charge-offs:	(532)	(870)	(612)
Charge-offs	(605)	(972)	(717)
Recoveries	73	101	105
Other changes	(41)	(35)	(8)
Allowance for loan losses, end of year	2,155	2,475	2,776
Total [Member]
Allowance for Loans Losses [Line Items]
Allowance for loan losses, beginning of year	4,546	5,028	5,212
Provision for loan losses	552	1,347	882
Net charge-offs:	(1,019)	(1,764)	(1,094)
Charge-offs	(1,146)	(1,951)	(1,255)
Recoveries	127	187	161
Other changes	(158)	(65)	28
Allowance for loan losses, end of year	€ 3,921	€ 4,546	€ 5,028

Allowance for Credit Losses 167

Allowance for Credit Losses - Allowance for Off-Balance Sheet Positions (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Individually assessed [Member]
Allowance for Off-Balance Sheet Positions [Line Items]
Allowance off-balance sheet, beginning of year	€ 162	€ 144	€ 85
Provision for off-balance sheet positions	(23)	24	58
Usage	0	0	0
Other changes	(18)	(5)	1
Allowance off-balance sheet, end of year	122	162	144
Collectively assessed [Member]
Allowance for Off-Balance Sheet Positions [Line Items]
Allowance off-balance sheet, beginning of year	183	168	141
Provision for off-balance sheet positions	(4)	12	16
Usage	0	0	0
Other changes	(16)	3	10
Allowance off-balance sheet, end of year	163	183	168
Total [Member]
Allowance for Off-Balance Sheet Positions [Line Items]
Allowance off-balance sheet, beginning of year	346	312	226
Provision for off-balance sheet positions	(27)	36	74
Usage	0	0	0
Other changes	(34)	(2)	11
Allowance off-balance sheet, end of year	€ 285	€ 346	€ 312

Transfers of Financial Assets -

Transfers of Financial Assets - Continuing Involvement Accounting (Detail) - Continuing Involvement Accounting [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Financial Assets Transferred Continuing Involvement Original assets [Member]
Continuing Involvemnt Accounting [Line Items]
Trading securities, assets	€ 0	€ 0
Financial assets at fair value through profit or loss	291	0
Financial assets available for sale	386	332
Loans	0	40
Financial Assets Transferred Continuing Involvement assets still recognised [Member]
Continuing Involvemnt Accounting [Line Items]
Trading securities, assets	15	0
Financial assets at fair value through profit or loss	96	263
Loans	0	16
Continuing Involvement Accounting, Associated Liabilities [Member]
Continuing Involvemnt Accounting [Line Items]
Carrying amount of associated liabilities	€ 54	€ 58

Transfers of Financial Asset169

Transfers of Financial Assets - Information on the Asset Types and the Associated Transactions (Detail) - Information on the Asset Types and the Associated Transactions [Member] - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016	[1]
Trading securities not derecognized due to the following transactions:
Repurchase agreements		€ 39,973	€ 34,045
Securities lending agreements		58,076	64,661
Total return swaps		2,390	2,079
Other		12,661	10,830
Total trading securities, assets		113,101	111,615
Other trading assets		71	85
Financial assets available for sale		711	241
Loans	[2]	131	191
Total		114,014	112,132
Carrying amount of associated liabilities		€ 48,885	€ 41,536
[1]	Prior year numbers have been restated following reassessments of certain repurchase, securities lending, loans and other transactions
[2]	Loans where the associated liability is recourse only to the transferred assets had a carrying value and fair value of 108 million at December 31, 2017 and 123 million at December 31, 2016. The associated liabilities had the same carrying value and fair value which resulted in a net position of 0

Transfers of Financial Asset170

Transfers of Financial Assets - Transferred Assets with on-going Involvement I (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Carrying value [Member]
Loans
Securitization notes		€ 270	€ 3
Other		13	12
Total loans		284	15
Financial assets held at Fair Value through the P&L:
Securitization notes		0	0
Non-standard Interest Rate, cross-currency or inflation-linked swap		36	47	[1]
Total financial assets at fair value through profit or loss		36	47
Total financial assets representing on-going involvement		320	61
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap		67	64
Total financial liabilities representing on-going involvement		67	64
Fair value [Member]
Loans
Securitization notes		270	3
Other		13	12
Total loans		284	15
Financial assets held at Fair Value through the P&L:
Securitization notes		0	0
Non-standard Interest Rate, cross-currency or inflation-linked swap		36	47	[1]
Total financial assets at fair value through profit or loss		36	47
Total financial assets representing on-going involvement		320	61
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap		67	64
Total financial liabilities representing on-going involvement		67	64
Maximum Exposure to Loss [Member]
Loans
Securitization notes	[2]	270	57
Other	[2]	13	12
Total loans	[2]	284	69
Financial assets held at Fair Value through the P&L:
Securitization notes	[2]	0	0
Non-standard Interest Rate, cross-currency or inflation-linked swap	[2]	36	47	[1]
Total financial assets at fair value through profit or loss	[2]	36	47
Total financial assets representing on-going involvement	[2]	320	116
Financial liabilities held at Fair Value through the P&L:
Non-standard Interest Rate, cross-currency or inflation-linked swap	[2]	0	0
Total financial liabilities representing on-going involvement	[2]	€ 0	€ 0
[1]	Prior year numbers have been restated to reflect a reassessment of a transaction in 2017
[2]	The maximum exposure to loss is defined as the carrying value plus the notional value of any undrawn loan commitments not recognized as liabilities

Transfers of Financial Asset171

Transfers of Financial Assets - Transferred Assets with on-going Involvement II (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Year-to- date P&L [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	€ 3	€ 0
Non-standard Interest Rate, cross-currency or inflation-linked swap	46	122	[1]
Net gains/(losses) recognized from on-going involvement in derecognized assets	49	123
Cumulative P&L [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	3	6
Non-standard Interest Rate, cross-currency or inflation-linked swap	510	458	[1]
Net gains/(losses) recognized from on-going involvement in derecognized assets	513	465
Gain/(loss) on disposal [Member]
Transferred Assets with on-going Involvement II [line items]
Securitization notes	79	0	[2]
Non-standard Interest Rate, cross-currency or inflation-linked swap	0	0
Net gains/(losses) recognized from on-going involvement in derecognized assets	€ 79	€ 0
[1]	Prior year numbers have been restated to reflect a reassessment of a transaction in 2017
[2]	Typically, sales of assets into securitization vehicles were of assets that were classified as Fair Value through P&L, therefore any gain or loss on disposal is immaterial

Assets Pledged and Received 172

Assets Pledged and Received as Collateral - Carrying Value of the Assets Pledged as Collateral (Detail) - Carrying Value of the Assets Pledged as Collateral [Member] - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016	[2]
Carrying Value of the Assets Pledged as Collateral [Line Items]
Financial assets at fair value through profit or loss	[1]	€ 51,082	€ 40,684
Financial assets available for sale	[1]	6,469	16,081
Loans	[1]	71,404	73,649
Other	[1]	417	376
Total	[1]	€ 129,372	€ 130,790
[1]	Excludes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.
[2]	Prior period results have been restated due to a refined approach to determine assets pledged

Assets Pledged and Received 173

Assets Pledged and Received as Collateral - Collateral Received (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016	[1]
Collateral Received
Securities and other financial assets accepted as collateral	€ 365,492	€ 310,272
thereof [Abstract]
collateral sold or repledged	€ 307,224	€ 252,758
[1]	Prior period results have been restated due to a refined approach to determine collateral received and collateral re-pledged

Assets Pledged and Received 174

Assets Pledged and Received as Collateral - Total assets pledged to creditors (Detail) - Total assets pledged to creditors [Member] - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016	[2]
Total assets pledged to creditors [Line Items]
Financial assets at fair value through profit or loss	[1]	€ 55,882	€ 51,397
Financial assets available for sale	[1]	0	13,814
Loans	[1]	0	0
Total	[1]	€ 55,882	€ 65,211
[1]	Includes assets pledged as collateral from transactions that do not result in liabilities or contingent liabilities.
[2]	Prior period results have been restated due to a refined approach to determine assets pledged

Property and Equipment (Detail)

Property and Equipment (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	€ 2,804
Property and equipment, Balance as of	2,663	€ 2,804
Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	6,982	7,284
Changes in the group of consolidated companies	(9)	23
Additions	485	725
Transfers	(4)	4
Reclassifications (to)/from "held for sale"	(61)	(17)
Disposals	484	1,092
Exchange rate changes	(166)	55
Property and equipment, Balance as of	6,743	6,982
Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, Balance as of	4,178	4,438
Changes in the group of consolidated companies	(9)	12
Transfers	(4)	30
Reclassifications (to)/from "held for sale"	0	(2)
Disposals	418	891
Exchange rate changes	(128)	52
Depreciation	441	445
Impairment losses	19	93
Reversals of impairment losses	(1)	0
Accumulated depreciation and impairment, Balance as of	4,080	4,178
Owner occupied properties [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	944
Property and equipment, Balance as of	809	944
Owner occupied properties [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	1,516	1,432
Changes in the group of consolidated companies	0	0
Additions	12	134
Transfers	18	35
Reclassifications (to)/from "held for sale"	(61)	(17)
Disposals	96	67
Exchange rate changes	(3)	(1)
Property and equipment, Balance as of	1,387	1,516
Owner occupied properties [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, Balance as of	572	464
Changes in the group of consolidated companies	0	0
Transfers	1	39
Reclassifications (to)/from "held for sale"	0	0
Disposals	44	46
Exchange rate changes	(1)	(2)
Depreciation	37	28
Impairment losses	15	87
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, Balance as of	579	572
Furniture and equipment [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	685
Property and equipment, Balance as of	673	685
Furniture and equipment [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	2,406	3,060
Changes in the group of consolidated companies	(8)	24
Additions	165	199
Transfers	75	(4)
Reclassifications (to)/from "held for sale"	0	0
Disposals	97	908
Exchange rate changes	(67)	34
Property and equipment, Balance as of	2,473	2,406
Furniture and equipment [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, Balance as of	1,720	2,257
Changes in the group of consolidated companies	(8)	19
Transfers	17	(14)
Reclassifications (to)/from "held for sale"	0	(1)
Disposals	90	803
Exchange rate changes	(54)	31
Depreciation	211	226
Impairment losses	3	6
Reversals of impairment losses	(1)	0
Accumulated depreciation and impairment, Balance as of	1,800	1,720
Leasehold improvements [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	934
Property and equipment, Balance as of	1,041	934
Leasehold improvements [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	2,820	2,662
Changes in the group of consolidated companies	(1)	(1)
Additions	117	111
Transfers	191	144
Reclassifications (to)/from "held for sale"	0	0
Disposals	291	117
Exchange rate changes	(92)	21
Property and equipment, Balance as of	2,743	2,820
Leasehold improvements [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, Balance as of	1,886	1,716
Changes in the group of consolidated companies	(1)	(6)
Transfers	(22)	6
Reclassifications (to)/from "held for sale"	0	(1)
Disposals	284	42
Exchange rate changes	(72)	23
Depreciation	193	191
Impairment losses	2	0
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, Balance as of	1,702	1,886
Construction-in-progress [Member] | Carrying value [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	240
Property and equipment, Balance as of	139	240
Construction-in-progress [Member] | Cost of acquisition [Member]
Property and Equipment [Line Items]
Property and equipment, Balance as of	240	130
Changes in the group of consolidated companies	0	0
Additions	191	281
Transfers	(288)	(171)
Reclassifications (to)/from "held for sale"	0	0
Disposals	0	0
Exchange rate changes	(4)	1
Property and equipment, Balance as of	139	240
Construction-in-progress [Member] | Accumulated depreciation and impairment [Member]
Property and Equipment [Line Items]
Accumulated depreciation and impairment, Balance as of	0	0
Changes in the group of consolidated companies	0	0
Transfers	0	0
Reclassifications (to)/from "held for sale"	0	0
Disposals	0	0
Exchange rate changes	0	0
Depreciation	0	0
Impairment losses	0	0
Reversals of impairment losses	0	0
Accumulated depreciation and impairment, Balance as of	€ 0	€ 0

Property and Equipment (Detail_

Property and Equipment (Detail: Text Values) € in Millions	Dec. 31, 2017EUR (€)
Property and Equipment [Abstract]
Carrying value of items of property and equipment on which there is a restriction on sale	€ 40
Commitments for the acquisition of property and equipment	€ 41

Leases - Future Minimum Lease P

Leases - Future Minimum Lease Payments (Finance Leases) (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Future minimum lease payments:
Not later than one year		€ 8	€ 6
Later than one year and not later than five years		20	18
Later than five years		70	67
Total future minimum lease payments		98	91
Less: Future interest charges		70	63
Present value of finance lease commitments		28	28
Future minimum lease payments to be received		0	3
Contingent rent recognized in the income statement	[1]	€ 0	€ 0
[1]	The contingent rent is based on market interest rates, such as three months EURIBOR; below a certain rate the Group receives a rebate.

Leases - Future Minimum Leas178

Leases - Future Minimum Lease Payments (Operating Leases) (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Future minimum rental payments:
Not later than one year	€ 684	€ 707
Later than one year and not later than five years	1,979	2,092
Later than five years	1,901	1,093
Total future minimum rental payments	4,564	3,893
Less: Future minimum rentals to be received	58	89
Net future minimum rental payments	€ 4,506	€ 3,804

Leases - Net Carrying Value for

Leases - Net Carrying Value for each Class of Leasing Assets (Detail) - Net Carrying Value for each Class of Leasing Assets [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Net Carrying Value for each Class of Leasing Assets [Line Items]
Land and buildings	€ 14	€ 12
Furniture and equipment	4	2
Net Carrying Value for each Class of Leasing Assets, Other	0	0
Net carrying value	€ 18	€ 14

Leases - Net Carrying Value 180

Leases - Net Carrying Value for each Class of Leasing Assets (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Net Carrying Value for each Class of Leasing Assets [Abstract]
Total future minimum rental payments for the Group headquarters in Frankfurt am Main that was sold and leased back on December 1, 2011	€ 305	€ 323
Leaseback arrangement for the entire headquarter in month	181	181
Rental payments for lease and sublease agreements	790	832
thereof [Abstract]
Charges for minimum lease payments	800	844
Charges for contingent rents	6	6
Sublease rentals received	€ 15	€ 18

Goodwill and Other Intangibl181

Goodwill and Other Intangible Assets - Changes in Goodwill (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Changes in Goodwill [Line Items]
Goodwill, balance, period start		€ 4,103	€ 4,890
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		(3)	(12)
Goodwill related to dispositions without being classified as held for sale		(6)	0
Impairment losses	[1]	(6)	(785)
Exchange rate changes/other		(306)	10
Goodwill, balance, period end		3,782	4,103
Gross amount of goodwill		11,203	12,007
Accumulated impairment losses		(7,422)	(7,904)
Sales & Trading [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		6	285
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	(6)	(285)
Exchange rate changes/other		0	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		2,780	2,953
Accumulated impairment losses		(2,780)	(2,953)
Global Transaction Banking Global Capital Markets Corporate Finance [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		532	519
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		(6)	0
Reclassification from (to) held for sale		(3)	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		(52)	13
Goodwill, balance, period end		471	532
Gross amount of goodwill		1,485	1,553
Accumulated impairment losses		(1,014)	(1,021)
Private and Commercial Clients [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		0	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		1,077	998
Accumulated impairment losses		(1,077)	(998)
Wealth Management [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		564	530
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		(22)	33
Goodwill, balance, period end		541	564
Gross amount of goodwill		541	564
Accumulated impairment losses		0	0
Postbank [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		0	0
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		0	0
Goodwill, balance, period end		0	0
Gross amount of goodwill		2,086	1,763
Accumulated impairment losses		(2,086)	(1,763)
Deutsche Asset Management [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		3,006	3,839
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	(285)
Reclassification from (to) held for sale		0	(12)
Goodwill related to dispositions without being classified as held for sale		(6)	0
Impairment losses	[1]	0	(500)
Exchange rate changes/other		(231)	(37)
Goodwill, balance, period end		2,768	3,006
Gross amount of goodwill		3,232	3,506
Accumulated impairment losses		(464)	(500)
Non-Core Operations Unit [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start	[2]	0	0
Goodwill acquired during the year	[2]	0	0
Purchase accounting adjustments	[2]	0	0
Transfers	[2]	0	0
Reclassification from (to) held for sale	[2]	0	0
Goodwill related to dispositions without being classified as held for sale	[2]	0	0
Impairment losses	[1],[2]	0	0
Exchange rate changes/other	[2]	0	0
Goodwill, balance, period end	[2]	0	0
Gross amount of goodwill	[2]	0	669
Accumulated impairment losses	[2]	0	(669)
Others [Member]
Changes in Goodwill [Line Items]
Goodwill, balance, period start		1	1
Goodwill acquired during the year		0	0
Purchase accounting adjustments		0	0
Transfers		0	0
Reclassification from (to) held for sale		0	0
Goodwill related to dispositions without being classified as held for sale		0	0
Impairment losses	[1]	0	0
Exchange rate changes/other		0	0
Goodwill, balance, period end		1	1
Gross amount of goodwill		1	1
Accumulated impairment losses		€ 0	€ 0
[1]	Impairment losses of goodwill are recorded as impairment of goodwill and other intangible assets in the income statement
[2]	Includes primary CGUs NCOU Wholesale Assets and NCOU Operating Assets. From 2017 onwards, the NCOU ceased to exist as a standalone division. Accordingly, in 2017 the gross balances for goodwill and accumulated impairments of the former NCOU CGUs have been allocated among other primary CGUs.

Goodwill and Other Intangibl182

Goodwill and Other Intangible Assets - Changes in Goodwill (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Sale of Abbey Life [Abstract]
Impairment of goodwil	€ 500
Impairment of value of business acquired (VOBA)	5,150
Impairments recorded in third quarter		€ 4,933
Reclassification from (to) held for sale in connection with the sale of the Canadian port operations of Maher Terminals		(138)
Deutsche Asset Management [Member]
Sale of Abbey Life [Abstract]
Impairment of goodwil	500
Impairment of value of business acquired (VOBA)	€ 515
GM [Member]
Sale of Abbey Life [Abstract]
Restatement of impairments recorded in third quarter		1,568
CIB [Member]
Sale of Abbey Life [Abstract]
Restatement of impairments recorded in third quarter		600
PCC [Member]
Sale of Abbey Life [Abstract]
Restatement of impairments recorded in third quarter		1,002
Postbank [Member]
Sale of Abbey Life [Abstract]
Restatement of impairments recorded in third quarter		1,763
CB&S [Member]
Sale of Abbey Life [Abstract]
Impairments recorded in third quarter		2,168
Restatement of impairments recorded in third quarter		(2,168)
PBC [Member]
Sale of Abbey Life [Abstract]
Impairments recorded in third quarter		2,765
Restatement of impairments recorded in third quarter		(2,765)
Others [Member]
Sale of Abbey Life [Abstract]
Reclassification from (to) held for sale in connection with the sale of the Canadian port operations of Maher Terminals		€ (138)

Goodwill and Other Intangibl183

Goodwill and Other Intangible Assets - Changes of Other Intangible Assets by Asset Class (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Total other intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	€ 5,057	€ 4,879
Total other intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	10,140	10,755
Additions	1,423	1,575
Changes in the group of consolidated companies	(206)	(975)
Disposals	142	272
Reclassifications from (to) held for sale	(6)	(950)
Transfers	9	36
Exchange rate changes	(457)	(28)
Cost of acquisition/manufacture, Balance as of	10,761	10,140
Total other intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	(206)	(988)
Disposals	99	246
Reclassifications from (to) held for sale	(4)	(453)
Transfers	6	28
Exchange rate changes	(246)	7
Accumulated amortization and impairment, Balance as of	5,261	5,567
Amortization for the year	935	815
Impairment losses	57	580
Reversals of impairment losses	0	49
Accumulated amortization and impairment, Balance as of	5,704	5,261
Total unamortized purchased intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	720	833
Total unamortized purchased intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,534	1,501
Additions	0	0
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	(132)	33
Cost of acquisition/manufacture, Balance as of	1,402	1,534
Total unamortized purchased intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	(33)	8
Accumulated amortization and impairment, Balance as of	700	686
Amortization for the year	0	0
Impairment losses	15	6
Reversals of impairment losses	0	0
Accumulated amortization and impairment, Balance as of	682	700
Purchased unamortized retail investment management agreements [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	719	818
Purchased unamortized retail investment management agreements [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,094	1,061
Additions	0	0
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	(131)	33
Cost of acquisition/manufacture, Balance as of	963	1,094
Purchased unamortized retail investment management agreements [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	(33)	8
Accumulated amortization and impairment, Balance as of	276	268
Amortization for the year	0	0
Impairment losses	0	0
Reversals of impairment losses	0	0
Accumulated amortization and impairment, Balance as of	243	276
Purchased unamortized other intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	0	440
Additions	0	0
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	(1)	0
Exchange rate changes	439	440
Cost of acquisition/manufacture, Balance as of	0	0
Purchased unamortized other intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	0
Disposals	15	6
Reclassifications from (to) held for sale	0	0
Transfers	439	424
Exchange rate changes	1	15
Accumulated amortization and impairment, Balance as of		418
Amortization for the year	0	0
Impairment losses	0	0
Reversals of impairment losses	0	0
Total amortized purchased intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	227	229
Total amortized purchased intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	2,372	4,407
Additions	63	76
Changes in the group of consolidated companies	(35)	(974)
Disposals	21	149
Reclassifications from (to) held for sale	(6)	(950)
Transfers	51	65
Exchange rate changes	(89)	(103)
Cost of acquisition/manufacture, Balance as of	2,335	2,372
Total amortized purchased intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	(35)	(978)
Disposals	18	147
Reclassifications from (to) held for sale	(4)	(453)
Transfers	41	48
Exchange rate changes	(84)	(26)
Accumulated amortization and impairment, Balance as of	2,143	3,098
Amortization for the year	65	136
Impairment losses	0	515
Reversals of impairment losses	0	49
Accumulated amortization and impairment, Balance as of	2,108	2,143
Purchased amortized customer-related intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	43	68
Purchased amortized customer-related intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	1,431	1,559
Additions	15	27
Changes in the group of consolidated companies	0	(155)
Disposals	0	1
Reclassifications from (to) held for sale	(6)	0
Transfers	1	0
Exchange rate changes	(77)	1
Cost of acquisition/manufacture, Balance as of	1,364	1,431
Purchased amortized customer-related intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	(155)
Disposals	0	1
Reclassifications from (to) held for sale	(4)	0
Transfers	0	3
Exchange rate changes	(72)	1
Accumulated amortization and impairment, Balance as of	1,363	1,476
Amortization for the year	34	39
Impairment losses	0	0
Reversals of impairment losses	0	0
Accumulated amortization and impairment, Balance as of	1,321	1,363
Purchased amortized value of business acquired [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	0	0
Purchased amortized value of business acquired [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	0	941
Additions	0	0
Changes in the group of consolidated companies	0	(806)
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	0	(135)
Cost of acquisition/manufacture, Balance as of	0	0
Purchased amortized value of business acquired [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	(808)
Disposals	0	0
Reclassifications from (to) held for sale	0	0
Transfers	0	0
Exchange rate changes	0	(43)
Accumulated amortization and impairment, Balance as of	0	300
Amortization for the year	0	37
Impairment losses	0	515
Reversals of impairment losses	0	0
Accumulated amortization and impairment, Balance as of	0	0
Purchased amortized contract-based intangible assets [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	1	5
Purchased amortized contract-based intangible assets [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	70	795
Additions	0	0
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	(747)
Transfers	0	0
Exchange rate changes	0	22
Cost of acquisition/manufacture, Balance as of	70	70
Purchased amortized contract-based intangible assets [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	0
Disposals	0	0
Reclassifications from (to) held for sale	0	(359)
Transfers	0	0
Exchange rate changes	0	10
Accumulated amortization and impairment, Balance as of	65	429
Amortization for the year	4	24
Impairment losses	0	0
Reversals of impairment losses	0	39
Accumulated amortization and impairment, Balance as of	69	65
Purchased amortized software and other [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of		156
Purchased amortized software and other [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	871	1,112
Additions	(35)	49
Changes in the group of consolidated companies	21	(13)
Disposals	0	148
Reclassifications from (to) held for sale	50	(203)
Transfers	(12)	65
Exchange rate changes	901	9
Cost of acquisition/manufacture, Balance as of	27	871
Purchased amortized software and other [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	0	(15)
Disposals	0	146
Reclassifications from (to) held for sale	0	(94)
Transfers	718	45
Exchange rate changes	183	6
Accumulated amortization and impairment, Balance as of	715	893
Amortization for the year	18	36
Impairment losses	41	0
Reversals of impairment losses	(12)	10
Accumulated amortization and impairment, Balance as of		715
Internally generated amortized software [Member] | Carrying value [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Carrying amount, As of	4,110	3,817
Internally generated amortized software [Member] | Cost of acquisition/manufacture [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Cost of acquisition/manufacture, Balance as of	6,235	4,846
Additions	1,360	1,499
Changes in the group of consolidated companies	(171)	0
Disposals	121	123
Reclassifications from (to) held for sale	0	0
Transfers	(42)	(29)
Exchange rate changes	(237)	42
Cost of acquisition/manufacture, Balance as of	7,024	6,235
Internally generated amortized software [Member] | Accumulated amortization and impairment [Member]
Changes of Other Intangible Assets by Asset Class [Line Items]
Changes in the group of consolidated companies	(171)	(10)
Disposals	81	99
Reclassifications from (to) held for sale	0	0
Transfers	(35)	(20)
Exchange rate changes	(129)	26
Accumulated amortization and impairment, Balance as of	2,418	1,782
Amortization for the year	870	679
Impairment losses	42	60
Reversals of impairment losses	0	0
Accumulated amortization and impairment, Balance as of	€ 2,914	€ 2,418

Goodwill and Other Intangibl184

Goodwill and Other Intangible Assets - Critical Values (Detail)	12 Months Ended
	Dec. 31, 2017
GTB, GCM & CF [Member]
Change in Key Assumptions
Discount rate (post tax) increase from	8.80%
Discount rate (post tax) increase to	10.40%
Projected future earnings in each period	(14.00%)
WM [Member]
Change in Key Assumptions
Discount rate (post tax) increase from	9.10%
Discount rate (post tax) increase to	9.90%
Projected future earnings in each period	(9.00%)
Long term growth rates	0.00%

Goodwill and Other Intangibl185

Goodwill and Other Intangible Assets - Critical Values (Detail: Text Values)	Dec. 31, 2017EUR (€)
GTB, GCM & CF [Member]
Critical Values [Line Items]
Recoverable amounts exceedance of the respective carrying amounts, percent	18.00%
Recoverable amounts exceedance of the respective carrying amounts in EUR	€ 2,500,000,000
WM [Member]
Critical Values [Line Items]
Recoverable amounts exceedance of the respective carrying amounts, percent	18.00%
Recoverable amounts exceedance of the respective carrying amounts in EUR	€ 500,000,000

Goodwill and Other Intangibl186

Goodwill and Other Intangible Assets - Parenthetical Information Note 25 Other Amortizing Intangible Assets (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Parenthetical Information Note 25 Other Amortizing Intangible Assets [Line Items]
Impairment losses	€ 57	€ 580	€ 1,200
Thereof: impairments related to self-developed software	42	60	191
Thereof: impairments of an unamortized trademark	15	521	0
Thereof: write-off of the Value of business acquired (VOBA)		515
Increase of amortizing other intangible assets, net	291	6	2,800
Mainly driven by [Abstract]
Negative exchange rate changes	113	327	410
Additions to internally generated intangible assets	1,400	0	427
Offsetting amortization expenses	935	1,500	397
Thereof: scheduled consumption of capitalized software	€ 897	679	16
Reclassification from (to) held for sale in advance of the sale of the investment in Maher Terminals Port Elizabeth		€ 497
Postbank [Abstract]
Thereof: contract-based intangible assets			14
Thereof: impairment loss related to other intangible assets			837
Postbank [Member]
Postbank [Abstract]
Thereof: impairment loss related to other intangible assets			€ 834

Goodwill and Other Intangibl187

Goodwill and Other Intangible Assets - Parenthetical Information Note 25 Other Unamortizing Intangible Assets (Detail: Text Values) € in Millions	12 Months Ended
	Dec. 31, 2017EUR (€)
Retail investment management agreements [Abstract]
Assets, related to the Groups U.S. retail mutual fund business, aquired in 2002, calculated at fair value less costs of disposal	€ 719
Discount rates (cost of equity) applied in the calculation in 2016	11.00%
Discount rates (cost of equity) applied in the calculation in 2017	11.00%
Trademarks [Abstract]
Postbank trademark, acquired in 2010	€ 382
Postbank trademark, after finalizing the purchase price allocation in 2011	410
Postbank trademark, write-off in third quarter 2015	410
Sal. Oppenheim trademark, acquired in 2010	27
Sal. Oppenheim trademark, write-down in fourth quarter 2015	6
Sal. Oppenheim trademark, write-down in fourth quarter 2016	6
Sal. Oppenheim trademark, write-off in fourth quarter 2017	15
Deutsche Asset Management [Member]
Retail investment management agreements [Abstract]
Assets, related to the Groups U.S. retail mutual fund business, aquired in 2002, calculated at fair value less costs of disposal	€ 719
Discount rates (cost of equity) applied in the calculation in 2016	11.00%
Discount rates (cost of equity) applied in the calculation in 2017	11.00%
WM [Member]
Trademarks [Abstract]
Sal. Oppenheim trademark, acquired in 2010	€ 27
Sal. Oppenheim trademark, write-down in fourth quarter 2015	6
Sal. Oppenheim trademark, write-down in fourth quarter 2016	6
Sal. Oppenheim trademark, write-off in fourth quarter 2017	15
Postbank [Member]
Trademarks [Abstract]
Postbank trademark, acquired in 2010	382
Postbank trademark, after finalizing the purchase price allocation in 2011	410
Postbank trademark, write-off in third quarter 2015	€ 410

Goodwill and Other Intangibl188

Goodwill and Other Intangible Assets - Primary Cash-Generating Units (Detail)	Dec. 31, 2017	Dec. 31, 2016
Corporate & Investment Bank [Member]
Primary Cash-Generating Units [Line Items]
Discount rate (post-tax)	8.80%	8.80%
Wealth Management [Member]
Primary Cash-Generating Units [Line Items]
Discount rate (post-tax)	9.10%	8.40%
Deutsche Asset Management [Member]
Primary Cash-Generating Units [Line Items]
Discount rate (post-tax)	10.00%	9.90%

Goodwill and Other Intangibl189

Goodwill and Other Intangible Assets - Primary Cash-Generating Units (Detail: Text Values)	Dec. 31, 2017	Dec. 31, 2016
Primary Cash-Generating Units
Constant long-term growth rate of up to	3.20%	2.80%

Goodwill and Other Intangibl190

Goodwill and Other Intangible Assets - Useful Lives of Other Amortized Intangible Assets by Asset Class (Detail) - Useful lives in years up to [Member]	Dec. 31, 2017
Internally generated intangible assets:
Software	10
Purchased intangible assets:
Customer-related intangible assets	20
Contract-based intangible assets	8
Other	80

Non-Current Assets and Dispo191

Non-Current Assets and Disposal Groups Held for Sale - Components of Other Non-Current Assets and Disposal Groups Held for Sale (Detail) - Components of Other Non-Current Assets and Disposal Groups Held for Sale [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Other assets [Member]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Line Items]
Cash, due and deposits with banks, Central bank funds sold and securities purchased under resale agreements	€ 0	€ 243
Financial assets at fair value through profit or loss	0	30
Financial assets available for sale	4	29
Loans	0	46
Property and equipment	15	174
Other assets	26	42
Assets classified as held for sale	45	563
Other liabilities [Member]
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Line Items]
Deposits, Central bank funds purchased and securities sold under resale agreements	0	570
Financial liabilities at fair value through profit or loss	0	29
Long-term debt	0	0
Other liabilities	16	102
Total liabilities classified as held for sale	€ 16	€ 701

Non-Current Assets and Dispo192

Non-Current Assets and Disposal Groups Held for Sale - Components of Other Non-Current Assets and Disposal Groups Held for Sale (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Components of Other Non-Current Assets and Disposal Groups Held for Sale [Abstract]
Unrealized net gains relating to non-current assets classified as held for sale recognized directly in accumulated other comprehensive income (loss) (net of tax)	€ 0	€ 0
Pre-tax loss on sale of Argentine subsidiary Deutsche Bank S.A. to Banco Comafi S.A.	€ 190

Other Assets and Other Liabi193

Other Assets and Other Liabilities - Components of Other Assets (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Brokerage and securities related receivables [Abstracts]
Cash/margin receivables	€ 46,519	€ 57,924
Receivables from prime brokerage	12,638	9,859
Pending securities transactions past settlement date	3,929	6,409
Receivables from unsettled regular way trades	19,930	30,908
Total brokerage and securities related receivables	83,015	105,100
Accrued interest receivable	2,374	2,433
Assets held for sale	45	563
Other	16,057	17,950
Total other assets	€ 101,491	€ 126,045

Other Assets and Other Liabi194

Other Assets and Other Liabilities - Components of Other Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Brokerage and securities related payables [Abstract]
Cash/margin payables	€ 58,865	€ 70,706
Payables from prime brokerage	25,042	20,155
Pending securities transactions past settlement date	2,562	2,668
Payables from unsettled regular way trades	20,274	28,490
Total brokerage and securities related payables	106,742	122,019
Accrued interest payable	2,623	2,712
Liabilities held for sale	16	701
Other	22,827	30,008
Total other liabilities	€ 132,208	€ 155,440

Deposits - Components of Deposi

Deposits - Components of Deposits (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Components of Deposits [Line Items]
Noninterest-bearing demand deposits	€ 226,339	€ 200,122
Interest-bearing deposits [Abstract]
Demand deposits	133,280	129,654
Time deposits	133,952	130,299
Savings deposits	87,241	90,129
Total interest-bearing deposits	354,473	350,082
Total deposits	€ 580,812	€ 550,204

Parenthetical Information Note

Parenthetical Information Note 29 Provisions (Detail: Text Values)	12 Months Ended
	Dec. 31, 2017EUR (€)€ / sharesshares	Dec. 31, 2017USD ($)shares	Dec. 31, 2017GBP (£)shares	Dec. 31, 2017KRW (₩)shares	Dec. 31, 2017CHF (SFr)shares	Dec. 31, 2016EUR (€)	Dec. 31, 2016BRL (R$)	Dec. 31, 2017USD ($)shares
Mortgage Repurchase Demands [Abstract]
Whole loan sales from 2005-2008 of private label securities in U.S.D bn.		$ 84,000,000,000
Whole loan sales from 2005-2008 of loans through whole loan sales in U.S.D bn.		71,000,000,000
Mortgage repurchase demands outstanding in U.S. D mn.								$ 485,000,000
Recorded provisions against demands outstanding in U.S. D mn.								88,000,000
Recognized receivables against demands outstanding in U.S. D mn.								64,000,000
Recognized receivables against demands outstanding | €	€ 53,000,000
Net provisions against demands following deduction of receivables in U.S. D mn.								24,000,000
Net provisions against demands following deduction of receivables | €	20,000,000
Original principal balance in U.S. D bn.								9,200,000,000
Potential claim on loans sold by DB in U.S. D bn.								$ 98,400,000,000
Estimated aggregated future loss (more than remote but less than probable) [Abstract]
Civil Litigation matters | €	2,400,000,000					€ 1,500,000,000
Regulatory enfocement matters | €	300,000,000					€ 800,000,000
Esch Funds Litigation [Abstract]
Original claims against Sal. Oppenheim related to investments | €	1,100,000,000
Thereof: still pending | €	140,000,000
Aggregated amount claimed in proceedings pending | €	190,000,000
FX Investigations & Litigations [Abstract]
DB Brazil Settlement on 7th Dec 2016 in BRL mn. | R$							R$ 51000000
Civil monetary penalty in U.S. D mn.		137,000,000
Preliminary approval of a settlement related to manipulated benchmark- and spot rates in U.S. D mn.		190,000,000
Interbank Offered Rates Matters [Abstract]
Anticompetitive conduct settlement (as reported in 2013) | €	725,000,000
DB agreement to pay for misconduct concerning to LIBOR settlement to DOJ & CFTC (as reported in 2015) in U.S. D bn.		2,175,000,000
DB agreement to pay for misconduct concerning to LIBOR settlement to FCA (as reported in 2015) in GBP mn. | £			£ 226,800,000
Fine payment by DB Group Services (UK) Ltd. in U.S. D mn.		150,000,000
Fine payment with respect to Yen LIBOR in CHF mn. | SFr					SFr 5,000,000
Payment of Swiss Competition Commission (WEKO) fees in CHF mn. | SFr					SFr 400,000
Payment of settlement with US State attornys investigation in interbank offered rates in U.S. D mn		220,000,000
Settlement agreement on July 13, 2017 as part of the U.S. dollar LIBOR MDL asserting claims based on alleged transactions in Eurodollar futures and options in U.S. D mn		80,000,000
Settlement agreement on Feb 13, 2018 as part of the U.S. dollar LIBOR MDL asserting claims based on on alleged transactions in U.S. dollar LIBOR-linked financial instruments in U.S. D mn		240,000,000
Payment for alleging manipulation of Yen LIBOR and Euroyen TIBOR pending in the SDNY in U.S. D mn		77,000,000
Payment for alleging manipulation of EURIBOR pending in the SDNY in U.S. D mn		170,000,000
KOSPI Index Unwind Matters [Abstract]
Criminal fine imposed on Deutsche Securities Korea Co. (DSK) in KRW bn. | ₩				₩ 1,500,000,000
Criminal fine imposed on Deutsche Securities Korea Co. (DSK) (less than) | €	2,000,000,000
Aggregated claim amount against DB & DSK for known clainms (less than) | €	€ 50,000,000
Mortgage-Related and Asset-Backed Securities Matters and Investigation [Abstract]
Payment of a civil monetary penalty for RMBS claims from 2005 to 2007 (settlement with DOJ) in U.S. D bn.		3,100,000,000
Agreed consumer releif for RMBS claims from 2005 to 2007 (settlement with DOJ) in U.S. D bn.		4,100,000,000
Settlement with Maryland Attorney General of payment for RMBS and CDO businesses from 2002 to 2009 in U.S. D mn.		15,000,000
Agreed consumer relief settlement with Maryland Attorney General (to be allocated from the overall U.S.D 4.1 billion consumer relief obligation agreed to as part of Deutsche Banks settlement with the DOJ) in U.S. D mn.		$ 80,000,000
Postbank Voluntary Public Takeover Offer [Abstract]
Takeover offer for Postbank shareholder in EUR per share | € / shares	€ 25
Total number of shares accepted in takeover in shares mn. | shares	48,200,000							48,200,000
Claim (raised in 2010 by Effecten-Spiegel AG) for raising the takeover share price offer to EUR per share | € / shares	€ 57.25
Claim (raised in 2014 by additional former shareholders of Postbank) for raising the takeover share price offer in EUR per share | € / shares	57.25
Increase of takeover share price offer to shareholders which have accepted the takeover in EUR per share | € / shares	32.25
Additional claims (raised in 2017) for raising the takeover share price offer to EUR per share | € / shares	€ 64.25
Total payment claims against Deutsche Bank in relation to Postbank takeover (excluding interest) | €	€ 700,000,000
Further Proceedings Relating to the Postbank Takeover [Abstract]
Postbank's cash compensation with respect to P&L transfer agreement in EUR per share | € / shares	€ 25.18
Acceptance of Postbank's cash compensation with respect to P&L transfer agreement in shares mn. | shares	500,000	500,000	500,000	500,000	500,000
Squeeze out compensation in EUR per share | € / shares	€ 35.05
Number of shares squeezed-out in shares mn. | shares	7,000,000	7,000,000	7,000,000	7,000,000	7,000,000
Investigations into the Banks anti-money laundering (AML) control function in its investment banking division [Abstract]
Settlement agreement with DFS to pay civil monetary penalties in U.S. D mn.		$ 425,000,000
Settlement agreement with FCA to pay civil monetary penalties in GBP mn. | £			£ 163,000,000
Payment of penalty for AML issues identified by the Federal Reserve in U.S. D mn.		41,000,000
Sovereign, Supranational and Agency Bonds (SSA) Investigations and Litigations [Abstract]
Agreement with U.S. District Court for the Southern District of New York to settle the actions (alleging violations of U.S. antitrust law and common law related to alleged manipulation of the secondary trading market for SSA bonds) in U.S. D mn.		485,000,000
U.S. Embargoes-Related Matters [Abstract]
Payment to New York State Department of Financial Services in U.S. D mn.		200,000,000
Payment to Federal Reserve Bank of New York in U.S. D mn.		$ 58,000,000

Provisions - Movements by Clas

Provisions - Movements by Class of Provision (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Home Savings Business [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		€ 1,059	€ 1,132
Changes in the group of consolidated companies		0	0
New provisions		194	213
Amounts used		169	213
Unused amounts reversed		16	37
Effects from exchange rate fluctuations/ Unwind of discount		28	(36)
Transfers		14	0
Balance as of, end period		1,110	1,059
Operational Risk [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		309	315
Changes in the group of consolidated companies		0	0
New provisions		84	123
Amounts used		53	23
Unused amounts reversed		49	93
Effects from exchange rate fluctuations/ Unwind of discount		(15)	0
Transfers		(2)	(13)
Balance as of, end period		275	309
Civil Litigations [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		2,014	1,418
Changes in the group of consolidated companies		(5)	0
New provisions		745	1,192
Amounts used		1,611	403
Unused amounts reversed		134	278
Effects from exchange rate fluctuations/ Unwind of discount		(86)	12
Transfers		193	72
Balance as of, end period		1,115	2,014
Regulatory Enforcement [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		5,607	4,048
Changes in the group of consolidated companies		0	0
New provisions		306	1,616
Amounts used		3,576	82
Unused amounts reversed		711	34
Effects from exchange rate fluctuations/ Unwind of discount		(575)	84
Transfers		(153)	(24)
Balance as of, end period		897	5,607
Restructuring [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		741	656
Changes in the group of consolidated companies		(1)	(8)
New provisions		601	535
Amounts used		458	333
Unused amounts reversed		182	110
Effects from exchange rate fluctuations/ Unwind of discount		(4)	4
Transfers		0	(1)
Balance as of, end period		696	741
Mortgage Repurchase Demands [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		164	409
Changes in the group of consolidated companies		0	0
New provisions		0	25
Amounts used		71	273
Unused amounts reversed		0	10
Effects from exchange rate fluctuations/ Unwind of discount		(20)	13
Transfers		0	0
Balance as of, end period		73	164
Other [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period		735	922
Changes in the group of consolidated companies		5	(66)
New provisions		847	582
Amounts used		688	545
Unused amounts reversed		118	131
Effects from exchange rate fluctuations/ Unwind of discount		(18)	5
Transfers		3	(31)
Balance as of, end period		766	735
Total [Member]
Movements by Class of Provision [Line Items]
Balance as of, start period	[1]	10,629	8,900
Changes in the group of consolidated companies		(1)	(74)
New provisions	[1]	2,778	4,286
Amounts used	[1]	6,626	1,872
Unused amounts reversed	[1]	1,210	693
Effects from exchange rate fluctuations/ Unwind of discount	[1]	(690)	82
Transfers	[1]	56	3
Balance as of, end period	[1]	€ 4,934	€ 10,629
[1]	For the remaining portion of provisions as disclosed on the consolidated balance sheet, please see Note 20 Allowance for Credit Losses, in which allowances for credit related off-balance sheet positions are disclosed.

Credit related Commitments a198

Credit related Commitments and Contingent Liabilities - Commitments and Contingent Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Commitments and Contingent Liabilities [Line Items]
Irrevocable lending commitments	€ 158,253	€ 166,063
Contingent liabilities	48,212	52,341
Total	€ 206,464	€ 218,404

Credit related Commitments a199

Credit related Commitments and Contingent Liabilities - Commitments and Contingent Liabilities (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Commitments and Contingent Liabilities [Abstract]
Irrevocable payment commitments related to bank levy	€ 412	€ 280

Other Short-Term Borrowings - C

Other Short-Term Borrowings - Components of Other Short-Term Borrowings (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Other short-term borrowings [Abstract]
Commercial paper	€ 5,274	€ 3,219
Other	13,137	14,076
Total other short-term borrowings	€ 18,411	€ 17,295

Long-Term Debt and Trust Pre201

Long-Term Debt and Trust Preferred Securities - Fixed and Floating Rate Trust Preferred Securities (Detail) - EUR (€) € in Millions		Dec. 31, 2017		Dec. 31, 2016
Fixed and Floating Rate Trust Preferred Securities [Abstract]
Fixed rate	[1]	€ 4,462		€ 5,302
Floating rate	[1]	1,030		1,071
Total trust preferred securities		€ 5,491	[1]	€ 6,373
[1]	Perpetual instruments, redeemable at specific future dates at the Groups option

Long-Term Debt and Trust Pre202

Long-Term Debt and Trust Preferred Securities - Long-Term Debt by Contractual Maturity (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total Dec 31 [Domain Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	€ 42,988	€ 43,523
Long-term debt	159,715	172,316
Total Dec 31 [Domain Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	76,285	84,924
Floating rate	33,210	37,082
Total Dec 31 [Domain Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	5,493	4,882
Floating rate	1,738	€ 1,906
Due in 2018 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	28,289
Long-term debt	46,403
Due in 2018 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	12,259
Floating rate	5,321
Due in 2018 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	257
Floating rate	277
Due in 2019 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	1,778
Long-term debt	21,218
Due in 2019 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	10,843
Floating rate	8,549
Due in 2019 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	28
Floating rate	20
Due in 2020 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	1,836
Long-term debt	16,779
Due in 2020 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	9,691
Floating rate	4,156
Due in 2020 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	1,096
Floating rate	0
Due in 2021 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	738
Long-term debt	17,958
Due in 2021 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	12,939
Floating rate	4,282
Due in 2021 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Due in 2022 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	706
Long-term debt	15,185
Due in 2022 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	10,045
Floating rate	4,433
Due in 2022 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Due after 2022 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other Long-Term Debt by Contractual Maturity	9,641
Long-term debt	42,172
Due after 2022 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	20,509
Floating rate	6,469
Due after 2022 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	4,112
Floating rate	€ 1,441

Maturity Analysis of the ear203

Maturity Analysis of the earliest contractual undiscounted cash flows of Financial Liabilities - Maturity Analysis of Financial Liabilities (IFRS) (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
On demand [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits		€ 226,339	€ 200,122
Interest-bearing deposits		133,378	129,704
Trading liabilities	[1]	71,457	57,029
Negative market values from derivative financial instruments	[2]	342,726	463,858
Financial liabilities designated at fair value through profit or loss		29,207	18,949
Investment contract liabilities		0	0
Negative market values from derivative financial instruments qualifying for hedge accounting	[3]	0	0
Central bank funds purchased		174	353
Securities sold under repurchase agreements, Financial Liabilities		14,152	19,980
Securities loaned		6,684	4,168
Other short-term borrowings		11,859	13,322
Long-term debt		4	6
Trust preferred securities		0	0
Other financial liabilities		112,961	128,400
Off-balance sheet loan commitments		153,700	160,099
Financial guarantees		19,883	20,966
Total	[4]	1,122,525	1,216,955
Due within 3 months [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits		0	0
Interest-bearing deposits		146,145	147,531
Trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[2]	0	0
Financial liabilities designated at fair value through profit or loss		29,360	38,641
Investment contract liabilities		0	0
Negative market values from derivative financial instruments qualifying for hedge accounting	[3]	69	573
Central bank funds purchased		83	0
Securities sold under repurchase agreements, Financial Liabilities		2,525	2,401
Securities loaned		3	11
Other short-term borrowings		2,326	1,995
Long-term debt		7,409	7,462
Trust preferred securities		1,710	78
Other financial liabilities		3,483	2,642
Off-balance sheet loan commitments		0	0
Financial guarantees		0	0
Total	[4]	193,113	201,334
Due between 3 and 12 months [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits		0	0
Interest-bearing deposits		45,633	46,176
Trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[2]	0	0
Financial liabilities designated at fair value through profit or loss		4,847	4,343
Investment contract liabilities		574	592
Negative market values from derivative financial instruments qualifying for hedge accounting	[3]	336	737
Central bank funds purchased		0	0
Securities sold under repurchase agreements, Financial Liabilities		1,348	2,386
Securities loaned		0	0
Other short-term borrowings		3,600	1,802
Long-term debt		41,820	24,440
Trust preferred securities		3,328	2,539
Other financial liabilities		554	583
Off-balance sheet loan commitments		0	0
Financial guarantees		0	0
Total	[4]	102,040	83,599
Due between 1 and 5 years [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits		0	0
Interest-bearing deposits		18,699	17,027
Trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[2]	0	0
Financial liabilities designated at fair value through profit or loss		2,599	2,676
Investment contract liabilities		0	0
Negative market values from derivative financial instruments qualifying for hedge accounting	[3]	672	2,427
Central bank funds purchased		0	0
Securities sold under repurchase agreements, Financial Liabilities		491	715
Securities loaned		0	0
Other short-term borrowings		0	0
Long-term debt		78,063	118,607
Trust preferred securities		688	4,361
Other financial liabilities		373	407
Off-balance sheet loan commitments		0	0
Financial guarantees		0	0
Total	[4]	101,585	146,219
Due after 5 years [Member]
Maturity Analysis of Financial Liabilities (IFRS) [Line Items]
Noninterest bearing deposits		0	0
Interest-bearing deposits		12,166	11,247
Trading liabilities	[1]	0	0
Negative market values from derivative financial instruments	[2]	0	0
Financial liabilities designated at fair value through profit or loss		5,951	6,460
Investment contract liabilities		0	0
Negative market values from derivative financial instruments qualifying for hedge accounting	[3]	218	856
Central bank funds purchased		0	0
Securities sold under repurchase agreements, Financial Liabilities		23	0
Securities loaned		1	0
Other short-term borrowings		0	0
Long-term debt		41,926	46,812
Trust preferred securities		0	0
Other financial liabilities		4	3,246
Off-balance sheet loan commitments		0	0
Financial guarantees		0	0
Total	[4]	€ 60,287	€ 68,621
[1]	Trading liabilities and derivatives not qualifying for hedge accounting balances are recorded at fair value. The Group believes that this best represents the cash flow that would have to be paid if these positions had to be closed out. Trading liabilities and derivatives not qualifying for hedge accounting balances are shown within on demand which Groups management believes most accurately reflects the short-term nature of trading activities. The contractual maturity of the instruments may however extend over significantly longer periods
[2]	These are investment contracts where the policy terms and conditions result in their redemption value equaling fair value. See Note 42 Insurance and Investment Contracts for more detail on these contracts
[3]	Derivatives designated for hedge accounting are recorded at fair value and are shown in the time bucket at which the hedged relationship is expected to terminate
[4]	The balances in the table do not agree to the numbers in the Groups balance sheet as the cash flows included in the table are undiscounted. This analysis represents the worst case scenario for the Group if the Group was required to repay all liabilities earlier than expected. The Group believes that the likelihood of such an event occurring is remote

Common Shares - Common Shares (

Common Shares - Common Shares (Detail) - shares	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Issued and fully paid [Member]
Number of shares [line items]
Common shares, beginning balance	1,379,273,131	1,379,273,131
Shares issued under share-based compensation plans	0	0
Capital increase	687,500,000	0
Shares purchased for treasury	0	0
Shares sold or distributed from treasury	0	0
Common shares, ending balance	2,066,773,131	1,379,273,131
Treasury shares [Member]
Number of shares [line items]
Common shares, beginning balance	(203,442)	(374,864)
Shares issued under share-based compensation plans	0	0
Capital increase	0	0
Shares purchased for treasury	(490,690,358)	(355,069,462)
Shares sold or distributed from treasury	490,522,710	355,240,884
Common shares, ending balance	(371,090)	(203,442)
Outstanding [Member]
Number of shares [line items]
Common shares, beginning balance	1,379,069,689	1,378,898,267
Shares issued under share-based compensation plans	0	0
Capital increase	687,500,000	0
Shares purchased for treasury	(490,690,358)	(355,069,462)
Shares sold or distributed from treasury	490,522,710	355,240,884
Common shares, ending balance	2,066,402,041	1,379,069,689

Common Shares - Dividends (Deta

Common Shares - Dividends (Detail) - EUR (€)	12 Months Ended
	Dec. 31, 2017	[1],[2]	Dec. 31, 2016	[3],[4]	Dec. 31, 2015	[3],[4]
Dividends
Cash dividends declared	€ 227,000,000		€ 227,000,000		€ 165,000,000
Cash dividends declared per common share (in EUR per share)	€ 0.11		€ 0.11		€ 0.08
[1]	Cash dividend for 2017 is based on the number of shares issued as of December31,2017.
[2]	Cash dividend for 2017 is based on the number of shares issued as of December31,2017.
[3]	Dividends for 2016 and 2015 were approved by the annual general meeting in 2017 and were paid simultaneously in 2017.
[4]	Dividends for 2016 and 2015 were approved by the annual general meeting in 2017 and were paid simultaneously in 2017.

Common Shares - Parenthetical I

Common Shares - Parenthetical Information Note 34 (Detail: Text Values)	Dec. 31, 2017EUR (€)€ / sharesshares
Parenthetical Information Note 34
Nominal value of each share derived by dividing the total amount of share capital by the number of shares | € / shares	€ 2.56
Proceeds of capital increase on April 7, 2017	€ 8,000,000,000
Subscription rights exercised	100.00%
Number of new shares issued | shares	680,100,000
Subscription price per share | € / shares	€ 11.65
Remaining new shares sold in the market	€ 7,400,000
Average price of new shares sold in the market per share | € / shares	€ 15.5
Transaction costs related to the capital increase, directly recorded in equity	€ 100,000,000
Authorized capital available to the Management Board	2,560,000,000
Authorized capital to increase share capital by issuing new share for cash and noncash	512,000,000
Authorized capital to increase share capital by issuing new share for cash	2,048,000,000
Conditional Capital with expiration date for the issuance of conversion and/or option rights by April 30, 2017	512,000,000
Conditional Capital with expiration date for the issuance of conversion and/or option rights by April 30, 2019	€ 51,200,000

Employee Benefits - Activity fo

Employee Benefits - Activity for Share Plans (Detail) - EUR (€)	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Share units (in thousands) [Member]
Activity for Share Plans [line items]
Balance as of	137,541	90,292	53,651
Weighted-average grant date fair value per unit [Member]
Activity for Share Plans [line items]
Balance as of	€ 15	€ 20	€ 28

Employee Benefits - Actuarial A

Employee Benefits - Actuarial Assumptions (Detail)		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Germany [Member]
Actuarial Assumptions [line items]
Discount rate (in %)		1.70%	1.70%
Rate of price inflation (in %)		1.80%	1.70%
Rate of nominal increase in future compensation levels (in %)		2.30%	2.10%
Rate of nominal increase for pensions in payment (in %)		1.70%	1.60%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		19.3	19.1
For a female aged 65 at measurement date		23.3	23.2
For a male aged 45 at measurement date		21.9	21.8
For a female aged 45 at measurement date		25.8	25.7
UK [Member]
Actuarial Assumptions [line items]
Discount rate (in %)		2.50%	2.60%
Rate of price inflation (in %)		3.50%	3.60%
Rate of nominal increase in future compensation levels (in %)		4.50%	4.60%
Rate of nominal increase for pensions in payment (in %)		3.30%	3.50%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		23.6	23.4
For a female aged 65 at measurement date		25.4	25.5
For a male aged 45 at measurement date		24.9	25.1
For a female aged 45 at measurement date		26.9	27.4
US [Member]
Actuarial Assumptions [line items]
Discount rate (in %)	[1]	3.50%	4.00%
Rate of price inflation (in %)	[1]	2.20%	2.20%
Rate of nominal increase in future compensation levels (in %)	[1]	2.30%	2.30%
Rate of nominal increase for pensions in payment (in %)	[1]	2.20%	2.20%
Assumed life expectancy at age 65
For a male aged 65 at measurement date	[1]	22.2	22.4
For a female aged 65 at measurement date	[1]	23.7	23.9
For a male aged 45 at measurement date	[1]	23.8	23.9
For a female aged 45 at measurement date	[1]	25.2	25.4
Other [Member]
Actuarial Assumptions [line items]
Discount rate (in %)		2.50%	2.30%
Rate of price inflation (in %)		2.00%	2.00%
Rate of nominal increase in future compensation levels (in %)		3.10%	2.80%
Rate of nominal increase for pensions in payment (in %)		1.10%	1.10%
Assumed life expectancy at age 65
For a male aged 65 at measurement date		21.7	22
For a female aged 65 at measurement date		24.1	24.5
For a male aged 45 at measurement date		23.1	23.7
For a female aged 45 at measurement date		25.6	26.1
[1]	1 Cash balance interest crediting rate in line with the 30-year US government bond yield

Employee Benefits - Benefits Ex

Employee Benefits - Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) (Detail)	12 Months Ended
	Dec. 31, 2017EUR (€)
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted average duration of defined benefit obligation (in years)	15.5
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted average duration of defined benefit obligation (in years)	13.9
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted average duration of defined benefit obligation (in years)	21.7
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted average duration of defined benefit obligation (in years)	12.1
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Domain Member] | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Weighted average duration of defined benefit obligation (in years)	12.3
Actual benefit payments 2017 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	€ 840,000,000
Actual benefit payments 2017 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	413,000,000
Actual benefit payments 2017 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	245,000,000
Actual benefit payments 2017 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	99,000,000
Actual benefit payments 2017 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	83,000,000
Benefits expected to be paid 2018 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	626,000,000
Benefits expected to be paid 2018 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	423,000,000
Benefits expected to be paid 2018 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	71,000,000
Benefits expected to be paid 2018 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	71,000,000
Benefits expected to be paid 2018 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	61,000,000
Benefits expected to be paid 2019 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	654,000,000
Benefits expected to be paid 2019 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	436,000,000
Benefits expected to be paid 2019 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	77,000,000
Benefits expected to be paid 2019 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	77,000,000
Benefits expected to be paid 2019 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	64,000,000
Benefits expected to be paid 2020 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	670,000,000
Benefits expected to be paid 2020 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	453,000,000
Benefits expected to be paid 2020 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	86,000,000
Benefits expected to be paid 2020 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	73,000,000
Benefits expected to be paid 2020 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	58,000,000
Benefits expected to be paid 2021 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	696,000,000
Benefits expected to be paid 2021 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	469,000,000
Benefits expected to be paid 2021 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	93,000,000
Benefits expected to be paid 2021 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	77,000,000
Benefits expected to be paid 2021 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	57,000,000
Benefits expected to be paid 2022 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	727,000,000
Benefits expected to be paid 2022 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	489,000,000
Benefits expected to be paid 2022 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	100,000,000
Benefits expected to be paid 2022 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	78,000,000
Benefits expected to be paid 2022 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	60,000,000
Benefits expected to be paid 2023 to 2027 | Total countries [Domain Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	4,103,000,000
Benefits expected to be paid 2023 to 2027 | Germany [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	2,736,000,000
Benefits expected to be paid 2023 to 2027 | UK [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	638,000,000
Benefits expected to be paid 2023 to 2027 | US [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	423,000,000
Benefits expected to be paid 2023 to 2027 | Other [Member]
Benefits Expected to be paid by the Retirement Benefit Plans (Impact on Cashflows) [Line Items]
Benefits Expected to be paid by the Retirement Benefit Plans	€ 306,000,000

Employee Benefits - Expense of

Employee Benefits - Expense of Employee Benefits (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Expenses for defined benefit plans:
Service cost		€ 345	€ 272	€ 326
Net interest cost (income)		9	(11)	(4)
Total expenses defined benefit plans		354	261	322
Expenses for defined contribution plans:
BVV		66	50	53
Pension fund for Postbanks postal civil servants		93	95	95
Other defined contribution plans		281	284	264
Total expenses for defined contribution plans		440	429	412
Total expenses for post-employment benefit plans		794	690	734
Employer contributions to mandatory German social security pension plan		243	237	231
Expenses for share-based payments:
Expenses for share-based payments, equity settled	[1]	535	620	816
Expenses for share-based payments, cash settled	[1]	22	3	15
Expenses for cash retention plans	[1]	363	487	738
Expenses for severance payments	[2]	€ 94	€ 149	€ 184
[1]	Including expenses for new hire awards and the acceleration of expenses not yet amortized due to the discontinuation of employment including those amounts which are recognized as part of the Groups restructuring expenses
[2]	Excluding the acceleration of expenses for deferred compensation awards not yet amortized

Employee Benefits - Plan Asset

Employee Benefits - Plan Asset Allocation (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Total countries [Domain Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		€ 1,779	€ 1,318
Equity instruments	[1]	2,033	1,966
Investment-grade bonds
Government	[2]	3,907	4,733
Non-government bonds	[2]	8,283	8,574
Non-investment-grade bonds
Government		191	211
Non-government bonds		737	415
Structured products		520	362
Insurance		27	28
Alternatives
Hedge funds		0	0
Real estate		405	376
Commodities		72	19
Private equity		58	58
Other		1,098	1,031
Derivatives (Market Value) [Abstract]
Interest rate		(554)	(432)
Credit		(157)	81
Inflation		(204)	(190)
Foreign exchange		13	(57)
Other		3	26
Fair value of plan assets		18,211	18,519
Germany [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		1,260	1,085
Equity instruments	[1]	1,265	1,129
Investment-grade bonds
Government	[2]	2,212	2,264
Non-government bonds	[2]	5,189	5,627
Non-investment-grade bonds
Government		177	166
Non-government bonds		610	305
Structured products		41	38
Insurance		0	1
Alternatives
Hedge funds		0	0
Real estate		232	222
Commodities		48	6
Private equity		58	58
Other		788	667
Derivatives (Market Value) [Abstract]
Interest rate		(735)	(614)
Credit		(155)	80
Inflation		0	0
Foreign exchange		10	(59)
Other		3	0
Fair value of plan assets		11,003	10,975
UK [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		419	115
Equity instruments	[1]	582	634
Investment-grade bonds
Government	[2]	1,167	1,898
Non-government bonds	[2]	2,447	2,272
Non-investment-grade bonds
Government		0	0
Non-government bonds		70	70
Structured products		402	237
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		117	117
Commodities		24	13
Private equity		0	0
Other		36	34
Derivatives (Market Value) [Abstract]
Interest rate		148	133
Credit		(1)	(1)
Inflation		(210)	(197)
Foreign exchange		1	2
Other		0	25
Fair value of plan assets		5,202	5,352
US [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		26	45
Equity instruments	[1]	118	116
Investment-grade bonds
Government	[2]	367	405
Non-government bonds	[2]	472	521
Non-investment-grade bonds
Government		0	0
Non-government bonds		20	15
Structured products		51	65
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		37	51
Credit		0	1
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Fair value of plan assets		1,091	1,219
Other countries [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		74	73
Equity instruments	[1]	68	87
Investment-grade bonds
Government	[2]	161	166
Non-government bonds	[2]	175	154
Non-investment-grade bonds
Government		14	45
Non-government bonds		37	25
Structured products		26	22
Insurance		27	27
Alternatives
Hedge funds		0	0
Real estate		56	37
Commodities		0	0
Private equity		0	0
Other		274	330
Derivatives (Market Value) [Abstract]
Interest rate		(4)	(2)
Credit		(1)	1
Inflation		6	7
Foreign exchange		2	0
Other		0	1
Fair value of plan assets		€ 915	€ 973
[1]	Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolios benchmark of the UK retirement benefit plans is the MSCI All Countries World Index
[2]	Investment-grade means BBB and above. Average credit rating exposure for the Groups main plans is around A

Employee Benefits - Plan Ass212

Employee Benefits - Plan Asset Allocation Level 1 (Detail) - Level 1 of Fair Value Hierarchy [Member] - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Total countries [Domain Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		€ 1,325	€ 1,341
Equity instruments	[1]	1,912	1,894
Investment-grade bonds
Government	[2]	2,788	3,098
Non-government bonds	[2]	0	3
Non-investment-grade bonds
Government		1	32
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	4
Private equity		0	0
Other		0	8
Derivatives (Market Value) [Abstract]
Interest rate		7	10
Credit		(1)	0
Inflation		0	0
Foreign exchange		1	2
Other		3	1
Total fair value of quoted plan assets		6,036	6,393
Germany [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		1,251	1,145
Equity instruments	[1]	1,154	1,066
Investment-grade bonds
Government	[2]	1,190	723
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		1	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	4
Private equity		0	0
Other		0	8
Derivatives (Market Value) [Abstract]
Interest rate		1	(1)
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		3	1
Total fair value of quoted plan assets		3,600	2,946
UK [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		22	115
Equity instruments	[1]	582	635
Investment-grade bonds
Government	[2]	1,163	1,893
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		0	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		0	0
Credit		(1)	(1)
Inflation		0	0
Foreign exchange		1	2
Other		0	0
Total fair value of quoted plan assets		1,767	2,644
US [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		24	42
Equity instruments	[1]	118	115
Investment-grade bonds
Government	[2]	362	404
Non-government bonds	[2]	0	0
Non-investment-grade bonds
Government		0	0
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		6	11
Credit		0	0
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Total fair value of quoted plan assets		510	572
Other countries [Member]
Plan Asset Allocation [line items]
Cash and cash equivalents		28	39
Equity instruments	[1]	58	78
Investment-grade bonds
Government	[2]	73	78
Non-government bonds	[2]	0	3
Non-investment-grade bonds
Government		0	32
Non-government bonds		0	0
Structured products		0	0
Insurance		0	0
Alternatives
Hedge funds		0	0
Real estate		0	0
Commodities		0	0
Private equity		0	0
Other		0	0
Derivatives (Market Value) [Abstract]
Interest rate		0	0
Credit		0	1
Inflation		0	0
Foreign exchange		0	0
Other		0	0
Total fair value of quoted plan assets		€ 159	€ 231
[1]	Allocation of equity exposure is broadly in line with the typical index in the respective market, e.g. the equity portfolios benchmark of the UK retirement benefit plans is the MSCI All Countries World Index
[2]	Investment-grade means BBB and above. Average credit rating exposure for the Groups main plans is around A

Employee Benefits - Reconciliat

Employee Benefits - Reconciliation in Movement of Liabilities and Assets - Impact on Balance Sheet (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017		Dec. 31, 2016
Total countries [Domain Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Funded status, end of year	€ (435)		€ (594)
Net asset (liability) recognized	(479)	[1]	(594)	[2]
Total countries [Domain Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	19,113		17,954
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	318		296
Interest cost	397		503
Past service cost and gain or loss arising from settlements	27		(32)	[3]
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	101		2,576
Actuarial gain or loss arising from changes in demographic assumptions	(33)		(5)
Actuarial gain or loss arising from experience	(24)		(67)
Cash flow and other changes [Abstract]
Contributions by plan participants	18		22
Benefits paid	(840)		(734)
Payments in respect to settlements	(26)		(393)	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	(402)
Exchange rate changes	(403)		(623)
Other, Cash Flow and Other Changes	(2)		18	[5]
Change in the present value of the defined benefit obligation: Balance, end of year	18,646		19,113
thereof, Reconciliation
Unfunded	325		346
Funded	18,321		18,767
Total countries [Domain Member] | Change in fair value of plan assets [Member]
Cash flow and other changes [Abstract]
Contributions by plan participants	18		22
Benefits paid	(806)		(700)	[6]
Payments in respect to settlements	(26)		(393)	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	(282)
Exchange rate changes	(388)		(787)
Other, Cash Flow and Other Changes	(1)		11	[5]
thereof, Reconciliation
Change in fair value of plan assets: Balance, beginning of year	18,519		18,085
Interest income	388		514
Return from plan assets less interest income	21		1,633
Contributions by the employer	491		422
Plan administration costs	(5)		(6)
Change in fair value of plan assets: Balance, end of year	18,211		18,519
Total countries [Domain Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	2		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Changes in irrecoverable surplus	(46)		0
Change in irrecoverable surplus (asset ceiling): Balance, end of year	(44)		0
Germany [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Funded status, end of year	(1,087)		(1,003)
Net asset (liability) recognized	(1,087)		(1,003)
Germany [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	11,978		10,783
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	213		190
Interest cost	202		256
Past service cost and gain or loss arising from settlements	34		2	[3]
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	76		1,142
Actuarial gain or loss arising from changes in demographic assumptions	0		0
Actuarial gain or loss arising from experience	(3)		2
Cash flow and other changes [Abstract]
Contributions by plan participants	3		3
Benefits paid	(413)		(403)
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	0		0
Other, Cash Flow and Other Changes	0		3	[5]
Change in the present value of the defined benefit obligation: Balance, end of year	12,090		11,978
thereof, Reconciliation
Unfunded	2		4
Funded	12,088		11,974
Germany [Member] | Change in fair value of plan assets [Member]
Cash flow and other changes [Abstract]
Contributions by plan participants	3		3
Benefits paid	(413)		(402)	[6]
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	0		0
Other, Cash Flow and Other Changes	0		(1)	[5]
thereof, Reconciliation
Change in fair value of plan assets: Balance, beginning of year	10,975		10,371
Interest income	187		249
Return from plan assets less interest income	(187)		484
Contributions by the employer	438		271
Plan administration costs	0		0
Change in fair value of plan assets: Balance, end of year	11,003		10,975
Germany [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Changes in irrecoverable surplus	0		0
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
UK [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Funded status, end of year	1,026		856
Net asset (liability) recognized	1,026		856
UK [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	4,496		4,323
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	34		23
Interest cost	114		151
Past service cost and gain or loss arising from settlements	4		5	[3]
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	(43)		1,251
Actuarial gain or loss arising from changes in demographic assumptions	(16)		4
Actuarial gain or loss arising from experience	(17)		(66)
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(245)		(132)
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	(402)
Exchange rate changes	(151)		(661)
Other, Cash Flow and Other Changes	0		0	[5]
Change in the present value of the defined benefit obligation: Balance, end of year	4,176		4,496
thereof, Reconciliation
Unfunded	12		13
Funded	4,164		4,483
UK [Member] | Change in fair value of plan assets [Member]
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(244)		(132)	[6]
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	(282)
Exchange rate changes	(183)		(804)
Other, Cash Flow and Other Changes	0		0	[5]
thereof, Reconciliation
Change in fair value of plan assets: Balance, beginning of year	5,352		5,322
Interest income	135		185
Return from plan assets less interest income	144		1,042
Contributions by the employer	0		22
Plan administration costs	(2)		(1)
Change in fair value of plan assets: Balance, end of year	5,202		5,352
UK [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Changes in irrecoverable surplus	0		0
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
US [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Funded status, end of year	(310)		(329)
Net asset (liability) recognized	(310)		(329)
US [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	1,548		1,507
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	21		21
Interest cost	56		61
Past service cost and gain or loss arising from settlements	0		0	[3]
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	65		42
Actuarial gain or loss arising from changes in demographic assumptions	(6)		(6)
Actuarial gain or loss arising from experience	5		0
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(99)		(123)
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	(189)		46
Other, Cash Flow and Other Changes	0		0	[5]
Change in the present value of the defined benefit obligation: Balance, end of year	1,401		1,548
thereof, Reconciliation
Unfunded	195		206
Funded	1,206		1,342
US [Member] | Change in fair value of plan assets [Member]
Cash flow and other changes [Abstract]
Contributions by plan participants	0		0
Benefits paid	(86)		(110)	[6]
Payments in respect to settlements	0		0	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	(147)		36
Other, Cash Flow and Other Changes	0		0	[5]
thereof, Reconciliation
Change in fair value of plan assets: Balance, beginning of year	1,219		1,182
Interest income	44		48
Return from plan assets less interest income	32		10
Contributions by the employer	31		56
Plan administration costs	(2)		(3)
Change in fair value of plan assets: Balance, end of year	1,091		1,219
US [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	0		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Changes in irrecoverable surplus	0		0
Change in irrecoverable surplus (asset ceiling): Balance, end of year	0		0
Other [Member] | Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet, Grouping [Domain Member]
thereof, Reconciliation
Funded status, end of year	(64)		(118)
Net asset (liability) recognized	(108)		(118)
Other [Member] | Change in the present value of the defined benefit obligation [Member]
Reconciliation in Movement of Liabilities and Assets, Impact on Balance Sheet [line items]
Change in the present value of the defined benefit obligation: Balance, beginning of year	1,091		1,341
Defined benefit cost recognized in Profit & Loss [Abstract]
Current service cost	50		62
Interest cost	25		35
Past service cost and gain or loss arising from settlements	(11)		(39)	[3]
Defined benefit cost recognized in Other Comprehensive Income [Abstract]
Actuarial gain or loss arising from changes in financial assumptions	3		141
Actuarial gain or loss arising from changes in demographic assumptions	(11)		(3)
Actuarial gain or loss arising from experience	(9)		(3)
Cash flow and other changes [Abstract]
Contributions by plan participants	15		19
Benefits paid	(83)		(76)
Payments in respect to settlements	(26)		(393)	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	(63)		(8)
Other, Cash Flow and Other Changes	(2)		15	[5]
Change in the present value of the defined benefit obligation: Balance, end of year	979		1,091
thereof, Reconciliation
Unfunded	116		123
Funded	863		968
Other [Member] | Change in fair value of plan assets [Member]
Cash flow and other changes [Abstract]
Contributions by plan participants	15		19
Benefits paid	(63)		(56)	[6]
Payments in respect to settlements	(26)		(393)	[3]
Acquisitions/Divestitures, Cashflows and other changes	0	[4]	0
Exchange rate changes	(58)		(19)
Other, Cash Flow and Other Changes	(1)		12	[5]
thereof, Reconciliation
Change in fair value of plan assets: Balance, beginning of year	973		1,210
Interest income	22		32
Return from plan assets less interest income	32		97
Contributions by the employer	22		73
Plan administration costs	(1)		(2)
Change in fair value of plan assets: Balance, end of year	915		973
Other [Member] | Change in irrecoverable surplus (asset ceiling) [Member]
Defined benefit cost recognized in Profit & Loss [Abstract]
Interest cost	0		0
Cash flow and other changes [Abstract]
Exchange rate changes	2		0
thereof, Reconciliation
Change in irrecoverable surplus (asset ceiling): Balance, beginning of year	0		0
Changes in irrecoverable surplus	(46)		0
Change in irrecoverable surplus (asset ceiling): Balance, end of year	€ (44)		€ 0
[1]	Thereof 1,113million recognized in Other assets and 1,592million in Other liabilities
[2]	Thereof 934million recognized in Other assets and 1,528million in Other liabilities
[3]	Conversion of defined benefit plan into a collective defined contribution plan in the Netherlands
[4]	Abbey Life
[5]	Includes the opening balance of a plan in Belgium for which defined contribution plan accounting was applied before and other smaller plans
[6]	For funded plans only

Employee Benefits - Regional As

Employee Benefits - Regional Asset Break Down (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Total countries [Domain Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 1,779	€ 1,318
Equity instruments		2,033	1,966
Government bonds (investment-grade and above)		3,907	4,733
Government bonds (non-investment-grade)		191	211
Non-government bonds (investment-grade and above)		8,283	8,574
Non-government bonds (non-investment-grade)		737	415
Structured products, Regional Asset Break Down		520	362
Subtotal		€ 17,450	€ 17,579
Share (in %)		100.00%	100.00%
Regional Asset Break Down, Other		€ 761	€ 940
Fair value of plan assets		18,211	18,519
Germany [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		294	(54)
Equity instruments		349	279
Government bonds (investment-grade and above)		1,057	738
Government bonds (non-investment-grade)		0	1
Non-government bonds (investment-grade and above)		575	472
Non-government bonds (non-investment-grade)		4	9
Structured products, Regional Asset Break Down		41	36
Subtotal		€ 2,320	€ 1,481
Share (in %)		13.2951%	8.4248%
UK [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 126	€ 112
Equity instruments		83	103
Government bonds (investment-grade and above)		1,087	1,840
Government bonds (non-investment-grade)		0	18
Non-government bonds (investment-grade and above)		1,890	1,819
Non-government bonds (non-investment-grade)		44	50
Structured products, Regional Asset Break Down		422	210
Subtotal		€ 3,652	€ 4,152
Share (in %)		20.9284%	23.6191%
US [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 96	€ 144
Equity instruments		802	847
Government bonds (investment-grade and above)		397	447
Government bonds (non-investment-grade)		0	5
Non-government bonds (investment-grade and above)		2,196	2,458
Non-government bonds (non-investment-grade)		20	186
Structured products, Regional Asset Break Down		51	66
Subtotal		€ 3,562	€ 4,153
Share (in %)		20.4126%	23.6248%
Other Eurozone [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 1,204	€ 1,062
Equity instruments		317	279
Government bonds (investment-grade and above)		627	975
Government bonds (non-investment-grade)		9	13
Non-government bonds (investment-grade and above)	[1]	2,607	2,939
Non-government bonds (non-investment-grade)		640	130
Structured products, Regional Asset Break Down		1	7
Subtotal		€ 5,405	€ 5,405
Share (in %)		30.9742%	30.7469%
Other developed countries [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 16	€ 20
Equity instruments		336	321
Government bonds (investment-grade and above)		253	210
Government bonds (non-investment-grade)		23	7
Non-government bonds (investment-grade and above)		906	763
Non-government bonds (non-investment-grade)		19	28
Structured products, Regional Asset Break Down		5	6
Subtotal		€ 1,558	€ 1,355
Share (in %)		8.9284%	7.7081%
Emerging markets [Member]
Regional Asset Break Down [line items]
Cash and cash equivalents, Plan Asset Allocation		€ 43	€ 34
Equity instruments		146	137
Government bonds (investment-grade and above)		486	523
Government bonds (non-investment-grade)		159	167
Non-government bonds (investment-grade and above)		109	123
Non-government bonds (non-investment-grade)		10	12
Structured products, Regional Asset Break Down		0	37
Subtotal		€ 953	€ 1,033
Share (in %)		5.4613%	5.8763%
[1]	Majority of this amount relates to bonds of French, Italian and Dutch corporate bonds

Employee Benefits - Sensitivity

Employee Benefits - Sensitivity Analysis on Funded Status (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Germany [Member]
Discount rate (-50 bp):
(Increase) in DBO, Discount Rate (-50)		€ (875)	€ (900)
Expected increase in plan assets, Discount rate (-50)	[1]	215	600
Expected net impact on funded status (de-) increase, Discount rate (-50)		(660)	(300)
Discount rate (+50 bp):
Decrease in DBO, Discount rate (+50)		810	835
Expected (decrease) in plan assets, Discount rate (+50)	[1]	(215)	(600)
Expected net impact on funded status (de-) increase, Discount rate (+50 bp)		595	235
Credit spread (-50 bp):
(Increase) in DBO, Credit spread (-50)		(875)	(900)
Expected increase in plan assets, Credit spread (-50)	[1]	150	500
Expected net impact on funded status (de-) increase, Credit spread (-50)		(725)	(400)
Credit spread (+50 bp):
Decrease in DBO, Credit spread (+50)		810	835
Expected (decrease) in plan assets, Credit spread (+50)	[1]	(150)	(500)
Expected net impact on funded status (de-) increase, Credit spread (+50)		660	335
Rate of price inflation (-50 bp):
Decrease in DBO, Rate of price inflation (-50)		345	340
Expected (decrease) in plan assets, Rate of price inflation (-50)	[1]	(180)	(220)
Expected net impact on funded status (de-) increase, Rate of price inflation (-50)		165	120
Rate of price inflation (+50 bp):
(Increase) in DBO, Rate of price inflation (+50)		(360)	(350)
Expected increase in plan assets, Rate of price inflation (+50)	[1]	180	220
Expected net impact on funded status (de-) increase, Rate of price inflation (+50)		(180)	(130)
Rate of real increase in future compensation levels (-50 bp):
Decrease in DBO, net impact on funded status, Rate of real increase in future compensation levels (-50 bp)		70	75
Rate of real increase in future compensation levels (+50 bp):
(Increase) in DBO, net impact on funded status, Rate of real increase in future compensation levels (+50 bp)		(70)	(75)
Longevity improvements by 10 %:
(Increase) in DBO, net impact on funded status, Longevity improvements by 10 %		(305)	(305)
UK [Member]
Discount rate (-50 bp):
(Increase) in DBO, Discount Rate (-50)		(465)	(500)
Expected increase in plan assets, Discount rate (-50)	[1]	505	555
Expected net impact on funded status (de-) increase, Discount rate (-50)		40	55
Discount rate (+50 bp):
Decrease in DBO, Discount rate (+50)		420	450
Expected (decrease) in plan assets, Discount rate (+50)	[1]	(505)	(555)
Expected net impact on funded status (de-) increase, Discount rate (+50 bp)		(85)	(105)
Credit spread (-50 bp):
(Increase) in DBO, Credit spread (-50)		(465)	(500)
Expected increase in plan assets, Credit spread (-50)	[1]	125	115
Expected net impact on funded status (de-) increase, Credit spread (-50)		(340)	(385)
Credit spread (+50 bp):
Decrease in DBO, Credit spread (+50)		420	450
Expected (decrease) in plan assets, Credit spread (+50)	[1]	(125)	(115)
Expected net impact on funded status (de-) increase, Credit spread (+50)		295	335
Rate of price inflation (-50 bp):
Decrease in DBO, Rate of price inflation (-50)		345	395
Expected (decrease) in plan assets, Rate of price inflation (-50)	[1]	(310)	(350)
Expected net impact on funded status (de-) increase, Rate of price inflation (-50)		35	45
Rate of price inflation (+50 bp):
(Increase) in DBO, Rate of price inflation (+50)		(375)	(435)
Expected increase in plan assets, Rate of price inflation (+50)	[1]	310	350
Expected net impact on funded status (de-) increase, Rate of price inflation (+50)		(65)	(85)
Rate of real increase in future compensation levels (-50 bp):
Decrease in DBO, net impact on funded status, Rate of real increase in future compensation levels (-50 bp)		15	25
Rate of real increase in future compensation levels (+50 bp):
(Increase) in DBO, net impact on funded status, Rate of real increase in future compensation levels (+50 bp)		(15)	(25)
Longevity improvements by 10 %:
(Increase) in DBO, net impact on funded status, Longevity improvements by 10 %		(130)	(130)
US [Member]
Discount rate (-50 bp):
(Increase) in DBO, Discount Rate (-50)		(40)	(50)
Expected increase in plan assets, Discount rate (-50)	[1]	35	35
Expected net impact on funded status (de-) increase, Discount rate (-50)		(5)	(15)
Discount rate (+50 bp):
Decrease in DBO, Discount rate (+50)		30	40
Expected (decrease) in plan assets, Discount rate (+50)	[1]	(35)	(35)
Expected net impact on funded status (de-) increase, Discount rate (+50 bp)		(5)	5
Credit spread (-50 bp):
(Increase) in DBO, Credit spread (-50)		(85)	(100)
Expected increase in plan assets, Credit spread (-50)	[1]	20	25
Expected net impact on funded status (de-) increase, Credit spread (-50)		(65)	(75)
Credit spread (+50 bp):
Decrease in DBO, Credit spread (+50)		80	95
Expected (decrease) in plan assets, Credit spread (+50)	[1]	(20)	(25)
Expected net impact on funded status (de-) increase, Credit spread (+50)		60	70
Rate of price inflation (-50 bp):
Decrease in DBO, Rate of price inflation (-50)		0	0
Expected (decrease) in plan assets, Rate of price inflation (-50)	[1]	0	0
Expected net impact on funded status (de-) increase, Rate of price inflation (-50)		0	0
Rate of price inflation (+50 bp):
(Increase) in DBO, Rate of price inflation (+50)		0	0
Expected increase in plan assets, Rate of price inflation (+50)	[1]	0	0
Expected net impact on funded status (de-) increase, Rate of price inflation (+50)		0	0
Rate of real increase in future compensation levels (-50 bp):
Decrease in DBO, net impact on funded status, Rate of real increase in future compensation levels (-50 bp)		0	0
Rate of real increase in future compensation levels (+50 bp):
(Increase) in DBO, net impact on funded status, Rate of real increase in future compensation levels (+50 bp)		0	0
Longevity improvements by 10 %:
(Increase) in DBO, net impact on funded status, Longevity improvements by 10 %		(25)	(30)
Other [Member]
Discount rate (-50 bp):
(Increase) in DBO, Discount Rate (-50)		(55)	(65)
Expected increase in plan assets, Discount rate (-50)	[1]	25	25
Expected net impact on funded status (de-) increase, Discount rate (-50)		(30)	(40)
Discount rate (+50 bp):
Decrease in DBO, Discount rate (+50)		50	60
Expected (decrease) in plan assets, Discount rate (+50)	[1]	(25)	(25)
Expected net impact on funded status (de-) increase, Discount rate (+50 bp)		25	35
Credit spread (-50 bp):
(Increase) in DBO, Credit spread (-50)		(60)	(70)
Expected increase in plan assets, Credit spread (-50)	[1]	10	10
Expected net impact on funded status (de-) increase, Credit spread (-50)		(50)	(60)
Credit spread (+50 bp):
Decrease in DBO, Credit spread (+50)		55	65
Expected (decrease) in plan assets, Credit spread (+50)	[1]	(10)	(10)
Expected net impact on funded status (de-) increase, Credit spread (+50)		45	55
Rate of price inflation (-50 bp):
Decrease in DBO, Rate of price inflation (-50)		20	25
Expected (decrease) in plan assets, Rate of price inflation (-50)	[1]	(10)	(15)
Expected net impact on funded status (de-) increase, Rate of price inflation (-50)		10	10
Rate of price inflation (+50 bp):
(Increase) in DBO, Rate of price inflation (+50)		(25)	(30)
Expected increase in plan assets, Rate of price inflation (+50)	[1]	10	15
Expected net impact on funded status (de-) increase, Rate of price inflation (+50)		(15)	(15)
Rate of real increase in future compensation levels (-50 bp):
Decrease in DBO, net impact on funded status, Rate of real increase in future compensation levels (-50 bp)		15	15
Rate of real increase in future compensation levels (+50 bp):
(Increase) in DBO, net impact on funded status, Rate of real increase in future compensation levels (+50 bp)		(15)	(15)
Longevity improvements by 10 %:
(Increase) in DBO, net impact on funded status, Longevity improvements by 10 %		€ (15)	€ (15)
[1]	Expected changes in the fair value of plan assets contain the simulated impact from the biggest plans in Germany, the UK, the U.S., Channel Islands, Switzerland and Belgium which cover over 99% of the total fair value of plan assets. The fair value of plan assets for other plans is assumed to be unchanged for this presentation

Expected Cash Flows (Detail)

Expected Cash Flows (Detail) - Total [Member] € in Millions	12 Months Ended
	Dec. 31, 2017EUR (€)
Expected contributions to
Defined benefit plan assets, Expected Cash Flows	€ 300
BVV, Expected Cash Flows	65
Pension fund for Postbank's postal civil servants, Expected Cash Flows	90
Other defined contribution plans, Expected Cash Flows	290
Expected benefit payments for unfunded defined benefit plans, Expected Cash Flows	30
Expected cash flow related to post-employment benefits, Expected Cash Flows	€ 775

Post-employment Benefit Plans -

Post-employment Benefit Plans - Breakdown of Benefit Obligation (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total countries [Domain Member]
Defined benefit obligation related to
Active plan participants	€ 6,514	€ 6,859
Participants in deferred status	5,408	5,357
Participants in payment status	6,724	6,897
Defined benefit obligation	18,646	19,113
Fair value of plan assets	€ 18,211	€ 18,519
Funding ratio (in %)	97.70%	96.90%
Germany [Member]
Defined benefit obligation related to
Active plan participants	€ 4,823	€ 4,884
Participants in deferred status	2,196	2,139
Participants in payment status	5,071	4,955
Defined benefit obligation	12,090	11,978
Fair value of plan assets	€ 11,003	€ 10,975
Funding ratio (in %)	91.00%	91.60%
UK [Member]
Defined benefit obligation related to
Active plan participants	€ 688	€ 791
Participants in deferred status	2,583	2,559
Participants in payment status	905	1,146
Defined benefit obligation	4,176	4,496
Fair value of plan assets	€ 5,202	€ 5,352
Funding ratio (in %)	124.60%	119.00%
US [Member]
Defined benefit obligation related to
Active plan participants	€ 363	€ 443
Participants in deferred status	536	560
Participants in payment status	502	545
Defined benefit obligation	1,401	1,548
Fair value of plan assets	€ 1,091	€ 1,219
Funding ratio (in %)	77.90%	78.70%
Other [Member]
Defined benefit obligation related to
Active plan participants	€ 640	€ 741
Participants in deferred status	93	99
Participants in payment status	246	251
Defined benefit obligation	979	1,091
Fair value of plan assets	€ 915	€ 973
Funding ratio (in %)	93.50%	89.20%

Income Taxes - After Offsetting

Income Taxes - After Offsetting, Deferred Tax Assets and Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
After Offsetting, Deferred Tax Assets and Liabilities
Presented as deferred tax assets	€ 6,799	€ 8,666
Presented as deferred tax liabilities	346	486
Net deferred tax assets	€ 6,453	€ 8,180

Income Taxes - Analysis of the

Income Taxes - Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense) (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Analysis of the Difference between the Amount (Expected Tax Expense at Domestic Income Tax Rate vs. Actual Income Tax Expense)
Expected tax expense (benefit) at domestic income tax rate of 31.3 % (31.0 % for 2015 and 2014)		€ 384	€ (254)	€ (1,890)
Foreign rate differential		(37)	(38)	(157)
Tax-exempt gains on securities and other income		(431)	(599)	(345)
Loss (income) on equity method investments		(21)	(19)	(21)
Nondeductible expenses		540	1,074	1,288
Impairments of goodwill		0	250	1,407
Changes in recognition and measurement of deferred tax assets	[1]	159	(45)	184
Effect of changes in tax law and/or tax rate		1,437	(3)	140
Effect related to share-based payments		14	66	(5)
Effect of policyholder tax		0	23	0
Other	[1]	(82)	91	74
Actual income tax expense (benefit)		€ 1,963	€ 546	€ 675
[1]	Current and deferred tax expense/(benefit) relating to prior years are mainly reflected in the line items Changes in recognition and measurement of deferred tax assets and Other

Income Taxes - Components of In

Income Taxes - Components of Income Tax Expense (Benefit) (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Current tax expense (benefit):
Tax expense (benefit) for current year	€ 874	€ 881	€ 1,385
Adjustments for prior years	(145)	(23)	277
Total current tax expense (benefit)	729	858	1,662
Deferred tax expense (benefit):
Origination and reversal of temporary difference, unused tax losses and tax credits	(113)	(276)	(378)
Effect of changes in tax law and/or tax rate	1,437	(3)	140
Adjustments for prior years	(90)	(33)	(749)
Total deferred tax expense (benefit)	1,234	(312)	(987)
Total income tax expense (benefit)	€ 1,963	€ 546	€ 675

Income Taxes - Components of221

Income Taxes - Components of Income Tax Expense (Benefit) (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Components of Income Tax Expense (Benefit)
Income tax expense (benefit) for policyholder tax attributable to policyholder earnings	€ 0	€ 23	€ 0
Total current tax expense benefits from previously unrecognized tax losses, tax credits and deductible temporary differences	5	7	3
Reduction/(increase) of total deferred tax benefit due to previously unrecognized tax losses (tax credits/deductible tem-porary differences) and the reversal of previous write-downs of deferred tax assets and expenses arising from write-downs of deferred tax assets	(163)	€ (38)	€ 187
One-time tax charge from the re-measurement of its U.S. deferred tax assets and liabilities (reduction in the U.S. federal statutory tax rate from 35% of 21%)	(1,446)
thereof: Recorded as income tax expense in net income	(1,437)
thereof: Recorded directly in other comprehensive income	€ (8)
Domestic income tax rate used for calculating deferred tax assets and liabilities	31.30%	31.30%	31.00%
From DB Group recognized deferred tax assets for entities which suffer a loss	€ 5,900	€ 5,800
Temporary differences associated with the Group's parent company's investments in subsidiaries, branches and associates and interests in joint ventures of which no deferred tax liabilities were recognized	€ 72	€ 67

Income Taxes - Income Tax Charg

Income Taxes - Income Tax Charged or Credited to Equity (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Income Tax Charged or Credited to Equity
Actuarial gains/losses related to defined benefit plans	€ (23)	€ 344	€ (213)
Financial assets available for sale:
Unrealized net gains/losses arising during the period	4	20	104
Net gains/losses reclassified to profit or loss	99	81	10
Derivatives hedging variability of cash flows:
Unrealized net gains/losses arising during the period	4	(14)	3
Net gains/losses reclassified to profit or loss	42	1	(6)
Other equity movement:
Unrealized net gains/losses arising during the period	2	(71)	(90)
Net gains/losses reclassified to profit or loss	(5)	100	(2)
Income taxes (charged) credited to other comprehensive income	123	461	(194)
Other income taxes (charged) credited to equity	€ 73	€ 93	€ 72

Income Taxes - Items where no D

Income Taxes - Items where no Deferred Tax Assets were recognized (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016	[1]
Items where no Deferred Tax Assets were recognized
Deductible temporary differences	€ (34)	€ 1
Not expiring	(4,875)	(4,368)
Expiring in subsequent period	(19)	(189)
Expiring after subsequent period	(450)	(746)
Unused tax losses	(5,344)	(5,303)
Expiring in subsequent period	0	0
Expiring after subsequent period	(11)	(13)
Unused tax credits	€ (12)	€ (14)
[1]	Amounts in the table refer to deductible temporary differences, unused tax losses and tax credits for federal income tax purposes

Income Taxes - Major Components

Income Taxes - Major Components of Gross Deferred Income Tax Assets and Liabilities (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Deferred tax assets:
Unused tax losses	€ 2,985	€ 3,931
Unused tax credits	387	358
Deductible temporary differences:
Trading activities	6,725	7,248
Property and equipment	239	458
Other assets	1,391	1,606
Securities valuation	44	80
Allowance for loan losses	816	1,039
Other provisions	899	1,079
Other liabilities	1,246	1,353
Total deferred tax assets pre offsetting	14,732	17,152
Taxable temporary differences:
Trading activities	6,618	7,128
Property and equipment	45	57
Other assets	574	560
Securities valuation	297	381
Allowance for loan losses	24	29
Other provisions	377	355
Other liabilities	344	462
Total deferred tax liabilities pre offsetting	€ 8,279	€ 8,972

Derivatives - Cash Flow Hedge B

Derivatives - Cash Flow Hedge Balances (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Cash Flow Hedge Balances
Reported in Equity	[1]	€ 28	€ 198	€ 138
thereof relates to terminated programs		0	0	(14)
Gains (losses) posted to equity for the year ended		(34)	62	1
Gains (losses) removed from equity for the year ended		136	2	(20)
Ineffectiveness recorded within P&L		€ 0	€ (17)	€ (1)
[1]	Reported in equity refers to accumulated other comprehensive income as presented in the Consolidated Balance Sheet

Derivatives - Cash Flow Hedg226

Derivatives - Cash Flow Hedge Balances (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Cash Flow Hedge Balances
Gains (losses) recognized on the hedging instruments	€ (1,589)	€ (600)	€ (1,100)
Gains (losses) on the hedged items, which were attributable to the hedged risk	1,252	1,000	1,000
Losses recognized due to hedge ineffectiveness which includes the forward points element of the hedging instruments	€ 348	€ 437	€ 425

Derivatives - Cash Flow Hedges

Derivatives - Cash Flow Hedges Schedule (Period expected to occur and to affect the Income Statement) (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Within 1 year [Member]
As of
Cash inflows from assets	€ 28	€ 33
Cash outflows from liabilities	0	0
Net cash flows	28	33
1-3 years
As of
Cash inflows from assets	18	34
Cash outflows from liabilities	0	0
Net cash flows	18	34
3-5 years
As of
Cash inflows from assets	0	5
Cash outflows from liabilities	13	0
Net cash flows	(13)	5
Over 5 years
As of
Cash inflows from assets	0	0
Cash outflows from liabilities	0	0
Net cash flows	€ 0	€ 0

Derivatives - Value of Derivati

Derivatives - Value of Derivatives held as Cash Flow Hedges (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Assets [Member]
Value of Derivatives held as Cash Flow Hedges [line items]
Derivatives held as cash flow hedges	€ 37	€ 242
Liabilities [Member]
Value of Derivatives held as Cash Flow Hedges [line items]
Derivatives held as cash flow hedges	€ 3	€ 0

Derivatives - Value of Deriv229

Derivatives - Value of Derivatives held as Fair Value Hedges (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Assets [Member]
Value of Derivatives held as Fair Value Hedges [line items]
Derivatives held as fair value hedges	€ 5,936	€ 6,893
Liabilities [Member]
Value of Derivatives held as Fair Value Hedges [line items]
Derivatives held as fair value hedges	€ 562	€ 1,749

Derivatives - Value of Deriv230

Derivatives - Value of Derivatives held as Net Investment Hedges (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Value of Derivatives held as Net Investment Hedges
Derivatives held as net investment hedges (assets)	€ 612	€ 286
Derivatives held as net investment hedges (liabilities)	€ 904	€ 4,076

Related Party Transactions - Co

Related Party Transactions - Compensation Expense of Key Management Personnel (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Compensation Expense of Key Management Personnel [Abstract]
Short-term employee benefits	€ 39	€ 40	€ 31
Post-employment benefits	10	9	6
Other long-term benefits	7	7	11
Termination benefits	3	0	20
Share-based payment	22	12	15
Total	€ 81	€ 68	€ 83

Related Party Transactions -232

Related Party Transactions - Compensation Expense of Key Management Personnel (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Compensation Expense of Key Management Personnel [Abstract]
Aggregated compensation for employee representatives and former management board members on the Supervisory Board paid for their services as employees of Deutsche Bank or status as former employees (retirement, pension and deferred compensation)	€ 1	€ 1	€ 1
Issued loans and commitments to key management personnel	48	49
Received deposits from key management personnel	123	7
Loans past due from transactions with subsidiaries, joint ventures and associates	0	7
Collaterals held for loans from transactions with subsidiaries, joint ventures and associates	14	22
Trading assets and positive market values from derivative financial transactions with associated companies	6	8
Trading liabilities and negative market values from derivative financial transactions with associated companies	€ 0	€ 0

Related Party Transactions - Su

Related Party Transactions - Summary of Transactions with Related Party Pension Plans (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Summary of Transactions with Related Party Pension Plans
Equity shares issued by the Group held in plan assets	€ 0	€ 0
Other assets	0	0
Fees paid from plan assets to asset managers of the Group	25	22
Market value of derivatives with a counterparty of the Group	(737)	(547)
Notional amount of derivatives with a counterparty of the Group	€ 10,150	€ 8,755

Related Party Transactions - Tr

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Deposits (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Deposits (Transactions with Subsidiaries, Joint Ventures and Associates)
Deposits outstanding, beginning of year		€ 162	€ 162
Movement in deposits during the period	[1]	(15)	(74)
Changes in the group of consolidated companies		0	0
Exchange rate changes/other		(4)	(1)
Deposits outstanding, end of year		€ 87	€ 162
[1]	Net impact of deposits received and deposits repaid during the year is shown as Movement in deposits during the period

Related Party Transactions -235

Related Party Transactions - Transactions with Subsidiaries, Joint Ventures and Associates - Loans (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Loans (Transactions with Subsidiaries, Joint Ventures and Associates)
Loans outstanding, beginning of year		€ 297	€ 396
Movement in loans during the period	[1]	(26)	(86)
Changes in the group of consolidated companies		(1)	0
Exchange rate changes/other		(15)	(13)
Loans outstanding, end of year	[2]	256	297
Other credit risk related transactions:
Allowance for loan losses		0	0
Provision for loan losses		0	0
Guarantees and commitments		€ 9	€ 62
[1]	Net impact of loans issued and loans repayment during the year is shown as Movement in loans during the period.
[2]	Loans past due were 0million as of December 31, 2017 and 7million as of December 31, 2016. For the above loans the Group held collateral of 14million and 22million as of December 31, 2017 and December 31, 2016, respectively

Information on Subsidiaries - C

Information on Subsidiaries - Carrying Amounts of Assets and Liabilities to which Restrictions Apply (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total assets [Member]
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [line items]
Interest-earning deposits with banks	€ 210,481	€ 163,292
Financial assets at fair value through profit or loss	636,970	743,781
Financial assets available for sale	49,397	56,228
Loans	401,699	408,909
Other	176,186	218,336
Total	1,474,732	1,590,546
Restricted assets [Member]
Carrying Amounts of Assets and Liabilities to which Restrictions Apply [line items]
Interest-earning deposits with banks	772	1,314
Financial assets at fair value through profit or loss	58,210	51,454	[1]
Financial assets available for sale	9,915	19,870
Loans	71,971	74,172
Other	13,594	7,693
Total	€ 154,462	€ 154,503
[1]	Prior period results have been restated due to a refined approach to determine assets pledged

Information on Subsidiaries - P

Information on Subsidiaries - Parenthetical Information Note 39 (Detail: Text Values)	Dec. 31, 2017EUR (€)	Dec. 31, 2016EUR (€)
Information on Subsidiaries [Abstract]
Number of consolidated entities in the Group	845	938
Number of consolidated structured entities in the Group	305	349
Number of entities controlled by the Group are directly or indirectly held by the Group at 100 % of the ownership interests (share of capital)	612	678
Number of consolidated entities third parties also hold ownership interests (noncontrolling interests)	233	260
Restricted liquidity reserves in EUR b.	€ 23,500,000,000	€ 37,400,000,000

Structuired Entities - Carrying

Structuired Entities - Carrying amounts of assets & liabilities recognised in its financial statements relating to DBs interests (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Repackaging and Investment Entities [Member]
Assets [Abstract]
Cash and central bank balances	€ 0	€ 0
Interbank balances (w/o central banks)	63	(15)
Central bank funds sold and securities purchased under resale agreements	105	68
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	569	1,231
Trading assets	349	659
Positive market values from derivative financial instruments	175	538
Financial assets designated at fair value through profit or loss	44	34
Financial assets available for sale	0	62
Loans	146	157
Other assets	50	50
Total assets	934	1,554
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	120	354
Negative market values from derivative financial instruments	120	354
Other short-term borrowings	0	0
Total liabilities	120	354
Off-balance sheet exposure	0	0
Total	814	1,200
Size of structured entity	6,833	9,487
Third Party Funding Entities [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	0	0
Central bank funds sold and securities purchased under resale agreements	229	87
Securities borrowed	13	0
Total financial assets at fair value through profit or loss	4,057	3,068
Trading assets	3,490	2,309
Positive market values from derivative financial instruments	553	262
Financial assets designated at fair value through profit or loss	13	497
Financial assets available for sale	1,039	599
Loans	37,352	36,710
Other assets	192	40
Total assets	42,882	40,504
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	73	36
Negative market values from derivative financial instruments	73	36
Other short-term borrowings	0	0
Total liabilities	73	36
Off-balance sheet exposure	10,079	5,150
Total	52,888	45,619
Size of structured entity	90,664	65,234
Securitizations [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	0	0
Central bank funds sold and securities purchased under resale agreements	18	18
Securities borrowed	0	0
Total financial assets at fair value through profit or loss	5,445	6,332
Trading assets	5,130	6,211
Positive market values from derivative financial instruments	105	111
Financial assets designated at fair value through profit or loss	210	10
Financial assets available for sale	384	271
Loans	18,533	20,219
Other assets	173	181
Total assets	24,552	27,022
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	41	27
Negative market values from derivative financial instruments	41	27
Other short-term borrowings	0	0
Total liabilities	41	27
Off-balance sheet exposure	9,256	10,591
Total	33,767	37,586
Size of structured entity	281,826	454,950
Funds [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	270	345
Central bank funds sold and securities purchased under resale agreements	1,827	3,113
Securities borrowed	11,065	11,643
Total financial assets at fair value through profit or loss	60,057	54,943
Trading assets	12,380	15,031
Positive market values from derivative financial instruments	8,670	7,587
Financial assets designated at fair value through profit or loss	39,007	32,326
Financial assets available for sale	730	1,008
Loans	18,050	19,604
Other assets	21,087	20,454
Total assets	113,085	111,111
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	13,486	11,036
Negative market values from derivative financial instruments	13,486	11,036
Other short-term borrowings	9,533	12,666	[1]
Total liabilities	23,019	23,702	[1]
Off-balance sheet exposure	10,048	11,448
Total	100,114	98,857	[1]
Size of structured entity	2,181,810	1,888,491
Total [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	333	331
Central bank funds sold and securities purchased under resale agreements	2,178	3,286
Securities borrowed	11,078	11,643
Total financial assets at fair value through profit or loss	70,128	65,576
Trading assets	21,349	24,210
Positive market values from derivative financial instruments	9,504	8,499
Financial assets designated at fair value through profit or loss	39,275	32,867
Financial assets available for sale	2,153	1,940
Loans	74,081	76,690
Other assets	21,502	20,726
Total assets	181,453	180,192
Liabilities [Abstract]
Total financial liabilities at fair value through profit or loss	13,720	11,453
Negative market values from derivative financial instruments	13,720	11,453
Other short-term borrowings	9,533	12,666	[1]
Total liabilities	23,253	24,119	[1]
Off-balance sheet exposure	29,383	27,189
Total	187,583	183,262	[1]
Size of structured entity	€ 0	€ 0
[1]	comparative numbers adjusted to include the Other short-term borrowings

Structured Entities - Parenthet

Structured Entities - Parenthetical Information Note 40 (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Structured Entities [Abstract]
Outstanding loan commitments to securitization vehicles	€ 0	€ 3
Notional value of liquidity facilities and guarantees provided to consolidated funds	7,238	11,300
Notional related to positive replacement values of derivatives to unconsolidated structured entities	326,611	145,000
Notional related to negative replacement values of derivatives to unconsolidated structured entities	1,145,912	644,000
Notional related to off balance sheet commitments to unconsolidated structured entities	29,383	27,000
Total trading assets	21,349	24,200
thereof [Abstract]
Securitizations	5,130	6,200
Funds structured entities	12,379	15,000
Loans consisting of investments in securitization tranches and financing to Third party funding entities	74,080	76,700
Other assets primarily consisting of prime brokerage receivables and cash margin balances	21,502	20,700
Gross revenues from sponsored entities where the Group did not hold an interest	56	(86)
Aggregated carrying amounts of assets transferred to sponsored unconsolidated structured entities for securitization	2,105	5,180
Aggregated carrying amounts of assets transferred to sponsored unconsolidated structured entities for repackaging and investment entities	€ 26	€ 20

Current and Non-Current Asse240

Current and Non-Current Assets (actual & previous) (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Amounts recovered or settled within one year [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	€ 225,537	€ 181,364
Interbank balances (w/o central banks)	8,681	10,996
Central bank funds sold and securities purchased under resale agreements	9,216	15,756
Securities borrowed	16,710	20,081
Financial assets at fair value through profit or loss	623,075	725,099
Financial assets available for sale	9,882	9,211
Equity method investments	0	0
Loans	113,190	115,673
Securities held to maturity	0	0
Property and equipment	0	0
Goodwill and other intangible assets	0	0
Other assets	95,383	118,246
Assets for current tax	840	1,329
Total assets before deferred tax assets	1,102,514	1,197,755
Amounts recovered or settled after one year [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	118	0
Interbank balances (w/o central banks)	585	610
Central bank funds sold and securities purchased under resale agreements	755	531
Securities borrowed	22	0
Financial assets at fair value through profit or loss	13,895	18,682
Financial assets available for sale	39,514	47,016
Equity method investments	866	1,027
Loans	288,510	293,236
Securities held to maturity	3,170	3,206
Property and equipment	2,663	2,804
Goodwill and other intangible assets	8,839	8,982
Other assets	6,108	7,799
Assets for current tax	375	230
Total assets before deferred tax assets	365,419	384,124
Total [Member]
Current and Non-Current Assets (actual & previous) [Line Items]
Cash and central bank balances	225,655	181,364
Interbank balances (w/o central banks)	9,265	11,606
Central bank funds sold and securities purchased under resale agreements	9,971	16,287
Securities borrowed	16,732	20,081
Financial assets at fair value through profit or loss	636,970	743,781
Financial assets available for sale	49,397	56,228
Equity method investments	866	1,027
Loans	401,699	408,909
Securities held to maturity	3,170	3,206
Property and equipment	2,663	2,804
Goodwill and other intangible assets	8,839	8,982
Other assets	101,491	126,045
Assets for current tax	1,215	1,559
Total assets before deferred tax assets	1,467,933	1,581,880
Deferred tax assets	6,799	8,666
Total assets	€ 1,474,732	€ 1,590,546

Current and Non-Current Liabili

Current and Non-Current Liabilities (actual & previous) (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Amounts recovered or settled within one year [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	€ 550,747	€ 522,885
Central bank funds purchased and securities sold under repurchase agreements	17,591	25,035
Securities loaned	6,688	3,598
Financial liabilities at fair value through profit or loss	473,165	576,336
Other short-term borrowings	18,411	17,295
Other liabilities	127,388	150,253
Provisions	5,219	10,973
Liabilities for current tax	366	723
Long-term debt	46,403	28,758
Trust preferred securities	4,825	2,197
Total liabilities before deferred tax liabilities	1,250,802	1,338,054
Amounts recovered or settled after one year [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	30,065	27,319
Central bank funds purchased and securities sold under repurchase agreements	515	705
Securities loaned	1	0
Financial liabilities at fair value through profit or loss	5,471	5,635
Other short-term borrowings	0	0
Other liabilities	4,820	5,187
Provisions	0	0
Liabilities for current tax	635	606
Long-term debt	113,313	143,558
Trust preferred securities	666	4,716
Total liabilities before deferred tax liabilities	155,486	187,186
Total [Member]
Current and Non-Current Liabilities (actual & previous) [Line Items]
Deposits	580,812	550,204
Central bank funds purchased and securities sold under repurchase agreements	18,105	25,740
Securities loaned	6,688	3,598
Financial liabilities at fair value through profit or loss	478,636	581,971
Other short-term borrowings	18,411	17,295
Other liabilities	132,208	155,440
Provisions	5,219	10,973
Liabilities for current tax	1,001	1,329
Long-term debt	159,715	172,316
Trust preferred securities	5,491	6,373
Total liabilities before deferred tax liabilities	1,406,287	1,525,240
Deferred tax liabilities	346	486
Total liabilities	€ 1,406,633	€ 1,525,727

Condensed Balance Sheet (Deutsc

Condensed Balance Sheet (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Assets [Abstract]
Cash and central bank balances	€ 176,661	€ 120,112
Financial assets available for sale	28,441	31,669
Investments in associates	290	387
Total assets	1,245,008	1,378,670
Liabilities and equity [Abstract]
Long-term debt	144,998	155,913
Total liabilities	1,183,113	1,322,807
Total shareholders equity	57,219	51,193
Additional equity components	4,675	4,670
Total equity	61,895	55,863
Total liabilities and equity	1,245,008	1,378,670
Bank subsidiaries [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	27,110	43,631
Central bank funds sold and securities purchased under resale agreements	4,170	4,394
Financial assets at fair value through profit or loss	6,508	12,021
Investment in subsidiaries	12,242	11,530
Loans	37,974	49,393
Other assets	1,480	1,231
Liabilities and equity [Abstract]
Deposits	81,504	82,276
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	640	2,344
Financial liabilities at fair value through profit or loss	5,423	9,745
Other short-term borrowings	195	88
Other liabilities	851	1,222
Nonbank subsidiaries [Member]
Assets [Abstract]
Central bank funds sold and securities purchased under resale agreements	36,287	43,290
Financial assets at fair value through profit or loss	5,010	14,536
Investment in subsidiaries	36,170	36,461
Loans	52,687	54,549
Other assets	11,325	23,923
Liabilities and equity [Abstract]
Deposits	20,562	25,773
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	29,129	49,903
Financial liabilities at fair value through profit or loss	2,531	6,254
Other short-term borrowings	424	692
Other liabilities	8,067	16,100
Other subsidiaries [Member]
Assets [Abstract]
Cash and central bank balances	0	0
Interbank balances (w/o central banks)	5,801	6,254
Central bank funds sold and securities purchased under resale agreements	10,497	14,256
Financial assets at fair value through profit or loss	550,182	641,455
Loans	151,912	158,700
Other assets	90,263	110,877
Liabilities and equity [Abstract]
Deposits	307,162	282,991
Central bank funds purchased, securities sold under repurchase agreements and securities loaned	16,766	10,860
Financial liabilities at fair value through profit or loss	439,264	535,349
Other short-term borrowings	17,766	16,419
Other liabilities	€ 107,830	€ 126,876

Condensed Statement of Cash Flo

Condensed Statement of Cash Flows (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Condensed Statement of Cash Flows (Deutsche Bank Parent) [Line Items]
Net cash provided by (used in) operating activities	€ 40,931	€ 25,873	€ 49,259
Proceeds from [Abstract]
Sale of financial assets available for sale	7,627	22,205	14,948
Maturities of financial assets available for sale	3,433	4,530	4,034
Maturities of securities held to maturity	0	0	0
Sale of investments in associates	65	12	13
Sale of property and equipment	39	8	19
Purchase of [Abstract]
Financial assets available for sale	(9,741)	(15,150)	(26,426)
Securities held to maturity	0	0	0
Investments in associates	0	(11)	(93)
Property and equipment	(261)	(284)	(164)
Net change in investments in subsidiaries	(2,222)	(1,619)	3,664
Other, net	(1,129)	(1,360)	(1,047)
Net cash provided by (used in) investing activities	(2,189)	8,331	(5,052)
Cash flows from financing activities [Abstract]
Issuances of subordinated long-term debt	865	792	2,906
Repayments and extinguishments of subordinated long-term debt	(45)	(102)	(728)
Common shares issued	8,037	0	0
Purchases of treasury shares	(7,912)	(5,256)	(9,003)
Sale of treasury shares	7,471	4,979	8,142
Additional Equity Components (AT1) issued	0	0	0
Purchases of Additional Equity Components (AT1)	(149)	(129)	177
Sale of Additional Equity Components (AT1)	160	124	(176)
Coupon on additional equity components, pre tax	(335)	(333)	(269)
Cash dividends paid	(392)	0	(1,034)
Net cash provided by (used in) financing activities	7,700	74	14
Net effect of exchange rate changes on cash and cash equivalents	(3,499)	187	(1,503)
Net increase (decrease) in cash and cash equivalents	42,943	34,465	42,718
Cash and cash equivalents at beginning of period	144,816	110,351	67,633
Cash and cash equivalents at end of period	187,759	144,816	110,351
Net cash provided by (used in) operating activities include [Abstract]
Income taxes paid (received), net	258	(974)	418
Interest paid	9,563	7,871	8,244
Interest received	15,308	14,346	13,928
Dividend received	3,147	3,978	5,305
Cash and cash equivalents comprise [Abstract]
Cash and central bank balances (not included Interest-earning time deposits with central banks)	175,463	119,213	64,472
Interbank balances (w/o central banks) (not included: time deposits with banks)	12,296	25,603	45,880
Total	€ 187,759	€ 144,816	€ 110,352

Condensed Statement of Comprehe

Condensed Statement of Comprehensive Income (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Condensed Statement of Comprehensive Income (Deutsche Bank Parent) [Line Items]
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components	€ 1,371	€ 636	€ (943)
Other comprehensive income (loss), net of tax	(2,486)	360	1,183
Total comprehensive income (loss), net of tax	€ (1,115)	€ 996	€ 240

Condensed Statement of Income (

Condensed Statement of Income (Deutsche Bank Parent) (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Condensed Statement of Income (Deutsche Bank Parent) [Line Items]
Interest income, excluding dividends from subsidiaries	€ 15,339	€ 14,247	€ 13,760
Dividends received from [Abstract]
Dividends received from bank subsidiaries	1,185	1,042	296
Dividends received from nonbank subsidiaries	2,142	2,935	5,010
Interest expense	9,575	7,947	7,559
Net interest and dividend income	9,092	10,278	11,506
Provision for credit losses	675	872	359
Net interest and dividend income after provision for credit losses	8,417	9,406	11,147
Noninterest income [Abstract]
Commissions and fee income	3,721	4,145	4,265
Net gains (losses) on financial assets/liabilities at fair value through profit or loss	2,789	1,791	4,918
Other income (loss)	(744)	(606)	(1,371)
Total noninterest income	5,766	5,330	7,812
Noninterest expenses [Abstract]
Compensation and benefits	5,123	5,137	5,763
General and administrative expenses	6,347	7,524	10,997
Services provided by (to) affiliates, net	1,426	1,263	1,621
Impairment of goodwill and other intangible assets	6	14	519
Total noninterest expenses	12,902	13,938	18,899
Income (loss) before income taxes	1,281	797	60
Income tax expense	(90)	161	1,003
Net income (loss) attributable to Deutsche Bank shareholders and additional equity components	€ 1,371	€ 636	€ (943)

Deutsche Bank Parent Long-Term

Deutsche Bank Parent Long-Term Debt (Detail) - Deutsche Bank AG (Parent) [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total Dec 31 [Domain Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	€ 40,636	€ 40,557
Total long-term debt	144,998
Total Dec 31 [Domain Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	59,517	66,464
Floating rate	33,142	36,875
Total Dec 31 [Domain Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	9,769	9,842
Floating rate	1,934	€ 2,174
Due in 2018 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	25,039
Total long-term debt	44,118
Due in 2018 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	9,791
Floating rate	5,322
Due in 2018 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	3,916
Floating rate	50
Due in 2019 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	2,279
Total long-term debt	20,124
Due in 2019 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	9,229
Floating rate	8,616
Due in 2019 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Due in 2020 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	1,792
Total long-term debt	14,752
Due in 2020 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	7,715
Floating rate	4,149
Due in 2020 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	1,096
Floating rate	0
Due in 2021 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	764
Total long-term debt	15,076
Due in 2021 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	10,030
Floating rate	4,282
Due in 2021 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Due in 2022 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	551
Total long-term debt	11,555
Due in 2022 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	6,570
Floating rate	4,433
Due in 2022 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	0
Floating rate	0
Due after 2022 [Member] | Debt Seniority [Domain Member]
By remaining maturities [Abstract]
Other	10,210
Total long-term debt	39,373
Due after 2022 [Member] | Senior debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	16,182
Floating rate	6,341
Due after 2022 [Member] | Subordinated debt, Bonds and notes [Member]
By remaining maturities [Abstract]
Fixed rate	4,756
Floating rate	€ 1,884

Issuance of Trust Preferred Sec

Issuance of Trust Preferred Securities (Detail)	Dec. 31, 2017EUR (€)	[1],[2]
Trust: Deutsche Bank Contigent Capital Trust II; LLC: Deutsche Bank Contingent Capital LLC II; Issuance Date: May 23, 2007; Earliest Redemptiom Date: May 23, 2017 [Member]
Issuance of Trust Preferred Securities [Line Items]
Long-term debt	€ 666
Trust: Deutsche Bank Contigent Capital Trust III; LLC: Deutsche Bank Contingent Capital LLC III; Issuance Date: February 20, 2008; Earliest Redemption Date: February 20, 2018 [Member]
Issuance of Trust Preferred Securities [Line Items]
Long-term debt	1,644	[3]
Trust: Deutsche Bank Contigent Capital Trust V; LLC: Deutsche Bank Contingent Capital LLC V; Issuance Date: May 9, 2008; Earliest Redemption Date: June30, 2018 [Member]
Issuance of Trust Preferred Securities [Line Items]
Long-term debt	€ 1,153	[4]
[1]	Amount of long term-debt of the Parent Company represented by the Debt Obligations issued by Deutsche Bank AG to the applicable LLC and amount of Trust Preferred Securities of Deutsche Bank AG Consolidated represented by the Trust Preferred Securities issued by the respective Trust as of December 31, 2017
[2]	Next redemption date is May 23, 2018
[3]	Redeemed on February 20, 2018
[4]	On March 30, 2010 Deutsche Bank AG additionally issued an amount of U.S.$120million

Corporate Governance Statement

Corporate Governance Statement - Accountant Fees (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Accountant Fees
Audit fees	€ 51	€ 49
Audit-related fees	18	26
Tax-related fees	4	6
All other fees	0	1
Total fees	€ 73	€ 82

Impact of Changes in Accounting

Impact of Changes in Accounting Policies (unaudited) (Detail: Text Values) € in Millions	Dec. 31, 2017EUR (€)
Impact of Changes in Accounting Policies (unaudited)
Estimated reduction of total shareholders equity by adoption of IFRS 9 before tax	€ 1,000

Impairment Sensitivity (Detail)

Impairment Sensitivity (Detail) - Goodwill impairment [Member] € in Billions	12 Months Ended
	Dec. 31, 2017EUR (€)
Impairment Sensitivity [Line Items]
Recorded impairment loss	€ 0
Discount rate (post tax)
Adverse Change (+25 basis points)	0
Long term growth rates [Abstract]
Adverse Change (-25 basis points)	0
Positive Change (+25 basis points)	0
Projected future earnings
Adverse Change (-5 %)	€ 0

Risk Report - Non-impaired p251

Risk Report - Non-impaired past due and impaired financial assets available for sale, accumulated impairments, coverage ratio and collateral held against impaired financial assets available for sale (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Financial assets available for sale breakdown [Line Items]
Financial assets non-impaired past due available for sale	€ 1,538	€ 1,661
thereof [Abstract]
Less than 30 days past due	176	178
30 or more but less than 60 days past due	23	24
60 or more but less than 90 days past due	138	23
90 days or more past due	1,201	1,436
Impaired financial assets available for sale	157	229
Accumulated impairment for financial assets available for sale	€ 113	€ 131
Impaired financial assets available for sale coverage ratio in %	71.00%	57.00%
Collateral held against impaired financial assets available for sale	€ 17	€ 20
thereof:
Financial and other collateral	17	20
Guarantees received	€ 0	€ 0

Management Report - Segment 252

Management Report - Segment Results of Operations (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Segment Results of Operations [Line Items]
Net revenues		€ 26,447		€ 30,014		€ 33,525
Provision for credit losses		525		1,383		956
Noninterest expenses [Abstract]
Compensation and benefits		12,253		11,874		13,293
General and administrative expenses		11,973		15,454		18,632
Policyholder benefits and claims		0		374		256
Impairment of goodwill and other intangible assets		21		1,256		5,776
Restructuring activities		447		(484)		710
Total noninterest expenses		24,695		29,442		38,667
Noncontrolling interests		0		0		0
Income (loss) before income taxes		€ 1,228		€ (810)		€ (6,097)
Cost/income ratio		93.00%		98.00%		115.00%
Assets		€ 1,474,732		€ 1,590,546		€ 1,629,130
Additions to non-current assets		1,803		2,019		1,539
Risk-weighted assets	[1]	344,212		357,518		396,714
CRD 4 leverage exposure measure (spot value at reporting date)		1,394,886		1,347,653		1,395,188
Average shareholders equity		€ 63,926		€ 62,082		€ 69,055
Post-tax return on average tangible shareholders equity		(1.40%)	[2]	(2.70%)	[3]	(12.30%)	[4]
Post-tax return on average shareholders equity		(1.20%)	[2]	(2.30%)	[3]	(9.80%)	[4]
Includes, Net Interest
Net interest income		€ 12,378		€ 14,707		€ 15,881
Net income (loss) from equity method investments		137		455		164
Includes, Equity Method
Equity method investments		866		1,027		1,013
Corporate & Investment Bank [Member]
Segment Results of Operations [Line Items]
Net revenues		14,226		16,763		18,899
Provision for credit losses		213		816		393
Noninterest expenses [Abstract]
Compensation and benefits		4,273		3,955		4,897
General and administrative expenses		8,782		9,655		11,662
Policyholder benefits and claims		0		0		0
Impairment of goodwill and other intangible assets		6		285		2,168
Restructuring activities		82		299		129
Total noninterest expenses		13,143		14,193		18,856
Noncontrolling interests		26		49		26
Income (loss) before income taxes		€ 843		€ 1,705		€ (376)
Cost/income ratio		92.00%		85.00%		100.00%
Assets	[5]	€ 1,127,028		€ 1,201,894		€ 1,236,770
Additions to non-current assets		125		22		3
Risk-weighted assets		231,574	[6]	237,596	[1]	247,423	[6]
CRD 4 leverage exposure measure (spot value at reporting date)		1,029,946		954,203		1,007,791
Average shareholders equity		€ 44,169		€ 40,518		€ 39,258	[7]
Post-tax return on average tangible shareholders equity		1.40%		3.00%	[3]	(0.70%)	[4]
Post-tax return on average shareholders equity		1.30%	[2]	2.80%	[3]	(0.60%)	[4]
Includes, Net Interest
Net interest income		€ 4,532		€ 6,314		€ 7,498
Net income (loss) from equity method investments		81		138		68
Includes, Equity Method
Equity method investments		553		698		650
Private & Commercial Bank [Member]
Segment Results of Operations [Line Items]
Net revenues		10,178		11,090		10,637
Provision for credit losses		313		439		511
Noninterest expenses [Abstract]
Compensation and benefits		3,979		4,042		4,161
General and administrative expenses		5,166		5,029		5,139
Policyholder benefits and claims		0		0		0
Impairment of goodwill and other intangible assets		12		0		3,608
Restructuring activities		(360)		(141)		(585)
Total noninterest expenses		9,518		9,212		13,495
Noncontrolling interests		(12)		0		0
Income (loss) before income taxes		€ 359		€ 1,439		€ (3,370)
Cost/income ratio		94.00%		83.00%		127.00%
Assets		€ 333,069		€ 329,869	[8]	€ 312,732
Additions to non-current assets		551		480		280
Risk-weighted assets		87,472	[9]	86,082	[9]	92,857	[1]
CRD 4 leverage exposure measure (spot value at reporting date)		344,087		342,424		329,902
Average shareholders equity		€ 14,934	[10]	€ 15,018	[10]	€ 14,333
Post-tax return on average tangible shareholders equity		1.90%	[2]	7.20%		(17.30%)	[4]
Post-tax return on average shareholders equity		1.60%	[2]	6.30%	[3]	(15.20%)	[4]
Includes, Net Interest
Net interest income		€ 5,876		€ 6,201		€ 6,415
Net income (loss) from equity method investments		3		5		40
Includes, Equity Method
Equity method investments		91		23		21
Deutsche Asset Management [Member]
Segment Results of Operations [Line Items]
Net revenues		2,532		3,015		3,016
Provision for credit losses		(1)		1		1
Noninterest expenses [Abstract]
Compensation and benefits		778		708		870
General and administrative expenses		1,025		1,071		1,209
Policyholder benefits and claims		0		374		256
Impairment of goodwill and other intangible assets		3		1,021		0
Restructuring activities		(6)		47		(2)
Total noninterest expenses		1,811		3,220		2,334
Noncontrolling interests		1		0		0
Income (loss) before income taxes		€ 720		€ (206)		€ 682
Cost/income ratio		72.00%		107.00%		77.00%
Assets		€ 8,050		€ 12,300	[11]	€ 30,316
Additions to non-current assets		60		1		2
Risk-weighted assets	[12]	8,432		8,960		10,757
CRD 4 leverage exposure measure (spot value at reporting date)		2,870		3,126		5,354
Average shareholders equity		€ 4,725		€ 4,864		€ 5,352
Post-tax return on average tangible shareholders equity		54.30%	[2]	0.00%		144.90%	[4]
Post-tax return on average shareholders equity		10.30%		(2.80%)		8.20%
Includes, Net Interest
Net interest income		€ (19)		€ 326		€ 449
Net income (loss) from equity method investments		44		44		34
Includes, Equity Method
Equity method investments		211		203		182
Non-Core Operations Unit [Member]
Segment Results of Operations [Line Items]
Net revenues		0		(382)		794
Provision for credit losses		0		128		51
Noninterest expenses [Abstract]
Compensation and benefits		0		68		86
General and administrative expenses		0		2,678		2,921
Policyholder benefits and claims				0		0
Impairment of goodwill and other intangible assets		0		(49)		0
Restructuring activities		0		(4)		1
Total noninterest expenses		0		2,701		3,006
Noncontrolling interests		0		(4)		1
Income (loss) before income taxes		0		(3,207)		(2,264)
Assets		0	[13]	5,523	[13]	23,007
Additions to non-current assets				0		3
Risk-weighted assets	[14]	0		9,174		32,896
CRD 4 leverage exposure measure (spot value at reporting date)				7,882		36,553
Average shareholders equity		0	[15]	1,682		3,735
Includes, Net Interest
Net interest income				142		272
Net income (loss) from equity method investments				269		20
Includes, Equity Method
Equity method investments				98		166
Consolidation & Adjustments [Member]
Segment Results of Operations [Line Items]
Net revenues		(488)		(471)		179	[16]
Provision for credit losses		0		0		0
Noninterest expenses [Abstract]
Compensation and benefits		3,223		3,101		3,279
General and administrative expenses		(3,000)		(2,979)		(2,299)
Policyholder benefits and claims		0		0		0
Impairment of goodwill and other intangible assets		0		0		0
Restructuring activities		0		(7)		(3)
Total noninterest expenses		223		116		976
Noncontrolling interests		(16)		(46)		(27)
Income (loss) before income taxes		(695)		(541)		(770)
Assets		6,586		40,959		26,305
Additions to non-current assets		1,067		1,517		1,251
Risk-weighted assets		16,734	[17]	15,706	[1]	12,780	[1]
CRD 4 leverage exposure measure (spot value at reporting date)		17,983		40,018		15,587
Average shareholders equity		99		0	[18]	6,377
Includes, Net Interest
Net interest income		1,989		1,724		1,248
Net income (loss) from equity method investments		9		(1)		2
Includes, Equity Method
Equity method investments		€ 10		€ 4		€ (6)
[1]	Risk-weighted assets and capital ratios are based upon CRR/CRD4 fully-loaded
[2]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was 160% for the year ended December31, 2017. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33% for the year ended December31, 2017
[3]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (67)% for the year ended December31, 2016. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2016
[4]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (11)% for the year ended December31, 2015. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2015
[5]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[6]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[7]	See Note4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders' equity is allocated to the divisions
[8]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[9]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[10]	See Note 4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders equity is allocated to the divisions
[11]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[12]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[13]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[14]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[15]	See Note 4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders equity is allocated to the divisions
[16]	Net interest income and noninterest income
[17]	Risk weighted assets are based upon CRR/CRD 4 fully-loaded. Risk-weighted assets in C&A reflect Treasury and Corporate assets outside the management responsibility of the business segments, primarily the Groups deferred tax assets
[18]	Average shareholders equity in December 2015 represents the difference between the spot values of the segments for the period end and the average Group amount

Management Report - Segment 253

Management Report - Segment Results of Operations (Detail: Text Values)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Segment Results of Operations [Abstract]
Effective tax rate for the Group, reflected in the post-tax return on average tangible shareholders equity and average shareholders equity at the Group level	160.00%	(67.00%)	(11.00%)
Effective tax rate for the group adjusted to exclude the impact of permanent differences not attributed to the segments, reflected in the post-tax return on average tangible shareholders equity and average shareholders equity of the segments	33.00%	35.00%	35.00%

Risk Report - Nontrading Market

Risk Report - Nontrading Market Risk Exposures - Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios
Economic capital usage quantile, interest rate risk	100.00%	100.00%
Economic capital usage quantile, credit spread risk	100.00%	100.00%
Economic capital usage quantile, equity and investment risk	100.00%	100.00%
Economic capital usage quantile, foreign exchange risk	100.00%	100.00%
Economic capital usage quantile, pension risk	0.00%	100.00%
Economic capital usage quantile, guaranteed fund risk	0.00%	100.00%
Total nontrading market risk portfolios	100.00%	100.00%
Quantile change includes reductions in capital supply items due to going concern adjustments	100.00%	0.00%
Monetary equivalent of reductions in capital supply items due to going concern adjustments in EUR m.	€ 1,800	€ 0

Risk Report - Nontrading Mar255

Risk Report - Nontrading Market Risk Exposures - Economic Capital Usage by risk type (Detail) - Economic capital usage [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Carrying Value and Economic Capital Usage for Nontrading Market Risk Portfolios [line items]
Interest rate risk	€ 1,743	€ 1,921
Credit spread risk	722	1,419
Equity and investment risk	1,431	1,834
Foreign exchange risk	1,509	2,485
Pension risk	1,174	1,007
Guaranteed funds risk	49	1,699
Total nontrading market risk portfolios	€ 6,628	€ 10,364

Risk Report - Trading Market256

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Comprehensive Risk Measure of Trading Units (with a 99.9 % confidence level and one-year capital horizon) (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Comprehensive Risk Measure (average, maximum, minimum)
Period-end	[1],[2],[3]	€ 4	€ 18
[1]	All liquidity horizons are set to 12 months
[2]	Period end is based on the internal model spot value
[3]	Regulatory Comprehensive Risk Measure calculated for the 12-week period ending December 29

Risk Report - Liquidity Risk257

Risk Report - Liquidity Risk Exposure - Global All Currency Daily Stress Testing Results (Detail) - EUR (€) € in Billions		Dec. 31, 2017	Dec. 31, 2016
Funding Gap [Member]
Global All Currency Stress Testing Results [line items]
Systemic market risk	[1]	€ 121	€ 64
Emerging markets	[1]	28	10
1 notch downgrade (DB specific)	[1]	79	43
Severe downgrade (DB specific)	[1]	287	178
Combined	[1],[2]	318	206
Gap Closure [Member]
Global All Currency Stress Testing Results [line items]
Systemic market risk	[3]	284	204
Emerging markets	[3]	228	190
1 notch downgrade (DB specific)	[3]	252	195
Severe downgrade (DB specific)	[3]	331	224
Combined	[2],[3]	351	242
Net Liquidity Position [Member]
Global All Currency Stress Testing Results [line items]
Systemic market risk	[4]	163	141
Emerging markets	[4]	200	180
1 notch downgrade (DB specific)	[4]	173	152
Severe downgrade (DB specific)	[4]	43	46
Combined	[2],[4]	€ 33	€ 36
[1]	Funding gap caused by impaired rollover of liabilities and other projected outflows
[2]	Combined impact of systemic market risk and severe downgrade
[3]	Based on liquidity generation through Liquidity Reserves and other countermeasures
[4]	2017 scenario shows the minimum net liquidity position over the stress period, whereas 2016 shows the net liquidity position at the end of the stress period

Risk Report - Trading Market258

Risk Report - Trading Market Risk Exposures - Value-at Risk of Trading Units by Risk Type (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	€ 29	€ 30
Diversification effect [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	(23)	(37)
Interest Rate Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	21	20
Credit Spread Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	14	24
Equity Price Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	10	10
Foreign Exchange Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	5	13	[1]
Commodity Price Risk [Member]
Value-at Risk of Trading Units by Risk Type [line items]
Period-end, Value-at Risk of Trading Units by Risk Type	€ 1	€ 0
[1]	Includes value-at-risk from gold and other precious metal positions

Risk Report - Trading Market259

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Stressed Value-at-Risk by Risk Type (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	€ 86	€ 76
Diversification effect [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	(81)	(91)
Interest Rate Risk [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	68	52
Credit Spread Risk [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	64	63
Equity Price Risk [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	20	30
Foreign Exchange Risk [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	13	22	[1]
Commodity Price Risk [Member]
Stressed Value-at-Risk (average, maximum, minumum) [line items]
Period-end, Stressed Value-at-Risk (average, maximum, minumum)	€ 2	€ 1
[1]	Includes value-at-risk from gold and other precious metal positions

Management Report - Risk and260

Management Report - Risk and Capital Performance - Reconciliation of Shareholders Equity to Regulatory Capital (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Reconciliation of Shareholders Equity to Regulatory Capital
Total shareholders equity per accounting balance sheet		€ 63,174	€ 59,833
Deconsolidation Consolidation of entities		(58)	(123)
thereof [Abstract]
Additional paid-in capital		(6)	(6)
Retained earnings		(228)	(276)
Accumulated other comprehensive income (loss), net of tax		176	159
Total shareholders' equity per regulatory balance sheet		63,116	59,710
Noncontrolling interest based on transitional rules		33	79
Accrual for dividend and AT1 coupons	[1]	0	(621)
Reversal of deconsolidation/consolidation of the position Accumulated other comprehensive income (loss), net of tax, during transitional period		(35)	(63)
Common Equity Tier 1 (CET 1) capital before regulatory adjustments		63,114	59,104
Additional value adjustments		(1,204)	(1,398)
Other prudential filters (other than additional value adjustments)		(74)	(428)
Regulatory adjustments relating to unrealized gains and losses pursuant to Art. 467 and 468 CRR		(144)	(380)
Goodwill and other intangible assets (net of related tax liabilities)		(6,715)	(5,062)
Deferred tax assets that rely on future profitability		(2,403)	(2,666)
Defined benefit pension fund assets		(900)	(567)
Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities		0	0
Other regulatory adjustments		(866)	(820)
Common Equity Tier 1 capital		€ 50,808	€ 47,782
[1]	As we do not include an interim profit in our CET 1 capital as a consequence of the negative net income in the financial year 2017, neither AT1 coupon nor shareholder dividends are accrued in CET 1 capital in accordance with Art 26 (2) CRR

Management Report - Risk and261

Management Report - Risk and Capital Performance - Transitional template for regulatory capital, RWA and capital ratios (Detail) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Common Equity Tier 1 (CET 1) capital: instruments and reserves [Abstract]
Capital instruments and the related share premium accounts	€ 45,195	€ 37,290
Retained earnings	17,977	20,113
Accumulated other comprehensive income (loss), net of tax	660	3,645
Independently reviewed interim profits net of any foreseeable charge or dividend	(751)	(2,023)
Other	33	79
Common Equity Tier 1 (CET 1) capital before regulatory adjustments	63,114	59,104
Common Equity Tier 1 (CET 1) capital: regulatory adjustments [Abstract]
Additional value adjustments (negative amount)	(1,204)	(1,398)
Other prudential filters (other than additional value adjustments)	(74)	(428)
Goodwill and other intangible assets (net of related tax liabilities) (negative amount)	(6,715)	(5,062)
Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (negative amount)	(2,403)	(2,312)
Negative amounts resulting from the calculation of expected loss amounts	(408)	(188)
Defined benefit pension fund assets (negative amount)	(900)	(567)
Direct, indirect and synthetic holdings by an institution of own CET 1 instruments (negative amount)	(117)	(41)
Direct, indirect and synthetic holdings by the institution of the CET 1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above the 10 % / 15 % thresholds and net of eligible short positions) (negative amount)	0	0
Deferred tax assets arising from temporary differences (net of related tax liabilities where the conditions in Art. 38 (3) CRR are met) (amount above the 10 % / 15 % thresholds) (negative amount)	0	(354)
Total regulatory adjustments to Common Equity Tier 1 (CET 1) capital	(12,306)	(11,321)
Common Equity Tier 1 (CET 1) capital	50,808	47,782
Additional Tier 1 (AT1) capital: instruments [Abstract]
Capital instruments and the related share premium accounts	4,676	4,676
Amount of qualifying items referred to in Art. 484 (4) CRR and the related share premium accounts subject to phase out from AT1	3,904	6,516
Additional Tier 1 (AT1) capital before regulatory adjustments	8,579	11,191
Additional Tier 1 (AT1) capital: regulatory adjustments [Abstract]
Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)	(26)	(51)
Residual amounts deducted from AT1 capital with regard to deduction from CET 1 capital during the transitional period pursuant to Art. 472 CRR	(1,730)	(3,437)
Other regulatory adjustments	0	0
Regulatory adjustments to Additional Tier 1 (AT1) capital	(1,756)	(3,488)
Additional Tier 1 (AT1) capital	6,823	7,703
Tier 1 capital (T1 = CET 1 + AT1)	57,631	55,486
Tier 2 (T2) capital	6,384	6,672
Total Capital	64,016	62,158
Risk-weighted assets (RWA)	343,316	356,235
Capital ratios [Abstract]
Common Equity Tier 1 capital ratio (as a percentage of risk-weighted assets)	15	13
Tier 1 capital ratio (as a percentage of risk-weighted assets)	17	16
Capital ratio (as a percentage of risk-weighted assets)	€ 19	€ 17

Risk Report - Trading Market262

Risk Report - Trading Market Risk Exposures - Average, Maximum and Minimum Incremental Risk Charge of Trading Units (with a 99.9 % confidence level and one-year capital horizon) (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Total [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	€ 790	€ 693
Non-Core Operations Unit [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	0	52
Global Credit Trading [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	540	368
Core Rates [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	133	174
Fixed Income & Currencies APAC [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	142	120
Emerging Markets, Debt [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	20	122
Other [Member]
Incremental Risk Charge (average, maximum, minimum) [line items]
Period-end	[1],[2],[3]	€ (46)	€ (142)
[1]	All liquidity horizons are set to 12 months
[2]	Amounts show the bands within which the values fluctuated during the 12-weeks preceding December 31, 2017 and December 31, 2016, respectively
[3]	Business line breakdowns have been updated for 2017 reporting to better reflect the current business structure

Management Report - Corporate D

Management Report - Corporate Divisions - Corporate & Investment Bank (Detail) - Corporate & Investment Bank [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Net revenues [Abstract]
Global Transaction Banking		€ 3,942		€ 4,421		€ 4,609
Equity Origination		396		405		658
Debt Origination		1,327		1,393		1,481
Advisory		508		495		575
Origination and Advisory		2,231		2,292		2,714
Financing		2,231		2,375		2,127
Sales & Trading (Equity)		2,085		2,571		3,416
Sales & Trading (FIC)		4,380		5,087		6,083
Sales & Trading		6,465		7,658		9,499
Other		(644)		17		(51)
Total net revenues		14,226		16,763		18,899
Provision for credit losses		213		816		393
Noninterest expenses [Abstract]
Compensation and benefits		4,273		3,955		4,897
General and administrative expenses		8,782		9,655		11,662
Policyholder benefits and claims		0		0		0
Impairment of goodwill and other intangible assets		6		285		2,168
Restructuring activities		82		299		129
Total noninterest expenses		13,143		14,193		18,856
Noncontrolling interests		26		49		26
Income (loss) before income taxes		€ 843		€ 1,705		€ (376)
Cost/income ratio		92.00%		85.00%		100.00%
Assets	[1]	€ 1,127,028		€ 1,201,894		€ 1,236,770
Risk-weighted assets		231,574	[2]	237,596	[3]	247,423	[2]
Average shareholders equity		€ 44,169		€ 40,518		€ 39,258	[4]
Post-tax return on average tangible shareholders equity		1.40%		3.00%	[5]	(0.70%)	[6]
Post-tax return on average shareholders equity		1.30%	[7]	2.80%	[5]	(0.60%)	[6]
[1]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[2]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[3]	Risk-weighted assets and capital ratios are based upon CRR/CRD4 fully-loaded
[4]	See Note4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders' equity is allocated to the divisions
[5]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (67)% for the year ended December31, 2016. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2016
[6]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (11)% for the year ended December31, 2015. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2015
[7]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was 160% for the year ended December31, 2017. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33% for the year ended December31, 2017

Management Report - Corporat264

Management Report - Corporate Divisions - Private & Commercial Bank (Detail) - Private & Commercial Bank [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Net revenues [Abstract]
Private & Commercial Clients	€ 5,013		€ 5,225		€ 5,603
Postbank	€ 3,124		€ 3,366		€ 3,112
Wealth Management	204099.90%		188035.60%		209693.80%
Hua Xia	€ 0		€ 618		€ (175)
Total net revenues	10,178		11,090		10,637
thereof [Abstract]
Net interest income	5,876		6,201		6,415
Commission and fee income	3,367		3,395		3,816
Remaining income	935		1,494		406
Provision for credit losses	313		439		511
Noninterest expenses [Abstract]
Compensation and benefits	3,979		4,042		4,161
General and administrative expenses	5,166		5,029		5,139
Policyholder benefits and claims	0		0		0
Impairment of goodwill and other intangible assets	12		0		3,608
Restructuring activities	(360)		(141)		(585)
Total noninterest expenses	9,518		9,212		13,495
Noncontrolling interests	(12)		0		0
Income (loss) before income taxes	€ 359		€ 1,439		€ (3,370)
Cost/income ratio	94.00%		83.00%		127.00%
Assets	€ 333,069		€ 329,869	[1]	€ 312,732
Risk-weighted assets	87,472	[2]	86,082	[2]	92,857	[3]
Average shareholders equity	€ 14,934	[4]	€ 15,018	[4]	€ 14,333
Post-tax return on average tangible shareholders equity	1.90%	[5]	7.20%		(17.30%)	[6]
Post-tax return on average shareholders equity	1.60%	[5]	6.30%	[7]	(15.20%)	[6]
[1]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[2]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[3]	Risk-weighted assets and capital ratios are based upon CRR/CRD4 fully-loaded
[4]	See Note 4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders equity is allocated to the divisions
[5]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was 160% for the year ended December31, 2017. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33% for the year ended December31, 2017
[6]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (11)% for the year ended December31, 2015. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2015
[7]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (67)% for the year ended December31, 2016. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2016

Management Report - Corporat265

Management Report - Corporate Divisions - Deutsche Asset Management (Detail) - Deutsche Asset Management [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Net revenues [Abstract]
Management Fees		€ 2,215		€ 2,161		€ 2,299
Performance and transaction fees		199		219		246
Other revenues		118		239		213
Mark-to-market movements on policyholder positions in Abbey Life		0		396		258
Total net revenues		2,532		3,015		3,016
Provision for credit losses		(1)		1		1
Noninterest expenses [Abstract]
Compensation and benefits		778		708		870
General and administrative expenses		1,025		1,071		1,209
Policyholder benefits and claims		0		374		256
Impairment of goodwill and other intangible assets		3		1,021		0
Restructuring activities		(6)		47		(2)
Total noninterest expenses		1,811		3,220		2,334
Noncontrolling interests		1		0		0
Income (loss) before income taxes		€ 720		€ (206)		€ 682
Cost/income ratio		72.00%		107.00%		77.00%
Assets		€ 8,050		€ 12,300	[1]	€ 30,316
Risk-weighted assets	[2]	8,432		8,960		10,757
Average shareholders equity		€ 4,725		€ 4,864		€ 5,352
Post-tax return on average tangible shareholders equity		54.30%	[3]	0.00%		144.90%	[4]
Post-tax return on average shareholders equity		10.30%		(2.80%)		8.20%
[1]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[2]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[3]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was 160% for the year ended December31, 2017. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 33% for the year ended December31, 2017
[4]	The post-tax return on average tangible shareholders equity and average shareholders equity at the Group level reflects the reported effective tax rate for the Group, which was (11)% for the year ended December31, 2015. For the post-tax return on average tangible shareholders equity and average shareholders equity of the segments, the Group effective tax rate was adjusted to exclude the impact of permanent differences not attributed to the segments, so that the segment tax rates were 35% for the year ended December31, 2015

Management Report - Corporat266

Management Report - Corporate Divisions - Non-Core Operations Unit (Detail) - Non-Core Operations Unit [Member] - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Non-Core Operations Unit [Line Items]
Net revenues		€ 0		€ (382)		€ 794
thereof [Abstract]
Net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss		0		(1,307)		(362)
Provision for credit losses		0		128		51
Noninterest expenses [Abstract]
Compensation and benefits		0		68		86
General and administrative expenses		0		2,678		2,921
Policyholder benefits and claims		0		0		0
Impairment of goodwill and other intangible assets		0		(49)		0
Restructuring activities		0		(4)		1
Total noninterest expenses		0		2,701		3,006
Noncontrolling interests		0		(4)		1
Income (loss) before income taxes		0		(3,207)		(2,264)
Assets		0	[1]	5,523	[1]	23,007
Risk-weighted assets	[2]	0		9,174		32,896
Average shareholders equity		€ 0	[3]	€ 1,682		€ 3,735
[1]	Segment assets represent consolidated view, i.e., the amounts do not include intersegment balances
[2]	Risk-weighted assets and capital ratios are based upon CRR/CRD 4 fully-loaded
[3]	See Note 4 Business Segments and Related Information to the consolidated financial statements for a description of how average shareholders equity is allocated to the divisions

Management Report - Corporat267

Management Report - Corporate Divisions - Consolidations & Adjustments (Detail) - Consolidation & Adjustments [Member] - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Consolidations & Adjustments [Line Items]
Net revenues	€ (488)		€ (471)		€ 179	[1]
Provision for credit losses	0		0		0
Noninterest expenses [Abstract]
Compensation and benefits	3,223		3,101		3,279
General and administrative expenses	(3,000)		(2,979)		(2,299)
Policyholder benefits and claims	0		0		0
Impairment of goodwill and other intangible assets	0		0		0
Restructuring activities	0		(7)		(3)
Total noninterest expenses	223		116		976
Noncontrolling interests	(16)		(46)		(27)
Income (loss) before income taxes	(695)		(541)		(770)
Assets	6,586		40,959		26,305
Risk-weighted assets	16,734	[2]	15,706	[3]	12,780	[3]
Average shareholders equity	€ 99		€ 0	[4]	€ 6,377
[1]	Net interest income and noninterest income
[2]	Risk weighted assets are based upon CRR/CRD 4 fully-loaded. Risk-weighted assets in C&A reflect Treasury and Corporate assets outside the management responsibility of the business segments, primarily the Groups deferred tax assets
[3]	Risk-weighted assets and capital ratios are based upon CRR/CRD4 fully-loaded
[4]	Average shareholders equity in December 2015 represents the difference between the spot values of the segments for the period end and the average Group amount

Risk Report - Credit Risk Ex268

Risk Report - Credit Risk Exposure - Maximum Exposure to Credit Risk (Detail) - EUR (€) € in Millions		Dec. 31, 2017		Dec. 31, 2016
Maximum exposure to credit risk [Member]
Maximum Exposure to Credit Risk [Line Items]
Cash and central bank balances	[1]	€ 225,655	[2]	€ 181,364	[3]
Interbank balances (w/o central banks)	[1]	9,265	[2]	11,606	[3]
Central bank funds sold and securities purchased under resale agreements	[1]	9,971	[2]	16,287	[3]
Securities borrowed	[1]	16,732	[2]	20,081	[3]
Financial assets at fair value through profit or loss	[1],[4]	550,313	[2]	667,411	[3]
Trading assets	[1]	98,730	[2]	95,410	[3]
Positive market values from derivative financial instruments	[1]	361,032	[2]	485,150	[3]
Financial assets designated at fair value through profit or loss	[1]	90,551	[2]	86,850	[3]
thereof [Abstract]
Securities purchased under resale agreements	[1]	57,843	[2]	47,404	[3]
Securities borrowed	[1]	20,254	[2]	21,136	[3]
Financial assets available for sale	[1],[4]	47,766	[2]	54,275	[3]
Loans	[1],[5]	405,621	[2]	413,455	[3]
Securities held to maturity	[1]	3,170	[2]	3,206	[3]
Other assets subject to credit risk	[1]	66,900	[2]	76,036	[3]
Financial guarantees and other credit related contingent liabilities	[1],[6]	48,212	[2]	52,341	[3]
Irrevocable lending commitments and other credit related commitments	[1],[6]	158,253	[2]	166,063	[3]
Maximum exposure to credit risk	[1]	1,541,858	[2]	1,662,125	[3]
Netting [Member]
Maximum Exposure to Credit Risk [Line Items]
Cash and central bank balances	[1]	0		0
Interbank balances (w/o central banks)	[1]	0		0
Central bank funds sold and securities purchased under resale agreements	[1]	0		0
Securities borrowed	[1]	0		0
Financial assets at fair value through profit or loss	[1],[4]	286,149		389,475
Trading assets	[1]	0		0
Positive market values from derivative financial instruments	[1]	285,421		386,727
Financial assets designated at fair value through profit or loss	[1]	728		2,748
thereof [Abstract]
Securities purchased under resale agreements	[1]	728		2,748
Securities borrowed	[1]	0		0
Financial assets available for sale	[1],[4]	0		0
Loans	[1],[5]	0		0
Securities held to maturity	[1]	0		0
Other assets subject to credit risk	[1]	29,854		39,567
Financial guarantees and other credit related contingent liabilities	[1],[6]	0		0
Irrevocable lending commitments and other credit related commitments	[1],[6]	0		0
Maximum exposure to credit risk	[1]	316,003		429,042
Collateral [Member]
Maximum Exposure to Credit Risk [Line Items]
Cash and central bank balances	[1]	0		0
Interbank balances (w/o central banks)	[1]	0		0
Central bank funds sold and securities purchased under resale agreements	[1]	9,914		15,944
Securities borrowed	[1]	15,755		19,193
Financial assets at fair value through profit or loss	[1],[4]	136,650		139,274
Trading assets	[1]	2,635		3,601
Positive market values from derivative financial instruments	[1]	52,797		64,438
Financial assets designated at fair value through profit or loss	[1]	81,218		71,235
thereof [Abstract]
Securities purchased under resale agreements	[1]	56,566		44,591
Securities borrowed	[1]	20,034		20,918
Financial assets available for sale	[1],[4]	559		560
Loans	[1],[5]	211,578		210,776
Securities held to maturity	[1]	0		0
Other assets subject to credit risk	[1]	1,514		1,061
Financial guarantees and other credit related contingent liabilities	[1],[6]	4,024		5,094
Irrevocable lending commitments and other credit related commitments	[1],[6]	7,544		8,251
Maximum exposure to credit risk	[1]	387,538		400,153
Guarantees and Credit derivatives [Member]
Maximum Exposure to Credit Risk [Line Items]
Cash and central bank balances	[1],[7]	0		0
Interbank balances (w/o central banks)	[1],[7]	7		25
Central bank funds sold and securities purchased under resale agreements	[1],[7]	0		0
Securities borrowed	[1],[7]	0		0
Financial assets at fair value through profit or loss	[1],[4],[7]	265		1,241
Trading assets	[1],[7]	146		1,007
Positive market values from derivative financial instruments	[1],[7]	119		164
Financial assets designated at fair value through profit or loss	[1],[7]	0		70
thereof [Abstract]
Securities purchased under resale agreements	[1],[7]	0		0
Securities borrowed	[1],[7]	0		0
Financial assets available for sale	[1],[4],[7]	0		28
Loans	[1],[5],[7]	20,063		30,189
Securities held to maturity	[1],[7]	0		0
Other assets subject to credit risk	[1],[7]	56		80
Financial guarantees and other credit related contingent liabilities	[1],[6],[7]	6,579		8,661
Irrevocable lending commitments and other credit related commitments	[1],[6],[7]	1,759		7,454
Maximum exposure to credit risk	[1],[7]	28,730		47,679
Total credit enhancements [Member]
Maximum Exposure to Credit Risk [Line Items]
Cash and central bank balances	[1]	0		0
Interbank balances (w/o central banks)	[1]	7		25
Central bank funds sold and securities purchased under resale agreements	[1]	9,914		15,944
Securities borrowed	[1]	15,755		19,193
Financial assets at fair value through profit or loss	[1],[4]	423,065		529,990
Trading assets	[1]	2,781		4,607
Positive market values from derivative financial instruments	[1]	338,338		451,329
Financial assets designated at fair value through profit or loss	[1]	81,946		74,054
thereof [Abstract]
Securities purchased under resale agreements	[1]	57,294		47,339
Securities borrowed	[1]	20,034		20,918
Financial assets available for sale	[1],[4]	559		589
Loans	[1],[5]	231,641		240,965
Securities held to maturity	[1]	0		0
Other assets subject to credit risk	[1]	31,424		40,708
Financial guarantees and other credit related contingent liabilities	[1],[6]	10,604		13,756
Irrevocable lending commitments and other credit related commitments	[1],[6]	9,303		15,705
Maximum exposure to credit risk	[1]	€ 732,271		€ 876,874
[1]	All amounts at carrying value unless otherwise indicated
[2]	Does not include credit derivative notional sold (828,804million) and credit derivative notional bought protection
[3]	Does not include credit derivative notional sold (744,159million) and credit derivative notional bought protection
[4]	Excludes equities, other equity interests and commodities
[5]	Gross loans less deferred expense/unearned income before deductions of allowance for loan losses
[6]	Figures are reflected at notional amounts
[7]	Bought credit protection is reflected with the notional of the underlying

Risk Report - Credit Risk Ex269

Risk Report - Credit Risk Exposure - Credit Quality of Financial Instruments neither Past Due nor Impaired (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
iAAA-iAA [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	€ 219,690	€ 174,978
Interbank balances (w/o central banks)	[1]	3,921	5,546
Central bank funds sold and securities purchased under resale agreements	[1]	2,666	3,542
Securities borrowed	[1]	13,326	16,036
Financial assets at fair value through profit or loss	[1],[2]	251,554	277,645
Trading assets	[1]	49,305	46,398
Positive market values from derivative financial instruments	[1]	151,693	188,037
Financial assets designated at fair value through profit or loss	[1]	50,557	43,211
thereof [Abstract]
Securities purchased under resale agreements	[1]	25,389	13,622
Securities borrowed	[1]	18,309	18,697
Financial assets available for sale	[1],[2]	36,235	42,808
Loans	[1],[3]	40,765	44,116
thereof: IAS 39 reclassified loans	[1]	20	54
Securities held to maturity	[1]	3,170	3,206
Other assets subject to credit risk	[1]	16,705	26,594
Financial guarantees and other credit related contingent liabilities	[1],[4]	5,108	5,699
Irrevocable lending commitments and other credit related commitments	[1],[4]	18,643	21,479
Total	[1]	611,783	621,650
iA [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	3,717	4,241
Interbank balances (w/o central banks)	[1]	2,743	3,452
Central bank funds sold and securities purchased under resale agreements	[1]	2,851	7,734
Securities borrowed	[1]	2,379	2,882
Financial assets at fair value through profit or loss	[1],[2]	193,193	258,627
Trading assets	[1]	12,186	10,956
Positive market values from derivative financial instruments	[1]	167,014	234,491
Financial assets designated at fair value through profit or loss	[1]	13,993	13,180
thereof [Abstract]
Securities purchased under resale agreements	[1]	11,498	10,684
Securities borrowed	[1]	1,277	1,498
Financial assets available for sale	[1],[2]	6,658	6,616
Loans	[1],[3]	54,383	52,421
thereof: IAS 39 reclassified loans	[1]	0	28
Securities held to maturity	[1]	0	0
Other assets subject to credit risk	[1]	25,909	25,791
Financial guarantees and other credit related contingent liabilities	[1],[4]	13,899	13,712
Irrevocable lending commitments and other credit related commitments	[1],[4]	44,388	45,635
Total	[1]	350,120	421,112
iBBB [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	1,453	1,778
Interbank balances (w/o central banks)	[1]	1,450	1,612
Central bank funds sold and securities purchased under resale agreements	[1]	716	1,028
Securities borrowed	[1]	495	802
Financial assets at fair value through profit or loss	[1],[2]	50,326	61,162
Trading assets	[1]	11,833	12,024
Positive market values from derivative financial instruments	[1]	25,442	38,113
Financial assets designated at fair value through profit or loss	[1]	13,051	11,024
thereof [Abstract]
Securities purchased under resale agreements	[1]	9,662	7,401
Securities borrowed	[1]	644	937
Financial assets available for sale	[1],[2]	2,592	2,106
Loans	[1],[3]	126,071	127,682
thereof: IAS 39 reclassified loans	[1]	36	341
Securities held to maturity	[1]	0	0
Other assets subject to credit risk	[1]	8,128	9,656
Financial guarantees and other credit related contingent liabilities	[1],[4]	16,165	16,753
Irrevocable lending commitments and other credit related commitments	[1],[4]	51,021	47,480
Total	[1]	258,417	270,058
iBB [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	597	238
Interbank balances (w/o central banks)	[1]	808	689
Central bank funds sold and securities purchased under resale agreements	[1]	3,018	2,624
Securities borrowed	[1]	499	343
Financial assets at fair value through profit or loss	[1],[2]	41,347	52,904
Trading assets	[1]	16,496	17,729
Positive market values from derivative financial instruments	[1]	13,333	19,138
Financial assets designated at fair value through profit or loss	[1]	11,518	16,037
thereof [Abstract]
Securities purchased under resale agreements	[1]	10,367	13,667
Securities borrowed	[1]	24	4
Financial assets available for sale	[1],[2]	399	577
Loans	[1],[3]	117,807	121,213
thereof: IAS 39 reclassified loans	[1]	283	26
Securities held to maturity	[1]	0	0
Other assets subject to credit risk	[1]	14,704	13,091
Financial guarantees and other credit related contingent liabilities	[1],[4]	7,882	9,663
Irrevocable lending commitments and other credit related commitments	[1],[4]	25,652	29,274
Total	[1]	212,713	230,615
iB [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	80	81
Interbank balances (w/o central banks)	[1]	23	112
Central bank funds sold and securities purchased under resale agreements	[1]	630	1,338
Securities borrowed	[1]	10	18
Financial assets at fair value through profit or loss	[1],[2]	10,004	11,183
Trading assets	[1]	6,684	5,833
Positive market values from derivative financial instruments	[1]	2,472	3,297
Financial assets designated at fair value through profit or loss	[1]	848	2,053
thereof [Abstract]
Securities purchased under resale agreements	[1]	324	1,165
Securities borrowed	[1]	0	0
Financial assets available for sale	[1],[2]	57	72
Loans	[1],[3]	43,872	42,941
thereof: IAS 39 reclassified loans	[1]	141	68
Securities held to maturity	[1]	0	0
Other assets subject to credit risk	[1]	754	630
Financial guarantees and other credit related contingent liabilities	[1],[4]	3,434	4,477
Irrevocable lending commitments and other credit related commitments	[1],[4]	15,286	18,173
Total	[1]	74,152	79,025
iCCC and below [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	118	47
Interbank balances (w/o central banks)	[1]	320	195
Central bank funds sold and securities purchased under resale agreements	[1]	89	22
Securities borrowed	[1]	22	0
Financial assets at fair value through profit or loss	[1],[2]	3,888	5,889
Trading assets	[1]	2,226	2,471
Positive market values from derivative financial instruments	[1]	1,078	2,073
Financial assets designated at fair value through profit or loss	[1]	585	1,344
thereof [Abstract]
Securities purchased under resale agreements	[1]	603	866
Securities borrowed	[1]	0	0
Financial assets available for sale	[1],[2]	130	254
Loans	[1],[3]	12,236	14,273
thereof: IAS 39 reclassified loans	[1]	108	87
Securities held to maturity	[1]	0	0
Other assets subject to credit risk	[1]	700	273
Financial guarantees and other credit related contingent liabilities	[1],[4]	1,723	2,038
Irrevocable lending commitments and other credit related commitments	[1],[4]	3,264	4,022
Total	[1]	22,489	27,013
Total [Member]
Credit Quality of Assets neither past due nor impaired [Line Items]
Cash and central bank balances	[1]	225,655	181,364
Interbank balances (w/o central banks)	[1]	9,265	11,606
Central bank funds sold and securities purchased under resale agreements	[1]	9,971	16,287
Securities borrowed	[1]	16,732	20,081
Financial assets at fair value through profit or loss	[1],[2]	550,313	667,411
Trading assets	[1]	98,730	95,410
Positive market values from derivative financial instruments	[1]	361,032	485,150
Financial assets designated at fair value through profit or loss	[1]	90,551	86,850
thereof [Abstract]
Securities purchased under resale agreements	[1]	57,843	47,404
Securities borrowed	[1]	20,254	21,136
Financial assets available for sale	[1],[2]	46,071	52,433
Loans	[1],[3]	395,132	402,645
thereof: IAS 39 reclassified loans	[1]	588	604
Securities held to maturity	[1]	3,170	3,206
Other assets subject to credit risk	[1]	66,900	76,036
Financial guarantees and other credit related contingent liabilities	[1],[4]	48,212	52,341
Irrevocable lending commitments and other credit related commitments	[1],[4]	158,253	166,063
Total	[1]	€ 1,529,674	€ 1,649,473
[1]	All amounts at carrying value unless otherwise indicated
[2]	Excludes equities, other equity interests and commodities
[3]	Gross loans less deferred expense/unearned income before deductions of allowance for loan losses
[4]	Figures are reflected at notional amounts

Risk Report - Credit Risk Ex270

Risk Report - Credit Risk Exposure - Main credit exposure categories by geographical region (Detail) - EUR (€) € in Millions		Dec. 31, 2017		Dec. 31, 2016
Total countries [Domain Member]
Credit Risk Profile by Region [Line Items]
Loans		€ 405,621	[1]	€ 413,455	[2]
Irrevocable lending commitments		158,253	[3]	166,063	[4]
Contingent liabilities		48,212		52,341
OTC derivatives	[5]	31,430		44,193
Traded Loans		10,876		13,193
Traded Bonds		87,264		81,293
Debt securities	[6]	48,251		54,722
Repo and repo-style transactions	[7]	104,800		104,909
Total		894,707		930,169
Europe [Member]
Credit Risk Profile by Region [Line Items]
Loans		299,937	[1]	303,329	[2]
Irrevocable lending commitments		65,739	[3]	65,926	[4]
Contingent liabilities		27,574		28,747
OTC derivatives	[5]	18,353		25,944
Traded Loans		3,149		4,157
Traded Bonds		33,120		23,924
Debt securities	[6]	35,304		41,438
Repo and repo-style transactions	[7]	26,648		24,418
Total		509,825		517,881
Germany [Member]
Credit Risk Profile by Region [Line Items]
Loans		199,867	[1]	197,368	[2]
Irrevocable lending commitments		27,483	[3]	27,954	[4]
Contingent liabilities		10,739		11,511
OTC derivatives	[5]	1,661		2,636
Traded Loans		146		236
Traded Bonds		4,912		3,070
Debt securities	[6]	12,414		12,970
Repo and repo-style transactions	[7]	3,421		5,571
Total		260,644		261,316
United Kingdom [Member]
Credit Risk Profile by Region [Line Items]
Loans		6,895	[1]	7,942	[2]
Irrevocable lending commitments		5,748	[3]	7,331	[4]
Contingent liabilities		1,514		1,422
OTC derivatives	[5]	5,849		7,925
Traded Loans		190		519
Traded Bonds		9,668		4,224
Debt securities	[6]	864		1,929
Repo and repo-style transactions	[7]	10,123		9,327
Total		40,851		40,620
France [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,651	[1]	2,703	[2]
Irrevocable lending commitments		8,265	[3]	5,854	[4]
Contingent liabilities		1,266		1,373
OTC derivatives	[5]	1,231		1,436
Traded Loans		242		216
Traded Bonds		3,096		2,255
Debt securities	[6]	3,597		4,866
Repo and repo-style transactions	[7]	3,442		1,830
Total		23,788		20,534
Luxembourg [Member]
Credit Risk Profile by Region [Line Items]
Loans		15,983	[1]	19,312	[2]
Irrevocable lending commitments		2,858	[3]	2,998	[4]
Contingent liabilities		484		575
OTC derivatives	[5]	1,102		1,521
Traded Loans		247		330
Traded Bonds		1,017		1,228
Debt securities	[6]	6,142		7,179
Repo and repo-style transactions	[7]	711		372
Total		28,544		33,515
Italy [Member]
Credit Risk Profile by Region [Line Items]
Loans		21,836	[1]	21,374	[2]
Irrevocable lending commitments		1,642	[3]	1,462	[4]
Contingent liabilities		3,657		3,607
OTC derivatives	[5]	1,750		3,183
Traded Loans		497		444
Traded Bonds		4,167		2,195
Debt securities	[6]	642		279
Repo and repo-style transactions	[7]	820		1,808
Total		35,012		34,351
Netherlands [Member]
Credit Risk Profile by Region [Line Items]
Loans		8,304	[1]	8,934	[2]
Irrevocable lending commitments		6,498	[3]	6,370	[4]
Contingent liabilities		1,627		1,749
OTC derivatives	[5]	2,292		3,270
Traded Loans		493		224
Traded Bonds		2,022		2,164
Debt securities	[6]	2,793		4,143
Repo and repo-style transactions	[7]	82		474
Total		24,112		27,328
Spain [Member]
Credit Risk Profile by Region [Line Items]
Loans		13,250	[1]	13,196	[2]
Irrevocable lending commitments		1,866	[3]	1,785	[4]
Contingent liabilities		3,046		3,045
OTC derivatives	[5]	704		671
Traded Loans		227		361
Traded Bonds		2,188		1,451
Debt securities	[6]	946		756
Repo and repo-style transactions	[7]	987		674
Total		23,213		21,939
Ireland [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,415	[1]	5,113	[2]
Irrevocable lending commitments		1,843	[3]	1,742	[4]
Contingent liabilities		481		465
OTC derivatives	[5]	972		1,525
Traded Loans		272		305
Traded Bonds		1,022		1,251
Debt securities	[6]	655		746
Repo and repo-style transactions	[7]	2,673		1,216
Total		12,333		12,364
Switzerland [Member]
Credit Risk Profile by Region [Line Items]
Loans		6,922	[1]	7,350	[2]
Irrevocable lending commitments		2,324	[3]	2,285	[4]
Contingent liabilities		2,488		2,044
OTC derivatives	[5]	313		243
Traded Loans		65		162
Traded Bonds		644		1,134
Debt securities	[6]	163		186
Repo and repo-style transactions	[7]	416		230
Total		13,336		13,635
Poland [Member]
Credit Risk Profile by Region [Line Items]
Loans		7,871	[1]	7,402	[2]
Irrevocable lending commitments		807	[3]	702	[4]
Contingent liabilities		234		208
OTC derivatives	[5]	26		65
Traded Loans		36		6
Traded Bonds		296		281
Debt securities	[6]	1,820		1,542
Repo and repo-style transactions	[7]	0		0
Total		11,089		10,205
Belgium [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,177	[1]	1,581	[2]
Irrevocable lending commitments		1,280	[3]	1,423	[4]
Contingent liabilities		405		399
OTC derivatives	[5]	352		481
Traded Loans		12		5
Traded Bonds		601		424
Debt securities	[6]	1,574		2,520
Repo and repo-style transactions	[7]	0		80
Total		5,401		6,914
Other Europe [Member]
Credit Risk Profile by Region [Line Items]
Loans		10,765	[1]	11,055	[2]
Irrevocable lending commitments		5,124	[3]	6,018	[4]
Contingent liabilities		1,633		2,349
OTC derivatives	[5]	2,099		2,988
Traded Loans		723		1,347
Traded Bonds		3,486		4,248
Debt securities	[6]	3,696		4,322
Repo and repo-style transactions	[7]	3,975		2,836
Total		31,500		35,162
North America [Member]
Credit Risk Profile by Region [Line Items]
Loans		64,086	[1]	69,921	[2]
Irrevocable lending commitments		85,358	[3]	92,699	[4]
Contingent liabilities		10,031		12,013
OTC derivatives	[5]	10,015		12,162
Traded Loans		5,129		6,471
Traded Bonds		31,636		36,332
Debt securities	[6]	10,986		11,444
Repo and repo-style transactions	[7]	56,776		61,771
Total		274,017		302,814
US [Member]
Credit Risk Profile by Region [Line Items]
Loans		53,795	[1]	56,567	[2]
Irrevocable lending commitments		80,776	[3]	87,503
Contingent liabilities		9,489		11,336
OTC derivatives		8,036	[5]	9,307
Traded Loans		4,750		6,181
Traded Bonds		29,972		30,961
Debt securities	[6]	10,623		10,843
Repo and repo-style transactions		44,659	[7]	47,528
Total		242,101		260,225
Cayman Islands [Member]
Credit Risk Profile by Region [Line Items]
Loans		2,312	[1]	2,993	[2]
Irrevocable lending commitments		1,951	[3]	1,045	[4]
Contingent liabilities		52		86
OTC derivatives	[5]	700		725
Traded Loans		103		37
Traded Bonds		1,041		1,215
Debt securities	[6]	17		24
Repo and repo-style transactions	[7]	9,162		11,679
Total		15,336		17,804
Canada [Member]
Credit Risk Profile by Region [Line Items]
Loans		838	[1]	2,247	[2]
Irrevocable lending commitments		1,564	[3]	2,288	[4]
Contingent liabilities		110		163
OTC derivatives	[5]	1,092		1,723
Traded Loans		87		112
Traded Bonds		272		628
Debt securities	[6]	346		249
Repo and repo-style transactions	[7]	1,688		95
Total		5,996		7,505
Other North America [Member]
Credit Risk Profile by Region [Line Items]
Loans		7,141	[1]	8,115	[2]
Irrevocable lending commitments		1,068	[3]	1,863	[4]
Contingent liabilities		380		428
OTC derivatives	[5]	187		406
Traded Loans		190		142
Traded Bonds		351		3,528
Debt securities	[6]	0		328
Repo and repo-style transactions	[7]	1,267		2,470
Total		10,584		17,279
Asia/Pacific [Member]
Credit Risk Profile by Region [Line Items]
Loans		34,469	[1]	31,644	[2]
Irrevocable lending commitments		4,447	[3]	5,782	[4]
Contingent liabilities		8,967		9,958
OTC derivatives	[5]	2,254		4,753
Traded Loans		1,735		1,606
Traded Bonds		20,319		18,525
Debt securities	[6]	1,025		1,425
Repo and repo-style transactions	[7]	19,909		17,515
Total		93,126		91,208
Japan [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,093	[1]	888	[2]
Irrevocable lending commitments		276	[3]	299	[4]
Contingent liabilities		349		350
OTC derivatives	[5]	366		941
Traded Loans		66		95
Traded Bonds		4,760		3,932
Debt securities	[6]	15		17
Repo and repo-style transactions	[7]	10,354		9,002
Total		17,278		15,522
Australia [Member]
Credit Risk Profile by Region [Line Items]
Loans		1,477	[1]	1,259	[2]
Irrevocable lending commitments		1,076	[3]	1,142	[4]
Contingent liabilities		128		166
OTC derivatives	[5]	277		445
Traded Loans		310		143
Traded Bonds		3,716		3,357
Debt securities	[6]	588		949
Repo and repo-style transactions	[7]	1,453		1,157
Total		9,026		8,619
India [Member]
Credit Risk Profile by Region [Line Items]
Loans		7,034	[1]	7,589	[2]
Irrevocable lending commitments		717	[3]	371	[4]
Contingent liabilities		1,645		1,735
OTC derivatives	[5]	219		537
Traded Loans		86		8
Traded Bonds		3,973		3,148
Debt securities	[6]	0		0
Repo and repo-style transactions	[7]	1,517		1,578
Total		15,191		14,966
China [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,393	[1]	2,953	[2]
Irrevocable lending commitments		378	[3]	722	[4]
Contingent liabilities		1,195		1,113
OTC derivatives	[5]	263		446
Traded Loans		2		11
Traded Bonds		836		687
Debt securities	[6]	0		0
Repo and repo-style transactions	[7]	3,130		1,945
Total		10,198		7,877
Singapore [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,946	[1]	3,885	[2]
Irrevocable lending commitments		419	[3]	434	[4]
Contingent liabilities		794		807
OTC derivatives	[5]	177		142
Traded Loans		75		419
Traded Bonds		927		1,528
Debt securities	[6]	0		1
Repo and repo-style transactions	[7]	220		280
Total		7,559		7,497
Hong Kong [Member]
Credit Risk Profile by Region [Line Items]
Loans		4,224	[1]	2,405	[2]
Irrevocable lending commitments		385	[3]	944	[4]
Contingent liabilities		598		566
OTC derivatives	[5]	144		407
Traded Loans		551		174
Traded Bonds		399		343
Debt securities	[6]	2		0
Repo and repo-style transactions	[7]	45		64
Total		6,348		4,903
Other Asia/Pacific [Member]
Credit Risk Profile by Region [Line Items]
Loans		11,300	[1]	12,664	[2]
Irrevocable lending commitments		1,197	[3]	1,869	[4]
Contingent liabilities		4,259		5,221
OTC derivatives	[5]	808		1,834
Traded Loans		644		757
Traded Bonds		5,707		5,531
Debt securities	[6]	419		458
Repo and repo-style transactions	[7]	3,190		3,490
Total		27,526		31,824
Other geographical areas [Member]
Credit Risk Profile by Region [Line Items]
Loans		7,130	[1]	8,561	[2]
Irrevocable lending commitments		2,708	[3]	1,655	[4]
Contingent liabilities		1,639		1,624
OTC derivatives	[5]	808		1,334
Traded Loans		862		960
Traded Bonds		2,190		2,513
Debt securities	[6]	936		414
Repo and repo-style transactions	[7]	1,466		1,204
Total		€ 17,739		€ 18,266
[1]	Includes impaired loans amounting to 6.2billion as of December31, 2017
[2]	Includes impaired loans amounting to 7.4billion as of December31, 2016
[3]	Includes irrevocable lending commitments related to consumer credit exposure of 10.1billion as of December31, 2017
[4]	Includes irrevocable lending commitments related to consumer credit exposure of 10.3billion as of December31, 2016
[5]	Includes the effect of netting agreements and cash collateral received where applicable. Excludes derivatives qualifying for hedge accounting
[6]	Includes debt securities on financial assets available for sale and securities held to maturity
[7]	Before reflection of collateral and limited to securities purchased under resale agreements and securities borrowed

Risk Report - Sovereign Cred271

Risk Report - Sovereign Credit Risk Exposure to Certain Eurozone Countries (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Total countries [Domain Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	€ 5,040	€ 4,703
Net Notional of CDS referencing sovereign debt		(1,938)	(2,339)
Net sovereign exposure		3,102	2,364
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	84	744
Greece [Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	55	89
Net Notional of CDS referencing sovereign debt		(17)	(6)
Net sovereign exposure		38	83
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	0	2
Ireland [Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	709	569
Net Notional of CDS referencing sovereign debt		9	0
Net sovereign exposure		717	569
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	0	74
Italy [Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	2,834	2,662
Net Notional of CDS referencing sovereign debt		(1,818)	(2,223)
Net sovereign exposure		1,016	438
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	49	398
Portugal [Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	(227)	61
Net Notional of CDS referencing sovereign debt		3	17
Net sovereign exposure		(223)	79
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	0	(8)
Spain [Member]
Sovereign Credit Risk Exposure to GIIPS Countries [Line Items]
Direct Sovereign exposure	[1]	1,669	1,322
Net Notional of CDS referencing sovereign debt		(115)	(127)
Net sovereign exposure		1,554	1,195
Memo Item: Net fair value of CDS referencing sovereign debt	[2]	€ 35	€ 279
[1]	Includes sovereign debt classified as financial assets/liabilities at fair value through profit or loss, available for sale and loans carried at amortized cost. Direct Sovereign exposure is net of guarantees received and collateral
[2]	The amounts reflect the net fair value in relation to credit default swaps referencing sovereign debt of the respective country representing the counterparty credit risk

Risk Report - Asset Quality 272

Risk Report - Asset Quality - Non-impaired past due loans at amortized cost by past due status (Detail) - Non-impaired past due loans [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total [Member]
Nonimpaired Past Due Loan Exposure [Line Items]
Loans	€ 4,255	€ 3,363
Loans less than 30 days past due
Nonimpaired Past Due Loan Exposure [Line Items]
Loans	2,747	2,116
Loans 30 or more but less than 60 days past due
Nonimpaired Past Due Loan Exposure [Line Items]
Loans	482	494
Loans 60 or more but less than 90 days past due
Nonimpaired Past Due Loan Exposure [Line Items]
Loans	250	268
Loans 90 days or more past due
Nonimpaired Past Due Loan Exposure [Line Items]
Loans	€ 776	€ 484

Risk Report - Aggregated Val273

Risk Report - Aggregated Value of Collateral - with the fair values of collateral capped at loan outstanding - held against our non-impaired past due loans (Detail) - Aggregated Value of Collateral (Loans Past Due but Not Impaired) [Member] - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Aggregated Value of Collateral (Loans Past Due but Not Impaired) [Line Items]
Financial and other collateral	€ 2,364	€ 1,775
Guarantees received	148	148
Total	€ 2,512	€ 1,923

Risk Report - Collateral hel274

Risk Report - Collateral held against impaired loans, with fair values capped at transactional outstanding (Detail) - Aggregated Value of Collateral (Impaired Loans) [Member] - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Aggregated Value of Collateral (Impaired Loans) [Line Items]
Financial and other collateral	[1]	€ 1,757	€ 2,016
Guarantees received		309	343
Total collateral held for impaired loans		€ 2,066	€ 2,359
[1]	Defaulted mortgage loans secured by residential real estate properties, where the loan agreement has been terminated/cancelled are generally subject to formal foreclosure proceedings

Risk Report - Collateral obt275

Risk Report - Collateral obtained during the reporting periods (Detail) - EUR (€) € in Millions		Dec. 31, 2017	Dec. 31, 2016
Collateral Obtained [Abstract]
Commercial real estate		€ 9	€ 9
Residential real estate	[1]	63	55
Total collateral obtained during the reporting period		€ 72	€ 64
[1]	Carrying amount of foreclosed residential real estate properties amounted to 67 million as of December 31, 2017 and 78 million as of December 31, 2016

Risk Report - Impaired loans276

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by business division (Detail) - EUR (€) € in Millions		12 Months Ended
		Dec. 31, 2017	Dec. 31, 2016
Total Consolidated Segments [Domain Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		€ 6,234	€ 7,447
Loan loss allowance		€ 3,921	€ 4,546
Impaired loan coverage ratio in %		63.00%	61.00%	[1]
2017 increase (decrease) from 2016, Impaired Loans		€ (1,213)
2017 increase (decrease) from 2016, Impaired loan coverage ratio in ppt		0.02
Corporate & Investment Bank [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		€ 2,517	€ 3,007
Loan loss allowance		€ 1,565	€ 1,893
Impaired loan coverage ratio in %		62.00%	63.00%	[1]
2017 increase (decrease) from 2016, Impaired Loans		€ (490)
2017 increase (decrease) from 2016, Impaired loan coverage ratio in ppt		(0.01)
Private & Commercial Bank [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		€ 3,717	€ 3,646
Loan loss allowance		€ 2,355	€ 2,217
Impaired loan coverage ratio in %		63.00%	61.00%	[1]
2017 increase (decrease) from 2016, Impaired Loans		€ 71
2017 increase (decrease) from 2016, Impaired loan coverage ratio in ppt		0.02
Deutsche Asset Management [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		€ 0	€ 0
Loan loss allowance		0	1
2017 increase (decrease) from 2016, Impaired Loans		0
Non-Core Operations Unit [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans	[2]	0	794
Loan loss allowance	[2]	0	462
2017 increase (decrease) from 2016, Impaired Loans	[2]	(794)
thereof: assets reclassified to loans and receivables according to IAS 39 [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		0	92
Loan loss allowance		0	69
2017 increase (decrease) from 2016, Impaired Loans		(92)
Consolidation & Adjustments [Member]
Impaired Loans, Allowance and Coverage Ratio by Business Division [Line Items]
Impaired loans		1	0
Loan loss allowance		1	€ 4
2017 increase (decrease) from 2016, Impaired Loans		€ 0
[1]	2016 Impaired loans and Loan loss allowance numbers have been restated to reflect restructuring of business areas
[2]	From 2017 onwards, Non-Core Operations Unit (NCOU) ceased to exist as a standalone division. The remaining impaired assets and the corresponding loan loss allowance as of December31, 2016 are now managed by the corresponding core operating segments, predominantly Private & Commercial Bank

Risk Report - Impaired Loans by

Risk Report - Impaired Loans by Industry Sector (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total Impaired Loans [Member]
Impaired Loans by Industry Sector [Line Items]
Transportation, storage and communication	€ 808	€ 1,100
Real estate, renting and business activities	482	489
Construction	378	309
Mining and quarrying	169	232
Total loan loss allowance [Member]
Impaired Loans by Industry Sector [Line Items]
Transportation, storage and communication	469	650
Real estate, renting and business activities	234	230
Construction	144	170
Mining and quarrying	€ 116	€ 103

Risk Report - Impaired loans278

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by industry (Detail) - EUR (€) € in Millions	Dec. 31, 2017		Dec. 31, 2016
Total Impaired Loans [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	€ 129		€ 133
Fund management activities	16		21
Manufacturing	685		754
Wholesale and retail trade	521		707
Households	2,388		2,661
Commercial real estate activities	376		422
Public sector	74		19
Other	2,046	[1]	2,731	[2]
Total	6,234		7,447
Individually assessed [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	121		122
Fund management activities	8		14
Manufacturing	520		524
Wholesale and retail trade	333		472
Households	155		193
Commercial real estate activities	345		385
Public sector	74		19
Other	1,792	[1]	2,397	[2]
Total	3,348		4,126
Collectively assessed [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	8		11
Fund management activities	8		7
Manufacturing	165		229
Wholesale and retail trade	188		234
Households	2,233		2,467
Commercial real estate activities	30		37
Public sector	0		0
Other	254	[1]	334	[2]
Total	2,886		3,321
Total loan loss allowance [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	44		77
Fund management activities	4		5
Manufacturing	635		707
Wholesale and retail trade	394		413
Households	1,526		1,754
Commercial real estate activities	168		233
Public sector	17		7
Other	1,132	[1]	1,351	[2]
Total	3,921		4,546
Individually assessed allowance [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	1		27
Fund management activities	1		1
Manufacturing	439		476
Wholesale and retail trade	211		223
Households	153		220
Commercial real estate activities	115		168
Public sector	6		4
Other	840	[1]	953	[2]
Total	1,766		2,071
Collectively assessed allowance for impaired loans [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	3		3
Fund management activities	0		0
Manufacturing	146		149
Wholesale and retail trade	156		161
Households	1,290		1,466
Commercial real estate activities	11		25
Public sector	0		0
Other	139	[1]	168	[2]
Total	1,745		1,972
Collectively assessed allowance for non-impaired loans [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation	40		47
Fund management activities	3		4
Manufacturing	51		82
Wholesale and retail trade	27		29
Households	83		67
Commercial real estate activities	42		39
Public sector	12		3
Other	153	[1]	230	[2]
Total	€ 410		€ 503
Impaired loan coverage ratio in % [Member]
Impaired Loans by Industry Sector [Line Items]
Financial intermediation coverage ratio	34.00%		58.00%
Fund management activities coverage ratio	24.00%		26.00%
Manufacturing coverage ratio	93.00%		94.00%
Wholesale and retail trade coverage ratio	76.00%		58.00%
Households coverage ratio	64.00%		66.00%
Commercial real estate activities coverage ratio	45.00%		55.00%
Public sector coverage ratio	24.00%		35.00%
Other coverage ratio	55.00%	[1]	49.00%	[2]
Total coverage ratio	63.00%		61.00%
[1]	Thereof: Transportation, storage and communication - Total Impaired Loans 808million/Total Loan loss allowance 469million. Real estate; renting and business activities - 482million/ 234million, Construction - 378million/ 144million, Mining and quarrying - 169million/ 116million.
[2]	Thereof: Transportation, storage and communication - Total Impaired Loans 1.1billion/Total Loan loss allowance 650million, Real estate; renting and business activities - 489million/ 230million, Construction: 309million/ 170million, Mining and quarrying - 232million/ 103million

Risk Report - Impaired loans279

Risk Report - Impaired loans, allowance for loan losses and coverage ratios by region (Detail) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Total Impaired Loans [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	€ 6,234	€ 7,447
Total Impaired Loans [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	2,266	2,639
Total Impaired Loans [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	2,892	3,709
Total Impaired Loans [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	168	179
Total Impaired Loans [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	498	496
Total Impaired Loans [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	70	5
Total Impaired Loans [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	292	355
Total Impaired Loans [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	49	64
Total Impaired Loans [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	2
Individually assessed [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	3,348	4,126
Individually assessed [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	953	1,154
Individually assessed [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,471	2,021
Individually assessed [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	45	46
Individually assessed [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	497	495
Individually assessed [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	70	4
Individually assessed [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	264	341
Individually assessed [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	48	63
Individually assessed [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	2
Collectively assessed [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	2,886	3,321
Collectively assessed [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,312	1,486
Collectively assessed [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,422	1,688
Collectively assessed [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	123	132
Collectively assessed [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1	1
Collectively assessed [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	28	14
Collectively assessed [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	1
Collectively assessed [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Total loan loss allowance [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	3,921	4,546
Total loan loss allowance [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,527	1,489
Total loan loss allowance [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,749	2,195
Total loan loss allowance [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	147	154
Total loan loss allowance [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	170	277
Total loan loss allowance [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	35	16
Total loan loss allowance [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	272	367
Total loan loss allowance [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	10	32
Total loan loss allowance [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	11	17
Individually assessed allowance [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,766	2,071
Individually assessed allowance [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	600	563
Individually assessed allowance [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	815	1,008
Individually assessed allowance [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	45	39
Individually assessed allowance [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	67	148
Individually assessed allowance [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	14	3
Individually assessed allowance [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	223	286
Individually assessed allowance [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	1	24
Individually assessed allowance [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed allowance for impaired loans [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	1,745	1,972
Collectively assessed allowance for impaired loans [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	823	804
Collectively assessed allowance for impaired loans [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	822	1,057
Collectively assessed allowance for impaired loans [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	92	106
Collectively assessed allowance for impaired loans [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed allowance for impaired loans [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed allowance for impaired loans [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	8	5
Collectively assessed allowance for impaired loans [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed allowance for impaired loans [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	0	0
Collectively assessed allowance for non-impaired loans [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans	410	503
Collectively assessed allowance for non-impaired loans [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans	104	122
Collectively assessed allowance for non-impaired loans [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans	113	130
Collectively assessed allowance for non-impaired loans [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans	11	10
Collectively assessed allowance for non-impaired loans [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	102	128
Collectively assessed allowance for non-impaired loans [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans	21	14
Collectively assessed allowance for non-impaired loans [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans	41	76
Collectively assessed allowance for non-impaired loans [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans	9	8
Collectively assessed allowance for non-impaired loans [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans	€ 11	€ 17
Impaired loan coverage ratio in % [Member] | Total countries [Domain Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	63.00%	61.00%
Impaired loan coverage ratio in % [Member] | Germany [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	67.00%	56.00%
Impaired loan coverage ratio in % [Member] | Western Europe (excluding Germany) [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	60.00%	59.00%
Impaired loan coverage ratio in % [Member] | Eastern Europe [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	88.00%	86.00%
Impaired loan coverage ratio in % [Member] | North America [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	34.00%	56.00%
Impaired loan coverage ratio in % [Member] | Central and South America [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	50.00%	363.00%	[1]
Impaired loan coverage ratio in % [Member] | Asia/Pacific [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	93.00%	103.00%	[1]
Impaired loan coverage ratio in % [Member] | Africa [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	20.00%	50.00%
Impaired loan coverage ratio in % [Member] | Other [Member]
Impaired Loans by Region [Line Items]
Impaired loans by region, coverage ratio in %	0.00%	908.00%	[1]
[1]	Impaired Loans in Central & South America, Asia Pacific and Other are more than fully covered by loan loss allowance due to the latter including collectively assessed allowance for non-impaired loans

Parenthetical Information Liqui

Parenthetical Information Liquidity Risk Management (Detail: Text Values) € in Billions	12 Months Ended
	Dec. 31, 2017EUR (€)
U.S. dollar [Member]
Liquidity Risk Management [Line Items]
Maximum short position in any time bucket (more than 1 year to more than 10 years)	€ 10
GBP [Member]
Liquidity Risk Management [Line Items]
Maximum short position in any time bucket (more than 1 year to more than 10 years)	€ 5

Parenthetical Information Credi

Parenthetical Information Credit Exposure (Detail:Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016
Credit Exposure [Abstract]
Credit derivative notional sold and credit derivative notional bought protection, not included in Maximum exposure to credit risk	€ 828,804	€ 744,159
Traded bonds included in "Trading assets"	€ 87,264	€ 81,300
thereof:
Investment-Grade in % (more than)	82.00%	81.00%
Investment grade of debt securities included in "Financial assets available for sale" in % (more than)	98.00%	98.00%
Impaired loans included in "Loans"	€ 6,200	€ 7,400
Irrevocable lending commitments related to consumer credit exposure	€ 10,100	€ 10,300

Parenthetical Information Li282

Parenthetical Information Liquidity Risk Exposure (Detail: Text Values) € in Billions	Dec. 31, 2017EUR (€)	Dec. 31, 2016
Trading range 5 year CDS [Abstract]
Bottom of range in bps	71
Top of range in bps	166
At year end in bps	73
Trading range 1,5 % EUR benchmark bond maturing Jan. 2022 [Abstract]
Bottom of range	43
Top of range	150
At year end	49
Funding plan	€ 25
Funding sources [Abstract]
Senior unsecured plain-vanilla issuance, including benchmarks	14.7
Tier 2 benchmark issuance	0.8
Covered bond Issuance	1.1
Other unsecured structured issuances	8.2
Total	24.8
Thereof emitted in Euro	9.2
Thereof emitted in USD	13.2
Thereof emitted in GBP	0.9
Thereof emitted in other currencies	1.5
Investor base for issuances [Abstract]
Retail customers	29.00%
Banks	6.00%
Asset managers and pension funds	38.00%
Insurance companies	8.00%
Other institutional investors	19.00%
Geographical distribution of Funding sources [Abstract]
Germany	21.00%
Rest of Europe	28.00%
US	31.00%
Asia/Pacific	16.00%
Others	3.00%
Portion of capital markets issuance outstanding on unsecured basis at total portfolio as of Dec 31, 2017	93.00%
Average spread of DB issuance over 3 months Euribor in bps	71	129
Issuing volume of Funding sources [Abstract]
First quarter	8.5
Second quarter	4.8
Third quarter	6
Fourth quarter	5.5

Additional Parenthetical Inform

Additional Parenthetical Information (Detail: Text Values) - EUR (€) € in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Additional Parenthtical Information [Abstract]
Liability raised due to share-based payment transactions in cash	€ 23	€ 15	€ 19
Grant volume of outstanding share awards	1,800
thereof [Abstract]
Recognized as compensation expense	1,100
Not yet recognized	€ 700
Total defined benefit obligation for post-employment medical plans		201
Range of defined benefit obligation by plan assets in percent [Abstract]
Bottom of Range	90.00%
Top of Range	100.00%
Other assets recognized in Net asset (liability) recognized		934
Other liabilities recognized in Net asset (liability) recognized		€ 1,528

Parenthetical Information No284

Parenthetical Information Note 26 (Detail: Text Values) - EUR (€) € in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Private & Commercial Bank [Member]
Disposal of Abbey Life business [Abstract]
Impairment of goodwill and other intangible assets	€ 12	€ 0	€ 3,608
Disposal of entire 19.99 percent stake in Hua Xia Bank Company Limited
Revaluation of the held for sale investment until its disposal		(122)
Carrying value of the noncurrent asset after revaluation (write off)		3,100
Accumulated other comprehensive income, reclassified to the income statement		662
Overall transaction related net gain		624
Deutsche Asset Management [Member]
Disposal of fund administration and custody business of Sal. Oppenheim Luxembourg
Impairment before disposal	(5)
Reclassification of fund administration and custody business of Sal. Oppenheim Luxembourg [Abstract]
Impairment due to classification as a disposal group held for sale		(34)
Disposal of Abbey Life business [Abstract]
Contained intangible assets		1,015
thereof: Goodwill		500
thereof: VOBA (value of business acquired)		515
Impairment of goodwill and other intangible assets	€ 3	1,021	€ 0
Cumulative losses from the termination of the cash flow hedge program		(49)
Other income items as a result of the sale		72
Overall pre-tax loss		€ (943)

Parenthetical Information Li285

Parenthetical Information Liquidity Risk Exposure II (Detail: Text Values) - EUR (€) € in Billions	Dec. 31, 2017	Dec. 31, 2016
External funding sources [Abstract]
Capital Markets and Equity	€ 201	€ 210
Capital Markets and Equity, percent	20.00%	21.00%
Retail	€ 317	€ 292
Retail, percent	31.00%	30.00%
Transaction Banking	€ 217	€ 200
Transaction Banking, percent	21.00%	20.00%
Other Customers	€ 56	€ 53
Other Customers, percent	6.00%	5.00%
Unsecured Wholesale	€ 45	€ 55
Unsecured Wholesale, percent	4.00%	6.00%
Secured Funding and Shorts	€ 177	€ 165
Secured Funding and Shorts, percent	17.00%	17.00%
Financing Vehicles	€ 2	€ 2
Financing Vehicles, percent	0.00%	0.00%
Total external funding	€ 1,015	€ 977
External Funding mainly due [Abstract]
Balances increase in Retail deposits	€ 25
Balances increase in Retail deposits, percent	9.00%
Balances increase in Transaction banking	€ 17
Balances increase in Transaction banking, percent	8.00%
Balances increase in secured funding and shorts	€ 12
Balances increase in secured funding and shorts, percent	7.00%
Balances increase in other customers deposits	€ 4
Balances increase in other customers deposits, percent	7.00%
Decrease in unsecured wholesale funding	€ (10)
Decrease in unsecured wholesale funding, percent	(18.00%)
Decrease in Capital Markets and Equity volume	€ (9)
Decrease in Capital Markets and Equity volume, percent	(4.00%)
Overall proportion of our most stable funding sources (comprising capital markets and equity, retail, and transac-tion banking) in percent	72.00%
Derivatives & settlement balances	€ 369	504
Add back for netting effect for Margin & Prime Brokerage cash balances (shown on a net basis)	59	68
Other non funding liabilities	€ 31	€ 42

Parenthetical Information Regul

Parenthetical Information Regulatory Capital (Detail: Text Values)	12 Months Ended
	Dec. 31, 2017EUR (€)shares	Dec. 31, 2016EUR (€)shares	Dec. 31, 2017USD ($)shares
Parenthetical Information Regulatory Capita [Abstract]
Recognition cap	50.00%		50.00%
Cap decrease per year	10.00%
Buy-back of shares (in million shares) [Abstract]
Approval from the Annual General Meeting (AGM) | shares	206,700,000	137,900,000	206,700,000
Thereof: can be purchased by using derivatives | shares	103,300,000	69,000,000	103,300,000
Buy-back of shares AGM | shares	14,100,000	14,800,000
Thereof: through exercise of call options | shares		200,000
Number of shares held in Treasury from buybacks as of 2017 AGM | shares	1,200,000		1,200,000
Purchase of call options on Deutsche Bank shares under the 2016 AGM authorization to hedge the risk of a rising share price | shares	27,500,000
Included: derivatives with a maturity exceeding 18 months | shares	41,300,000		41,300,000
Number of shares held in Treasury from buybacks as of December 31, 2017 | shares	200,000	0	200,000
Capital increase [Abstract]
Increase of number of common shares of Deutsche Bank AG in million shares | shares	687,500,000
Number of common shares of Deutsche Bank AG before capital increase in million shares | shares	1,379,300,000		1,379,300,000
Number of common shares of Deutsche Bank AG after capital increase in million shares | shares	2,066,800,000		2,066,800,000
Gross proceeds	€ 8,000,000,000
Net proceeds	7,900,000,000
Authorized capital available to the Management Board	€ 2,560,000,000
Authorized capital available to the Management Board in million shares | shares	1,000,000,000		1,000,000,000
Conditional capital against cash	€ 512,000,000
Conditional capital against cash in million shares | shares	200,000,000		200,000,000
Additional conditional capital for equity compensation	€ 51,200,000
Additional conditional capital for equity compensation in million shares | shares	20,000,000		20,000,000
Hybrid Tier 1 capital instruments [Abstract]
Reduction at the beginning of each financial year (phase out)	10.00%
Reduction at the beginning of each financial year (phase out)	€ 1,300,000,000
Eligible Additional Tier1 instruments	8,600,000,000
Thereof: newly issued AT1 Notes	4,600,000,000
Thereof: legacy Hybrid Tier 1 instruments recognizable during the transition period	3,900,000,000
Notional amount of called legacy Hybrid Tier 1 instrument	500,000,000
Eligible equivalent amount of called legacy Hybrid Tier 1 instrument	500,000,000
Notional amount of called legacy Hybrid Tier 1 instrument in billion U.S. Dollar | $			$ 300,000,000
Notional amount of called legacy Hybrid Tier 1 instrument effective as of February 20, 2018 in billion U.S. Dollar | $			2,000,000,000
Eligible equivalent amount of called legacy Hybrid Tier 1 instrument effective as of February 20, 2018	1,600,000,000
Legacy Hybrid Tier 1 instruments still be recognized as Tier 2 capital under the fully loaded CRR/CRD 4 rules	3,900,000,000
Additional Tier 1 instruments recognized under fully loaded CRR/CRD 4 rules	4,600,000,000
Tier 2 capital instruments [Abstract]
On December 1, 2017 issued fixed rate subordinated Tier 2 notes, aggregate amount in billion U.S. Dollar | $			1,000,000,000
Denomination of issued fixed rate subordinated Tier 2 notes in U.S. Dollar | $			$ 200,000
Total Tier 2 capital instruments recognized during the transition period under CRR/CRD 4	6,400,000,000
Gross notional value of Tier 2 capital instruments	8,300,000,000
Tier 2 instruments recognized under fully loaded CRR/CRD 4 rules	10,300,000,000
Other regulatory adjustments under CRR/CRD 4	485,000,000	€ 971,000,000
Including: additional capital deduction effective from October 2016 onwards based on a notification by the ECB pursuant to Article 16(1)(c), 16(2)(b) and (j) of Regulation (EU) No 1024/2013	300,000,000	300,000,000
Including: additional filter for funds for home loans and savings protection	€ 19,000,000	€ 19,000,000