Deutsche Bank Appendix Non-Financial Report 2022 Recommendations of the Task Force on Climate-related Financial Disclosures (TCFD) Recommendations of the Task Force on Climate-related Financial Disclosures (TCFD) In the following table Deutsche Bank shows the chapters and sub-chapters of the Non-Financial Report, the Annual Report (AR), or the SEC Form 20-F (20-F) in which the disclosures recommended by the Task Force on Climate-related Financial Disclosures (TCFD) can be found, thus acknowledging their growing importance among investors and businesses. Deutsche Bank continuously strives to improve their disclosures. Topic Recommended disclosures Non-Financial Report and/or Link to Source Governance Describe the board’s oversight of climate-related risks and opportunities. AR – Deutsche Bank Group – Report of the Supervisory Board AR – Combined Management Report – Risk Report – Risk Disclose the organization’s and capital framework – Risk governance governance around climate-related AR – Combined Management Report – Corporate Governance risks and opportunities. Statement AR – Corporate Governance Statement Sustainability strategy and implementation – Sustainability governance Describe management’s role in assessing and managing climate-related AR – Combined Management Report – Risk Report – Risk risks and opportunities. and capital framework – Risk governance AR – Combined Management Report – Corporate Governance Statement AR – Compensation Report – Compensation of the Management Board – Management board compensation 2022 – Outlook for fiscal year 2023 – Objective structure and targets 2023 AR – Corporate Governance Statement Climate risk – Governance Climate Risk – Climate risk in Asset Management – Governance In-house ecology – Governance Strategy Describe the climate-related risks and opportunities the organization has AR – Combined Management Report – Risks and identified over the short, medium, and long term. Opportunities – Risks - Regulatory supervisory reforms, Disclose the actual and potential assessments and proceedings impacts of climate-related risks and AR – Combined Management Report – Risks and opportunities on the organization’s Opportunities – Risks – Environmental, social and governance businesses, strategy, and financial risk planning where such information is AR – Combined Management Report – Risks and material. Opportunities – Opportunities – Strategy 20-F – Item 3: Key information – Risk Factors - Risks Relating to Deutsche Banks’s Business and Strategy 20-F – Item 3: Key information – Risk Factors - Risks Relating to Environmental, Social and Governance (ESG)-Related Changes 20-F – Item 4: Information on the Company – The Competitive Environment – Climate change, environmental and social issues Climate risk – Risk management strategy – Climate risks and opportunities Climate risk – Climate risk in Asset Management – Risk management strategy and processes Describe the impact of climate-related risks and opportunities on the AR – Combined Management Report – Risks and organization’s businesses, strategy, and financial planning. Opportunities – Risks - Regulatory supervisory reforms, assessments and proceedings AR – Combined Management Report – Risks and Opportunities – Risks – Environmental, social and governance risk AR – Combined Management Report – Risks and Opportunities – Opportunities – Strategy AR – Combined Management Report – Sustainability 20-F – Item 3: Key information – Risk Factors - Risks Relating to Deutsche Bank’s Business and Strategy 20-F – Item 3: Key information – Risk Factors - Risks Relating to Environmental, Social and Governance (ESG)-Related Changes 20-F – Item 4: Information on the Company – The Competitive Environment – Climate change, environmental and social issues Climate risk – Risk management strategy Climate Risk – Climate risk in Asset Management – Risk management strategy and processes Describe the resilience of the organization’s strategy, taking into Climate risk – Risk management framework - Scenario consideration different climate-related scenarios, including a 2°C or analysis and stress testing lower scenario. 151