Deutsche Bank Transition toward a sustainable and climate-neutral economy Non-Financial Report 2022 Climate risk Loan exposure and financed emissions of the corporate lending book Dec 31, 2022 Financed Emissions PCAF Data Quality Score Loan Exposure (Scope 1&2, Mt CO e/y) (5 = lowest) 2 Total Total Outstanding Total Commitments Outstanding Commitments Outstanding Commitments € bn.1 % € bn. % Total Corporate Industry Loan 106.6 100.0 258.2 100.0 30.5 56.7 4.3 3.7 Exposure thereof: Oil and Gas 6.5 6.1 15.2 5.9 10.4 14.7 4.5 3.8 thereof: Utilities 4.2 4.0 13.1 5.1 5.1 12.1 4.0 3.2 thereof: Steel, Metals and 4.3 4.0 7.8 3.0 3.3 4.9 3.7 3.5 Mining thereof: Consumer Goods 13.3 12.5 27.6 10.7 1.8 3.5 4.1 3.6 thereof: Chemicals 3.1 2.9 10.9 4.2 0.8 3.4 4.2 3.3 thereof: Manufacturing and 11.9 11.2 29.0 11.2 1.0 3.0 4.4 3.9 Engineering thereof: Construction 3.6 3.3 8.9 3.4 0.9 2.8 4.6 4.4 thereof: Conglomerates 3.8 3.6 5.0 2.0 1.5 1.9 4.6 4.6 thereof: Transportation - 1.1 1.0 1.4 0.5 1.3 1.7 4.9 4.9 Shipping thereof: Healthcare 6.5 6.1 25.8 10.0 0.5 1.4 4.2 3.1 thereof: Others2 48.3 45.3 113.5 44.0 3.8 7.3 4.4 3.8 In the scope of net zero targets Oil and Gas (Upstream) 9.3 10.9 3.3 Power Generation 10.4 10.7 3.0 Automotives (Light Duty) 7.7 0.4 2.2 Steel 1.9 2.9 3.3 Dec 31, 2021 Financed Emissions PCAF Data Quality Score Loan Exposure (Scope 1&2, Mt CO e/y) (5 = lowest) 2 Total Total Outstanding Total Commitments Outstanding Commitments Outstanding Commitments € bn.1 % € bn. % Total Corporate Industry Loan 103.2 100.0 246.9 100.0 31.0 58.8 4.3 3.8 Exposure thereof: Oil and Gas 8.2 7.9 15.9 6.4 10.0 16.1 4.1 3.8 thereof: Utilities 4.5 4.4 12.6 5.1 6.5 13.2 3.7 3.2 thereof: Steel, Metals and 4.3 4.1 8.3 3.3 3.6 6.6 3.8 3.7 Mining thereof: Chemicals 2.7 2.6 9.7 3.9 0.9 3.6 4.3 3.5 thereof: Consumer Goods 12.0 11.6 26.6 10.8 1.8 3.0 4.0 3.5 thereof: Manufacturing and 9.3 9.0 26.5 10.7 0.9 2.6 4.4 3.9 Engineering thereof: Healthcare 10.9 10.6 26.2 10.6 1.7 2.6 4.7 3.7 thereof: Construction 3.1 3.0 8.1 3.3 0.7 2.0 4.6 4.5 thereof: Transportation - 2.9 2.9 6.0 2.4 0.9 1.4 4.6 4.2 Others thereof: Automotives 7.3 7.0 17.7 7.2 0.5 1.4 3.7 3.5 thereof: Others2 38.0 36.8 89.3 36.2 3.6 6.2 4.4 3.9 In the scope of net zero targets Oil and Gas (Upstream) 10.7 13.5 3.4 Power Generation 9.7 11.3 3.0 Automotives (Light Duty) 7.5 0.5 2.3 Steel 2.1 3.6 3.1 1 Excludes, for both 2021 and 2022, € 1.6 billion securitized aviation loans where the standard cannot be applied. The value shown for 2021, of € 103.2 billion, amends the amount reported in the 2021 Non-Financial Report of € 104.8 billion, where securitized aviation loans were incorrectly included in the figure. 2 Includes Retail, Technology, Telecoms, Services, Leisure, Media, Aerospace and Defense Deutsche Bank’s Scope 1 and 2 financed emissions of its total corporate lending book reduced from 58.8 to 56.7 MtCO2e/y on a total commitments basis and reduced from 31.0 to 30.5 MtCO2e/y on a loan outstanding basis. Reductions came despite total loan commitments increasing from € 246.9 billion to € 258.2 billion and reflect an 8% reduction in the overall portfolio emissions intensity on a committed basis. The largest reductions were observed in carbon intensive sectors such as Oil and Gas, Utilities and Steel, Metals and Mining due to falling loan commitments and / or rebalancing towards clients with lower emission intensities. 46