Deutsche Bank Appendix Non-Financial Report 2022 Sustainability Accounting Standards Board (SASB) Index SASB Standard and Disclosure Non-Financial Report and/or Link to Source Remarks/Omissions market manipulation, malpractice, or other related controls – Anti-fraud, bribery and corruption financial industry laws or regulation. FN-AC-510a.2 Description of whistleblower policies and Culture, integrity, and conduct FN-CB-510a.2 procedures. Culture, integrity and conduct – Culture, Integrity FN-IB-510a.2 and Conduct program – Key topics and initiatives in 2022 FN-IB-510b.3 Total amount of monetary losses as a result of AR – Consolidated Financial Statements – Notes legal proceedings associated with professional to the consolidated balance sheet – 27 integrity, including duty of care. “Provisions” FN-IB-510b.4 Description of approach to ensuring professional Culture, integrity, and conduct integrity, including duty of care. Anti-financial crime – Risk exposure and controls – Anti-fraud, bribery and corruption FN-IB-550b .1 Percentage of total remuneration that is variable AR – Compensation report for Material Risk Takers. Corporate governance FN-IB-550b .2 Percentage of variable remuneration of Material AR – Compensation report Risk Takers to which malus or claw back provisions were applied. FN-IB-550b.3 Discussion of policies around supervision, control AR – Consolidated Financial Statements – Notes and validation of traders' pricing of Level 3 assets to the consolidated balance sheet – 13 “Financial and liabilities. Instruments Carried at Fair Value” SASB Standard and Disclosure Non-Financial Report and/or Link to Source Remarks/Omissions Systemic Risk Management FN-CB-550a.1 Global Systemically Important Bank (G-SIB) AR – Combined Management Report – Risk Media release: FSB reduces G-SIB capital buffer FN-IB-550a.1 score, by category. Report – Risk and capital performance – Capital, requirement for Deutsche Bank: Leverage Ratio, TLAC and MREL – Minimum https://www.db.com/news/detail/20191122-fsb- capital requirements and additional capital buffers reduces-g-sib-capital-buffer-requirement-for- deutsche-bank?language_id=1 FN-CB-550a.2 Description of approach to incorporation of results AR – Combined Management Report – Risk FN-IB-550a.2 of mandatory and voluntary stress tests into Report – Risk and capital framework – Risk and capital adequacy planning, long-term corporate Capital Plan – Internal capital adequacy strategy, and other business activities. assessment process AR – Combined Management Report – Risk Report – Risk and capital framework – Stress testing Climate risk – Risk management framework – Scenario analysis and stress testing SASB Standard and Disclosure Non-Financial Report and/or Link to Source Remarks/Omissions Activity Metrics Asset Management & Custody Activities FN-AC-000.A (1) Total registered and (2) total unregistered AR – Consolidated Financial Statements – Notes assets under management (AUM). to the consolidated financial statements – 4 “Business segments and related information – Segmental results of operations – Asset Management” Sustainable finance – Asset Management FN-AC-000.B Total assets under custody and supervision. AR – Consolidated Financial Statements – Notes to the consolidated financial statements – 4 “Business segments and related information – Segmental results of operations” SASB Standard and Disclosure Non-Financial Report and/or Link to Source Remarks/Omissions Activity Metrics Commercial Banks FN-CB-000.B (1) Number and (2) value of loans by segment: (a) AR – Consolidated Financial Statements – Notes personal, (b) to the consolidated financial statements – 4 small business, and (c) corporate. “Business segments and related information” SASB Standard and Disclosure Non-Financial Report and/or Link to Source Remarks/Omissions Activity Metrics Investment Banking & Brokerage FN-IB-000.A (1) Number and (2) value of (a) underwriting, AR – Consolidated Financial Statements – Notes Disclosed data shows underwriting and advisory (b) advisory, and (c) securitization to the consolidated income statement – 6 breakdown by business division. transactions. “Commissions and fee income” 150
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