Deutsche Bank Transition toward a sustainable and climate-neutral economy Non-Financial Report 2022 Sustainable finance The identification of the taxonomy eligible economic activities is performed for in-scope counterparties and products defined in the Article 8 of the Taxonomy Regulation and the related Climate Disclosures Delegated Act. Where the use of proceeds is known at a transaction level, banks can consider relevant exposures to the extent the underlying transaction is financing a Taxonomy-eligible activity. For general purpose lending, banks can consider exposures weighted by capital expenditure and turnover key performance indicators provided or disclosed by their clients. Residential real estate loans against households collateralized by residential immovable property are also considered as Taxonomy-eligible. Deutsche Bank’s Taxonomy eligibility disclosure is based on the capital expenditure and turnover key performance indicators of its non-financial counterparties as well as Taxonomy eligibility key performance indicators of its financial counterparties and also includes residential real estate loans against households collateralized by residential immovable property. Identification of corporations with obligation to report under the Non-Financial Reporting Directive and their respective Taxonomy key performance indicators was performed in data collection project based on materiality of the in-scope exposures. The calculation of Deutsche Bank’s key performance indicators presented in the following table is based on the prudential consolidation circle and FINREP balance sheet. Mandatory disclosure in accordance with Article 8 of the Taxonomy Regulation in % of total in % of covered Dec 31, 2022 in € m. assets assets Total assets 1,339,157 100.00 Exposures to central governments, central banks and supranational issuers 301,900 22.54 Exposures in the trading portfolio (excluding exposures to central governments, central banks and supernational issuers) 144,381 10.78 Covered assets 892,876 66.67 100.00 Exposures in derivatives 299,834 33.58 Exposures to corporations with no obligation to report under the Non-Financial Reporting Directive 309,631 34.68 Exposures in on demand inter-bank loans 7,029 0.79 Exposures to Taxonomy eligible economic activities based on capital expenditure key performance indicators 164,495 18.42 Exposures to Taxonomy non-eligible economic activities based on capital expenditure key performance indicators 111,887 12.53 Exposures to Taxonomy eligible economic activities based on turnover key performance indicators 165,103 18.49 Exposures to Taxonomy non-eligible economic activities based on turnover key performance indicators 111,279 12.46 in % of total in % of covered 1 Dec 31, 2021 in € mn. assets assets Total assets 1,323,993 100.00 Exposures to central governments, central banks and supranational issuers 303,929 22.96 Exposures in the trading portfolio (excluding exposures to central governments, central banks and supernational issuers) 144,132 10.89 Covered assets 875,932 66.16 100.00 Exposures in derivatives 299,956 34.24 Exposures to corporations with no obligation to report under the Non-Financial Reporting Directive 237,806 27.15 Exposures in on demand inter-bank loans 7,087 0.81 Exposures to Taxonomy eligible economic activities 156,092 17.82 Exposures to Taxonomy non-eligible economic activities 174,991 19.98 1 Disclosure for year end 2021 was amended in line with the EU Commission’s frequently asked questions issued in course of 2022, clarifying the use of covered assets instead of total assets in the denominator of the eligibility ratios. Additionally, individual key performance indicators were amended to become additive and not independent from each other, in line with the approach taken for year end 2022 disclosure. In 2023, Deutsche Bank will work towards disclosing taxonomy alignment of the bank’s portfolio, expressed by the Green Asset Ratio. This will include improving data quality, in particular for the transaction-level use of proceeds assessments, and acquisition of the data required to determine the alignment of eligible clients. 20