Deutsche Bank Transition toward a sustainable and climate-neutral economy Non-Financial Report 2022 Sustainable finance Deutsche Bank participated in Alstom’s sustainability-linked € 12.7 billion committed guarantee facility agreement. Reflecting Alstom’s ambitious commitment to sustainable mobility, four sustainability-linked key performance indicators were introduced into this facility agreement. These ambitious key performance indicators highlight Alstom’s goals of reducing company and product carbon emissions and increasing presence of women in senior management and engineering positions. This transaction demonstrates Deutsche Bank’s commitment in facilitating the transition of economies towards sustainable and low-carbon growth. In a syndicate of nine banks, Deutsche Bank acted as mandated lead arranger and hedge provider for the € 466 million financing of Nebras Power Australia’s, Palisade Investment’s, and Goldwind Australia’s Stockyard Hill wind farm in the state of Victoria, Australia. The 528 megawatt wind farm is the largest operating wind farm in the east coast of Australia, includes 149 Goldwind wind turbines, and produces green electricity to power 425,000 homes annually. Investment Bank Fixed Income and Currencies Overview GRI 201-2, FS8, FS14 Fixed Income and Currencies leverages its expertise in product innovation to structure, originate and distribute assets that meet clients’ rapidly evolving ESG needs. The four main objectives for Fixed Income and Currencies are to support clients by connecting investors and issuers, to increase its sustainable lending, to support the client’s energy transition journey, and to innovate and expand its product range. The business is led by the Global Head of ESG and Sustainable Finance for Fixed Income and Currencies whose responsibilities include oversight of ESG practices within Fixed Income and Currencies and for growing the sustainable finance product suite, client engagement, and strategy including the steering of the business activities to achieve its decarbonization targets. The Head of the Fixed Income and Currencies ESG Competence & Solutions Center is responsible for the ESG integration in the businesses, interface with the group and business level control functions and supporting the clients with development of green, social, sustainable and sustainability linked transactions and fixed income products. These positions are further supported by a network of ESG champions in each of the respective Fixed Income and Currencies business areas. Sustainable finance origination in the Global Financing and Credit Trading business cumulatively increased from € 23 billion in 2021 to € 33 billion in 2022. This growth was propelled mainly by demand for renewable energy and energy-efficient assets, especially in the commercial real estate and information communications technology sectors. Social financing grew as well, including SME lending. Global Financing and Credit Trading contributed € 1.7 billion in 2021 and € 1.2 billion in 2022 towards sustainability linked deals. Global Financing and Credit Trading continued to lead in sustainable finance securitization, with multiples deals included in the highlights section below. The Rates business provides risk management solutions for sustainable bonds and loans issuers. It also issues and invests in affordable housing loans and bonds in the United States and Europe and intends to further expand this business in the future. In 2022, Rates contributed € 9 billion towards Deutsche bank’s sustainable financing and investments volumes. Rates also facilitated more than 84 structured green bond issuances and launched the DB Global Equity Long/Short ESG Screened Index, designed to capture returns of “ESG” as a factor. This means stocks are ranked according to an ESG score, and the index goes long the top quintile and short the bottom quintile subject to market cap, sector, region and market neutrality. The index is used for two purposes: (1) providing investment access to ESG as a market factor through index linked certificates and (2) as a monitoring tool of returns of the ESG factor and as a way of assessing macro risks that may be introduced to portfolios through the introduction of ESG. 26