Deutsche Bank Appendix Non-Financial Report 2022 Recommendations of the Task Force on Climate-related Financial Disclosures (TCFD) Climate risk – Risk management framework – Risk metrics and targets Climate Risk – Climate risk in Asset Management – Risk management strategy and processes Risk management Describe the organization’s processes for identifying and assessing Climate risk – Risk management framework - Risk climate-related risks. identification and materiality assessment Disclose how the organization Climate risk – Risk management framework - Integration into identifies, assesses, and manages risk type frameworks and processes climate-related risks. Climate risk – Risk management framework - Scenario analysis and stress testing Climate risk – Risk management framework – Risk metrics and targets Climate Risk – Climate risk in Asset Management – Risk management strategy and process Describe the organization’s processes for managing climate-related Climate risk – Risk management framework – Risk risks. identification and materiality assessment Climate risk – Risk management framework - Integration into risk type frameworks and processes Climate risk – Risk management framework - Scenario analysis and stress testing Climate risk – Risk management framework – Risk metrics and targets Climate Risk – Climate risk in Asset Management – Risk management strategy and process Describe how processes for identifying, assessing, and managing AR – Combined Management Report – Risk Report – Risk climate-related risks are integrated into the organization’s overall risk and capital framework management. AR – Combined Management Report – Risk Report – Risk and Capital Management – Credit Risk Management and Asset Quality – IFRS 9 Impairment – IFRS 9 Model results AR – Combined Management Report – Risk Report – Risk and capital management – Enterprise risk management – Environmental, social and governance risk Climate risk – Risk management framework - Risk identification and materiality assessment Climate risk – Risk management framework - Integration into risk type frameworks and processes Climate risk – Risk management framework - Scenario analysis and stress testing Climate risk – Risk management framework – Risk metrics and targets Climate risk – Climate risk in Asset Management – Risk management strategy and process Metrics and targets Disclose the metrics used by the organization to assess climate-related Climate risk – Risk management framework – Risk metrics risks and opportunities in line with its strategy and risk management and targets Disclose the metrics and targets process. Climate risk – Climate risk in Asset Management – DWS used to assess and manage relevant approach to net zero climate-related risks and Disclose Scope 1, Scope 2, and, if appropriate, Scope 3 greenhouse Climate risk – Risk management framework – Risk metrics opportunities where such information gas (GHG) emissions, and the related risks. and targets is material. In-house ecology – Greenhouse gas emissions Describe the targets used by the organization to manage climate-related Climate risk – Risk management framework – Risk metrics risks and opportunities and performance against targets. and targets Climate Risk – Risk management framework – Engagement in climate-related initiatives Climate risk – Climate Risk in Asset Management – DWS approach to Net Zero In-house ecology – Targets and measures In-house ecology – Key topics in 2022 – Energy efficiency and conservation In-house ecology – Key topics in 2022 – Energy and renewable electricity In-house ecology – Greenhouse gas emissions – Business travel In-house ecology – Greenhouse gas emissions – Paper consumption, waste, and water 152