Deutsche Bank 2016 DBTC CCAR Stress Testing DBTC CCAR Stress - PowerPoint PPT Presentation

Deutsche Bank Deutsche Bank 2016 DBTC CCAR Stress Testing

DBTC CCAR Stress Testing DBTC Is Only One Part of US Operations DBTC CCAR Overview  The sole Deutsche Bank entity that underwent CCAR stress testing in 2016 is Deutsche Bank Trust Corp. (DBTC)  DBTC is an entity within Deutsche Bank AG’s US Deutsche Bank AG operations. DBTC comprises the US transaction bank and wealth management business and US Operations* DBAG represents one component of US operations DBAG Cayman New York  It is inaccurate to refer to DBTC as “Deutsche Islands DB USA Corp. Branch Branch Bank” or Deutsche Bank’s “US operations/unit”  DBTC is among the best capitalized banks stress tested by the Fed under CCAR ; 2016 DFAST estimates found that under the most severe, “severely adverse” market scenario tested, DBTC’s projected DBTC 5 DBAH 1 DBUSH 3 common equity tier 1 capital would not fall below 30.1% over the nine-quarter planning horizon  CCAR results for DBTC do not impact Deutsche DBSI 4 DBTCA 6 GACC 2 Bank AG’s ability to pay dividends, repurchase shares or take other planned capital actions *As of July 1, 2016  DB USA Corp., the forthcoming intermediate 2016 CCAR Stress Tested Entity holding company (IHC), which will represent substantially all of the US (non-branch) operations, 1 Deutsche Bank Americas Holding Corp. 2 German American Capital Corp. will not undergo public CCAR stress testing until 3 Deutsche Bank US Financial Markets Holding Corp. 2018 , the year that all IHCs become subject to CCAR 4 Deutsche Bank Securities Inc. stress testing by the Fed 5 Deutsche Bank Trust Corp. 6 Deutsche Bank Trust Company Americas 2 Deutsche Bank

DBTC CCAR Stress Testing Facts and Important Information  DBTC underwent CCAR stress testing for the first time in 2015  US peers began stress testing in 2009 and have had seven years to adjust to regulatory requirements as Fed stress tests have evolved  DBTC has had only one prior year of experience with CCAR and has had to adapt to a significantly more sophisticated process The Fed did not object to DBTC’s 2016 Capital Plan  on a quantitative basis ; the Fed objected on a qualitative basis  2016 DFAST estimates found that under the most severe, “severely adverse” market scenario tested, DBTC’s projected common equity tier 1 capital would not fall below 30.1% over the nine- quarter planning horizon  Receiving a qualitative objection to a Capital Plan is common among new filers – HSBC, RBS and Santander received qualitative objections in their initial years undergoing CCAR stress testing  CCAR results for DBTC do not impact Deutsche Bank AG’s ability to pay dividends, repurchase shares or take other planned capital actions 3 Deutsche Bank