{
  "docId": "019dd923-5e88-73ef-bd5c-72d069e4552e",
  "docSlug": "8ab018dc6ca12202",
  "documentTitle": "Client Creditor Overview Q1 2025",
  "authorId": "DeutscheBank",
  "authorName": "Deutsche Bank",
  "documentKindSlug": "consulting-deck",
  "documentKindLabel": "Consulting deck",
  "sourceTypeSlug": "equity_research",
  "sourceTypeLabel": "Equity research",
  "presentationDate": null,
  "orientation": "landscape",
  "aspectRatio": 1.778,
  "pageNumber": 21,
  "pageCount": 26,
  "prevPage": 20,
  "nextPage": 22,
  "slideType": "financial_analysis",
  "function": "analyze_data",
  "density": "dense",
  "nDataPoints": 5,
  "notes": "The slide uses a waterfall chart to explain the reconciliation between gross and net derivative exposure.",
  "elementsJson": [
    "headline_text",
    "waterfall_chart",
    "bullet_list",
    "callout_box",
    "footnote"
  ],
  "metadataConfidence": 1,
  "imagePath": null,
  "slideHref": "/slides/019dd923-5e88-73ef-bd5c-72d069e4552e/21",
  "deckHref": "/decks/019dd923-5e88-73ef-bd5c-72d069e4552e",
  "deckJsonHref": "/decks/019dd923-5e88-73ef-bd5c-72d069e4552e.json",
  "deckAnchorHref": "/decks/019dd923-5e88-73ef-bd5c-72d069e4552e#slide-21",
  "components": [
    {
      "bbox": {
        "h": 0.028,
        "w": 0.148,
        "x": 0.542,
        "y": 0.202
      },
      "kind": "callout",
      "text": "Key highlights",
      "attrs": null,
      "subkind": "primary",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "85b7bd1d-ffd2-40e3-afff-0b2fcd37dec9",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": null,
      "kind": "callout",
      "text": "DB's reported IFRS derivative trading assets of € 233bn would fall to € 13bn on a net basis, after considering legally enforceable master netting agreements in place and collateral received.",
      "attrs": null,
      "subkind": null,
      "toolName": "Visual emphasis",
      "toolSlug": "visual-emphasis",
      "confidence": null,
      "componentId": "019dd952-163d-71aa-98eb-e0b79edfaa93",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.605,
        "w": 0.48,
        "x": 0.053,
        "y": 0.215
      },
      "kind": "chart",
      "text": "Waterfall chart showing reduction from 233 to 13",
      "attrs": null,
      "subkind": "waterfall",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "65f4e150-b7e4-4af4-9ec3-867c2e30172d",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.55,
        "w": 0.435,
        "x": 0.542,
        "y": 0.245
      },
      "kind": "list",
      "text": "Gross notional derivative exposure amounts are not exchanged... DB's reported IFRS derivative trading assets of € 233bn would fall to € 13bn on a net basis... In addition, DB actively hedges its net derivatives trading exposure",
      "attrs": null,
      "subkind": "bullet",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "220780be-ba1e-47b5-a785-0256fd6141ab",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": null,
      "kind": "metric",
      "text": "Derivative trading assets: € 233bn",
      "attrs": null,
      "subkind": "primary",
      "toolName": "Quantification",
      "toolSlug": "quantification",
      "confidence": null,
      "componentId": "019dd952-163d-71aa-98eb-e6bdbf6be2cb",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.015,
        "w": 0.23,
        "x": 0.037,
        "y": 0.905
      },
      "kind": "source-note",
      "text": "Notes: for footnotes refer to slide 24",
      "attrs": null,
      "subkind": null,
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "a087c42b-fd36-4498-a6a5-91fc480d563a",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.023,
        "w": 0.708,
        "x": 0.037,
        "y": 0.108
      },
      "kind": "subtitle",
      "text": "Q1 2025, IFRS derivative trading assets and the impact of netting and collateral, in € bn",
      "attrs": null,
      "subkind": null,
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "47a22a90-ee24-42d2-8523-d4c38bdc4f0b",
      "frameworkName": null,
      "frameworkSlug": null
    },
    {
      "bbox": {
        "h": 0.033,
        "w": 0.232,
        "x": 0.037,
        "y": 0.065
      },
      "kind": "title",
      "text": "Derivatives bridge",
      "attrs": null,
      "subkind": "headline",
      "toolName": null,
      "toolSlug": null,
      "confidence": null,
      "componentId": "a1471f45-5958-411f-b940-022e18f9cb95",
      "frameworkName": null,
      "frameworkSlug": null
    }
  ],
  "metrics": [],
  "tools": [
    {
      "name": "Waterfall chart",
      "slug": "waterfall-chart",
      "agent": null,
      "layer": "slide",
      "matchId": "701ab6d7-9092-437e-87b9-a1b1fe0e70c7",
      "evidence": "chart/waterfall: Waterfall chart showing reduction from 233 to 13",
      "confidence": 0.9
    }
  ],
  "frameworks": [
    {
      "name": "waterfall-chart",
      "slug": null,
      "matchId": "60ef5ce8-39eb-4fe2-96be-dbc02e20750e",
      "evidence": "Visual representation of a starting value being reduced by sequential factors to reach a final net value.",
      "confidence": 1
    }
  ],
  "arcBeats": [],
  "loops": [],
  "imagePathAlt": null,
  "thumbSrc": null,
  "thumbSrcAlt": null,
  "locked": true
}