The document provides a breakdown of Deutsche Bank's IFRS derivative trading assets as of September 30, 2016, highlighting the impact of master netting agreements and collateral on the net amount. It explains that the gross notional derivative exposure amounts do not reflect the credit or market risk and that the IFRS balance sheet derivatives trading assets represent the credit risk to the bank. The document also notes that Deutsche Bank's reported IFRS derivative trading assets of EUR 542bn would fall to EUR 36bn on a net basis after considering netting agreements and collateral.
doj/DataSet10/EFTA01377166.pdf
{"title":"IFRS Derivative Trading Assets and Impact of Netting and Collateral","document_date":"2016-09-30","document_type":"tabular","document_subtype":"financial report","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0073756","SDNY_GM_00219940","EFTA01377166"]}