v3.26.1
IFRS 9 Impairment - Model Sensitivity (Detail)
€ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2026
EUR (€)
Dec. 31, 2025
EUR (€)
Upward shift    
IFRS 9 Model Sensitivity [Line Items]    
GDP Growth Rates In pp 0.01 0.01
Unemployment Rates in pp (0.005) (0.005)
Real Estate Prices in % [1] 0.05 0.05
Equities in % 0.10 0.10
Credit Spreads in % (0.40) (0.40)
Commodities in % [2] 0.10 0.10
ECL impact
in € m.    
IFRS 9 Model Sensitivity [Line Items]    
GDP Growth Rates In mn € (71.9) € (76.3)
Unemployment Rates in mn (48.8) (49.4)
Real Estate Prices in mn [1] (31.6) (35.3)
Equities in mn (16.7) (17.1)
Credit Spreads in mn (19.0) (19.5)
Commodities in mn [2] € (8.1) € (6.9)
Downward shift    
IFRS 9 Model Sensitivity [Line Items]    
GDP Growth Rates In pp (0.01) (0.01)
Unemployment Rates in pp 0.005 0.005
Real Estate Prices in % [1] (0.05) (0.05)
Equities in % (0.10) (0.10)
Credit Spreads in % 0.40 0.40
Commodities in % [2] (0.10) (0.10)
ECL impact
in € m.    
IFRS 9 Model Sensitivity [Line Items]    
GDP Growth Rates In mn € 82.7 € 87.2
Unemployment Rates in mn 52.4 51.6
Real Estate Prices in mn [1] 37.2 40.1
Equities in mn 23.5 23.7
Credit Spreads in mn 21.0 21.6
Commodities in mn [2] € 8.9 € 7.4
[1] For a more severe stress test relating to the CRE portfolio that also takes into consideration existing and potential exposure in Stage 3, reference is made to the Key Risk
Theme section on Commercial Real Estate above
[2] Here the sign of the shift applies to oil prices changes. Gold price changes have the opposite sign. 1pp (percentage point), e.g., GDP shifts from 3% to 4%; 1% (percentage
change), e.g., Real estate price shifts from 100 to 101