Jan 24 (Reuters) - Deutsche Bank AG said on Sunday it began a probe in relation to engagement with some clients after the Financial Times reported earlier that the German lender was investigating the alleged mis-selling of investment banking products. “We initiated an investigation in relation to our engagement with a limited number of clients. We cannot comment on details of the investigation until it is complete”, a Deutsche Bank spokesman said in an emailed statement late on Sunday. (Reporting by Kanishka Singh in Bengaluru; Editing by Peter Cooney)