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Key figures

    Balance sheet as of 12/31/2023

  • Cover pool 61.2EUR billion See more
  • Bonds and loans to public sector (by country) 57.4EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 57.4EUR billion See more
  • Assets eligible for the central bank refinancing 65%
  • Covered bonds 53.2EUR billion See more
  • Regulatory over-collateralization 114%

    • Balance sheet as of 6/30/2024

  • Cover pool 64.3EUR billion See more
  • Bonds and loans to public sector (by country) 59.3EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 59.3EUR billion See more
  • Assets eligible for the central bank refinancing 63%
  • Covered bonds 53.4EUR billion See more
  • Regulatory over-collateralization 119%

    • Activity of the year as of 6/30/2024

  • Acquisition of loans to French public sector from our partners 2.8EUR billion See more
  • Export Refinancings signed by CAFFIL 1.7EUR billion See more
  • Issued covered bonds 2.7EUR billion See more

    • Cover pool quality as of 6/30/2024

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.2%
  • Cover pool average risk weighting 4.6%
  • Common Equity Tier 1 Ratio (Bâle III)* 33.8% See more

  • Breakdown of assets (EUR billion; %)

    57.4 (94%) Bonds and loans to public sector
    1.1 (2%) Cash deposit in central bank
    2.8 (4%) Exposures to credit institutions

  • Breakdown of bonds and loans to public sector by country (EUR billion ; %)

    53.1 (92%) France
    3.3 (6%) Italy
    1.0 (2%) Other countries

  • Breakdown of loans and bonds to public sector per type of borrowers (EUR billion; %)

    40.7 (71%) Local governments
    6.0 (10%) Public hospitals
    2.9 (5%) Sovereigns and other public exposure
    7.8 (14%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    52.7 (99%) Euro
    0.5 (1%) Other currencies

  • Breakdown of assets (EUR billion; %)

    59.3 EUR billion (92%) Bonds and loans to public sector
    2.0 EUR billion (3%) Cash deposit in central bank
    3.0 EUR billion (5%) Exposure on credit institutions

  • Breakdown of bonds and loans to public sector by country (EUR billion ; %)

    55.1 (93%) France
    3.2 (5%) Italy
    1.0 (2%) Other countries

  • Breakdown of loans and bonds to public sector per type of borrowers (EUR billion; %)

    41.2 EUR billion (70%) Local governments
    6.0 EUR billion (10%) Public hospitals
    3.1 EUR billion (5%) Sovereigns and other public exposure
    8.9 EUR billion (15%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    52.9 (99%) Eur
    0.5 (1%) Other currencies

  • Since the launch of our partnerships, CAFFIL has acquired a total volume of loans amounting to EUR 39.9 billion.


  • Since the launch of this role in mid-2015, CAFFIL has granted refinancing loans to SFIL for a total volume of EUR 17.8 billion.


  • Issued covered bonds (by type of issuance)

    2.4 (89%) Public issues
    0.3 (11%) Private placement

    Issued covered bonds (by maturity)

    0% 0-5 years
    37% 6-9 years
    39% 10-14 years
    24% 15 years and more

    public benchmark issues (per country)

    21% France
    42% Germany and Austria
    8% Benelux
    7% United Kingdom
    6% Nordic Countries
    4% Switzerland
    2% Asia
    10% Southern Europe

    public benchmark issues (by type of investors)

    17% Central banks
    24% Asset Management
    18% Insurance
    40% Banks

  • *Data for information. CAFFIL is not subject to this ratio.


Ratings



  • Moody's
    Aaa
    Outlook -
  • S&P
    AA+
    Outlook stable
  • DBRS
    AAA
    Outlook -
Rating