Key figures

    Balance sheet as of 12/31/2020

  • Cover pool 58,5EUR billion See more
  • Bonds and loans to public sector (by country) 55,2EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 55,2EUR billion See more
  • Assets eligible for the central bank refinancing 68,8%
  • Covered bonds 50,5EUR billion See more
  • Regulatory over-collateralization 114,2%
  • Balance sheet as of 9/30/2021

  • Cover pool 58.8EUR billion See more
  • Bonds and loans to public sector (by country) 56.6EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 56.6EUR billion See more
  • Assets eligible for the central bank refinancing 70.3%
  • Covered bonds 51.2EUR billion See more
  • Regulatory over-collateralization 114%
  • Activity of the year at the 9/30/2021

  • Acquisition of loans to French public sector (partnership with LBP) 3.8EUR billion See more
  • Export Refinancings signed by CAFFIL 2.1EUR billion See more
  • Issued covered bonds 5.8EUR billion See more
  • Cover pool quality as of 6/30/2021

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.4%
  • Cover pool average risk weighting 5.0%
  • Common Equity Tier 1 Ratio (Bâle III)* 32.5% See more
  • Breakdown of assets (EUR billion; %)

    55,2 (94%) Bonds and loans to public sector
    1,8 (3%) Cash deposit in central bank
    1,5 (3%) Replacement assets
  • Breakdown of bonds and loans to public sector by country (EUR billion ; %)

    49,4 (89%) France
    4,3 (8%) Italy
    0,4 (1%) Switzerland
    1,1 (2%) Other countries
  • Breakdown of loans and bonds to public sector per type of borrowers (EUR billion; %)

    42 (76%) Local governments
    6 (11%) Public hospitals
    3,6 (6%) Sovereigns and other public exposure
    3,6 (7%) French Republic (Guaranteed export refinancings)
  • Breakdown of covered bonds per currency

    49,82 (99%) Euro
    0,67 (1%) Other currencies
  • Breakdown of assets (EUR billion; %)

    56.6 EUR billion (98%) Bonds and loans to public sector
    1.4 EUR billion (1%) Cash deposit in central bank
    0.8 EUR billion (1%) Replacement assets
  • Breakdown of bonds and loans to public sector by country (EUR billion ; %)

    51.1 (90%) France
    4.1 (7%) Italy
    % Switzerland
    1.5 (3%) Other countries
  • Breakdown of loans and bonds to public sector per type of borrowers (EUR billion; %)

    42.7 EUR billion (75%) Local governments
    6.1 EUR billion (11%) Public hospitals
    3.5 EUR billion (6%) Sovereigns and other public exposure
    4.4 EUR billion (8%) French Republic (Guaranteed export refinancings)
  • Breakdown of covered bonds per currency

    50.7 (99%) Eur
    0.5 (1%) Other currencies
  • Since the launch of the partnership in 2013, CAFFIL has acquired a total volume of loans amounting to EUR 28.3 billion.


  • Since the launch of this role in mid-2015, CAFFIL has granted refinancing loans to SFIL for a total volume of EUR 10.4 billion.


  • Issued covered bonds (by type of issuance)

    5.76 (99%) Public issues
    0.04 (1%) Private placement

    Issued covered bonds (by maturity)

    0% 0-5 years
    26% 6-9 years
    45% 10-14 years
    29% 15 years and more

    public benchmark issues (per country)

    33% France
    37% Germany and Austria
    % Benelux
    9% United Kingdom
    % Asia
    8% Northern Countries
    % Italy
    % Switzerland
    13% Other

    public benchmark issues (by type of investors)

    30% Central banks
    15% Asset Management
    15% 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