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Key figures

    Balance sheet as of 6/30/2022

  • Cover pool 59.5EUR billion See more
  • Bonds and loans to public sector (by country) 57.8EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 57.8EUR billion See more
  • Assets eligible for the central bank refinancing 65.5%
  • Covered bonds 51.9EUR billion See more
  • Regulatory over-collateralization 114%

    • Balance sheet as of 12/31/2021

  • Cover pool 61.1EUR billion See more
  • Bonds and loans to public sector (by country) 56.5EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 56.5EUR billion See more
  • Assets eligible for the central bank refinancing 61%
  • Covered bonds 52.3EUR billion See more
  • Regulatory over-collateralization 115.8%

    • Activity of the year at the 6/30/2022

  • Acquisition of loans to French public sector (partnership with LBP) 3.3EUR billion See more
  • Export Refinancings signed by CAFFIL 0.1EUR billion See more
  • Issued covered bonds 3.1EUR billion See more

    • Cover pool quality as of 6/30/2022

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.20%
  • Cover pool average risk weighting 4.7%
  • Common Equity Tier 1 Ratio (Bâle III)* 34.9% See more

  • Breakdown of assets (EUR billion; %)

    57.8 (97%) Bonds and loans to public sector
    1.1 (2%) Cash deposit in central bank
    0.6 (1%) Replacement assets

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

    52.7 (91%) France
    3.9 (7%) Italy
    0.3 (1%) Switzerland
    0.8 (1%) Other countries

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

    43.0 (74%) Local governments
    3.3 (6%) Public hospitals
    6.1 (11%) Sovereigns and other public exposure
    5.4 (9%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    51.4 (99%) Euro
    0.5 (1%) Other currencies

  • Breakdown of assets (EUR billion; %)

    56.5 EUR billion (93%) Bonds and loans to public sector
    3.8 EUR billion (6%) 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 (90%) France
    4 (7%) Italy
    0.3 (1%) Switzerland
    1.2 (2%) Other countries

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

    42.1 EUR billion (74%) Local governments
    6 EUR billion (11%) Public hospitals
    3.4 EUR billion (6%) Sovereigns and other public exposure
    5 EUR billion (9%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    51.8 (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 32.2 billion.


  • Since the launch of this role in mid-2015, CAFFIL has granted refinancing loans to SFIL for a total volume of EUR 10.6 billion.


  • Issued covered bonds (by type of issuance)

    2.8 (90%) Public issues
    0.3 (10%) Private placement

    Issued covered bonds (by maturity)

    0% 0-5 years
    33% 6-9 years
    45% 10-14 years
    22% 15 years and more

    public benchmark issues (per country)

    22% France
    42% Germany and Austria
    3% Benelux
    6% United Kingdom
    6% Northern Countries
    9% Italy
    3% Switzerland
    9% Other

    public benchmark issues (by type of investors)

    21% Central banks
    13% Asset Management
    10% Insurance
    56% Banks

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


Ratings



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