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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 12/31/2022

  • Cover pool 59.8EUR billion See more
  • Bonds and loans to public sector (by country) 57.5EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 57.5EUR billion See more
  • Assets eligible for the central bank refinancing 63.7%
  • Covered bonds 52.9EUR billion See more
  • Regulatory over-collateralization 112%

    • Activity of the year as of 12/31/2023

  • Acquisition of loans to French public sector from our partners 3.4EUR billion See more
  • Export Refinancings signed by CAFFIL 5.0EUR billion See more
  • Issued covered bonds 3.6EUR billion See more

    • Cover pool quality as of 12/31/2023

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.2%
  • Cover pool average risk weighting 4.8%
  • Common Equity Tier 1 Ratio (Bâle III)* 33.7% 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; %)

    57.5 EUR billion (96%) Bonds and loans to public sector
    1.8 EUR billion (3%) Cash deposit in central bank
    0.5 EUR billion (1%) Replacement assets

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

    52.8 (92%) France
    3.7 (6%) Italy
    0.3 (1%) Switzerland
    0.7 (1%) Other countries

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

    42.0 EUR billion (73%) Local governments
    6.0 EUR billion (11%) Public hospitals
    2.9 EUR billion (5%) Sovereigns and other public exposure
    6.6 EUR billion (11%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    52.4 (99%) Eur
    0.5 (1%) Other currencies

  • Since the launch of our partnerships, CAFFIL has acquired a total volume of loans amounting to EUR 37.1 billion.


  • Since the launch of this role in mid-2015, CAFFIL has granted refinancing loans to SFIL for a total volume of EUR 16.1 billion.


  • Issued covered bonds (by type of issuance)

    3.1 (87%) Public issues
    0.5 (13%) Private placement

    Issued covered bonds (by maturity)

    35% 0-5 years
    52% 6-9 years
    8% 10-14 years
    5% 15 years and more

    public benchmark issues (per country)

    22% France
    40% Germany and Austria
    11% Benelux
    5% United Kingdom
    6% Nordic Countries
    2% Switzerland
    14% Other

    public benchmark issues (by type of investors)

    17% Central banks
    16% Asset Management
    5% Insurance
    62% 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