Key figures

    Balance sheet as of 3/31/2022

  • Cover pool 60,1EUR billion See more
  • Bonds and loans to public sector (by country) 55.6EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 55.6EUR billion See more
  • Assets eligible for the central bank refinancing 61.3%
  • Covered bonds 51.7EUR billion See more
  • Regulatory over-collateralization 116%

    • 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 3/31/2022

  • Acquisition of loans to French public sector (partnership with LBP) 0.0EUR billion See more
  • Export Refinancings signed by CAFFIL 0.1EUR billion See more
  • Issued covered bonds 1.3EUR billion See more

    • Cover pool quality as of 12/31/2021

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.25%
  • Cover pool average risk weighting 4.6%
  • Common Equity Tier 1 Ratio (Bâle III)* 33.2% See more

  • Breakdown of assets (EUR billion; %)

    55.6 (93%) Bonds and loans to public sector
    3.9 (6%) Cash deposit in central bank
    0.6 (1%) Replacement assets

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

    50.2 (90%) France
    4 (7%) Italy
    0.3 (1%) Switzerland
    1.1 (2%) Other countries

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

    41.3 (74%) Local governments
    3.2 (6%) Public hospitals
    5.8 (10%) Sovereigns and other public exposure
    5.3 (10%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    51.2 (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 28.9 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)

    1.2 (96%) Public issues
    0.1 (4%) Private placement

    Issued covered bonds (by maturity)

    0% 0-5 years
    0% 6-9 years
    59% 10-14 years
    41% 15 years and more

    public benchmark issues (per country)

    22% France
    56% Germany and Austria
    % Benelux
    9% United Kingdom
    2% Asia
    9% Northern Countries
    % Italy
    1% Switzerland
    1% Other

    public benchmark issues (by type of investors)

    32% Central banks
    11% Asset Management
    8% Insurance
    49% 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