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Key figures

    Balance sheet as of 6/30/2023

  • Cover pool 59.7EUR billion See more
  • Bonds and loans to public sector (by country) 57.6EUR billion See more
  • Bonds and loans to public sector (per type of borrowers) 57.6EUR billion See more
  • Assets eligible for the central bank refinancing 65.5%
  • Covered bonds 52.0EUR 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 6/30/2023

  • Acquisition of loans to French public sector (partnership with LBP) 2.0EUR billion See more
  • Export Refinancings signed by CAFFIL 2.4EUR billion See more
  • Issued covered bonds 2.0EUR billion See more

    • Cover pool quality as of 6/30/2023

  • Doubtful and litigious loans under French GAAP (% of cover pool) 0.14%
  • Cover pool average risk weighting 4.6%
  • Common Equity Tier 1 Ratio (Bâle III)* 36.8% See more

  • Breakdown of assets (EUR billion; %)

    57.6 (97%) Bonds and loans to public sector
    0.7 (1%) Cash deposit in central bank
    1.4 (2%) Exposures to credit institutions

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

    53.3 (93%) France
    3.4 (6%) Italy
    0.2 (0%) Switzerland
    0.7 (1%) Other countries

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

    41.6 (72%) Local governments
    6.0 (11%) Public hospitals
    3.0 (5%) Sovereigns and other public exposure
    7.0 (12%) French Republic (Guaranteed export refinancings)

  • Breakdown of covered bonds per currency

    52.5 (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 the partnership in 2013, CAFFIL has acquired a total volume of loans amounting to EUR 35.8 billion.


  • Since the launch of this role in mid-2015, CAFFIL has granted refinancing loans to SFIL for a total volume of EUR 13.5 billion.


  • Issued covered bonds (by type of issuance)

    1.8 (90%) Public issues
    0.2 (10%) Private placement

    Issued covered bonds (by maturity)

    0% 0-5 years
    89% 6-9 years
    8% 10-14 years
    3% 15 years and more

    public benchmark issues (per country)

    25% France
    44% Germany and Austria
    10% Benelux
    8% United Kingdom
    6% Nordic Countries
    3% Switzerland
    4% Other

    public benchmark issues (by type of investors)

    17% Central banks
    17% Asset Management
    7% Insurance
    59% 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