These things are obviously personal choice, but I much prefer to keep things digitally. I have a folder marked Finance, with all my banking in it. I take photos of letters about health, and have signed up for digital correspondence, and that is all stored in another folder. I have one marked 'house' for things like insurances, receipts and guarantees and so on - originals if they came digitally, and photographs if not.
If my computer were lost or stolen everything is on the Cloud, so I think it's a lot safer there than on random bits of paper, and I can find everything with a click or two. I wouldn't go back to filing things and having to spend ages looking for them unless I really had to.