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We investigate the critical steps in the formation of Ca(BH4)2 starting from CaH2-MgB2 thin films. As a first step, thin films of CaH2 are successfully deposited by reactive sputtering using a mixture of Ar/H2 as sputter plasma. The films are analyzed by transmission electron microscopy (TEM) and by optical spectrophotometry. The calculated dielectric functions for CaH2, Ca, and Ca(OH)2 are used to reproduce the optical measurements and to check the quality of the films. The calculation of the dielectric functions of the hydrides is performed by first solving the quasi-particle equation in the GW0 approximation to the Hedin equations and by second solving the equation of motion for an electron hole pair, the Bethe Salpeter equation. In this way, the exciton effects are also included in the dielectric function. The same procedure is used on NaH films to show the validity of the method. The experimental optical gaps obtained for the two hydrides (5.8 ( 0.1 eV for NaH and 5.2 ( 0.1 eV for CaH2) fit considerably well with the theoretical calculations. MgB2 films have been deposited at room temperature by sputtering using a MgB2 target. X-ray photoelectron spectroscopy (XPS) shows that boron is bound to the MgB2 phase while there is a small amount of free magnesium in excess which can be partly oxidized. Co-sputtered and multilayered CaH2-MgB2 thin films are investigated using high-pressure differential scanning calorimetry (HP-DSC). Both starting configurations show an exothermic reaction around 628 K during hydrogenation at 100 and 140 bar H2, which is consistent with the formation of Ca(BH4)2, with a more complete reaction in the co-sputtered case. However, the nanocrystalline/amorphous nature of the product does not allow further structural characterization. Despite optimal atomic mixing provided by the thin film approach, the reaction still occurs at high temperature and pressure confirming the preeminence of nucleation over diffusion processes for the formation of