The 'cladding' suggestion sounded incorrect to me as it was clear from the context that only 'slats' could have been meant; I've also tracked down the correct term for the 'Kassetten'.

A window roller shutter comprises three main components, the head box assembly that sits at the top of the window, the curtain of the roller shutter, and the guides that hold the curtain onto the wall.

The head box assembly comprises the box and end plates that are visible, and internally comprises an axle, and the various control parts such as motors, pulleys, and so forth.

The curtain comprises a series of slats cut to length and fitted together to form a curtain. The slat is usually rolled aluminium, and may be filled with foam for extra security and insulation.