/raid1/www/Hosts/bankrupt/TCREUR_Public/140812.mbx
T R O U B L E D C O M P A N Y R E P O R T E R
E U R O P E
Tuesday, August 12, 2014, Vol. 15, No. 158
Headlines
A U S T R I A
VTB BANK AUSTRIA: S&P Affirms 'BB+' Rating; Outlook Negative
B E L G I U M
REMEDENT INC: Vandelanotte Raises Going Concern Doubt
C R O A T I A
CROATIA: Fitch Cuts Issuer Default Rating to 'BB'; Outlook Stable
F R A N C E
CGG: S&P Revises Outlook to Negative & Affirms 'B+' CCR
DRY MIX: S&P Assigns 'B' Corp. Credit Rating; Outlook Stable
G E R M A N Y
FORCE TWO: S&P Lowers Ratings on Two Note Classes to 'D(sf)'
YOUBISHENG GREEN: To File for Insolvency After CEO Resignation
G R E E C E
NATIONAL BANK OF GREECE: Moody's Hikes Covered Bond Rating to B1
SEANERGY MARITIME: Incurs US$759,000 Net Loss in Second Quarter
I R E L A N D
ACA EURO 2007-1: S&P Raises Rating on Class E Notes to 'B+'
DECO 2005-PAN EUROPE: S&P Withdraws CCC- Rating on Class H Notes
HSD EDUCATION: In Liquidation; Owes More Than EUR350,000
O'FLYNN GROUP: Blackstone Demands Repayment of EUR16.7 Million
TORO EUROPEAN: Moody's Assigns '(P)B2' Rating to Class F Notes
I T A L Y
ROTTAPHARM: S&P Puts 'BB-' CCR on CreditWatch Negative
SAF SRL: Ministry Authorizes Sale of Consorzio Stake
N E T H E R L A N D S
LAURELIN II: S&P Affirms 'BB' Rating on Class E Notes
PROSPERO CLO I: Moody's Raises Rating on Class D Notes to 'B2'
P O R T U G A L
BANCO ESPIRITO: S&P Revises Watch Implications on 'B-' Rating
R O M A N I A
SNTGN TRANSGAZ: S&P Revises Outlook to Stable & Affirms 'BB' CCR
R U S S I A
CHELYABINSK OBLAST: S&P Affirms 'BB+' ICR; Outlook Stable
KIROV REGION: Fitch Affirms 'BB-' IDR; Outlook Negative
KOSTROMA REGION: Fitch Affirms 'B+' IDR; Outlook Stable
RYAZAN REGION: Fitch Affirms 'B+' IDR; Outlook Negative
VOLGOGRAD REGION: Fitch Affirms 'BB-' IDR; Outlook Negative
T U R K E Y
YUKSEL INSAAT: Fitch Withdraws 'CC' Issuer Default Rating
U K R A I N E
DNIPROPETROVSK CITY: S&P Affirms 'CCC' ICR; Outlook Stable
DTEK HOLDINGS: Halts Operations at Mines; Won't Restructure Bonds
FINTEST TRADING: Fitch Lowers Issuer Default Rating to 'C'
MRIYA AGRO: Misses Debt Payment Amid Restructuring
MRIYA AGRO: S&P Lowers CCR to 'SD' on Missed Interest Payments
U N I T E D K I N G D O M
CO-OPERATIVE GROUP: Mulls Board Overhaul Following GBP2.5BB Loss
DECO 2005-UK: S&P Withdraws 'B' Rating on Class C Notes
PUNCH TAVERNS: Investor Talks Delay GBP2.3BB Debt Restructuring
THRONES 2014-1: DBRS Assigns Final 'B' Rating to Class F Notes
* RBS to Wind Down Controversial Global Restructuring Group
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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A U S T R I A
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VTB BANK AUSTRIA: S&P Affirms 'BB+' Rating; Outlook Negative
------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BBB-' long-term
and 'A-3' short-term counterparty credit ratings on Russia's VTB
Bank JSC. The outlook is negative. S&P also affirmed its
'ruAAA' Russia national scale rating on VTB Bank.
At the same time, S&P affirmed its ratings and maintained its
outlooks on VTB Bank's core subsidiaries:
-- Bank of Moscow OJSC (BBB-/Negative/A-3; ruAAA);
-- VTB Capital PLC (BBB-/Negative/A-3);
-- VTB-Leasing (BBB-/Negative/A-3; ruAAA);
-- VTB-Leasing Finance (BBB-/Negative/A-3; ruAAA); and
-- VTB Insurance Ltd. (BBB-/Negative/--).
In addition, S&P affirmed its ratings and maintained its outlooks
on VTB Bank's subsidiaries in other jurisdictions:
-- VTB Bank (Austria) AG (BB+/Negative/B);
-- VTB Bank (France) SA (BB+/Negative/B);
-- VTB Bank (Kazakhstan) (BB+/Negative/B; kzAA-); and
-- VTB Bank (Georgia) (BB-/Stable/B).
The affirmation follows a review of the sanctions announced
during the week of July 28, 2014, by the European Union and the
U.S. government and S&P's view of those sanctions' impact on VTB
Bank's financial profile. The announced sanctions limit the
access to EU and U.S. capital markets for Russian state-owned
financial institutions, including VTB Bank. S&P believes these
sanctions will gradually weaken VTB Bank's financial profile,
especially if they prove long lasting. However, S&P considers
that VTB Bank's franchise strength is strong enough to manage
these risks and find alternative sources of funding, via
increased collection of customer deposits or access to non-U.S.
or non-EU investors. S&P also expects VTB Bank to benefit from
privileged central bank funding support, if necessary, as it is a
government-related entity (GRE).
"We understand that the sanctions include a prohibition on EU and
U.S. entities purchasing either new equity or fixed-income
securities with a maturity exceeding 90 days issued by VTB Bank.
Services related to the issuing of such securities and
instruments, such as brokering, are also prohibited. The U.S.
sanctions additionally prohibit U.S. persons from transacting in,
providing financing for, or otherwise dealing in new debt issued
by VTB Bank with maturities exceeding 90 days or in new equity
for VTB Bank. The prohibition extends to any entity or body that
VTB Bank owns more than 50% of and to any legal person, entity,
or body acting at the VTB-owned entities' direction or on their
behalf. However, we understand that other financial services,
including settlements, placing of deposits, granting of loans,
and operations with securities with maturities shorter than 90
days are not restricted. In our understanding, the sanctions do
not currently prevent Russian banks from accessing liquidity held
at foreign banks. We also understand that EU sanctions do not
extend to VTB Bank's EU-based subsidiaries VTB Capital PLC, VTB
Bank (Austria), VTB Bank (France), VTB Bank (Germany) (not
rated), or Russian Commercial Bank (not rated)," S&P said.
"We understand that the scope of the U.S. and EU measures differ
and some forms of external borrowing by Russian state-owned banks
are still possible. However, in our view, the sanctions,
combined with the risk of any potential further measures being
introduced in the future, will significantly constrain VTB Bank's
access to foreign funding. We also believe that the current
deteriorating operating environment caused by mounting
geopolitical risks may have hit the bank's profitability metrics,
owing to likely increases in credit and funding costs. We
consider that limitations on access to EU and U.S. capital
markets may also negatively affect the execution of VTB Bank's
international business strategy in the longer term," S&P added.
"We do not expect any marked deterioration of VTB Bank's
liquidity position in the next 12 months, assuming no further
escalation of sanctions. In our opinion, VTB Bank has sufficient
liquidity to meet its 2014 and 2015 wholesale debt service
obligations. We view the bank as having diversified funding
sources, with domestic customer deposits being the largest source
of funding, and having a limited reliance on the U.S. and EU
capital markets. As of Aug. 1, 2014, VTB Bank had the equivalent
of about US$17.4 billion of external wholesale funding (or about
7% of the bank's total liabilities) including a call option of
US$2.3 billion on Tier 1 perpetual bonds due in 2022. These
include US$4.4 billion maturing in 2015 (mostly euro medium-term
note funding), and US$2.9 billion in 2016, which we view as
manageable without material stress for the bank's liquidity
position. An additional 3%-4% of VTB Bank's liabilities
represent external customer accounts, presumably sourced
primarily from its foreign subsidiaries and short-term interbank
facilities. We also understand that, in July 2014, VTB Bank
fully repaid a matured syndication loan of US$3.1 billion and
that it has no material foreign liabilities maturing in the
second half of 2014, which we view positively," S&P noted.
"We understand that VTB Bank maintains a liquidity cushion
amounting to about 20% of total assets in the form of cash,
interbank placements, and money market instruments, and has
priority access to funds from the government and the Russian
central bank. In Russia's very concentrated banking system, VTB
Bank steadily enjoys market shares of 15% in corporate deposits
and 10% in retail deposits. VTB Bank sources about one-third of
its total liabilities from the government and GREs, which we
think reduces the bank's sensitivity to customer confidence. In
our opinion, VTB Bank's strong customer franchise supports
stability of deposits over the cycle. Of course, we note that, if
these sanctions were to last into the second half of 2015 as
well, we consider their impact would be more difficult to offset.
At the same time, Standard & Poor's emphasizes that the impact on
our ratings on VTB Bank of any potential additional U.S., EU, or
other parties' sanctions, or any potential clearance or changes
in treatment of the current sanctions will be assessed at that
time," S&P said.
As a predominantly domestic bank, S&P believes VTB Bank is
exposed to the weakening economic environment in Russia, despite
being the second-largest and one of the strongest banks in the
system.
VTB Bank, and the sector as a whole, may face tougher operating
conditions in 2014 and 2015 than S&P previously anticipated,
including a slowing economy that will likely cut borrowers'
payment capacity, decelerating loan growth, and more difficult
funding conditions. Access to international capital markets
could become more challenging, and costly, for VTB Bank and
peers, while volatility in the domestic foreign exchange market
is adding to operating uncertainty for banks. As a result, S&P
expects VTB Bank to face deterioration of its asset quality,
higher funding costs, and falling margins, which could lead to
lower profitability and increase pressure on its capital base.
The bank's capacity to improve its earnings after a weak first-
quarter 2014 and to preserve a risk-adjusted capital ratio above
5% is crucial for the long-term rating.
VTB Bank is a GRE and its creditworthiness is highly influenced
by that of its main 60.9% owner, the Russian government. The
government's majority ownership is a crucial factor underpinning
our assessment that there is a "very high" likelihood of support
for VTB Bank. S&P understands that the Russian government, as
the majority owner, is ready to provide timely and sufficient
extraordinary support to VTB Bank in case of need in order to
fulfill the bank's refinancing or liquidity needs. At the same
time, if such support becomes structural and indicates durably
weakened funding diversity, we might review VTB Bank's stand-
alone credit profile (SACP), which S&P currently assess at 'bb'.
The long-term rating on VTB Bank incorporates a two-notch uplift
above its SACP.
Because S&P classifies Bank of Moscow, VTB Insurance, VTB
Capital, VTB-Leasing, and VTB-Leasing Finance as core
subsidiaries of VTB Bank, and it considers VTB Bank (France) to
be a core subsidiary of VTB Bank (Austria); S&P equalizes the
ratings on these entities with those on their respective parents.
The core status reflects the subsidiaries' close integration with
the parents, and the parents' commitment to providing ongoing and
extraordinary support if needed.
S&P considers VTB Bank (Kazakhstan) and VTB Bank (Austria) to be
highly strategic subsidiaries of VTB Bank; S&P caps its ratings
on them at one notch below those on VTB Bank, and the negative
outlook on VTB Bank (Kazakhstan) mirrors that on VTB Bank.
S&P considers VTB Bank (Georgia) to be strategically important
subsidiary of VTB Bank, and S&P incorporates three notches of
uplift to the SACP to account for parental support.
For expected parental support, S&P incorporates four notches from
the SACP into its long-term rating on Bank of Moscow, one into
S&P's ratings on VTB Insurance, and four into S&P's rating on VTB
Bank (Kazakhstan).
VTB-Leasing Finance is a special-purpose vehicle of its owner
VTB-Leasing and S&P equalizes the ratings and outlooks on the two
entities. VTB-Leasing established VTB-Leasing Finance solely for
the purpose of issuing domestic bonds through VTB-Leasing
Finance, which are fully guaranteed by VTB-Leasing.
The outlook on VTB Bank and all but one of its subsidiaries that
S&P rates remains negative and mirrors that on the sovereign. It
also reflects increasing risks of deterioration of the financial
profile, particularly liquidity and capital.
S&P considers that sovereign-related risks will continue to weigh
on the banks' creditworthiness. If S&P lowers its local or
foreign currency ratings on Russia, it could affect Russia's
financial capacity to support state banks and it could lead S&P
to downgrade VTB Bank. In addition, increased market volatility,
weak growth prospects, and rising credit losses should put
growing pressure on both financial performance and capital
position, which could lead S&P to take negative rating actions in
the next 12 months.
S&P would consider revising the outlook on VTB Bank and its
subsidiaries to stable if it revised the outlook on Russia to
stable and if S&P had evidence that VTB Bank's financial profile
had not been substantially weakened by this period of turbulence.
RATINGS LIST
Ratings Affirmed
VTB Bank JSC
VTB-Leasing Finance
VTB-Leasing
Bank of Moscow OJSC
Counterparty Credit Rating BBB-/Negative/A-3
Russia National Scale ruAAA/--/--
VTB Bank (Austria) AG
VTB Bank (France) SA
Counterparty Credit Rating BB+/Negative/B
VTB Bank (Georgia)
Counterparty Credit Rating BB-/Stable/B
VTB Bank (Kazakhstan)
Counterparty Credit Rating BB+/Negative/B
Kazakhstan National Scale kzAA-/--/--
Senior Unsecured kzAA-
Senior Unsecured BB+
VTB Capital PLC
Counterparty Credit Rating BBB-/Negative/A-3
VTB Bank JSC
Senior Unsecured BBB-
Senior Unsecured cnBBB+
Senior Unsecured ruAAA
Subordinated BB+
VTB Capital S.A.
Senior Unsecured BBB-
Senior Unsecured cnBBB+
Subordinated BB+
VTB Eurasia Ltd.
Senior Unsecured BBB-
VTB-Leasing Finance
Senior Unsecured ruAAA
Senior Unsecured BBB-
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B E L G I U M
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REMEDENT INC: Vandelanotte Raises Going Concern Doubt
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Remedent, Inc., filed with the U.S. Securities and Exchange
Commission its annual report on Form 10-K for the fiscal year
ended March 31, 2014.
Vandelanotte Bedrijfsrevisoren CVBA expressed substantial doubt
about the Company's ability to continue as a going concern,
citing that the Company has a history of losses; during the year
ended March 31, 2014, the Company could show a net profit of
US$524,508, but nevertheless incurred an operating loss of
US$767,279; also as of that date, the Company's current
liabilities exceeded its current assets by US$408,931. The
Company also experienced cash outflows from operating activities
during the year ending March 31, 2014 totaling US$103,939 and had
cash on hand at March 31, 2014 of US$775,286. Also, the
reimbursement schedule for a long term debt commitment has not
been complied with.
The Company reported net income of US$524,508 on US$2.59 million
of net sales for the fiscal year ended March 31, 2014, compared
with a net loss of US$981,936 on US$2.94 million of net sales
last year.
The Company's balance sheet at March 31, 2014, showed
$6.17 million in total assets, $3.85 million in total
liabilities, and stockholders' equity of $2.32 million.
A copy of the Form 10-K is available at:
http://is.gd/bkY7IA
Remedent, Inc., is a manufacturer of cosmetic dentistry products
headquartered in Ghent, Belgium. The Company is engaged in the
research, development and manufacturing of oral care and cosmetic
dentistry products that are distributed in Europe, Asia and the
United States.
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C R O A T I A
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CROATIA: Fitch Cuts Issuer Default Rating to 'BB'; Outlook Stable
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Fitch Ratings has downgraded Croatia's Long-term foreign currency
Issuer Default Rating (IDR) to 'BB' from 'BB+' and local currency
IDR to 'BB+' from 'BBB-'. The Outlooks are Stable. The issue
ratings on Croatia's senior unsecured foreign and local currency
bonds have also been downgraded to 'BB' from 'BB+' and 'BB+' from
'BBB-', respectively, while the Country Ceiling has been lowered
to 'BBB-' from 'BBB'. The Short-term foreign currency IDR has
been affirmed at 'B'.
KEY RATING DRIVERS
The downgrade of Croatia's Long-term IDRs reflects the following
factors and their relative weights:
High:
Fitch believes there are increasing risks regarding Croatia's
ability to stabilize its high public debt/GDP ratio over the
medium term. Substantive revisions to the 2014 budget in April
appeared to set Croatia on a deficit reduction path sufficient to
cut the general government deficit (GGD) from 4.9% of GDP in 2013
to 3.8% in 2014 (including the transfer of pension assets), in
line with the targets outlined in the European Commission's
Excessive Deficit Procedure (EDP), which was initiated in
January. However, the government recently pointed to fiscal
slippage in 1H14 and publicly acknowledged that the chances of it
meeting the EDP target for 2014 were slim, notwithstanding a
supplementary budget in the autumn.
Fitch forecasts a GGD of 4.5% of GDP in 2014, declining to 3.8%
in 2015. Preservation of sovereign creditworthiness depends on
the government's willingness and ability to deliver 3%-5% of GDP
of fiscal adjustment that would put public debt on a sustainable
downward path and restore budget balance. However, declining
revenue and rising expenditure generated a consolidated central
government deficit of 2.9% of GDP in January-May and the
government now expects the full year outturn to be 4.3%-4.6%,
compared to a target of 4.1%.
Prolonged recession continues to impair the prospects for fiscal
consolidation and public debt sustainability. Croatia is facing
a sixth consecutive year of recession, albeit shallower (-0.5%)
than 2013 (-1%), as the economy labors under the twin pressures
of private sector deleveraging and fiscal consolidation. Weak
domestic demand is courting mild deflation, which could
accelerate private sector deleveraging and complicate public debt
sustainability.
Identifying future drivers of growth in this environment is
challenging: monetary/exchange rate policy is constrained by
extensive euroization, fiscal policy faces growing limitations
and hesitant structural reforms continue to cloud the investment
climate. Concerted fiscal consolidation and accelerated
structural reforms could result in material gains in sovereign
creditworthiness and unlock up to EUR11.7bn of structural and
cohesion funds in 2014-20. However, at present Croatia's
absorption rate remains at the bottom of the league table for EU
member states, while the approach of elections in 2015 is likely
to constrain the pace of structural reforms in the near term.
Croatia's gross general government debt (GGGD) has more than
doubled since 2008 to 67% of GDP at end-2013, while fiscal
financing needs are high at 18.5% of GDP. However, 80% of fiscal
financing needs are met from the domestic market and borrowing
costs have fallen to record lows. Nonetheless, public debt
sustainability is far from secure: debt/GDP is unlikely to peak
until 2015-16, when Fitch estimates that it will exceed 70%,
while weak fiscal outcomes and/or continued recession could
easily undermine Fitch's base case.
Croatia's ratings and Stable Outlooks also reflect the following
factors:
Per capita income is high relative to 'BBB' and 'BB' peers,
contributing to greater debt tolerance, matched by superior human
development and governance indicators.
The domestic capital market is well developed and coupled with a
strong, majority foreign-owned banking system enhances fiscal
financing flexibility. Conversely, banks' exposure to the
broader public sector (ie: general government and state-owned
enterprises) has been rising in the absence of alternative
lending opportunities in the private sector.
Externally, Croatia remains highly leveraged relative to peers:
net external debt (NXD) stood at over 60% of GDP at end-2013,
giving rise to large gross external financing needs. However,
household, corporate and bank deleveraging have begun to make
inroads into NXD and it is now falling, assisted further by a
current account surplus of 1.2% of GDP in 2013. This represents
a swing of around 10% of GDP compared with a peak deficit of 8.8%
of GDP in 2008.
RATING SENSITIVITIES
The Stable Outlook reflects Fitch's view that upside and downside
risks to the rating are evenly balanced. The main risk factors
that, individually or collectively, could trigger negative rating
action are:
-- Significant fiscal slippage leading to escalating public
debt/GDP ratios
-- Prolonged recession, potentially accompanied by
deflationary pressures, which would further weaken the
prospects of securing public debt sustainability.
-- Increased contingent liabilities, or further
crystallization of these liabilities on the government's
balance sheet.
Government-guaranteed debt currently amounts to 16% of GDP.
Conversely, the following factors, individually or collectively,
could result in positive rating action:
-- Greater progress on deficit reduction in line with the EDP,
leading to a declining public debt/GDP ratio over the
medium term.
-- Clear signs of economic recovery, underpinned by greater
structural reforms.
KEY ASSUMPTIONS
The ratings and Outlooks are based on the following key
assumptions:
Croatia's track record of monetary and exchange rate stability
remains intact, minimizing the risks to household, corporate and
public sector balance sheets, all of which are heavily euroized.
The incoming ESA2010 system of accounts is likely to increase the
reported headline general government debt and deficit figures as
a result of reclassifications. Given the scale of the public
sector currently outside the general government perimeter, the
revisions are expected to be material, although still uncertain.
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F R A N C E
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CGG: S&P Revises Outlook to Negative & Affirms 'B+' CCR
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Standard & Poor's Ratings Services revised its outlook on France-
based seismic group CGG to negative from stable. At the same
time, S&P affirmed the long-term corporate credit rating on CGG
at 'B+'.
In addition, S&P affirmed its 'B+' issue rating on the company's
unsecured notes. The recovery rating is '4', reflecting S&P's
expectation of average (30%-50%) recovery for noteholders in the
event of a default. S&P also affirmed its 'BB-' issue rating on
CGG's secured credit facilities. The recovery rating on this
debt is '2', indicating S&P's expectation of substantial (70%-
90%) recovery in a default scenario.
The outlook revision reflects S&P's view that CGG's credit
metrics will be lower than it had anticipated under its previous
base case. Although S&P continues to assess CGG's financial risk
profile as "aggressive," it notes that the group's credit metrics
will be weak over the second half of 2014 and into 2015.
Following CGG's weak results for the second quarter of 2014, S&P
now forecasts that funds from operations (FFO) to debt will
temporarily decline below 10%, and debt to EBITDA will be well
above 5x in 2014. S&P also forecasts that free operating cash
flow (FOCF) will be negative in 2014. This results from a
combination of factors, notably persistent tight market
conditions leading CGG's clients to delay decisions on new
contracts, a peak in the company's multiclient investment cycle,
and the front-loading of costs associated with its three-year
restructuring plan. The outlook revision also reflects greater
uncertainty over the pace and magnitude of demand pick-up for
seismic services than S&P previously assumed.
S&P forecasts that adjusted FFO to debt will improve to low teens
in 2015 and high teens by 2016. This assumes, however, that oil
and gas exploration and production companies will be less
cautious about seismic investment. S&P also factors in some
EBITDA margin improvements (including from the large
restructuring plan) and assume that oil prices will remain
supportive over the rating horizon.
To address the current difficulties in the market, CGG is
accelerating the execution of its strategic plan. This includes
reducing its fleet to 13 vessels from 18 by the end of 2014,
sharply reducing its staff, and limiting its exposure to the land
acquisition business through the disposal of its North American
operations. While this strategy could improve EBITDA margins by
refocusing on more profitable assets, it also brings some
execution risks.
S&P's assessment of CGG's "weak" business risk profile takes into
account the intensely competitive nature of the seismic industry,
which S&P views as highly cyclical, notably in the capital-
intensive offshore marine segment. This results in highly
volatile profit generation. In S&P's opinion, CGG's key business
strengths include the group's diversity from its land, marine,
and imaging seismic services, and its seismic equipment
manufacturing, as well as the group's leading global position.
The negative outlook reflects what S&P sees as very limited
headroom under CGG's credit metrics at the current rating level
and potential to lower the rating by one notch over the next six
months if:
-- CGG's performance over the second half of 2014 remains
below S&P's expectations; or
-- CGG's credit metrics in 2015 don't match the current rating
level.
The outlook also reflects potential prolonged weak demand,
uncertain market conditions overall, and some execution risks
related to the company's restructuring plan.
In addition to the above, rating downside is possible if average
FFO to debt were to drop below 12% on average over 2014-2015. An
upsurge in debt, persistent negative FOCF into the second half of
2014 or in 2015, or too tight covenant headroom and resulting
weakening liquidity could also weigh on the rating.
S&P could revise the outlook to stable if credit metrics
strengthen such that FFO to debt is sustainably above 15%, if S&P
gains more visibility on the company's ability to improve margins
throughout the cycle, and if liquidity remains at least adequate.
DRY MIX: S&P Assigns 'B' Corp. Credit Rating; Outlook Stable
------------------------------------------------------------
Standard & Poor's Ratings Services said it had assigned its 'B'
long-term corporate credit rating to France-based Dry Mix
Solutions Investissements S.A.S. (DMS Investissements), an
indirect holding company for dry mix solutions producer
ParexGroup. The outlook is stable.
"At the same time, we assigned our 'B+' preliminary issue rating
to DMS Investissements' EUR100 million super senior revolving
credit facility (RCF), one notch above the corporate credit
rating on ParexGroup. The recovery rating on this RCF is '2',
indicating our expectation of substantial recovery in the event
of default. While recovery prospects are significantly in excess
of 90%, we cap the rating at '2' due to our view of France as a
relatively unfavorable jurisdiction for secured creditors," S&P
said.
S&P also assigned its 'B' issue rating to the EUR550 million
senior secured floating-rate notes. The recovery rating on these
notes is '4', indicating S&P's expectation of average (30%-50%)
recovery in the event of default.
The rating on DMS Investissements reflects S&P's assessment of
ParexGroup's business risk profile as "fair," and financial risk
profile as "highly leveraged."
Dry Mix Solutions Holdings S.a.r.l, a holding company owned by
funds advised by CVC Capital Partners, has completed the
acquisitions of ParexGroup Participations, the holding company of
ParexGroup, from Materis Group, an entity majority-owned by
French conglomerate Wendel, for an estimated EUR830 million.
In the context of this acquisition, DMS Investissements
(indirectly held by Dry Mix Solutions Holdings S.a.r.l)
successfully issued EUR550 million in senior secured floating-
rate notes due 2021.
The final transaction slightly differed from the initial plans in
terms of debt instruments -- all-floating notes instead of a dual
tranche of floating-rate notes (72%) and fixed-rates notes
(28%)-- and pricing, which translated into interest expense
slightly lower than S&P initially forecasts. However, this does
not affect S&P's overall assessment of the group's financial risk
profile, given that the credit metrics are well within the highly
leveraged category.
ParexGroup is a key player in the construction chemicals sector,
as a provider of specialty dry mix solutions for the building
industry with 61 production sites spread across 20 countries.
"Our view of the "fair" business risk profile reflects the
company's exposure to the cyclical new build construction market,
which accounted for about 60% of its 2013 revenues. In our view,
current economic conditions do not support a rebound in
construction in key markets, including France, before 2015.
Because the group's facade and ceramic tile setting materials
segments face a 12 to 18 month time lag for France (versus six
months on average in other countries), a clear rebound in revenue
growth before 2016 is unlikely in our view. The group's small
size -- with revenues close to EUR750 million and EBITDA slightly
above EUR100 million -- alongside its exposure to foreign
exchange rate fluctuations, and more particularly to the
Argentinean peso, represent additional downside risks. Given the
latest developments in Argentina, we consider that the slowdown
in the operating environment -- already captured in our current
base-case scenario -- will likely persist at least over the next
12 to 18 months," S&P noted.
These weaknesses are somewhat offset by ParexGroup's presence in
a niche market, which shows growth prospects fueled by a
regulatory framework that prompts energy savings and
environmental friendly building construction standards. The
group's leading positions and strong brand awareness in its core
markets, paired with an attractive exposure to emerging markets
(about 47% of group EBITDA) and proven resilience of the
business -- with EBITDA margin maintained in the range of 14%-16%
amid adverse conditions -- further support the rating.
Following the closing of the transaction, the group's capital
structure chiefly includes:
-- An aggregate EUR550 million in senior secured notes due
2021;
-- More than EUR200 million in preferred equity certificates
(PECs), which S&P treats as debt under its criteria, plus
EUR158 million in the form of a pure equity injection from
CVC Capital Partners.
Consequently, S&P estimates ParexGroup's ratio of Standard &
Poor's-adjusted debt to EBITDA at approximately 8x by Dec. 31,
2014. Excluding the effect of the PECs, this metric is likely to
be more than 5x, which S&P still regards as "highly leveraged."
S&P's assessment of ParexGroup's financial policy as "financial
sponsor-6" reflects its private equity ownership by CVC Capital
Partners and S&P's view that adjusted debt to EBITDA is likely to
remain at more than 5x.
The stable outlook reflects S&P's view that ParexGroup will
maintain its EBITDA margin at about 14% over the next 12-18
months. In S&P's base case, it assumes that EBITDA will stay
flat in 2014 and gradually recover thereafter, based on sluggish
conditions for ParexGroup's key segments in France, where
recovery is unlikely before 2015. The stable outlook also
reflects S&P's view that the group will maintain its credit
metrics will remain in line with a "highly leveraged" financial
risk profile in the near term, including a ratio of adjusted debt
to EBITDA of about 8x.
=============
G E R M A N Y
=============
FORCE TWO: S&P Lowers Ratings on Two Note Classes to 'D(sf)'
------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'D (sf)' from 'CCC-
(sf)' its credit ratings on FORCE Two Limited Partnership's class
D and E notes. At the same time, S&P has lowered to 'CCC (sf)'
from 'CCC+ (sf)' its rating on the class C notes.
The rating actions follow S&P's review of the transaction using
the July 10, 2014 distribution report and the July 24, 2014
investor report. The transaction reached its scheduled maturity
on Jan. 10, 2014, and contains only profit participation
agreements, which have had a principal deficiency event.
On the July 2014 interest payment date, the class D and E notes
did not receive their full scheduled interest payments. S&P's
ratings on these classes address the timely payment of interest
and the ultimate payment of principal. S&P has therefore lowered
to 'D (sf)' from 'CCC- (sf)' its ratings on the class D and E
notes due to these interest shortfalls.
At the same time, S&P has lowered to 'CCC (sf)' from 'CCC+ (sf)'
its rating on the class C notes. This is because this class of
notes is vulnerable to nonpayment. Although the class C notes
received their full scheduled interest payments, the further
timely payment of interest and ultimate repayment of principal on
the notes depends on the performance of those assets that have
had a principal deficiency event.
FORCE Two Limited Partnership is a German small and midsize
enterprise (SME) collateralized loan obligation (CLO) transaction
that securitizes a static portfolio of profit participation
agreements.
RATINGS LIST
FORCE Two Limited Partnership
EUR214.5 Million Fixed- And Floating-Rate Notes
Class Rating Rating
To From
Ratings Lowered
C CCC (sf) CCC+ (sf)
D D (sf) CCC- (sf)
E D (sf) CCC- (sf)
YOUBISHENG GREEN: To File for Insolvency After CEO Resignation
--------------------------------------------------------------
Haibo Huang, who had been appointed new Chief Executive Officer
of Youbisheng Green Paper AG, informed the Supervisory Board
about his immediate resignation. After the experiences of the
past days, he said he does not feel to be in a position to meet
the requirements of the Supervisory Board in the present state.
Hence, the actual financial and cash situation of the operative
Chinese company remains unclear. Against this background and in
the light of the insufficient liquidity of the German holding
company as well as the leadership vacuum associated with the
resignation of Haibo Huang, the Supervisory Board sees itself
forced to file for insolvency within the next days in order to
protect creditors and shareholders. However, the Supervisory
Board will -- possibly together with a liquidator -- continue to
fight for the dialog with the operating entity in China in order
to shed light upon the present situation.
===========
G R E E C E
===========
NATIONAL BANK OF GREECE: Moody's Hikes Covered Bond Rating to B1
----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following Greek covered bonds:
-- Mortgage covered bonds issued by Alpha Bank AE (deposits Caa1
stable; bank financial strength rating (BFSR) E/adjusted baseline
credit assessment (Adjusted BCA) caa2) under its Direct Issuance
Global Covered Bond Programme (Alpha Bank Direct CB): Upgraded to
B1 from B3;
-- Mortgage covered bonds issued by Eurobank Ergasias S.A.
(deposits Caa2 positive; BFSR E/adjusted BCA caa3) under its
Covered Bond Programme I (Eurobank CB I): Upgraded to B1 from B3;
-- Mortgage covered bonds issued by National Bank of Greece S.A.
(deposits Caa1 stable; BFSR E/adjusted BCA caa2) under its Global
Covered Bond Programme (NBG CB I): Upgraded to B1 from B3;
-- Mortgage covered bonds issued by National Bank of Greece S.A.
(deposits Caa1 stable; BFSR E/adjusted BCA caa2) under its
Covered Bond Programme II (NBG CB II): Upgraded to Ba3 from B3.
This rating action does not affect the mortgage covered bonds
issued by Eurobank Ergasias S.A. under its Covered Bond Programme
II (Eurobank CB II), whose ratings will remain at B3.
Ratings Rationale
The upgrades were prompted by the raising of Greece's local-
currency ceiling to Ba3 from B3 on 1 August 2014 following the
upgrade of Greece's sovereign rating. The link is The timely
payment indicator (TPI) of Very Improbable assigned to Alpha Bank
Direct CB, Eurobank CB I and NBG CB I currently caps the ratings
on these covered bonds at B1.
The TPI of NBG CB II is Improbable as these covered bonds benefit
from an extension period of around 35 years. The local-currency
ceiling caps the Ba3 rating on these covered bonds.
The expected loss analysis limits the Eurobank CB II covered
bonds at their current rating level. Therefore, this rating
action does not affect the B3 rating assigned to these covered
bonds.
The ratings that Moody's has assigned address the expected loss
posed to investors. Moody's ratings address only the credit risks
associated with the transaction. Moody's did not address other
non-credit risks, but those risks could have a significant effect
on yield to investors.
Key Rating Assumptions/Factors
Moody's determines covered bond ratings using a two-step process:
an expected loss analysis and a TPI framework analysis.
EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to
determine a rating based on the expected loss on the bond. COBOL
determines expected loss as (1) a function of the probability
that the issuer will cease making payments under the covered
bonds (a CB anchor event); and (2) the stressed losses on the
cover pool assets following a CB anchor event.
The cover pool losses are an estimate of the losses Moody's
currently models following a CB anchor event. Moody's splits
cover pool losses between market risk and collateral risk. Market
risk measures losses stemming from refinancing risk and risks
related to interest-rate and currency mismatches (these losses
could also include certain legal risks). Collateral risk measures
losses resulting directly from the cover pool assets' credit
quality. Moody's derives collateral risk from the collateral
score.
The CB anchor for Alpha Bank Direct CB is the senior unsecured
rating plus zero notches given the debt ratio is below 5%.
The cover pool losses of Alpha Bank Direct CB are 27.4%, with
market risk of 17.6% and collateral risk of 9.8%. The collateral
score for this program is currently 14.6%. The over-
collateralization (OC) in this cover pool is 20.3%, of which
Alpha Bank provides 5.3% on a "committed" basis. The minimum OC
level that is consistent with the B1 rating target is 0.5%, of
which the issuer should provide 0.5% in a "committed" form. These
numbers show that Moody's is not relying on "uncommitted" OC in
its expected loss analysis.
The CB anchor for Eurobank CB I is the senior unsecured rating
plus zero notches given the debt ratio is below 5%.
The cover pool losses of Eurobank CB I are 27.3%, with market
risk of 17.8% and collateral risk of 9.6%. The collateral score
for this program is currently 14.3%. The OC in this cover pool is
15.5%, of which Eurobank Ergasias provides 5.3% on a "committed"
basis. The minimum OC level that is consistent with the B1 rating
target is 2.0%, of which the issuer should provide 2.0% in a
"committed" form. These numbers show that Moody's is not relying
on "uncommitted" OC in its expected loss analysis.
The CB anchor for NBG CB I is the senior unsecured rating plus
zero notches given the debt ratio is below 5%.
The cover pool losses of NBG CB I are 31.5%, with market risk of
19.4% and collateral risk of 12.1%. The collateral score for this
program is currently 18.1%. The OC in this cover pool is 74.8%,
of which National Bank of Greece provides 5.3% on a "committed"
basis. The minimum OC level that is consistent with the B1 rating
target is 0.5%, of which the issuer should provide 0.5% in a
"committed" form. These numbers show that Moody's is not relying
on "uncommitted" OC in its expected loss analysis.
The CB anchor for NBG CB II is the senior unsecured rating plus
zero notches given the debt ratio is below 5%.
The cover pool losses of NBG CB II are 25.9%, with market risk of
12.1% and collateral risk of 13.8%. The collateral score for this
program is currently 20.6%. The OC in this cover pool is 37.7%,
of which National Bank of Greece provides 5.3% on a "committed"
basis. The minimum OC level that is consistent with the Ba3
rating target is 1.0 %, of which the issuer should provide 1.0 %
in a "committed" form. These numbers show that Moody's is not
relying on "uncommitted" OC in its expected loss analysis.
For further details on cover pool losses, collateral risk, market
risk, collateral score and TPI leeway across covered bond
programs rated by Moody's, please refer to "Moody's Global
Covered Bonds Monitoring Overview", published quarterly. All
numbers in this section are based on the most recent Performance
Overview, with the exception of the OC values consistent with the
ratings, which are based on data as of 31 March 2014.
TPI FRAMEWORK: Moody's assigns a TPI, which measures the
likelihood of timely payments to covered bondholders following a
CB anchor event. The TPI framework limits the covered bond rating
to a certain number of notches above the CB anchor.
For NBG CB II, Moody's has assigned a TPI of Improbable. All
other covered bonds in this rating action have a TPI of Very
Improbable.
Factors that would lead to an upgrade or downgrade of the rating:
The CB anchor is the main determinant of a covered bond
programme's rating robustness. A change in the level of the CB
anchor could lead to an upgrade or downgrade of the ratings on
the covered bonds. The TPI leeway measures the number of notches
by which Moody's might lower the CB anchor before downgrading the
ratings on the covered bonds because of TPI framework
constraints.
The TPI leeways are limited, and thus any reduction of the CB
anchor could lead to a downgrade of the ratings on the covered
bonds.
A multiple-notch downgrade of the ratings on the covered bonds
might occur in certain limited circumstances, such as (1) a
sovereign downgrade negatively affecting both the issuer's senior
unsecured rating and the TPI; (2) a multiple-notch downgrade of
the issuer's rating; or (3) a material reduction of the value of
the cover pool.
SEANERGY MARITIME: Incurs US$759,000 Net Loss in Second Quarter
---------------------------------------------------------------
Seanergy Maritime Holdings Corp. reported a net loss of
US$759,000 on US$0 of net vessel revenue for the three months
ended June 30, 2014, as compared with a net loss of US$14.76
million on US$6.80 million of net vessel revenue for the same
period in 2013.
The Company also reported net income of US$82.74 million on
US$2.01 million of net vessel revenue for the six months ended
June 30, 2014, as compared with a net loss of US$13.70 million on
US$12.45 million of net vessel revenue for the same period last
year.
As of June 30, 2014, the Company had US$3.52 million in total
assets, US$554,000 in total liabilities and US$2.96 million in
total shareholders' equity.
Stamatis Tsantanis, the Company's chairman & chief executive
officer, stated, "Following the conclusion of the financial
restructuring process in March 2014, we have focused entirely on
completing all the necessary steps in order to finalize the
previously announced acquisition of four Capesize vessels by the
end of the third quarter of 2014.
"Additionally, we have worked to ensure the Company's continued
compliance with the NASDAQ minimum equity listing requirement,
which has been achieved. As part of this effort, certain of our
major shareholders contributed the amount of US$1.1 million in
return for newly issued common shares of Seanergy in June 2014.
The Company ended the second quarter of 2014 with US$2.7 million
in cash and cash equivalents.
A full-text copy of the press release is available for free at:
http://is.gd/zPP751
About Seanergy
Athens, Greece-based Seanergy Maritime Holdings Corp. is an
international company providing worldwide seaborne transportation
of dry bulk commodities. The Company owns and operates a fleet
of seven dry bulk vessels that consists of three Handysize, two
Supramax and two Panamax vessels. Its fleet carries a variety of
dry bulk commodities, including coal, iron ore, and grains, as
well as bauxite, phosphate, fertilizer and steel products.
Seanergy Maritime reported net income of US$10.90 million on
US$23.07 million of net vessel revenue for the year ended
Dec. 31, 2013, as compared with a net loss of US$193.76 million
on US$55.61 million of net vessel revenue for the year ended
Dec. 31, 2012.
Ernst & Young (Hellas) Certified Auditors Accountants S.A., in
Athens, Greece, issued a "going concern" qualification on the
consolidated financial statements for the year ended Dec. 31,
2013. The independent auditors noted that the Company, as of
December 31, 2013 continued to be in breach of certain terms and
covenants of the loan facility with its remaining lender, and had
a working capital deficit and an accumulated deficit. Following
the disposal of its entire fleet subsequent to December 31, 2013
in the context of its restructuring plan, the Company is unable
to generate sufficient cash flow to meet its obligations and
sustain its continuing operations. These conditions raise
substantial doubt about the Company's ability to continue as a
going concern.
=============
I R E L A N D
=============
ACA EURO 2007-1: S&P Raises Rating on Class E Notes to 'B+'
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
ACA Euro CLO 2007-1 PLC's class A-1T, A-1R, A-2, B, C, D, and E
notes.
The rating actions follow S&P's credit and cash flow analysis of
the transaction using data from the June 4, 2014 trustee report,
and the application of its relevant criteria.
"We conducted our cash flow analysis to determine the break-even
default rate (BDR) for each rated class of notes at each rating
level. The BDR represents our estimate of the maximum level of
gross defaults, based on our stress assumptions, that a tranche
can withstand and still pay interest and fully repay principal to
the noteholders. We used the portfolio balance that we consider
to be performing, the reported weighted-average spread, and the
weighted-average recovery rates that we considered to be
appropriate. We incorporated various cash flow stress scenarios
using our standard default patterns and timings for each rating
category assumed for each class of notes, combined with different
interest stress scenarios as outlined in our corporate
collateralized debt obligation (CDO) criteria," S&P said.
"The class A-1T and A-1R notes have amortized by about 30.6% of
their total initial balance since our Feb. 17, 2012 review. This
has increased the available credit enhancement for all classes of
notes. The portfolio's credit quality has improved since our
previous review. The proportion of assets rated 'BB-' or higher
as a percentage of the performing portfolio has increased to
24.6% from 12.1%, and the proportion of assets rated 'CCC-',
'CCC' or 'CCC+' as a percentage of the performing portfolio has
decreased to 4.4% from 5.4%. These developments have resulted in
lower scenario default rates (SDRs) across all rating levels.
The SDR is the minimum level of portfolio defaults that we expect
each CDO tranche to be able to withstand at each specific rating
level using our CDO Evaluator. Additionally, the transaction's
weighted-average spread has increased to 3.80% from 3.03%, which
has resulted in higher BDRs," S&P added.
Non-euro-denominated assets comprise 5.3% of the performing
portfolio. The issuer has drawn on the class A-1R notes in euros
and British pound sterling to fund the portfolio's assets,
creating a natural hedge. A euro-denominated option hedges any
foreign exchange mismatches that could result from defaults in
the portfolio, or from coverage test failures. A cross-currency
swap hedges non-euro-denominated assets that are not funded by
the class A-1R notes. The option and cross-currency swap
agreement's downgrade provisions are not fully in line with our
current counterparty criteria. In accordance with S&P's
criteria, in its cash flow analysis at rating levels at one notch
above S&P's long-term 'A' issuer credit rating on the options
counterparty, S&P therefore considered scenarios in which either
counterparty does not perform, and where the transaction may
consequently be exposed to greater currency risk.
Without giving credit to the options or the cross-currency swap
counterparty, S&P's analysis shows that the class A-1T, A-1R, A-
2, and B notes are now able to sustain defaults at higher rating
levels than those previously assigned. S&P has therefore raised
its ratings on the class A-1T, A-1R, A-2, and B notes.
S&P's credit and cash flow analysis, giving credit to the options
and cross-currency swap counterparty, indicates that the credit
enhancement for the class C, D, and E notes is now commensurate
with higher ratings than previously assigned. S&P has therefore
raised to 'A+ (sf)' from 'BBB (sf)' its rating on the class C
notes. The application of the largest obligor test constrains
S&P's ratings on the class D and E notes at 'BB+ (sf)' and 'B+
(sf)', respectively. S&P has therefore raised to 'BB+ (sf)' from
'BB- (sf)' its rating on the class D notes, and to 'B+ (sf)' from
'CCC+ (sf)' its rating on the class E notes.
The largest obligor test measures the risk of several of the
largest obligors within the portfolio defaulting simultaneously.
S&P introduced this supplemental test in its corporate CDO
criteria. S&P's long-term rating on the options or cross-
currency swap counterparty does not constrain its ratings on the
class C, D, and E notes because the updated ratings on these
classes of notes are not higher than the maximum rating that can
be supported by the counterparty. S&P has therefore not applied
any additional foreign exchange stresses in its analysis for
these classes of notes.
ACA Euro CLO 2007-1 is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans granted to primarily
speculative-grade corporate firms. The transaction closed in
June 2007 and its reinvestment period ended in June 2014. Avoca
Capital Holdings is the transaction's manager.
RATINGS LIST
Class Rating
To From
ACA Euro CLO 2007-1 PLC
EUR400 Million Floating-Rate Notes
Ratings Raised
A-1T AAA (sf) AA+ (sf)
A-1R AAA (sf) AA+ (sf)
A-2 AAA (sf) AA+ (sf)
B AA+ (sf) A+ (sf)
C A+ (sf) BBB (sf)
D BB+ (sf) BB- (sf)
E B+ (sf) CCC+ (sf)
DECO 2005-PAN EUROPE: S&P Withdraws CCC- Rating on Class H Notes
----------------------------------------------------------------
Standard & Poor's Ratings Services withdrew its credit ratings on
DECO Series 2005-Pan Europe 1 PLC's class G and H notes following
their full redemption.
The withdrawals follow S&P's receipt of the July 2014 cash
manager's report, which confirms that the class G and H notes
fully redeemed on the July 2014 interest payment date. All
classes of notes have now fully repaid.
DECO Series 2005-Pan Europe 1 was a European commercial mortgage-
backed securities (CMBS) transaction that closed in August 2005.
It was originally secured against seven loans secured on 49
properties located across Germany and Switzerland. All loans have
now repaid.
RATINGS LIST
DECO Series 2005-Pan Europe 1 PLC
EUR897.066 mil commercial mortgage-backed variable-
and floating-rate notes
Rating
Class Identifier To From
G 243585AJ5 NR CCC+ (sf)
H 243585AK2 NR CCC- (sf)
NR-Not Rated.
HSD EDUCATION: In Liquidation; Owes More Than EUR350,000
--------------------------------------------------------
Joe Humphreys at The Irish Times reports that HSD Education
Limited, the Dublin company behind English language school BCT
Institute, has gone into liquidation with debts of over
EUR350,000.
However, a creditors meeting on Aug. 8 heard that most of the
BCT's 530 students had already been transferred to other
colleges, The Irish Times relates. According to The Irish Times,
the two largest unsecured creditors listed in a statement of
affairs were Liffey College and NCBA -- owed EUR63,000 and
EUR90,000 respectively -- for accommodating such displaced
students.
BCT closed its doors on what it said was a temporary basis last
month after it was suspended from a list of authorized colleges,
The Irish Times recounts.
On Aug. 8, Declan de Lacy of PKF O'Connor, Leddy & Holmes was
appointed as liquidator to HSD Education Limited, which traded as
BCT at Dublin's Parnell Street, The Irish Times relays.
O'FLYNN GROUP: Blackstone Demands Repayment of EUR16.7 Million
--------------------------------------------------------------
Barry O'Halloran at The Irish Times reports that US investor
Blackstone said on Aug. 7 it was entitled to demand the repayment
of EUR16.7 million in personal debt from developer brothers
Michael and John O'Flynn, and force their property and
construction empire to default on its loans.
Blackstone acquired the Cork-based O'Flynn Group's EUR1.8 billion
debts from the National Asset Management Agency in May and now
claims the business cannot meet its liabilities, giving the US
fund the right to take control of its assets in Ireland, Britain
and Europe, The Irish Times recounts.
The fund's subsidiary, Carbon Finance, appointed receivers to the
O'Flynn Group's parent and some of its assets when the brothers
failed to meet a demand for immediate repayment of EUR16.7
million in personal loans, from a total of EUR24.9 million due
from them and others, that are part of the overall debt acquired
from Nama, The Irish Times relays.
The O'Flynns argue they were not given reasonable time to respond
to this demand and that it was simply part of a strategy designed
to engineer a default on the group's loans and allow Carbon to
take control of their group's assets, The Irish Times discloses.
In an affidavit opened in the High Court battle over the group's
control, Carbon director Lorna Brown rejects that the firm
engineered the situation, The Irish Times relates.
According to The Irish Times, Carbon says the group is unable to
meet its liabilities, including a EUR235 million repayment due at
the end of this year. Ms. Brown points out that the subsidiary
from which this cash is due, Tiger Haymarket No. 1 Ltd., failed
to make repayments of GBP6.2 million and EUR1.35 million when
they fell due last March, The Irish Times notes.
Ms. Brown argues that those repayments had to be deferred, and it
would be "inconceivable" that the group would be able to meet the
EUR235 million repayment due on Dec. 31, The Irish Times relays.
Ms. Justice Mary Irvine is due to rule on the case next week, The
Irish Times states.
O'Flynn Construction is a property development and construction
company based in Cork.
TORO EUROPEAN: Moody's Assigns '(P)B2' Rating to Class F Notes
--------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Toro
European CLO 1 Limited (the "Issuer" or "Toro CLO"):
EUR173,500,000 Class A Secured Floating Rate Notes due 2028,
Assigned (P)Aaa (sf)
EUR34,500,000 Class B Secured Floating Rate Notes due 2028,
Assigned (P)Aa2 (sf)
EUR19,250,000 Class C Secured Deferrable Floating Rate Notes
due 2028, Assigned (P)A2 (sf)
EUR16,500,000 Class D Secured Deferrable Floating Rate Notes
due 2028, Assigned (P)Baa2 (sf)
EUR22,250,000 Class E Secured Deferrable Floating Rate Notes
due 2028, Assigned (P)Ba2 (sf)
EUR9,000,000 Class F Secured Deferrable Floating Rate Notes due
2028, Assigned (P)B2 (sf)
Moody's issues provisional ratings in advance of the final sale
of financial instruments, but these ratings only represent
Moody's preliminary credit opinions. Upon a conclusive review of
a transaction and associated documentation, Moody's will endeavor
to assign definitive ratings. A definitive rating (if any) may
differ from a provisional rating.
Ratings Rationale
Moody's provisional rating of the rated notes addresses the
expected loss posed to noteholders by the legal final maturity of
the notes in 2028. The provisional ratings reflect the risks due
to defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's
is of the opinion that the collateral manager, Chenavari Credit
Partners LLP ("Chenavari"), has sufficient experience and
operational capacity and is capable of managing this CLO.
Toro CLO is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and senior secured
floating rate notes and up to 10% of the portfolio may consist of
unsecured loans, second-lien loans, mezzanine obligations, high
yield bonds and other floating rate bonds. The bond bucket gives
the flexibility to Toro CLO to hold bonds if Volcker Rule is
changed. The portfolio is expected to be 85% ramped up as of the
closing date and to be comprised predominantly of corporate loans
to obligors domiciled in Western Europe.
Chenavari will manage the CLO. It will direct the selection,
acquisition and disposition of collateral on behalf of the Issuer
and may engage in trading activity, including discretionary
trading, during the transaction's four-year reinvestment period.
Thereafter, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk and credit improved obligations, and are subject to certain
restrictions.
In addition to the six classes of notes rated by Moody's, the
Issuer will issue EUR33m of subordinated notes, which will not be
rated.
The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.
Factors that would lead to an upgrade or downgrade of the rating:
The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Chavanari's investment
decisions and management of the transaction will also affect the
notes' performance.
Loss and Cash Flow Analysis:
Moody's modelled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
February 2014. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche. As such, Moody's
encompasses the assessment of stressed scenarios.
Moody's used the following base-case modeling assumptions:
Par amount: EUR 300,000,000
Diversity Score: 33
Weighted Average Rating Factor (WARF): 2800
Weighted Average Spread (WAS): 3.80%
Weighted Average Recovery Rate (WARR): 43.50%
Weighted Average Life (WAL): 8 years.
Moody's has analyzed the potential impact associated with
sovereign related risk of peripheral European countries. As part
of the base case, Moody's has addressed the potential exposure to
obligors domiciled in countries with local currency country risk
ceiling of A1 or below. Following the effective date, and given
the portfolio constraints and the current sovereign ratings in
Europe, such exposure may not exceed 10% of the total portfolio.
As a result and in conjunction with the current foreign
government bond ratings of the eligible countries, as a worst
case scenario, a maximum 10% of the pool would be domiciled in
countries with Baa3 local currency country ceiling. The remainder
of the pool will be domiciled in countries which currently have a
local currency country ceiling of Aaa. Given this portfolio
composition, the model was run with different target par amounts
depending on the target rating of each class of notes as further
described in the methodology. The portfolio haircuts are a
function of the exposure size to peripheral countries and the
target ratings of the rated notes and amount to 1.50% for the
Class A notes, 1.00% for the Class B notes, 0.75% for the Class C
notes and 0% for Classes D, E and F.
Stress Scenarios:
Together with the set of modelling assumptions above, Moody's
conducted additional sensitivity analysis, which was an important
component in determining the provisional rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:
Percentage Change in WARF: WARF + 15% (to 3220 from 2800)
Ratings Impact in Rating Notches:
Class A Secured Floating Rate Notes: 0
Class B Secured Floating Rate Notes: -1
Class C Secured Deferrable Floating Rate Notes: -1
Class D Secured Deferrable Floating Rate Notes: -1
Class E Secured Deferrable Floating Rate Notes: -1
Class F Secured Deferrable Floating Rate Notes: 0
Percentage Change in WARF: WARF +30% (to 3640 from 2800)
Class A Secured Floating Rate Notes: -1
Class B Secured Floating Rate Notes: -3
Class C Secured Deferrable Floating Rate Notes: -3
Class D Secured Deferrable Floating Rate Notes: -2
Class E Secured Deferrable Floating Rate Notes: -1
Class F Secured Deferrable Floating Rate Notes: -2
=========
I T A L Y
=========
ROTTAPHARM: S&P Puts 'BB-' CCR on CreditWatch Negative
------------------------------------------------------
Standard & Poor's Ratings Services placed its 'BB-' long-term
corporate credit rating on Italy-based pharmaceuticals group
Rottapharm on CreditWatch with negative implications.
At the same time, S&P also placed on CreditWatch negative its
'BB-' issue rating on the EUR400 million senior unsecured notes
due 2019 issued by Rottapharm Ltd., a subsidiary of Rottapharm.
S&P has revised its recovery rating on the notes to '4' from '3',
owing to a higher amount of prior-ranking liabilities, indicating
S&P's expectation of average (30%-50%) recovery in the event of a
payment default.
The CreditWatch placement reflects the announced takeover bid of
Rottapharm by Swedish group Meda AB. S&P now expects to apply
its Group Rating Methodology in S&P's assessment of Rottapharm's
creditworthiness. Although the combined group's business risk
profile will be more robust than that of Rottapharm on a stand-
alone basis, with enhanced scale and diversification, S&P takes
the view that the application of its group rating methodology
will have a negative impact on the ratings because the financial
risk profile of the group will turn highly leveraged once S&P
includes the acquisition debt.
S&P anticipates that the financial risk profile at the group
level will likely be "highly leveraged," owing to the bid's cash
component of about EUR2 billion. Meda reported debt to EBITDA of
about 4x at year-end 2013, and S&P expects this ratio to increase
to about 6x after the acquisition. S&P notes, however, that Meda
will reimburse a EUR265 million loan. S&P acknowledges the new
group's ability to generate free cash flows, but S&P believes it
could take a few years for the new group's leverage to drop below
5x. These factors will fall under S&P's category for a "highly
leveraged" financial risk profile at the group level. S&P
therefore sees potential for rating downside on its 'BB-'
corporate credit rating on Rottapharm, as per S&P's group rating
methodology.
The CreditWatch placement reflects S&P's expectation of higher
leverage at the group level and, equally as important, the
liquidity risk related to the change of control provision on
Rottapharm's EUR400 million senior notes. Rottapharm's
bondholders have a put option at par value of EUR1.01 and this
could possibly trigger an urgent need for a refinancing package
should the creditors exercise their option.
S&P plans to resolve the CreditWatch within three months or
sooner when it has better visibility on the combined group's
business position, the announced synergies, and the deleveraging
path. S&P will carefully assess the risk linked to the change of
control clauses. Another important factor of S&P's assessment
will be Meda's stance vis a vis Rottapharm's outstanding debt, as
S&P currently don't know whether it will be refinanced,
maintained as is, or guaranteed by Meda.
SAF SRL: Ministry Authorizes Sale of Consorzio Stake
----------------------------------------------------
Prof. Daniela Saitta, the Extraordinary Commissioner of SAF
S.r.l., in receivership, disclosed that on July 28, 2014, the
Ministry of Economic Development authorized the beginning of the
procedure to sell the share held by SAF S.r.l. in a.s. in
Consorzio Stabile Operae - Technologies and Integrated Systems
Construction. Therefore, the participants in the procedure to
purchase the Complex "Quadrilatero" have the opportunity to
participate in the due diligence procedures for the sale of
Impresa S.p.A. in a.s. and Dirpa s.c. a r.l., both in
receivership.
=====================
N E T H E R L A N D S
=====================
LAURELIN II: S&P Affirms 'BB' Rating on Class E Notes
-----------------------------------------------------
Standard & Poor's Ratings Services raised its ratings on Laurelin
II B.V.'s class A-1E, A-1R, A-1S, C, D-1, and D-2 notes. At the
same time, S&P has affirmed its ratings on the class A2, B-1,
B-2, and E notes.
The rating actions follow S&P's analysis of the transaction using
data from the July 1, 2014 trustee report, and the application of
its relevant criteria. The transaction was in its reinvestment
period until July 14, 2014.
"We conducted our cash flow analysis to determine the break-even
default rate (BDR) for each rated class of notes at each rating
level. The BDR represents our estimate of the maximum level of
gross defaults, based on our stress assumptions, that a tranche
can withstand and still fully repay the noteholders. We gave
credit to an aggregate collateral amount of EUR425 million, used
the reported weighted-average spread of 4.32%, and the weighted-
average recovery rates calculated in accordance with our criteria
for corporate collateralized debt obligations (CDOs). We applied
various cash flow stresses using our standard default patterns
and timings for each rating category assumed for each class of
notes, combined with different interest stresses as outlined in
our corporate CDO criteria," S&P said.
The portfolio's credit quality has improved since our Oct. 23,
2012 review. The proportion of assets that S&P considers to be
defaulted (rated 'CC', 'C', 'SD' [selective default], or 'D') has
decreased to 2% from 5% of the portfolio balance, excluding cash.
The proportion of assets that S&P rates in the 'CCC' category
('CCC+', 'CCC', and 'CCC-') has also decreased to 4% from 7% of
the total portfolio, over the same period.
The issuer entered into options agreements with Barclays Bank
PLC. According to S&P's current counterparty criteria, in cases
where the replacement language in the derivative agreements is in
line with any of S&P's previous counterparty criteria, the
maximum achievable rating on a tranche is equal to the
counterparty's long-term rating plus one notch, unless S&P
applies additional stresses in our cash flow analysis to capture
that risk.
Therefore, in S&P's cash flow analysis, it has tested additional
scenarios by assuming that there are no options in the
transaction for all classes of notes that have a rating higher
than the issuer credit rating plus one notch, 'A+ (sf)', i.e.,
only the class A-1E, A-1R, A-1S, and A-2 notes.
The results of S&P's analysis indicate that the class A-1E, A-1R,
A-1S, C, D-1, and D-2 notes are able to sustain defaults at
higher rating levels than previously assigned. S&P has therefore
raised its ratings on the class A-1E, A-1R, A-1S, C, D-1, and D-2
notes.
S&P's analysis shows that the available credit enhancement for
the class A2, B-1, B-2, and E notes is commensurate with their
currently assigned ratings. S&P has therefore affirmed its
ratings on these classes of notes.
The application of the largest obligor default or largest
industry test did not constrain S&P's ratings on any of the
classes of notes. These are supplemental stress tests that S&P
introduced in its corporate CDO criteria.
Laurelin II is a multiple-currency cash flow CDO transaction,
backed primarily by leveraged loans to speculative-grade
corporate firms. The transaction closed on July 11, 2007, and
GoldenTree Asset Management L.P. manages it.
RATINGS LIST
Class Rating Rating
To From
Laurelin II B.V.
EUR405 Million and GBP30.405 Million Secured Floating-Rate Notes
Ratings Raised
A-1E AA+ (sf) AA (sf)
A-1R AA+ (sf) AA (sf)
A-1S AA+ (sf) AA (sf)
C A- (sf) BBB+ (sf)
D-1 BBB- (sf) BB+ (sf)
D-2 BBB- (sf) BB+ (sf)
Ratings Affirmed
A-2 AA (sf)
B-1 A+ (sf)
B-2 A+ (sf)
E BB (sf)
PROSPERO CLO I: Moody's Raises Rating on Class D Notes to 'B2'
--------------------------------------------------------------
Moody's Investors Service announced that it has upgraded the
ratings of the following notes issued by Prospero CLO I B.V.:
$15,300,000 (current balance USD 4,682,448) Class B Senior
Secured Deferrable Interest Floating Rate Notes Due 2017,
Upgraded to Aaa (sf); previously on Nov 12, 2013 Upgraded to
Aa2 (sf)
$15,300,000 Class C Senior Secured Deferrable Interest Floating
Rate Notes Due 2017, Upgraded to A2 (sf); previously on Nov 12,
2013 Affirmed Ba2 (sf)
$7,700,000 Class D Senior Secured Deferrable Interest Floating
Rate Notes Due 2017, Upgraded to B2 (sf); previously on Nov 12,
2013 Affirmed Caa2 (sf)
Prospero CLO I B.V., issued in April 2005, is a multi-currency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield senior secured US and European loans managed by
Alcentra Limited. This transaction passed its reinvestment period
in March 2010.
Ratings Rationale
According to Moody's, the upgrade of the three classes of notes
is primarily a result of the continued amortization of the
portfolio and subsequent increase in the collateralization ratios
since the last rating action which was based on September 2013
data. Moody's notes that as of June 2014, the reported performing
pool and principal proceeds have amortized by USD 40.1 million
(45.1%) since September 2013, leading to a significant increase
in the overcollateralization ratios (or "OC ratios") of the
notes. As per the trustee report dated 14 June 2014,the Class B,
Class C, and Class D OC ratios are reported at 344.64%, 162.45%,
and 128.32% compared to September 2013 levels of 154.06%,
122.17%, and 110.65% respectively. These OC ratios based on the
June 2014 report do not take into account payments made from
available principal proceeds on the June 2014 payment date.
Reported WARF has worsened from 2698 to 3678 between September
2013 and June 2014; the diversity score has reduced from 17 to
11, and exposure to Caa assets has increased from 7.7% of
performing par to 19.8% during the same period.
Moody's notes that the principal cash balance available in the
transaction is sufficient to fully pay down the Class B notes by
the September 2014 payment date.
Moody's also notes that the portfolio includes a number of
investments in securities that mature after the maturity date of
the notes. Based on the June 2014 trustee report, the total of
such securities has remained steady at USD9.4 million (26.3% of
reported performing par) compared to USD9.4 million (15.4% of
reported performing par) in September 2013.
All of the outstanding rated notes are denominated in USD,
however the transaction has significant exposure to non-USD
denominated assets. Current par coverage of USD denominated
liabilities by USD assets alone stands at 51% in June 2014
compared to 53% in September 2013.
The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having
(a) an USD pool with performing par and principal proceeds
balance of EUR17.45 million, and defaulted par of USD1.32
million, (b) a EUR pool with performing par and principal
proceeds of EUR21.37 million, and defaulted par of EUR 1.02
million, a weighted average default probability of 18.0%
(consistent with a WARF of 3617 over a weighted average life of
2.2 years), a weighted average recovery rate upon default of
48.15% for a Aaa liability target rating, a diversity score of 10
and a weighted average spread of 3.64%.
The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed that 94.7% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the non first-lien loan corporate assets would recover 15%. In
each case, historical and market performance and a collateral
manager's latitude to trade collateral are also relevant factors.
Moody's incorporates these default and recovery characteristics
of the collateral pool into its cash flow model analysis,
subjecting them to stresses as a function of the target rating of
each CLO liability it is analyzing.
Moody's notes the July 2014 trustee report has recently been
issued. Key portfolio metrics such as reported diversity score,
WARF, and weighted average spread are materially unchanged from
June 2014 data.
Regulatory disclosures contained in this press release apply to
the credit rating and, if applicable, the related rating outlook
or rating review.
Methodology Underlying the Rating Action:
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
Factors that would lead to an upgrade or downgrade of the rating:
In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed lower credit quality in the portfolio to
address refinancing risk. Loans to European corporates rated B3
or lower and maturing between 2014 and 2015 make up approximately
5.0% of the portfolio, which could make refinancing difficult.
Moody's ran a model in which it raised the base case WARF to 3919
by forcing ratings on 50% of the refinancing exposures to Ca; the
model generated outputs that were within one notch of the base-
case results.
This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behaviour and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties due to because of embedded ambiguities.
Additional uncertainty about performance is due to the following:
1) Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high loan
prepayment levels or collateral sales the collateral manager or
be delayed by an increase in loan amend-and-extend
restructurings. Fast amortization would usually benefit the
ratings of the notes beginning with the notes having the highest
prepayment priority. Also, the USD and non-USD components of the
collateral loan pool amortize at differing rates, and this can
lead to varying time horizons for the un-hedged foreign exchange
exposures in the transaction.
2) Around 51.3% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates.
3) Recoveries on defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's
analyzed defaulted recoveries assuming the lower of the market
price or the recovery rate to account for potential volatility in
market prices. Recoveries higher than Moody's expectations would
have a positive impact on the notes' ratings.
4) The transaction has significant exposure to non-USD
denominated assets. Volatilities in foreign exchange rate will
have a direct impact on interest and principal proceeds available
to the transaction, which may affect the expected loss of rated
tranches, particularly the junior ones.
In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.
===============
P O R T U G A L
===============
BANCO ESPIRITO: S&P Revises Watch Implications on 'B-' Rating
-------------------------------------------------------------
Standard & Poor's Ratings Services said that it revised the
CreditWatch implications to developing from negative on its 'B-'
debt issue rating on senior debt issued and/or guaranteed by
Banco Espirito Santo S.A. (BES) that was transferred to Novo
Banco. S&P then suspended the rating.
The rating action reflects S&P's view of the rating implications
for the senior unsecured debt formerly issued and/or guaranteed
by BES that has been transferred to Novo Banco resulting from the
recent resolution plan for BES that the Bank of Portugal
announced on Aug. 3, 2014.
On July 30, 2014, BES published its results for the first half of
2014, including EUR4.2 billion of extraordinary provisions and
losses that, S&P believes, were chiefly related to BES' exposure
to -- and links with -- its unrated affiliate, Grupo Espirito
Santo (GES). GES' financial profile had weakened in the light of
factors that resulted in the recent insolvency proceedings, which
involved several GES entities. As a result of reported losses,
BES experienced a substantial deterioration of its solvency
position, which resulted in a breach of minimum regulatory
capital requirements.
Following the July 30 BES results report, the Bank of Portugal
announced on Aug. 3, 2014, that it had started the resolution of
BES. Published statements by the Bank of Portugal indicate to S&P
that BES' general banking activities and many of its assets --
together with almost all customer deposits and other senior
debt -- were transferred to the newly formed Novo Banco. S&P
also understands that BES has retained certain meaningful
problematic assets, including its exposures to GES, the
obligations (including guarantees) issued by BES group entities
to third parties in respect of GES entities, and the ownership of
BES' Angolan subsidiary. The statements from the Bank of
Portugal also indicated to S&P that BES retains the subordinated
debt and hybrid instruments it issued and guaranteed, as well as
shareholders' equity, and, S&P believes, certain senior
obligations owed to individuals or entities affiliated with BES,
including shareholders with stakes over 2% of BES share capital
and board members.
In light of BES' resolution proceedings, S&P revised the
CreditWatch implications to developing from negative on its 'B-'
rating on the senior unsecured debt formerly issued and/or
guaranteed by BES that has been transferred to Novo Banco.
Under S&P's criteria, a developing designation is used for
unusual situations in which future events are so unclear that the
rating could be raised or lowered. In this case, the developing
designation reflects, on the one hand, S&P's view that the credit
profile of such debt could improve because Novo Banco, which will
receive a EUR4.9 billion capital injection from the Portuguese
Bank Resolution Fund, has assumed almost all of BES' senior
unsecured debt. In S&P's view, such debt is now separated from
BES' problematic exposures. On the other hand, S&P thinks it is
possible, given that it still do not have sufficient information,
that new liabilities or risks could emerge for Novo Banco or that
the new institution may not be immune from the potential
litigation risk that BES could now face.
S&P then suspended its 'B-' issue rating on such senior debt
instruments formerly issued and/or guaranteed by BES that have
been transferred to Novo Banco. This is because S&P do not rate
Novo Banco, and it currently do not have information of
satisfactory quality to perform surveillance of the rating going
forward.
S&P may reinstate the ratings on such senior debt if it was to
receive the information it would need to maintain the ratings and
believed that such information would be supplied on an ongoing
basis. If not, S&P will withdraw the ratings.
Ratings List
Ratings Affirmed Then Withdrawn
To Intermediate From
Banco Espirito Santo S.A.
Commercial Paper NR C C
Certificate of Deposit NR C C
Banco Espirito Santo North America Capital Corp.
Commercial Paper* NR C C
*Guaranteed by Banco
Espirito Santo S.A.
Espirito Santo PLC
Commercial Paper* NR C C
*Guaranteed by Banco
Espirito Santo S.A.
CreditWatch Status Revised Then Rating Withdrawn
To Intermediate From
Banco Espirito Santo S.A.
Certificate of Deposit NR B-/Watch Dev B-/Watch Neg
Senior Unsecured NR B-/Watch Dev B-/Watch Neg
BES Finance Ltd.
Senior Unsecured* NR B-/Watch Dev B-/Watch Neg
*Guaranteed by Banco
Espirito Santo S.A.
=============
R O M A N I A
=============
SNTGN TRANSGAZ: S&P Revises Outlook to Stable & Affirms 'BB' CCR
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it had revised its
outlook on Romanian gas transmission and transit system operator
S.N.T.G.N. Transgaz S.A. Medias to stable from negative. At the
same time, S&P affirmed the 'BB' long-term corporate credit
rating.
The outlook revision reflects S&P's opinion that the regulatory
environment for Transgaz has stabilized, and will not weaken the
group's cash flow generation. There have been several recent
changes to the regulatory framework that S&P considers credit
supportive. These include the regulator's recognition in the
current regulatory period of unrealized revenues from efficiency
gains in the previous regulatory period, and the increase of the
capacity component in the tariff last year. The increase of the
capacity component resulted in significant revenue growth in
2013. A further increase of this component took effect on Aug. 1,
2014. This said, S&P believes that the framework continues to
evolve.
S&P's assessment of Transgaz's business risk profile as weak
reflects its view of the company's weak competitive position,
which is driven by S&P's assessment of the regulatory framework.
In S&P's opinion, the regulatory framework in Romania for the gas
transportation business still lacks a track record of persistent
predictability and visibility and, notwithstanding recent
improvements, remains less credit supportive than in other
jurisdictions. S&P's view also incorporates its moderately high
assessment of country risk, which reflects that Transgaz's
operations are solely in Romania, and S&P's very low industry
risk assessment for regulated utilities.
S&P's assessment of Transgaz's financial risk profile as
intermediate reflects its low leverage historically and broadly
neutral cash flow generation after capital expenditures and
dividends. It further incorporates substantially increased
investment levels starting at year-end 2014, while maintaining
credit metrics in line with an intermediate financial risk
profile at least over the next two to three years.
None of the modifiers have an effect on the rating, and the
stand-alone credit profile (SACP) is the same as the anchor, at
'bb'.
S&P considers Transgaz to be a government-related entity (GRE)
under S&P's criteria. In accordance with S&P's methodology for
rating GREs, its rating on Transgaz incorporates its assessment
of a moderately high likelihood that Romania would provide timely
and sufficient extraordinary support to Transgaz in the event of
financial distress. This is based on S&P's assessment of
Transgaz's important role for Romania's energy sector and its
strong link with the government
The stable outlook reflects S&P's assumption that Transgaz will
be able to achieve solid operating and financial results over the
next two to three years. It also factors in S&P's expectation
that the regulatory framework will remain predictable, with
sufficient visibility, and that Transgaz will remain shielded
from negative political intervention linked to changes in the
national macroeconomic or fiscal environment.
S&P could take a negative rating action if Transgaz's financial
performance materially deviated from our base case, for example
due to higher dividend payouts, higher-than-anticipated
investments, or weaker cash flow generation. A weakening of
Transgaz's business risk profile, resulting from a weaker
regulatory framework assessment, for instance, could also trigger
a negative rating action.
S&P could raise the rating if it revised its assessment of
Transgaz's financial risk profile to modest, all else being
equal. Such a development could result from a reduced investment
program and consequent lower-than-expected indebtedness for
Transgaz. An improvement in Transgaz's business risk profile,
for example resulting from a stronger regulatory advantage
assessment, could also trigger a positive rating action.
An upgrade of Romania by one notch would trigger an upgrade of
Transgaz, provided S&P's assessment of Transgaz's SACP and the
likelihood of government support remained unchanged.
===========
R U S S I A
===========
CHELYABINSK OBLAST: S&P Affirms 'BB+' ICR; Outlook Stable
---------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+' issuer
credit rating on Chelyabinsk Oblast, an industrial region in
Russia's Urals Federal District. The outlook is stable. At the
same time, S&P affirmed its Russia national scale rating on the
oblast at 'ruAA+'.
Rationale
The ratings on Chelyabinsk Oblast are constrained by S&P's view
of Russia's volatile and unbalanced institutional framework,
which limits the oblast's weak budgetary flexibility and its very
weak economy, which is exposed to concentration risks. The
ratings also reflect S&P's view that the oblast's financial
management is weak in an international context -- similar to most
Russian peers. S&P's expectations of strong budgetary
performance, a low debt burden, strong liquidity, and very low
contingent liabilities support the ratings. The issuer credit
rating on Chelyabinsk Oblast is equal to its stand-alone credit
profile.
Economic growth will likely continue in Chelyabinsk Oblast
although at a reduced pace, compared to S&P's previous forecasts,
in line with Russia's slowing nationwide growth trend.
Chelyabinsk Oblast's economy and tax base will remain exposed to
the cyclical ferrous metallurgy industry and the performance of
the largest metals, pipe, and machinery-producing enterprises.
S&P estimates the share of metallurgy at about 17% of the
oblast's gross regional product (GRP) in 2012-2014, and
anticipate that in the next three-to-five years the contribution
of the 10-largest taxpayers, including Magnitogorsk Metallurgical
Kombinat (MMK; not rated), will equal almost 20% of tax revenues.
The oblast's economy also remains weak in terms of wealth levels
when compared with international peers, with GRP per capita at
about $8,000 in 2013.
Like most of its Russian peers, Chelyabinsk Oblast has weak
budgetary flexibility and limited predictability within Russia's
volatile and unbalanced institutional framework. The federal
government regulates the national tax regime, regional revenue
sources, and spending responsibilities, and leaves regional
authorities with little leeway for managing their finances. S&P
estimates that in 2014-2016 almost 95% of Chelyabinsk Oblast's
budget revenues will come from state-regulated taxes and federal
transfers, over which the oblast has no control.
S&P anticipates that in 2014-2016 the oblast's budgetary
performance will gradually weaken -- while it carries out federal
mandates to raise social spending and public-sector salaries --
but will remain strong generally and better than most Russian
regions. The oblast's performance will be supported by recovering
tax revenues and management's commitment to use some of the
flexibility that exists within the region's capital program and
operating expenditure.
In S&P's view, the oblast will partly cut capital investment in
2014-2016. It has some leeway because it maintained capital
expenditure at about 20% of total spending in 2011-2013 and
invested heavily in transport and social infrastructure,
improving both beyond Russian peers'. The oblast's financial
management will also likely maintain tight control over operating
spending growth and urge budgetary units to decrease maintenance
and other discretionary spending.
S&P's base-case scenario assumes that the operating balance will
decrease to a still-sound 5.5% of operating revenues on average
over 2014-2016, from more than 10.0% over 2011-2013. The deficit
zfter capital accounts will likely improve to 4% on average in
2014-2016 after a one-off drop to 11% of total revenues in 2013.
As a result, S&P forecasts Chelyabinsk Oblast to continue to
accumulate direct debt only gradually and its tax-supported debt
to remain low. S&P anticipates it will reach only 30% of
consolidated operating revenues by the end of 2016. About half
of the oblast's tax-supported debt consists of guarantees that
were granted to regional agriculture producers, and S&P do not
expect the region to be called upon to service them. New
guarantee issuance was put on hold in 2014 and will likely be
limited when it resumes in the next year or two.
The oblast's contingent liabilities stemming from the municipal
sector and government-related entities are very low, in S&P's
opinion. Municipalities are relatively healthy, financially, and
service their modest commercial debt with their own funds. The
oblast owns shares in only a few companies, which are unlikely to
require extraordinary financial support.
S&P views Chelyabinsk Oblast's financial management as weak, in
an international comparison, as it do for most Russian local and
regional governments. Budgeting reliability and long-term
capital and financial planning are limited, mostly due to the
volatile institutional framework. S&P also thinks that, although
the oblast is gradually moving to more-prudent, medium-term debt
management, it lacks experience in capital market borrowing.
Positively, S&P views expenditure management as conservative and
it notes that the oblast's cautious approach to balancing its
budget is supported by the oblast's political leadership. The
acting governor has paid close attention to budget planning since
being appointed in Jan. 2014, and has named deficit reduction as
one of his key priorities for the next couple of years.
Liquidity
S&P views Chelyabinsk Oblast's liquidity as strong. S&P bases
this on its expectation that over 2014-2015 the oblast's average
free cash net of the deficit after capital accounts will exceed
debt service. At the same time, S&P anticipates some volatility
in the debt service coverage ratio. S&P also sees a risk that it
might decrease to less than 100% in 2016, when most of the
oblast's current outstanding direct debt is due to be repaid.
S&P anticipates that, during the next 12 months, average free
cash net of the deficit after capital accounts will equal about
Russian rubles (RUB) 3 billion (about US$80 million). It will
exceed the oblast's low debt service, which S&P estimates at less
than RUB2 billion annually both in 2014 and 2015. Debt service
consists of interest payments (less than 2% of operating
revenues) and a small RUB540 million budget loan to be repaid in
April 2015.
Apart from relying on cash reserves, the oblast also continues to
organize committed bank lines in excess of refinancing needs.
"In our base-case scenario we expect that the oblast will extend
the maturity profile of its direct debt, and debt service will
remain low beyond 2015, although the debt burden will gradually
increase. We understand the oblast is contemplating issuing
medium-term bonds in 2014 or 2015, depending on local capital
market conditions," S&P said.
OUTLOOK
The stable outlook reflects S&P's view that Chelyabinsk Oblast
will counterbalance sluggish revenue growth by decreasing its
capital expenditure over 2014-2016, and therefore maintain strong
budgetary performance with average deficits after capital
accounts of less than 5% of total revenues. The outlook also
assumes liquidity will remain strong.
S&P could take a negative rating action in the next 12 months if,
under its downside scenario, loosened control over expenditure
led to only average budgetary performance, with deficits after
capital accounts of more than 5% of revenues, and if debt service
coverage decreased to less than 100% due to weaker average free
cash levels. This would lead S&P to revise its view of the
oblast's liquidity to adequate.
S&P could take a positive rating action if management's adherence
to strict fiscal discipline resulted in consistently strong
budgetary performance, with the balance after capital accounts
improving to zero in 2016. This would underpin a structural
consolidation of the oblast's liquidity and could also lead S&P
to revise its view of management to satisfactory from weak.
However, ratings upside is unlikely in the next 12 months, in
S&P's view.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision.
After the primary analyst gave opening remarks and explained the
recommendation, the Committee discussed key rating factors and
critical issues in accordance with the relevant criteria.
Qualitative and quantitative risk factors were considered and
discussed, looking at track-record and forecasts.
The committee's assessment of the key rating factors is reflected
in the Ratings Score Snapshot above.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook.
RATINGS LIST
Ratings Affirmed
Chelyabinsk Oblast
Issuer Credit Rating BB+/Stable/--
Russia National Scale ruAA+/--/--
KIROV REGION: Fitch Affirms 'BB-' IDR; Outlook Negative
-------------------------------------------------------
Fitch Ratings has affirmed Russian Kirov Region's Long-term
foreign and local currency Issuer Default Ratings (IDRs) at
'BB-', with Negative Outlooks, and its Short-term foreign
currency IDR at 'B'. The agency has also affirmed the region's
National Long-term rating at 'A+(rus)' with a Negative Outlook.
Key Rating Drivers
The ratings reflect the region's weak budgetary performance,
rising debt, significant refinancing pressure and a weak economic
profile. Positively, they reflect the region's still moderate
direct risk compared with international peers and its low
contingent liabilities.
Fitch expects the region's direct risk to increase in 2014-2016
and to reach 65% of current revenue (2013: 47%). Direct risk is
still moderate in an international context, but is fairly high
for an emerging-market economy with a lack of access to long-term
financing.
Fitch expects the region's debt coverage (direct risk/current
balance) to be weak in the medium term due to a negative current
balance. Given that at end-2013 the region faced repayment of
85% of its direct risk during the next 12 months, Kirov is highly
dependent on access to the market for refinancing maturing debt
and capex finance.
Fitch expects the region's debt structure to improve with a
lengthening of its maturity profile. In 1H14 Kirov contracted
RUB2bn of three-year bank loans to refinance maturing one-year
bank loans. The region's administration plans to replace another
RUB3.8bn of bank loans with a three-year subsidized budget loan
by end-2014. This will shift the region's debt profile towards
medium-term liabilities and reduce immediate refinancing risk;
the maturity profile will extend till 2017.
Fitch estimates the region's budgetary performance to be weak in
the medium term, with an operating balance close to zero and
deficit before debt variation of 8-9% of total revenue in 2014-
2016. Deficit will be substantially covered by new borrowing due
to depletion of accumulated cash reserves, unless Kirov receives
additional support from the federal government in the form of
transfers or budget loans.
The region's economic profile is weaker than the average Russian
region. Gross regional product (GRP) per capita was 66% of the
national median in 2012. However, the economy is diversified and
major taxpayers are spread across various sectors of the economy,
which makes the region's tax proceeds less vulnerable to the
economic cycles. The administration forecasts annual economic
growth to average 2.1% in 2014-2016.
The ratings are negatively affected by the evolving nature of the
institutional framework for local and regional governments (LRGs)
in Russia. It has a shorter track record of stable development
than many of its international peers. The predictability of
Russian LRGs' budgetary policy is constrained by the continuous
reallocation of revenue and expenditure responsibilities between
the tiers of government.
Rating Sensitivities
The main factors that could, individually or collectively, lead
to downgrade are:
-- Inability to narrow deficit before debt variation below 5%
of total revenue and lengthen the maturity profile of
direct risk
-- A weak operating balance insufficient to cover interest
expense for 2014-2015
Positive rating action is unlikely under the Fitch base case
scenario. However, additional support from the federal
government or significant improvement of operating performance,
coupled with an extension of the debt profile, could lead to the
Outlook being changed to Stable.
KOSTROMA REGION: Fitch Affirms 'B+' IDR; Outlook Stable
-------------------------------------------------------
Fitch Ratings has affirmed Russia's Kostroma Region's Long-term
foreign and local currency Issuer Default Ratings (IDR) at 'B+',
National Long-term rating at 'A(rus)' and its Short-term foreign
currency IDR at 'B'. The Outlooks on the Long-term IDRs and
National Rating are Stable.
Kostroma region's outstanding senior unsecured domestic bonds
have also been affirmed at 'B+' and 'A(rus)'.
KEY RATING DRIVERS
The ratings reflect Kostroma's material direct risk with
considerable refinancing needs concentrated in 2H14 and its weak
socio-economic profile. The Stable Outlook reflects Fitch's
expectation that the region's operating balance will, however,
remain sufficient to cover interest payments during 2014-2016.
Fitch expects the region's direct risk to continue rising and to
reach 80% of current revenue by end-2016. Kostroma reported a
deficit of 10.5% of total revenue in 2013, compared with a
surplus of 0.4% in 2012. This fuelled a 21% increase in the
region's direct risk to RUB11.7 billion or 67% of current revenue
at end-2013. Fitch expects the region's deficit will narrow by
2016 but still represent 6%-8% of total revenue.
A large part of Kostroma's debt is short-term, with 42% of total
direct risk maturing in 2H14 and a further 28% of outstanding
debt during 2015. Fitch expects the region's current balance for
2014 to be close to zero, and therefore more capital market
funding to be raised. Refinancing risk is partly mitigated by
budget loans from the central government till end-2014, although
the loan amounts have yet to be confirmed. Kostroma will also
likely receive additional grants from the state in 2H14.
The administration has sought -- and intends to continue -- to
lengthen its debt maturity profile; at end-2013 it contracted a
RUB1,475m loan from the federal budget with a three-year maturity
and issued RUB3bn five-year domestic bonds. These transactions
extend the region's direct risk maturity profile till 2018 and
help to postpone refinancing.
Lower-than-expected operating revenue and higher operating
expenses, resulting from a national government decision to
increase public sector salaries, led to a deterioration in the
operating balance to 7.5% of operating revenue in 2013 from 12.7%
in 2012. Fitch expects a close to zero current balance in 2014
(2013: 3.7% of current revenue) with an operating margin of 4.7%.
The region will continue to suffer from increased expenditure
responsibilities not fully covered by revenue growth. However,
if additional financial support from the federal budget is
provided, that would improve the region's operating performance,
limit debt increase and have a positive impact on ratings.
Kostroma's tax base is historically modest, limiting its self-
financing capacity. It is, however, supplemented by steady
financial aid from the federal government. Federal current
transfers averaged 31% of the region's operating revenue in 2012
and 2013, helping to improve its budgetary performance. Fitch
expects Kostroma to receive federal transfers in the range of
28%-30% of operating revenue in 2014-2016.
Over the last four years the region's economy has outperformed
the national average. Despite higher economic growth Kostroma's
socio-economic profile remains weaker than the average Russian
region. The region's per capita gross regional product was 82%
of the national median in 2012.
RATING SENSITIVITIES
The ratings may be upgraded if the region records an operating
balance at 5% of operating revenue on a sustained base,
accompanied by direct risk stabilizing at below 70% of current
revenue and by declining reliance on short-term bank loans.
Further growth of the region's total indebtedness above 80% of
current revenue, accompanied by persistent refinancing pressure
and a negative operating balance, would lead to a downgrade.
RYAZAN REGION: Fitch Affirms 'B+' IDR; Outlook Negative
-------------------------------------------------------
Fitch Ratings has affirmed Ryazan Region's Long-term foreign and
local currency Issuer Default Ratings (IDR) at 'B+', Short-term
foreign currency IDR at 'B' and National Long-term rating at
'A(rus)'. The Outlooks on the Long-term ratings are Negative.
The region's outstanding RUB3.3bn senior unsecured domestic bond
issues (ISIN RU000A0JR5G5 and ISIN RU000A0JTGF1) have also been
affirmed at Long-term local currency 'B+' and National Long-term
'A(rus)'.
KEY RATING DRIVERS
The ratings reflect the region's elevated debt levels, weak debt
servicing ratios and low expenditure flexibility. The Negative
Outlook reflects Fitch's expectation of further growth of the
region's direct risk to about 90% of current revenue by end-2016.
The federal government's election pledges, including raising
public sector salaries, will continue to fuel expenditure growth,
while revenue growth will not return to pre-2012 levels due to
the economic slowdown and current geopolitical situation. This
will result in continued deficits being covered by more
borrowings in the medium term.
Ryazan region's direct risk exceeded 75% at end-2013 (2012: 72%)
and is among the highest of Fitch-rated local and regional
governments (LRGs) in Russia. Ryazan region's debt coverage and
debt servicing ratios are unsustainable due to its low operating
surpluses. This implies the region will service part of its debt
with new borrowings. Fitch forecasts that these ratios will
remain weak in the foreseeable future.
Fitch estimates Ryazan region's immediate refinancing needs as
substantial as 41% or RUB10.3 billion of direct risk matures in
2014-2015. However the regional administration has improved debt
management by extending debt maturity over the past three years.
The agency does not expect the region to face difficulties in
refinancing under a base case scenario. However, should the
financial markets worsen, the region will have to rely on
assistance from the federal government.
The agency expects stable operating balance at about 3-4% of
operating revenue in 2014-2016. However, the operating balance
will remain insufficient for debt servicing needs. The operating
balance has deteriorated to 2.6% of operating revenue in 2013
from an average of about 7% in 2009-2012. Deficit before debt
variation widened to 18% in 2013 from 12% in 2012.
The region's economy is modest in the national context but is
fairly diversified and benefits from its close proximity to
Moscow, the country's capital. The top 10 taxpayers accounted
for a moderate 23% of consolidated tax revenues of the region and
its municipalities in 2012-2013. Gross regional product per
capita was 90% of the national median in 2012 (2011: 84%).
The ratings are negatively affected by the evolving nature of the
institutional framework for LRGs in Russia. It has a shorter
track record of stable development than many of its international
peers. The predictability of Russian LRGs' budgetary policy is
constrained by the continuous reallocation of revenue and
expenditure responsibilities within the government tiers.
RATING SENSITIVITIES
Direct risk exceeding 80% of current revenue or inability to post
a sufficient operating balance to cover interest payments would
lead to a downgrade.
VOLGOGRAD REGION: Fitch Affirms 'BB-' IDR; Outlook Negative
-----------------------------------------------------------
Fitch Ratings has affirmed Volgograd Region's Long-term foreign
and local currency Issuer Default Ratings (IDR) at 'BB-', Short-
term foreign currency IDR at 'B' and National Long-term rating at
'A+(rus)'. The Outlooks on the Long-term ratings are Negative.
The region's outstanding RUB17.75bn senior unsecured domestic
bonds (ISINs RU000A0JUP89, RU000A0JRGR0, RU000A0JS7P1,
RU000A0JTXF6, RU000A0JU6P9) have been affirmed at Long-term local
currency at 'BB-' and National long-term at 'A+(rus)'.
KEY RATING DRIVERS
The Negative Outlook reflects Volgograd region's growing debt,
decreasing expenditure flexibility and weak budgetary
performance, despite pledged support from the federal government
in mid-2014. The federal government's election pledges, including
raising public sector salaries, will continue to fuel expenditure
growth, while revenue growth will not return to pre-2012 levels
due to the economic slowdown and current geopolitical situation.
This will result in continued deficits being covered by more
borrowing in the medium term.
Fitch expects further growth of the region's direct risk to about
60% of current revenue by end-2014, despite additional RUB4bn
transfers pledged by the federal government. Volgograd region's
direct risk increased to 57% of current revenue at end-2013 from
39% a year earlier. Volgograd Region's debt coverage and debt
servicing ratios are at unsustainable levels due to low operating
surpluses. This implies the region will have to service part of
its debt with new borrowings. Fitch forecasts that the ratios
will remain weak in the foreseeable future.
The region's immediate refinancing needs are 9% of direct risk
maturing in 2014 and about 30% maturing in both 2015 and 2016.
Overall, the administration has improved debt management by
reducing its reliance on short-term bank loans in favor of
medium-term bank loans and bond issuance.
Budgetary performance has remained weak since 2009 with low
operating surpluses. Operating balance was a low 0.3% of
operating revenue in 2013 (2012: 2.4%). Deficit before debt
variation widened to 16% in 2013 from 12% in 2012. Fitch expects
minor improvements in the operating balance to 2%-3% of operating
revenue in 2014-2016. However, the operating balance will remain
insufficient for debt servicing.
Volgograd region has an industrial economy, which provides a
strong tax base but leads to high revenue volatility and
concentration as top 10 taxpayers contributed 42% of total tax
revenue in 2013 (2012: 47%). Gross regional product per capita
was 90% of the national median in 2012.
The ratings are negatively affected by the evolving nature of the
institutional framework for local and regional governments (LRGs)
in Russia. It has a shorter track record of stable development
than many of its international peers. The predictability of
Russian LRGs' budgetary policy is constrained by the continuous
reallocation of revenue and expenditure responsibilities within
the government tiers.
RATING SENSITIVITIES
Growth of direct risk above 70% of current revenue or low
operating balance insufficient for interest payments would lead
to a downgrade.
===========
T U R K E Y
===========
YUKSEL INSAAT: Fitch Withdraws 'CC' Issuer Default Rating
---------------------------------------------------------
Fitch Ratings has withdrawn Turkish building materials group
Yuksel Insaat A.S.'s ratings as follows:
-- Long-term Foreign Currency Issuer Default Rating: 'CC'
-- $200 million outstanding notes maturing in 2015: 'CC'
The ratings have been withdrawn due to insufficient information
to maintain the ratings. Fitch will no longer provide rating or
analytical coverage of this issuer.
=============
U K R A I N E
=============
DNIPROPETROVSK CITY: S&P Affirms 'CCC' ICR; Outlook Stable
----------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'CCC' long-term
issuer credit rating on the Ukrainian City of Dnipropetrovsk.
The outlook is stable.
At the same time, S&P affirmed its 'uaB-' long-term Ukraine
national scale rating on Dnipropetrovsk.
Rationale
The long-term rating primarily reflects S&P's long-term foreign
currency sovereign rating on Ukraine (CCC/Stable/C; Ukraine
national scale 'uaBB+').
The rating is capped at 'CCC' by S&P's sovereign foreign currency
rating on Ukraine. Under S&P's methodology, a local or regional
government (LRG) can be rated higher than its sovereign only if
S&P considers that it exhibits certain characteristics. These
include:
-- The ability to maintain stronger credit characteristics
than the sovereign in a stress scenario. This includes,
among other factors, lack of dependence on the sovereign
for any applicable share of its revenues and a wealthier
and more diversified economy than the sovereign as a whole;
-- An institutional framework that limits the risk of negative
sovereign intervention; and
-- The ability to mitigate negative sovereign intervention
through financial flexibility and independent treasury
management.
S&P does not currently believe that Ukrainian LRGs, including
Dnipropetrovsk, meet these conditions, because the state
regulates most local revenues, the vast majority of financial
decisions are taken solely by the central government, and there
is universal execution of budgets by the state treasury.
S&P assesses Dnipropetrovsk's stand-alone credit profile (SACP)
at 'b'. The SACP is not a rating, but a means of assessing an
LRG's intrinsic creditworthiness under the assumption that there
is no sovereign rating cap. The SACP results from the
combination of our assessment of an LRG's individual credit
profile and the effects we see from the institutional framework
in which it operates.
The 'b' SACP on Dnipropetrovsk incorporates Ukraine's very
volatile and underfunded institutional framework, which results
in the city's very weak financial flexibility and predictability.
S&P also factors in its view of Dnipropetrovsk's weak financial
management, very high contingent liabilities related to municipal
utilities, and very weak economy. These constraints are
mitigated by the city's very low debt burden, average budgetary
performance, and strong liquidity.
The central government's almost full control over the city's
revenues and expenditures, and what S&P considers as Ukraine's
very volatile and underfunded system of public finance
significantly reduce Dnipropetrovsk's financial predictability
and flexibility.
Dnipropetrovsk's wealth levels are somewhat above the Ukrainian
average, but low by international standards, and the city's very
weak economy is heavily concentrated on the steel and machine-
building industries. After a post-crisis recovery, S&P expects
the city's economic growth in 2014-2016 to be in line with the
national economy.
As a result of the nationwide economic recession and existing
spending pressure, S&P expects Dnipropetrovsk's operating
performance to weaken after very solid results of more than 7% of
operating revenues on average in 2012-2013. However, because of
Dnipropetrovsk's adherence to cautious spending policies, evident
in 2011-2012, the city's operating surplus will fluctuate at
about 3% of operating revenues on average in 2014-2016, according
to S&P's base-case scenario.
Only moderate infrastructure support from Ukraine's central
government and containment of the city's own capital program are
likely to maintain the city's deficits after capital accounts at
about 1% of total revenues on average in 2014-2016, following an
average 2% surplus in 2012-2013.
Since Dnipropetrovsk's has no plans to borrow, the city's tax-
supported debt is unlikely to exceed 30% of consolidated
operating revenues by the end of 2016, according to S&P's base-
case scenario. The city's debt burden will consist of minor
direct obligations -- a small bank loan -- and the commercial
debt of municipal companies, some of which are guaranteed by the
city budget.
In 2012, the central government guaranteed a EUR152 million 15-
year loan from the European Bank for Reconstruction and
Development (EBRD) and a EUR152 million 25-year loan from the
European Investment Bank (EIB) to the city subway company. The
loans are going to be disbursed once the one from EIB is
ratified. The city is responsible for interest payments only and
not the principal. S&P do not therefore include these loans in
its calculations of the city's tax-supported debt, and factor
only the interest payments into S&P's debt-service assumptions.
However, the city's currently low debt burden is counterbalanced
by significant overdue payables of its municipal enterprises,
which continue to represent one of the key rating constraints.
Dnipropetrovsk's municipal heating, water, and transport
companies account for most accumulated payables, the size of
which has not decreased over the last few years. In 2012-2013,
total payables of these companies exceeded 30% of total budget
revenues. The city is not directly responsible for these
companies's obligations, as the central government regulates
municipal tariffs, which continue to be artificially low.
Nevertheless, in the event of financial stress, the city might
need to provide some help by increasing subsidies or capital.
Given the current uncertainty, S&P thinks that there is a high
likelihood this risk will materialize.
S&P assess the city's management as weak, in line with other
Ukrainian LRGs and reflecting its view that they exhibit only
emerging long-term planning and weak debt and liquidity. The
assessment also takes into account our view of the management of
their government-related entities. However, a lot of management
components are constrained by Ukraine's weak public finance
system, which undermines long-term financial planning.
S&P might lower its assessment of the SACP if it observed weaker
budgetary performance, with operating surpluses dipping into the
red in 2014, and increasing short-term borrowing, which would
undermine the city's liquidity. However, such a scenario is
unlikely, in S&P's view.
Liquidity
Dnipropetrovsk's liquidity is strong, according to S&P's
criteria.
In S&P's view, in the next 12 months, the city's average free
cash on accounts will exceed its very low debt service by more
than 10x. The debt service consists of repayment of minor bank
loans and interest, in particular on the EBRD and EIB loans
starting next year.
However, according to S&P's methodology, it adjusts its
assessment of the city's liquidity down by one notch for the
city's uncertain access to external liquidity. This is due to
what S&P regards as Ukraine's undeveloped domestic capital
markets and weak banking system.
The weaknesses of Ukraine's banking sector are reflected in S&P's
Banking Industry Country Risk Assessment (BICRA), which
classifies Ukraine in group '10'. S&P's BICRA ranks risk
relating to banking systems on a scale of '1' to '10', with '1'
being the lowest risk and '10' being the highest risk.
Outlook
The stable outlook on Dnipropetrovsk reflects that on Ukraine.
Because S&P caps the rating on the city at the level of its long-
term foreign currency sovereign rating, any rating action on
Ukraine would likely lead to a similar action on Dnipropetrovsk,
all else being equal.
S&P would consider a positive rating action on Dnipropetrovsk if
it took a positive action on Ukraine.
S&P currently do not see a viable downside scenario under which
the city's SACP would fall below 'ccc'. Consequently, any
negative rating action on Dnipropetrovsk would follow a negative
action on the sovereign, if one were to occur.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision.
After the primary analyst gave opening remarks and explained the
recommendation, the Committee discussed key rating factors and
critical issues in accordance with the relevant criteria.
Qualitative and quantitative risk factors were considered and
discussed, looking at track-record and forecasts.
The committee's assessment of the key rating factors is reflected
in the Ratings Score Snapshot above.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook.
RATINGS LIST
Ratings Affirmed
Dnipropetrovsk (City of)
Issuer Credit Rating CCC/Stable/--
Ukraine National Scale uaB-/--/--
Senior Unsecured uaB-
Senior Unsecured CCC
DTEK HOLDINGS: Halts Operations at Mines; Won't Restructure Bonds
-----------------------------------------------------------------
Krystof Chamonikolas and Daria Marchak at Bloomberg News report
that DTEK Holdings BV said in a July 31 statement on its Web site
that the company stopped work at two mines due to military
operations in the proximity.
The company has US$200 million of debt coming due in April next
year, Bloomberg discloses.
According to Bloomberg, Chief Financial Officer Vsevolod
Starukhin said on Aug. 5 that the company doesn't plan to
restructure its 2015 Eurobonds and will meet its obligations,
"If the situation in Ukraine stabilizes and international
financial markets reopen, DTEK will consider options to make new
public offerings," Bloomberg quotes Starukhin as saying in
response to e-mailed questions. "Until then DTEK will use other
sources to finance its activities."
DTEK Holdings BV is Ukraine's biggest utility.
* * *
As reported by the Troubled Company Reporter-Europe on Aug. 5,
2014, Fitch Ratings downgraded Ukraine-based DTEK Holdings B.V.'s
Long-term local currency Issuer Default Rating (IDR) to 'CCC'
from 'B-' and affirmed its Long-term foreign currency IDR at
'CCC'. The downgrade of DTEK's Long-term local currency IDR
reflects Fitch's view that its standalone rating is commensurate
with 'CCC', Fitch said. This is due to the company's exposure to
political and economic instability and uncertainty, which is
likely to adversely affect its credit metrics, refinancing risk
and high FX risk, according to Fitch.
FINTEST TRADING: Fitch Lowers Issuer Default Rating to 'C'
----------------------------------------------------------
Fitch Ratings has downgraded Ukrainian-based mining and metals
company Fintest Trading Co. Limited's Long-term foreign and local
currency Issuer Default Ratings (IDR) to 'C' from 'CCC' and 'B-',
respectively. Fitch has also downgraded the company's National
Long-term Rating to 'C(ukr)' from 'AA(ukr)'.
The downgrades reflect Fitch's view that Fintest has insufficient
liquidity to meet remaining debt repayments of approximately
USD82m falling due in 2H14. Fitch understands that the company
has instead approached its bank lenders with a proposal to extend
debt repayments due over the remainder of 2014 by one year, and
to only pay 50% of interest costs. Fitch understands that
several lenders have already agreed to these terms. Fitch
regards these actions as being a material change in terms for
lenders compared with the original contracted terms and as a
means to avoid bankruptcy, similar insolvency proceedings or a
payment default.
The rating actions also reflect the potential for on-going
operational disruptions caused by the current conflict in the
Donetsk Region of Ukraine where the company's mining and steel
operations are located.
KEY RATING DRIVERS
Stressed Liquidity
Fitch understands that Fintest currently has approximately USD82m
of debt due for repayment in 2H14 compared with negligible cash
reserves and a weak and uncertain level of cash flow generation
because of the current conflict in Ukraine. In order to avoid a
payment default, we understand that the company has approached
bank lenders with a proposal to extend debt repayments due over
the remainder of 2014 by one year, and to only pay 50% of
interest costs. Whilst Fitch understands some lenders have
agreed to this proposal so far, it is not certain that all
lenders will agree, and Fintest has limited options to pay out
dissenting lenders.
Conflict in Ukraine
All of Fintest's core mining and steel assets are located in the
Donetsk Oblast which has been subject to fighting between
Ukrainian army and separatist forces. Fitch understands that the
company's Pokrovskoye coal mine and Donetsk steel unit have
operated 30-40% below normal capacity for the past two to three
weeks due to damage to rail or electricity infrastructure.
Fighting in the region has intensified in recent days, which
raises the prospect of an extended production stoppage.
Weak 2014 Results
Year-to date 2014 results are approximately 30%-40% below our
previous base case expectations. Management accounts for the six
months to June 2014 show revenues of around USD700m and EBITDA of
USD109m. Forecasting operational performance for the remainder
of 2014 is unreliable given the current conflict and operational
disruptions.
Limited Diversification; High Country Risk
Rating constraints include Fintest's weak geographic
diversification, with all operating assets located in Ukraine.
In Fitch's view, this exposes the company to higher than average
political, business and regulatory risks. The concentration of
coal mining in a single coal deposit base also exposes Fintest to
high operational risks. However, the company uses two
independent mine shafts, which mitigate the risk of full
termination of coal mining operations due to accidents.
Good Reserves of High Quality Coking Coal
The Pokrovskoye mine is the second-largest independent producer
of coking coal in the Commonwealth of Independent States. The
mine's reserve base exceeds 290m tons of coking coal, which
provides a mine life of more than 50 years. The mine is located
in close proximity to its main customers, in a region with a
coking coal shortfall.
Vertically Integrated Business Model
Approximately 60% of Fintest's coking coal concentrate is used by
the company internally for coke production. The company owns two
coking plants with eight coking batteries which are
technologically modern. Fintest is the largest player in the
Ukrainian merchant coke market with an approximate market share
of 60%.
Low Value Added Products in Metallurgical Segment
In its ferrous metallurgical segment, the company is focused on
pig iron, which is at the low value-end of the industry and
typically exposed to higher price volatility than more
specialized, niche products.
RATING SENSITIVITIES
Positive: Future developments that could lead to positive rating
action include:
-- Successful extension of debt maturities falling due in 2H14
and 2015 together with a recovery in operating results.
Negative: Future developments that could lead to negative rating
action include:
-- Agreement of a co-ordinated standstill agreement or uncured
payment default would likely result in the rating being
downgraded to 'RD' (Restricted Default).
MRIYA AGRO: Misses Debt Payment Amid Restructuring
--------------------------------------------------
Krystof Chamonikolas and Daria Marchak at Bloomberg News report
that Mriya Agro Holding Plc said on Aug. 1 it had missed debt
payments and was seeking to revamp its business.
"The Mriya restructuring fuels concern" at a time when corporate
refinancing options are very limited, Bloomberg quotes Oleksandr
Parashchiy, head of research at Concorde Capital investment
company, as saying. "Financial markets are now completely closed
to Ukrainian businesses."
Mriya earlier said its "liquidity position" had worsened amid
rising costs and falling prices of farming products, Bloomberg
relates.
The company, as cited by Bloomberg, said that Blackstone Group
International Partners LLP and Dragon Capital will review its
finances and propose remedies that "are likely to include the
restructuring of the group's balance sheet."
Mriya Agro Holding Plc is a Ukraine-based agricultural producer.
* * *
As reported by the Troubled Company Reporter-Europe on Aug. 7,
2014, Fitch Ratings downgraded Ukraine-based agricultural
producer Mriya Agro Holding Public Limited's Long-term foreign
currency Issuer Default Rating (IDR) to 'C' from 'CCC'. Fitch
said the downgrade reflects substantial uncertainties related to
Mriya's announced balance sheet restructuring plans. The absence
of information regarding the magnitude of Mriya's failure to make
interest and amortization payments on certain of its debt
obligations and hence the likelihood that cross-default could be
triggered earlier than expected, adds even more uncertainty,
according to Fitch.
MRIYA AGRO: S&P Lowers CCR to 'SD' on Missed Interest Payments
--------------------------------------------------------------
Standard & Poor's Ratings Services lowered its corporate credit
rating on Ukraine-based farming group Mriya Agro Holding PLC to
'SD' (selective default) from 'CCC'.
At the same time, S&P lowered its issue rating on the group's
US$400 million senior notes maturing 2018 to 'CC' from 'CCC'.
S&P also lowered to 'CC' from 'CCC' its issue rating on the
group's US$250 million notes maturing 2016, on which only US$71.5
million is currently outstanding. The recovery rating is
unchanged at '4' for both notes indicating S&P's expectation of
average (30%-50%) recovery prospects in the event of a payment
default.
The downgrade follows the group's decision to miss some payments
on certain debt obligations while nominating financial advisers
and engaging in discussions with lenders for a debt
restructuring. Mriya is one of the largest farming companies in
Ukraine. S&P understands that price increases for certain raw
materials, combined with low prices for agricultural products,
and difficulty in obtaining working capital facilities due to the
economic situation in Ukraine, have stretched the group's
liquidity.
S&P will monitor the progress of Mriya's negotiations over the
coming weeks. Widespread failure to pay interest and principal
or a debt restructuring tantamount to a coercive offer, or the
filing of an insolvency regime could lead S&P to lower the rating
to 'D' (default). S&P will also closely scrutinize the next
payments due on the rated bond, scheduled for mid-September.
The downgrade of the senior notes is in accordance with S&P's
"Criteria For Assigning 'CCC+', 'CCC', 'CCC-', And 'CC' Ratings,"
published Oct. 1, 2012, on RatingsDirect. S&P rates an issuer or
issue 'CC' when an entity has announced its intention to
undertake an exchange offer or similar restructuring that S&P
classifies as distressed, but has not yet completed the
transaction.
S&P's recovery analysis and recovery rating of '4' on Mriya's
unsecured notes is unchanged.
===========================
U N I T E D K I N G D O M
===========================
CO-OPERATIVE GROUP: Mulls Board Overhaul Following GBP2.5BB Loss
----------------------------------------------------------------
Tom Beardsworth at Bloomberg News reports that The Co-Operative
Group Ltd., the British customer-owned retailer, plans to cut the
number of board members in half in an overhaul of its corporate
governance after posting a GBP2.5 billion (US$4.2 billion) loss
in 2013.
According to Bloomberg, the Manchester, England-based company
said in a statement on Friday that under the proposals, the board
will be cut to nine members from 18, with a majority of
independent directors including the chairman. The plan needs
approval of two thirds of votes at a special general meeting on
August. 30, Bloomberg discloses.
The proposals had been recommended in a report by former U.K.
Treasury Minister Paul Myners that warned Co-Op Group needed to
change its governance structure or risk running out of capital,
Bloomberg notes. The mutual, whose businesses range from
supermarkets to pharmacies and funeral parlors, has been hurt by
souring loans and mounting restructuring costs, Bloomberg states.
Members in May approved proposals at a special meeting to create
an elected board of directors, a system of "one member, one vote"
and stronger rules to protect against de-mutualization after a
bailout of the banking unit spurred the worst crisis in the
group's 150-year history, Bloomberg relates.
Co-operative Group is a mutually owned food-to-funerals
conglomerate. Founded in 1863, the Co-op Group has more than six
million members, employs more than 100,000 people, and has
turnover of more than GBP13 billion.
DECO 2005-UK: S&P Withdraws 'B' Rating on Class C Notes
-------------------------------------------------------
Standard & Poor's Ratings Services withdrew its credit ratings on
DECO Series 2005-UK Conduit 1 PLC's class B and C notes.
The withdrawals follow S&P's receipt of the July 2014 cash
manager's report, which confirms that the class B and C notes
fully redeemed on the July 2014 interest payment date.
DECO Series 2005-UK Conduit 1 is a true sale commercial mortgage-
backed securities (CMBS) transaction that closed in July 2005.
It is currently backed by two loans, down from an original 28
loans at closing.
RATINGS LIST
DECO Series 2005-UK Conduit 1 PLC
GBP236.057 mil commercial mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
B XS0223392498 NR AA+ (sf)
C XS0223394353 NR B (sf)
NR-Not Rated.
PUNCH TAVERNS: Investor Talks Delay GBP2.3BB Debt Restructuring
---------------------------------------------------------------
Katie Linsell at Bloomberg News reports that Punch Taverns Plc
said its GBP2.3 billion (US$3.9 billion) debt restructuring will
be delayed because it needs more time to negotiate with
stakeholders.
Punch said in a statement that the company had until Aug. 11 to
start reorganizing its Punch A and Punch B securitizations,
Bloomberg relates. According to Bloomberg, the company said that
a deal could be reached during a grace period of 10 business
days, although there is "no certainty" this will happen.
Punch plans to cut debt by about GBP600 million as part of the
restructuring that will dilute existing shareholders, Bloomberg
says, citing a June 26 statement. It has also given details of
proposals that allow some junior creditors to buy shares in the
company at a discount so it can repay notes in the Punch A
securitization for less than face value, Bloomberg relays.
The owner of more than 4,000 pubs had already pushed back the
deadline for reaching an accord, Bloomberg notes. Noteholders
agreed on July 18 to extend covenant waivers as long as terms for
the restructuring were sent to stakeholders by Aug. 11, Bloomberg
recounts.
Punch Taverns Plc is a U.K. pub operator.
THRONES 2014-1: DBRS Assigns Final 'B' Rating to Class F Notes
--------------------------------------------------------------
DBRS Ratings Limited finalizes provisional ratings to the
following notes issued by Thrones 2014-1 Plc:
-- AAA (sf) to GBP185,740, 000 Class A Notes
-- AA (sf) to GBP32,230,000 Class B Notes
-- A (sf) to GBP29,160,000 Class C Notes
-- BBB (sf) to GBP23,020,000 Class D Notes
-- BB (sf) to GBP16,880,000 Class E Notes
-- B (sf) to GBP4,600,000 Class F Notes
The ratings assigned to the Class A, B, C and F notes addresses
timely payment of interest and ultimate payment of principal.
The ratings assigned to Class D & E notes addresses ultimate
payment of interest and ultimate payment of principal.
Thrones 2014-1 Plc represents a securitization of a portfolio of
first ranking UK non-conforming residential mortgages funded
through the issuance of Class A, B, C, D, E and F mortgage-backed
notes and unrated Residual Certificates. The mortgages were
originated by Victoria Mortgage Funding Limited (dissolved) and
Edeus Mortgages Creators Limited (in liquidation).
The Issuer purchased the beneficial title of the mortgage
portfolio from Raphael Mortgages Limited ('Raphael'), with the
legal title of the mortgage portfolio held by Mars Capital
Finance Limited ('Mars Capital'). The mortgage portfolio is
serviced by Mars Capital. Homeloan Management Limited ('HML') is
in place as the back-up servicer. The Edeus originated mortgage
loans were recently acquired by Mars Capital and Raphael,
therefore Target Group will assume the role of sub servicer for
these mortgage loans for a transition period expected to last
approximately three months after closing of the transaction.
The Thrones provisional mortgage portfolio has 6.9 years of
seasoning. The loans were originated towards the peak of the UK
housing market with 99.72% of the mortgages originated in 2007
and 2008 with the weighted average current Loan-to-Value
('WACLTV') at 82.39%. Based on Nationwide house price index DBRS
calculates 8.75% of the portfolio is in negative equity. The
non-conforming characteristics of the mortgage portfolio include
86.51% interest-only ('IO') loans and 26.50% buy-to-let ('BTL')
loans. The portfolio includes borrowers who have self-certified
income (46.74 %) and a proportion of borrowers with adverse
credit history; CCJs (10.37%), BO/IVAs (1.93%). Given the
seasoning of the mortgage portfolio, the key drivers of credit
risk going forward include the nature of the mortgage products,
i.e. IO and BTL loans, self-employed borrowers and the historical
performance of the mortgage portfolio till date. Whilst non-
conforming originations in the UK for the 2006 to 2008 vintages
have been the worst performing, the mortgage portfolio, in DBRS's
view, relative to these vintages, represents a positive
selection.
The credit enhancement to the Class A notes is supported by
subordination of the Class B, Class C, Class D, Class E and Class
F notes, the Residual Certificates and a non amortising reserve
fund. The majority of the assets are linked to Bank of England
('BoE') base rate ('BBR'); 63.82%. The liabilities of the Issuer
are linked to 3 months GBP LIBOR. This basis risk is not hedged.
DBRS has performed an analysis of the historical differential
between BBR and 3 months GBP LIBOR and for the analysis of the
transaction's cash flows applied a stress in order to account for
the unhedged basis risk.
The ratings are based upon review by DBRS of the following
analytical considerations:
* The transaction's capital structure and the form and
sufficiency of available credit enhancement; The Class A notes
are supported by 41.00% of credit enhancement, Class B notes by
30.50% of credit enhancement, Class C notes by 21.00% of credit
enhancement, Class D notes by 13.50% of credit enhancement, Class
E notes by 8.00% of credit enhancement and the Class F notes by
6.50% of credit enhancement.
* The credit quality of the mortgages backing the notes and
the ability of the servicer to perform its servicing obligations.
DBRS was provided with the historical performance as well as loan
level data for the mortgage portfolio in the transaction.
Details of estimated defaults, loss given default and expected
losses for the mortgage portfolio in different stress scenarios
are highlighted below.
* A stress to the transaction cash flows. DBRS used a
combination of default timing curves (front and back-ended),
rising and declining interest rates and low, mid and high
prepayment scenarios in accordance with the DBRS rating
methodology to stress the cash flows. Given the low prepayment
level observed in UK, DBRS also tested scenarios with zero
prepayments.
* The legal structure and presence of legal opinions
addressing the assignment of the assets to the Issuer and the
consistency with the DBRS Legal Criteria for European Structured
Finance Transactions.
The non-amortizing reserve fund is financed at closing via a
subordinated loan to an amount equal to 1.5% of the collateral
balance. The reserve fund can grow up to 3.2% of the initial
collateral balance utilizing excess spread if available.
The rated notes also benefit from a liquidity reserve which is
initially available to meet interest shortfalls on the Class A
notes. Once the Class A notes have paid down in full, the
liquidity reserve may be used to cover interest shortfalls on the
most senior outstanding class of notes. The liquidity reserve is
funded at closing via a subordinated loan to an amount equal to
1.5% of the collateral balance. Principal is also available to
initially cover interest shortfalls on the Class A and B notes
subject to Class B PDL trigger, while Class A remains
outstanding. After Class A has paid down in full, principal is
available to provide liquidity support to the most senior
outstanding class.
* RBS to Wind Down Controversial Global Restructuring Group
-----------------------------------------------------------
Martin Arnold at The Financial Times reports that Royal Bank of
Scotland is winding down its controversial Global Restructuring
Group, which is being investigated over allegations that it
profited from the financial distress of companies it was meant to
help.
Derek Sach, head of GRG, and Aubrey Adams, the unit's head of
property, have both agreed to leave the bank at the end of March
2015, the FT relates.
The moves come only weeks after Mr. Sach was accused of being
"wilfully obtuse" by Andrew Tyrie, the chairman of the
parliamentary Treasury committee, for having denied that GRG was
a "profit center", only for the bank to later admit this was the
case, the FT notes.
GRG, which is being investigated by the Financial Conduct
Authority, will be replaced by a new restructuring team that will
work alongside the rest of the bank to help distressed clients,
rather than operating as a separate unit, the FT discloses.
Laura Barlow, former head of GRG's UK team, will lead the new
restructuring division, according to the FT.
Ross McEwan, RBS chief executive, said last month there had been
a 40 per cent fall in the number of struggling businesses being
moved into its restructuring unit in the first six months of the
year, the FT recounts.
GRG has been accused -- notably by Lawrence Tomlinson, adviser to
the business secretary Vince Cable -- of attempting to profit
from the financial distress of these companies, the FT says. The
bank has denied this, the FT notes.
According to the FT, an RBS-commissioned review of GRG published
in April by law firm Clifford Chance found no evidence of the
bank systemically defrauding its customers and said that it
successfully turned round most clients it worked with.
However, RBS, as cited by the FT, said it would make several
changes to the way it handles small businesses in distress.
According to the FT, these included winding down West Register,
its controversial property unit that has bought assets from
distressed business clients, because of "a damaging perception
that the bank had a conflict of interest".
The bank, which is the UK's biggest lender to small businesses,
also said it would waive for 90 days the extra 2% "default
interest" levied on companies that default on their loans, the FT
relays.
===============
X X X X X X X X
===============
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
AA LTD 2968492Z LN -1456621510 4737064769
AA PLC AA/GBX EO -1456621510 4737064769
AA PLC AA/ LN -1456621510 4737064769
AA PLC AA/GBX EU -1456621510 4737064769
AA PLC AA/ IX -1456621510 4737064769
AA PLC AA/ EB -1456621510 4737064769
AA PLC AAAAL S1 -1456621510 4737064769
AA PLC 1023859D SW -1456621510 4737064769
AA PLC 2XA GR -1456621510 4737064769
AA PLC AA/ TQ -1456621510 4737064769
AARDVARK TMC LTD 1768297Z LN -1779177.627 149732584.7
ABBOTT MEAD VICK 648824Q LN -1685905.65 168264096.2
ABF GRAIN PRODUC 1276922Z LN -48465868.55 670357516.4
ACCIONA INMOBILI 4029797Z SM -49405609 1695566442
ACEROS PARA LA 1656Z SM -263940.0005 119468482.1
ACIS GROUP LTD 4159557Z LN -21335866.02 133912152.4
ACS AIRCRAFT FIN 4491555Z ID -11819999.97 131524997.4
ACTUACIONES ACTI AGR SM -102379482.8 427577243.8
ADDASTA HOLDING 3814224Z NA -223750.1218 117273756.7
ADRIA AIRWAYS 54757Z SV -51862326.31 134757004
ADRIA CABLE BV 4044453Z NA -62348693.94 188829025.3
ADVANCE DISPLAY ADTP PZ -3015579018 2590008061
AEA TECHNOLO-FPR AATF LN -251538429 142000079.4
AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN LN -251538429 142000079.4
AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4
AEA TECHNOLOGY AAT PO -251538429 142000079.4
AEA TECHNOLOGY AAT VX -251538429 142000079.4
AEA TECHNOLOGY EAETF US -251538429 142000079.4
AEA TECHNOLOGY AAT IX -251538429 142000079.4
AEA TECHNOLOGY G AAT PZ -251538429 142000079.4
AEA TECHNOLOGY G 1005182D GR -251538429 142000079.4
AEA TECHNOLOGY G AEATF US -251538429 142000079.4
AEA TECHNOLOGY G AATGBP EO -251538429 142000079.4
AEA TECHNOLOGY G AAT LN -251538429 142000079.4
AEA TECHNOLOGY G 0884037D EO -251538429 142000079.4
AEA TECHNOLOGY G 0884036D EU -251538429 142000079.4
AEGEK AEGEK EU -107572284.1 366319845.1
AEGEK AEGEK EO -107572284.1 366319845.1
AEGEK AEGEK GA -107572284.1 366319845.1
AEGEK AGEKF US -107572284.1 366319845.1
AEGEK AEGEK PZ -107572284.1 366319845.1
AEGEK AGK GR -107572284.1 366319845.1
AEGEK S.A. AEGEKY L3 -107572284.1 366319845.1
AEGEK S.A. AEGEKY S2 -107572284.1 366319845.1
AEGEK S.A. AEGEKY B3 -107572284.1 366319845.1
AEGEK S.A. - RTS 989399Q GA -107572284.1 366319845.1
AEGEK S.A.-RTS AEGEPR GA -107572284.1 366319845.1
AEGEK S.A.-RTS AEGEKR GA -107572284.1 366319845.1
AEGEK SA-AUCTION AEGEKE GA -107572284.1 366319845.1
AEGEK-PFD 2733073Q EU -107572284.1 366319845.1
AEGEK-PFD 2733077Q EO -107572284.1 366319845.1
AEGEK-PFD AEGEP PZ -107572284.1 366319845.1
AEGEK-PFD AEGEP GA -107572284.1 366319845.1
AEGEK-PFD AUCTIO AEGEPE GA -107572284.1 366319845.1
AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFIRMA GRUPO INM AFR EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFR TQ -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR SM -33301815.13 950532329.1
AFIRMA GRUPO INM AGISF US -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBP EO -33301815.13 950532329.1
AFIRMA GRUPO-RTS AFR/D SM -33301815.13 950532329.1
AFRICA OFFSHORE AOSA NO -280249984 357512992
AG PETZETAKIS SA PETZK PZ -110809481.9 206423169.8
AG PETZETAKIS SA PTZ1 GR -110809481.9 206423169.8
AG PETZETAKIS SA PETZK EO -110809481.9 206423169.8
AG PETZETAKIS SA PZETF US -110809481.9 206423169.8
AG PETZETAKIS SA PTZ GR -110809481.9 206423169.8
AG PETZETAKIS SA PETZK GA -110809481.9 206423169.8
AG PETZETAKIS SA PETZK EU -110809481.9 206423169.8
AGOR AG DOOG IX -482467.0522 144438127.4
AGOR AG DOO GR -482467.0522 144438127.4
AGOR AG DOOD PZ -482467.0522 144438127.4
AGOR AG DOO S1 -482467.0522 144438127.4
AGOR AG DOO EU -482467.0522 144438127.4
AGOR AG NDAGF US -482467.0522 144438127.4
AGOR AG DOO EO -482467.0522 144438127.4
AGOR AG-RTS 2301918Z GR -482467.0522 144438127.4
AGORA SHOPPING C 214766Z LN -50701197.21 252336526.8
AGRUPACIO - RT AGR/D SM -102379482.8 427577243.8
AIMIA COALITION 2555794Z LN -94460222.81 621037214.8
AIR BERLIN PLC AB1 BQ -549668067 2798718267
AIR BERLIN PLC AB1 TQ -549668067 2798718267
AIR BERLIN PLC AB1GBX EO -549668067 2798718267
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AIR BERLIN PLC AB1 S1 -549668067 2798718267
AIR BERLIN PLC AB1 PZ -549668067 2798718267
AIR BERLIN PLC AIBEF US -549668067 2798718267
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AIR BERLIN PLC AB1 EO -549668067 2798718267
AIR BERLIN PLC AB1GBP EO -549668067 2798718267
AIR BERLIN PLC AB1 EU -549668067 2798718267
AIR BERLIN PLC AB1D B3 -549668067 2798718267
AIR BERLIN PLC AB1 IX -549668067 2798718267
AIR BERLIN PLC AB1GBX EU -549668067 2798718267
AIR BERLIN PLC AB1 NQ -549668067 2798718267
AIR BERLIN PLC AB1 SW -549668067 2798718267
AIR BERLIN PLC AB1 QM -549668067 2798718267
AIR BERLIN PLC AB1 TH -549668067 2798718267
AIR BERLIN PLC AB1D L3 -549668067 2798718267
AIR BERLIN PLC ABOG IX -549668067 2798718267
AIR BERLIN PLC AB1D S2 -549668067 2798718267
AIR COMMAND SYST 4470055Z FP -30657158.94 217998392.9
AIRBUS MILITARY 4456697Z SM -48974067.1 2049792335
AIRBUS OPERATION 4435153Z LN -622881599.4 5619187195
AIRTOURS PLC ATORF US -379731744 1817560463
AIRTOURS PLC AIR VX -379731744 1817560463
AIRTOURS PLC AIR LN -379731744 1817560463
AKER BRYGGE AS 4447369Z NO -48154701.45 699923492.2
AKER ELEKTRO AS 4389353Z NO -35849851.01 136482190.9
AKER FLOATING PR AKFP PZ -16100000 765200000
AKER FLOATING PR AKFP EO -16100000 765200000
AKER FLOATING PR AKFP NO -16100000 765200000
AKER FLOATING PR AKFPEUR EU -16100000 765200000
AKER FLOATING PR AKFP BY -16100000 765200000
AKER FLOATING PR AKFPEUR EO -16100000 765200000
AKER FLOATING PR AKNO IX -16100000 765200000
AKER FLOATING PR AKFP EU -16100000 765200000
AKER MARINE CONT 4414377Z NO -58718358.92 165264364
AKER STORD A/S 4498875Z NO -216314138.2 694523053.4
AKER SUBSEA AS 4394593Z NO -4078325.72 1050122582
AKERYS SERVICES 4685937Z FP -20015987.82 123238682.9
AKZO NOBEL POWDE 1472346Z LN -45561469.76 146392085.3
ALAPIS HOLDIN-RT ALAPISR GA -1446551773 135183840.6
ALAPIS HOLDING 3385874Q GA -1446551773 135183840.6
ALAPIS HOLDING I V2R GR -1446551773 135183840.6
ALAPIS HOLDING I FFEFD B3 -1446551773 135183840.6
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ALAPIS HOLDING I FFEFD S2 -1446551773 135183840.6
ALAPIS HOLDING I VETER GA -1446551773 135183840.6
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ALAPIS R-R ALAPV10 GA -1446551773 135183840.6
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ALAPIS SA APSHF US -1446551773 135183840.6
ALAPIS SA FFEF GR -1446551773 135183840.6
ALAPIS SA ALAPI EO -1446551773 135183840.6
ALAPIS SA ALAPI EU -1446551773 135183840.6
ALAPIS SA FFEB GR -1446551773 135183840.6
ALAPIS SA ALAPIS PZ -1446551773 135183840.6
ALBERTO MARTINS 4488947Z PL -25419628.18 123489526.4
ALCATEL LUCENT N 4043757Z NA -21653637.64 116356629.5
ALCATEL-LUCENT F 3647063Z FP -794545837 4984810705
ALCHEVSKIY ALMK UZ -29316769.49 2251428423
ALELUIA-CERAMICA 4764457Z PL -10079314.35 104807491.4
ALL3MEDIA HOLDIN 4500027Z LN -566620870.4 782620326.9
ALLDAYS PLC ALDYF US -120493900 252232072.9
ALLDAYS PLC 317056Q LN -120493900 252232072.9
ALLEGION PLC ALLE US -11200000 1968099968
ALLEGION PLC 60A GR -11200000 1968099968
ALLEGION PLC 0628915D US -11200000 1968099968
ALLEGION PLC-W/I ALLE-W US -11200000 1968099968
ALLIANCE & LEICE 1603082Z LN -362201146.6 3707343539
ALLIANCE FILMS U 1774537Z LN -15721068.24 102608688.7
ALLIANCE RUSSIAN ALRT RU -15214268.73 144581794
ALNO AG ANOD L3 -25345561.84 250227602.3
ALNO AG ANO TQ -25345561.84 250227602.3
ALNO AG ANO EU -25345561.84 250227602.3
ALNO AG ANO EO -25345561.84 250227602.3
ALNO AG ANO PZ -25345561.84 250227602.3
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WATERFORD WED-RT 586552Q LN -505729895.2 820803256
WATERFORD WED-RT 586556Q LN -505729895.2 820803256
WATERFORD WED-UT WTFU LN -505729895.2 820803256
WATERFORD WED-UT WTFU IX -505729895.2 820803256
WATERFORD WED-UT WWWD PZ -505729895.2 820803256
WATERFORD WED-UT WTFUGBX EU -505729895.2 820803256
WATERFORD WED-UT WTFU VX -505729895.2 820803256
WATERFORD WED-UT WTFUGBX EO -505729895.2 820803256
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WATERFORD WED-UT WTFU EO -505729895.2 820803256
WATERFORD WED-UT WTFU ID -505729895.2 820803256
WATERFORD WED-UT WWW PO -505729895.2 820803256
WATERFORD WED-UT WTFU PO -505729895.2 820803256
WATERFORD WED-UT WTFU EU -505729895.2 820803256
WATERFORD-ADR UT WATFZ US -505729895.2 820803256
WATERFORD-ADR UT WFWA GR -505729895.2 820803256
WATERFORD-SUB 3001875Z ID -505729895.2 820803256
WATSON & PHILIP WTSN LN -120493900 252232072.9
WEPA LILLE SAS 4752385Z FP -2548678.548 108654870.9
WESCOT TOPCO LTD 4007020Z LN -24133448.87 109740838.3
WEST HAM UNITED 1275834Z LN -180012199.9 135176063.9
WESTA INTERNATIO WESW S2 -58977000 246270000
WESTA INTERNATIO WESW L3 -58977000 246270000
WESTA INTERNATIO WESW B3 -58977000 246270000
WESTAISIC WESPLN EO -58977000 246270000
WESTAISIC WES PW -58977000 246270000
WHELCO HOLDINGS 2741744Z LN -1295294.241 100785295.7
WHITE HART LANE 2004631Z LN -1123372.612 151053464.8
WILLIAM HILL CRE 1068754Z LN -1909844.938 260315941.5
WILLIAM HILL-W/I 101001Q LN -59180694.37 1343662688
WILLIAM HILL-W/I 605547Q US -59180694.37 1343662688
WINCANTON PL-ADR WNCNY US -445194319.3 781800711.2
WINCANTON PLC WIN1USD EO -445194319.3 781800711.2
WINCANTON PLC WINL S2 -445194319.3 781800711.2
WINCANTON PLC WIN1USD EU -445194319.3 781800711.2
WINCANTON PLC WIN1 BQ -445194319.3 781800711.2
WINCANTON PLC WIN1 EO -445194319.3 781800711.2
WINCANTON PLC WIN1EUR EO -445194319.3 781800711.2
WINCANTON PLC WNCNF US -445194319.3 781800711.2
WINCANTON PLC WIN IX -445194319.3 781800711.2
WINCANTON PLC WIN PZ -445194319.3 781800711.2
WINCANTON PLC WIN1 TQ -445194319.3 781800711.2
WINCANTON PLC WIN PO -445194319.3 781800711.2
WINCANTON PLC WIN VX -445194319.3 781800711.2
WINCANTON PLC WIN1 S1 -445194319.3 781800711.2
WINCANTON PLC WIN8 EO -445194319.3 781800711.2
WINCANTON PLC WIN10 EO -445194319.3 781800711.2
WINCANTON PLC WINL B3 -445194319.3 781800711.2
WINCANTON PLC WIN9 EO -445194319.3 781800711.2
WINCANTON PLC WIN7 EO -445194319.3 781800711.2
WINCANTON PLC WIN5 EO -445194319.3 781800711.2
WINCANTON PLC WIN1GBP EO -445194319.3 781800711.2
WINCANTON PLC WIN4 EO -445194319.3 781800711.2
WINCANTON PLC WIN1EUR EU -445194319.3 781800711.2
WINCANTON PLC WINL L3 -445194319.3 781800711.2
WINCANTON PLC WIN11 EO -445194319.3 781800711.2
WINCANTON PLC WIN1 NQ -445194319.3 781800711.2
WINCANTON PLC WIN1 QM -445194319.3 781800711.2
WINCANTON PLC WIN1 EU -445194319.3 781800711.2
WINCANTON PLC WIN LN -445194319.3 781800711.2
WINCANTON PLC WIN1 EB -445194319.3 781800711.2
WINCANTON PLC WIN6 EO -445194319.3 781800711.2
WINCANTON PLC WIN13 EO -445194319.3 781800711.2
WINCANTON PLC WIN12 EO -445194319.3 781800711.2
WINDSOR TELEVISI 1475394Z LN -285930662.4 328647122.1
XCHANGING UK LTD 1814130Z LN -63394768.74 447098103.7
XFERA MOVILE SA 1236Z SM -136161367.5 1448667759
XSTRATA SERVICES 1975918Z LN -2581782.821 151944610.4
YANG MING UK LTD 1756777Z LN -82951196.78 273789409.4
YASARBANK YABNK TI -948074542.1 622746433.4
YELL GROUP PLC YELL NQ -2257521127 2120614224
YELL GROUP PLC YELL PO -2257521127 2120614224
YELL GROUP PLC YELL VX -2257521127 2120614224
YELL GROUP PLC YELL PZ -2257521127 2120614224
YELL GROUP PLC YELL LN -2257521127 2120614224
YELL GROUP- SUB 3449192Z LN -2257521127 2120614224
YELL LTD 1941670Z LN -910931167.6 1175550564
YORK REFRIGERATI 1846666Z LN -33510192.51 1093012767
YPSO FRANCE SAS 711227Z FP -603437932.8 3840966218
YUASA BATTERY UK 1449090Z LN -7606058.565 109145700.5
ZERNOVAYA KOMPAN ONAST RU -27299614.73 611985879.9
ZIL AUTO PLANT ZILL$ RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP* RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP RM -313328054.5 427801545.9
ZINVEST FASHION 3775412Z NA -296493.9562 180637333.9
ZKD-BRD ZKRD RU -21744775.12 136822054.1
ZKD-BRD ZKRD* RU -21744775.12 136822054.1
ZURICH EMPLOYMEN 1292298Z LN -571647918 152143800.5
ZVON ENA HOLDING ZVHR PZ -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR EU -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR SV -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR EO -304033160.5 774883403.9
ZWINGER OPCO 6 B 3821644Z NA -103722296.7 611138495.1
*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 2014. All rights reserved. ISSN 1529-2754.
This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.
Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.
The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail. Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each. For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-241-8200.
* * * End of Transmission * * *