/raid1/www/Hosts/bankrupt/TCREUR_Public/140826.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 26, 2014, Vol. 15, No. 168
Headlines
B U L G A R I A
CORPORATE COMMERCIAL: Chair to Draw Up Rescue Plan with Investors
RADNEVO MUNICIPALITY: Virtually Bankrupt, Mayor Says
C Y P R U S
FINTEST TRADING: S&P Withdraws 'CC' Corporate Credit Rating
G E O R G I A
GEORGIA: Moody's Changes Ba3 Sovereign Rating Outlook to Positive
G E R M A N Y
COMMERZBANK CAPITAL: Moody's Hikes Subordinated Rating to 'Ba2'
DOUGLAS HOLDING: S&P Affirms 'B' Long-Term Corp. Credit Rating
I R E L A N D
IRELAND: Katainen Backs Early Repayment of IMF Bailout Loan
LANSDOWNE MORTGAGE 1: Moody's Lifts Rating on M1 Notes to 'Caa1'
LAWLOR'S HOTEL: High Court Approves Rescue Plan
SHEFFIELD CDO: S&P Affirms 'CCC-' Ratings on 2 Note Classes
WINDMILL CLO I: S&P Raises Rating on Class E Notes to 'BB-'
I T A L Y
CMC DI RAVENNA: S&P Assigns 'B' Long-Term Corporate Credit Rating
N E T H E R L A N D S
LEVERAGED FINANCE I: Moody's Affirms Caa3 Ratings on 2 Notes
R U S S I A
LABIRINT: Two Executives Put on Wanted List Over Alleged Fraud
SAMARA CITY: Fitch Revises Outlook to Positive & Affirms 'BB' IDR
SMOLENSK REGION: Fitch Revises Outlook to Stable & Affirms B+ IDR
S P A I N
AYT HIPOTECARIO MIXTO V: S&P Hikes Cl. A Notes Rating From 'BB+'
S W I T Z E R L A N D
SUNTECH POWER: Swiss Unit Now Solvent Member of Suntech Group
T U R K E Y
ASYA KATILIM: Moody's Lowers Long-Term Deposit Rating to 'B2'
U K R A I N E
FERREXPO PLC: S&P Revises Outlook to Stable & Affirms CCC+ Rating
LEMTRANS LLC: Fitch Cuts Long-Term Local Currency IDR to 'CCC'
UKRAINE: Fitch Lowers Long-Term Local Currency IDR to 'CCC'
U N I T E D K I N G D O M
ES GROUP: In Administration, Will Sell Remaining Stock
FERGUSON SHIPBUILDERS: Jim McColl Among Four Bidders for Business
LANDMARK MORTGAGE NO.3: S&P Assigns 'B-' Rating to Class D Notes
GLOBE MANAGEMENT: In Administration, Cuts 60 Jobs
ULYSSES PLC: Fitch Affirms 'CCsf' Rating on GBP11MM Class E Notes
VOYAGE CARE: S&P Affirms 'B' CCR Following Change of Ownership
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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B U L G A R I A
===============
CORPORATE COMMERCIAL: Chair to Draw Up Rescue Plan with Investors
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SeeNews reports that Tsvetan Vasilev, chairman of the supervisory
board of Bulgaria's collapsed Corporate Commercial Bank, said on
Monday he is working on the bank's restructuring model with the
bank's second largest shareholder, the State General Reserve Fund
of the Sultanate of Oman, and potential investors.
In June, the Bulgarian National Bank (BNB) placed Corporate
Commercial Bank (Corpbank) under three-month special supervision
over risk of insolvency after the country's fourth largest lender
was hit by a run on deposits, SeeNews recounts. It also
appointed conservators at the bank, SeeNews relates. A few days
later, Corpbank subsidiary Victoria Commercial Bank was also
placed under special supervision, SeeNews notes.
According to SeeNews, Mr. Vasilev also said that the Omani fund
has on a number of occasions stated its readiness to take part in
finding a solution to the situation and provide the necessary
support, but the central bank has declined any real talks.
On Friday, BNB, as cited by SeeNews, said in a statement it has
asked Bromak and the State General Reserve Fund of the Sultanate
of Oman to come up by the end of August with concrete proposals
for commitments for the troubled bank's rescue, adding that the
two shareholders had not shown any real initiative to save the
bank.
While deposits at Corpbank remain frozen, the central bank has
allowed the lender to resume certain banking activities so that
borrowers can repay their credits, SeeNews states. Last month,
BNB said the supervision period may be extended, pending the
completion of a comprehensive audit of the bank's assets by
Oct. 20, SeeNews notes.
BNB said on Friday that Corpbank and Victoria Commercial Bank
remain faced with an enormous liquidity shortfall to cover their
exposure to depositors and other creditors, amounting to some
BGN6.3 billion (US$4.3 billion/EUR3.2 billion) and BGN284
million, respectively, SeeNews relays. For this reason, there
are no grounds at present for them to exit the special
supervision process under which they have been placed, the
central bank noted, adding that the two banks would not be able
to cope with another deposit run, according to SeeNews.
Corporate Commercial Bank is Bulgaria's fourth largest private
lender with total assets topping BGN7.3 billion in the first
quarter of 2014, or 8.4% of total Bulgarian private banking
assets, according to AFP.
RADNEVO MUNICIPALITY: Virtually Bankrupt, Mayor Says
----------------------------------------------------
Novinite.com reports that the southern Bulgarian municipality of
Radnevo is virtually bankrupt.
According to Novinite.com, in an Aug. 18 interview for the
Bulgarian National Radio, Radnevo Mayor Yulian Ilchev said he
expected urgent assistance from the caretaker government, adding
that he had sent a letter to caretaker Prime Minister Georgi
Bliznashki about the problem which the municipality was facing.
Mr. Ilchev made clear that the difficulties were due to unpaid
installments of BGN 4.4613 M of Bulgaria's National Electric
Company (NEK) to state-owned company Maritsa Iztok Mines under a
coal mining concession for the second half of 2013 and the first
half of 2014, Novinite.com relates.
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C Y P R U S
===========
FINTEST TRADING: S&P Withdraws 'CC' Corporate Credit Rating
-----------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'CC' long-term
corporate credit rating on Cyprus-registered Fintest Trading Co.
Ltd., the holding company of Ukraine-based Donetsk Steel Group.
S&P subsequently withdrew the rating at Fintest Trading's
request. At the time of the withdrawal, the outlook was negative.
At the time of withdrawal, the ratings on Fintest Trading
reflected that the company was negotiating a standstill agreement
with its banks.
S&P views Fintest Trading's financial risk profile as "highly
leveraged," its business risk profile as "vulnerable," and
liquidity as "weak." This reflects S&P's belief that the company
will not be able to repay its US$100 million debt maturing in the
second half of 2014, owing to its lack of access to new bank
financing and limited cash balances.
S&P also notes high business disruption risks for the company,
given that its assets are located in the politically unstable
Donetsk region, and that prices for coking coal are low, at about
US$110 per metric ton.
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G E O R G I A
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GEORGIA: Moody's Changes Ba3 Sovereign Rating Outlook to Positive
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Moody's Investors Service has changed the outlook on Georgia's
Ba3 sovereign rating to positive from stable. Concurrently,
Moody's has affirmed Georgia's Ba3 rating.
The key driver of the outlook change is the entering into force
in September 2014 of Georgia's Deep and Comprehensive Free Trade
Area (DCFTA) with the EU, which Moody's expects will attract
further foreign direct investment (FDI) and bolster the country's
export performance. This should in turn support an improvement in
Georgia's external position over the medium term.
The affirmation of the Ba3 rating reflects the combination of
external vulnerability and geopolitical risks in the near term,
as well as the volatile nature of the Georgian economy.
Rationale for Outlook Change
Enhanced Economic Prospects Following Introduction of the DCFTA
The key driver of Moody's decision to change the outlook to
positive is the medium-term economic benefits offered by the
DCFTA signed with the EU on June 27, 2014. This view reflects (1)
the opportunity EU market access represents for Georgian
exporters, given the size of EU economies relative to Georgia's
own; and (2) the increase in FDI that the agreement is likely to
generate, supported by improvements in Georgia's economic
governance and institutional capacity in recent years.
The EU is one of Georgia's largest trading partners. In 2013,
Georgia's goods exported to the EU accounted for 21% of total
goods exports, whilst FDI from the EU -- mostly from the
Netherlands, Luxembourg and Germany -- accounted for 43% of all
FDI over the period 2010-13. The DCFTA is expected to strengthen
the role of the EU, both as an export destination and source of
investment for Georgia, with sectors such as agriculture playing
an important role for exports, while the transport,
manufacturing, energy (e.g., hydropower-generated electricity),
and financial services sectors are expected to benefit from
increases in FDI. From 2010 to 2013, the four sectors received
63% of total Georgian FDI.
Georgia's institutional capacity and economic governance have
improved significantly since the Rose Revolution of 2003 and
compare well with those of its rating peers, i.e., Ba3 and Ba2
rated sovereigns. This should help the country leverage benefits
from the DCFTA going forward. According to the World Bank's 2014
'Ease of Doing Business' survey for example, Georgia ranked 8th
out of the 189 countries surveyed, an improvement on its 100th
place (out of 155 countries) in 2005. Georgia ranked 72nd out of
148 countries in the 2013-14 World Economic Forum's Global
Competitiveness Index, up from 77th in the previous survey (2012-
13). Lastly, according to the 2012 World Bank governance
indicators for government effectiveness, the rule of law and the
control of corruption, Georgia is positioned, respectively, 48th,
63th and 50th (out of the 122 countries rated by Moody's and that
are covered by the survey).
These enhancements are likely to be supported by convergence with
EU standards that the DCFTA will likely encourage over the medium
term. The agreement incorporates elements which Moody's believes
will encourage improvements in the rule of law and in effective
governance, as well as further moves towards a well-functioning
market economy through the removal of tariff and non-tariff
barriers. The continued interaction with the IMF should also be a
supportive factor, with Georgia having recently renewed its
Stand-by-Arrangement and given its good track record under former
arrangements.
Expected Improvement in External Position Over Medium Term
Over the medium term, Moody's believes that these developments
will strengthen Georgia's external position via a correction of
the current account deficit, as well as a stabilization and a
downward trend in the external debt of the Georgian economy.
Moody's projects Georgia's current account deficit to be in the
region of 8% of GDP in 2014-15, versus its post-financial crisis
levels of around 11%. This forecast is based on conservative
assumptions regarding the growth in workers' remittances from
Russia (around 4%-5% of GDP in 2013) and goods exports to Russia
(around 1% of GDP in 2013), which incorporate Moody's expectation
that the Russian economy will contract by 1% in real terms in
2014 before stagnating in 2015 and that Russia will end its Free
Trade Agreement with Georgia.
A suspension of the Free Trade Agreement between Georgia and
Russia would likely trigger taxes on Georgian products exported
to Russia (wines, water minerals and ferroalloys mainly),
constraining future export growth to that country. However, given
the volume of exports of those goods to Russia, the costs of such
a scenario to Georgia would be outweighed by the benefits of the
implementation of the DCFTA. Even under a more adverse scenario
based on the reinstatement of Russian bans on Georgian wines and
water minerals (as was the case between 2006 and mid-2013), the
impact on Georgia's current account would be limited. The
relatively limited importance of goods exported to Russia,
together with Georgia's capacity to import oil and gas from
Azerbaijan and the very limited dependence on Russian FDI, make
Georgia's rating resilient to a set of adverse scenarios arising
from increased tensions in the Commonwealth of Independent States
(CIS) region.
Finally, Moody's expects Georgia's external debt will stabilize
and start to fall over short to medium term given sustained net
FDI (6% of GDP in 2013) and a progressive narrowing of the
current account deficit. External debt reached 82% of GDP in
2013, or 65% of GDP if intra-company debt is excluded from the
calculation (which represents less risk from a balance of
payments crisis perspective, as it is more likely to be rolled-
over). At present, this exceeds the median and mean for Ba-rated
countries (both around 50% of GDP).
Rationale for Affirmation
Moody's has affirmed the rating at Ba3 to reflect the combination
of external vulnerability and geopolitical risks in the near
term, as well as the volatile nature of the Georgian economy.
Since the 2008 conflict with Russia and the tension related to
the breakaway regions of Abkhazia and South Ossetia, Georgia has
had a tense relationship with Russia. Tensions have been
subsiding progressively since 2012, primarily in the economic
field, but Moody's expects this trend will stall in view of
heightened tensions in the CIS region. That said, Moody's
continues to assess the risk of an escalation of tensions between
Georgia and Russia to be at most 'moderate', and consistent with
the current rating level, given for example that the Russia's
economic or strategic interests in Georgia are minimal.
With GDP of US$16 billion and a population of 4.5 million,
Georgia is a small, relatively undiversified economy, the
exposure of which to shocks has been demonstrated over the last
couple of years. This fragility was exhibited in 2012 when a
change in government took place, with political uncertainties
leading, through their impact on consumer confidence and the
investment climate, to an economic slowdown through 2013. The
Georgian economic growth model remains reliant on externally
funded capital formation as domestic saving rates, though
improving, remain relatively weak.
Finally, while Georgia's external position is likely to
strengthen in the future, it remains a source of vulnerability
for the sovereign. Georgia's external debt (82% of GDP in 2013),
current account deficit (6% in 2013) and external obligations
relative to the official foreign-exchange reserves (as measured
by Moody's External Vulnerability Indicator) are higher than
those of its peers -- the median external debt and current
account deficit for Ba-rated sovereign reached 34% and 5% in
2013.
What Could Change the Rating Up/Down
Moody's would consider upgrading Georgia's rating if external
vulnerabilities were to ease further, particularly as the
expected benefits of the DCFTA start to materialize. Upward
rating pressure would also be increased were the regional
uncertainties and threats arising from the Russia-Ukraine crisis
to dissipate, though this would not be a prior condition for an
upgrade.
Given the positive outlook, it is unlikely that Moody's would
downgrade Georgia's rating. However, the outlook could be changed
if events risks related to the external vulnerabilities and
geopolitical risks were to materialize. This would include an
intensification of the Russia-Ukraine crisis substantially
affecting Georgia's economy and external position.
GDP per capita (PPP basis, US$): 6,145 (2013 Actual) (also known
as Per Capita Income)
Real GDP growth (% change): 3.2% (2013 Actual) (also known as GDP
Growth)
Inflation Rate (CPI, % change Dec/Dec): 2.4% (2013 Actual)
Gen. Gov. Financial Balance/GDP: -1.1% (2013 Actual) (also known
as Fiscal Balance)
Current Account Balance/GDP: -5.9% (2013 Actual) (also known as
External Balance)
External debt/GDP: 82.0%
Level of economic development: Low level of economic resilience
Default history: No default events (on bonds or loans) have been
recorded since 1983.
On August 19, 2014, a rating committee was called to discuss the
rating of the Georgia, Government of. The main points raised
during the discussion were: the economic prospects of the
country, which have increased. Other views raised included: The
issuer's institutional strength and economic governance, both of
which have improved. The issuer's susceptibility to event risks
has not materially changed.
The weighting of all rating factors is described in the
methodology used in this rating action, if applicable.
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G E R M A N Y
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COMMERZBANK CAPITAL: Moody's Hikes Subordinated Rating to 'Ba2'
---------------------------------------------------------------
Moody's Investors Service has upgraded to Ba2 from B1(hyb) the
rating of the subordinated instruments issued by Commerzbank
Capital Funding Trust I (DE000A0GPYR7) (CCFT I securities). The
upgrade and the removal of the hybrid (hyb) indicator from this
rating reflects the announcement of Commerzbank AG (Commerzbank,
deposits Baa1 negative, BFSR D+ stable/BCA ba1) on 23 June 2014
that it restructured the non-cumulative Trust Preferred Security
into a Trust Lower Tier 2 (Trust LT2) Security. The outlook on
the Ba2 rating is stable, in line with the outlook on
Commerzbank's other rated obligations that do not benefit from
support uplift. On 5 August 2014, Commerzbank announced the
redemption of these securities on 18 September 2014 when the
ratings will be withdrawn.
All other ratings of Commerzbank group are unaffected by the
rating action.
Ratings Rationale
Moody's two-notch upgrade of the restructured Trust LT2 of CCFT I
to Ba2, and the removal of the hybrid indicator from this rating,
was prompted by Commerzbank's announcement that it had amended
the documentation of this instrument. The amendment entails (1)
the removal of the coupon skip triggers from the documentation;
and (2) the elevation to Lower Tier 2 ranking (from Tier 1) in
liquidation. As a consequence, the risk profile of these
instruments closely resembles that of senior subordinated (Lower
Tier 2) debt issued by Commerzbank AG, which is rated one notch
below Commerzbank's adjusted baseline credit assessment (adjusted
BCA) of ba1.
The amendment of the documentation became necessary after
Commerzbank filed a consent judgment on June 3, 2014 given the
similarities between the complaint filed against CCFT I and a
previous action on subordinated instruments issued by Commerzbank
Capital Funding Trust II (XS0248611047) (CCFT II securities).
On July 16, 2013, the Chancery Court of the State of Delaware had
ruled that holders of the CCFT II securities should be treated
pari passu with holders of the restructured Silent Partnership
Certificates issued by Dresdner Funding Trust IV (Dresdner FT IV)
which Moody's rates Ba2 stable. Commerzbank announced on 16
January 2014 that it had amended the terms and conditions of the
CCFT II securities accordingly. As a result, Moody's upgraded the
rating of these securities to Ba2 from B1(hyb) on January 21,
2014. The rating action applies the same logic.
What Could Move The Ratings Up/Down
The Ba2 ratings of the Commerzbank Capital Funding Trust I depend
on -- and therefore will move in tandem with -- the ba1 adjusted
BCA of Commerzbank, which excludes Moody's assumptions of
systemic support available to Commerzbank. An improvement in the
bank's standalone credit strength might lead to an upgrade of
these instruments, whereas deterioration could prompt a
downgrade.
DOUGLAS HOLDING: S&P Affirms 'B' Long-Term Corp. Credit Rating
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Standard & Poor's Ratings Services said it had affirmed its 'B'
long-term corporate credit rating on Germany-based perfumery and
jewelry retailer Douglas Holding AG, excluding the ring-fenced
business of the Thalia bookstore chain. The outlook is stable.
At the same time, S&P affirmed the 'B+' issue rating on Douglas'
senior secured debt facilities, maturing between 2018 and 2021.
The recovery rating on these facilities remains at '2', which
indicates S&P's expectation of substantial (70%-90%) recovery
prospects in a default scenario.
The affirmation of S&P's issuer credit rating follows Douglas'
proposal to its lenders to sell the jewelry, apparel, and books
businesses to affiliates of the shareholders. The disposal would
be non-cash and financial liabilities would remain unchanged.
Should the shareholders decide not to dispose of jewelry chain
Christ for whatever reason, the owners would receive a dividend
payment. S&P estimates that the dividend may reach about
EUR170 million and would be paid out of existing cash.
In addition, Douglas is asking for a reprising of its existing
debt facilities by 50 basis points and a slight relaxation of its
leverage covenants to reflect the new group structure following
the disposal of the non-perfumery businesses.
"Overall, we view the proposed disposals as neutral to our
assessment of Douglas' "fair" business risk. On the one hand,
the disposal of Christ and AppelrathCupper will lead to a less
diversified product portfolio and higher dependence on
developments in the cosmetics and perfumery industry. On the
other hand, we view the Douglas and Nocibe businesses as
comparably less seasonal and more resilient in times of economic
crisis than the jewelry and AppelrathCupper apparel businesses.
The transaction does not have a meaningful impact on our EBITDA
margin estimates," S&P said.
"Based on our assumption that all non-perfumery businesses will
be disposed, we estimate Standard & Poor's-adjusted funds from
operations (FFO) to debt of 12%-15% for fiscal years 2015 and
2016. Our adjusted debt to EBITDA stands at 4.5x-5.0x. Both
core ratios are commensurate with the lower end of an
"aggressive" financial risk assessment," S&P added.
Most supplementary leverage ratios are at the upper end of S&P's
"aggressive" risk category or fall into the lower end of S&P's
"significant" range. The latter holds true for adjusted EBITDA
interest coverage, which S&P estimates at 3.5x-4.0x for the years
2015 and 2016.
However, the financial risk profile is capped at "highly
leveraged" due to Douglas' financial sponsorship, implying the
risk of future dividend recapitalizations.
S&P's assessment also considers management's goals to further
expand Douglas and diversify internationally. As a consequence,
it is likely that management will pursue debt-financed
acquisitions, in our view. Such an acquisition could easily
decrease the group's leverage ratios well into the "highly
leveraged" category or lead to tightening covenant headroom,
supporting our financial risk profile assessment.
The stable outlook reflects S&P's view that Douglas will be able
to smoothly integrate French perfumery chain Nocibe. Other than
the non-cash disposal of the non-perfumery businesses, S&P do not
assume any merger and acquisition activities. As the proposed
transaction does not change S&P's business or financial risk
assessments, the remaining uncertainty related to the deal does
not impact S&P's outlook. S&P expects Douglas' underlying
revenues, adjusted for disposal effects, to increase by about 2%
per year and its reported EBITDA margin to reach about 10%. This
equates to a Standard & Poor's-adjusted EBITDA margin of 13%-15%.
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I R E L A N D
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IRELAND: Katainen Backs Early Repayment of IMF Bailout Loan
-----------------------------------------------------------
Colm Kelpie at Independent.ie reports that a top EU official has
backed Ireland's case to repay its costly International Monetary
Fund (IMF) loans early.
Economic and Monetary Affairs Commissioner Jyrki Katainen said
the plan makes sense but added the decision is for euro zone
governments, Independent.ie relates.
According to Independent.ie, Finance Minister Michael Noonan has
said taxpayers could save up to EUR375 million per year if the
State was able to pay-off a share of the IMF portion of the
EUR67.5 billion bailout early.
But repaying the IMF portion of the loan early would
automatically trigger the repayment of the less onerous European
share also, thereby wiping out any potential benefit,
Independent.ie states.
Therefore, a plan for early repayment would require sign-off from
all euro zone member states represented on the board of the
European Stability Mechanism, European finance ministers, as well
as the UK, Sweden and Denmark, because currently all the debts
have to repaid at the same time, Independent.ie says.
Mr. Katainen, as cited by Independent.ie, said it's up to
national governments to waive a clause in the bailout
arrangements that would be triggered if the country chooses to
repay IMF loans early.
But he gave the move the backing of the commission, which comes
just days after the IMF also backed a potential plan,
Independent.ie notes.
LANSDOWNE MORTGAGE 1: Moody's Lifts Rating on M1 Notes to 'Caa1'
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Moody's Investors Service has upgraded the rating of 3 notes and
confirmed the ratings of 3 junior notes in the Irish residential
mortgage-backed securities (RMBS) transactions Lansdowne Mortgage
Securities No. 1 p.l.c. and Lansdowne Mortgage Securities No. 2
p.l.c. The rating agency has also upgraded the Counterparty
Instrument Rating (CIR) relating to the Lansdowne Mortgage
Securities No.1 p.l.c. basis swap. At the same time notes not
placed on review from these two transactions were affirmed at
their current rating levels. This rating action is prompted by
the increase in country ceiling to Aa3.
The rating upgrades follow the upgrade of the Irish sovereign
rating to Baa1 from Baa3 on 16 May 2014 and the resulting
increase of the local-currency country ceiling to Aa3 from A2
which reflect the country's reduced economic, legal and political
risks.
The rating action concludes the review of the notes placed on
review for upgrade in January 2014, following the first upgrade
of the Irish sovereign rating this year to Baa3 on January 17,
2014.
Ratings Rationale
The rating action reflects the impact of the upgrade of the
sovereign ceiling.
The Irish sovereign rating was upgraded to Baa1 on May 2014 and
resulted in an increase in the local-currency country ceiling to
Aa3. The Irish country ceiling, and therefore the maximum rating
that Moody's will assign to a domestic Irish issuer including
structured finance transactions backed by Irish receivables, is
Aa3 (sf).
Our approach to assigning CIRs on interest rate and cross
currency swaps involves two steps. First, we calculate the
expected loss on the assumption that the counterparty will not
default, and convert this to a rating using our idealized tables.
Second, we assess the degree of linkage to the counterparty and,
where appropriate, cap the CIR accordingly.
Since the Issuer's obligations under the basis swap agreement
rank pari passu with Class A2 notes for step one the expected
loss assuming no counterparty default equals the expected loss
for the Class A2 noteholders, i.e. Ba1(sf). In the second step we
would consider whether the payment obligations of Lansdowne
Mortgage Securities No. 1 p.l.c. might be affected by Barclays'
financial strength. However, since the expected loss assuming no
counterparty default is lower than the rating of the
counterparty, the CIR is capped by the Ba1 (sf) in step one.
The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
March 2014. Please see the Credit Policy page on www.moodys.com
for a copy of this methodology.
List of Affected Ratings
Issuer: Lansdowne Mortgage Securities No. 1 p.l.c.
EUR258M A2 Notes, Upgraded to Ba1 (sf); previously on Jan 24,
2014 Ba2 (sf) Placed Under Review for Possible Upgrade
EUR13.85M M1 Notes, Upgraded to Caa1 (sf); previously on Jan 24,
2014 Caa2 (sf) Placed Under Review for Possible Upgrade
EUR9.25M M2 Notes, Confirmed at Ca (sf); previously on Jan 24,
2014 Ca (sf) Placed Under Review for Possible Upgrade
EUR11.1M B1 Notes, Affirmed C (sf); previously on Mar 17, 2011
Downgraded to C (sf)
EUR2.8M B2 Notes, Affirmed C (sf); previously on Dec 11, 2009
Downgraded to C (sf)
Basis Swap Notes, Upgraded to Ba1 (sf); previously on Jul 3,
2014 Assigned Ba2 (sf) and Placed Under Review for Possible
Upgrade
Issuer: Lansdowne Mortgage Securities No. 2 p.l.c.
EUR372.75M A2 Notes, Upgraded to B2 (sf); previously on Jan 24,
2014 Caa1 (sf) Placed Under Review for Possible Upgrade
EUR15.75M M1 Notes, Confirmed at C (sf); previously on Jan 24,
2014 C (sf) Placed Under Review for Possible Upgrade
EUR11.8M M2 Notes, Confirmed at C (sf); previously on Jan 24,
2014 C (sf) Placed Under Review for Possible Upgrade
EUR19.7M B Notes, Affirmed C (sf); previously on Dec 11, 2009
Downgraded to C (sf)
Factors that would lead to an upgrade or downgrade of the
ratings:
Factors or circumstances that could lead to a downgrade of the
ratings affected by today's action would be the worse-than-
expected performance of the underlying collateral, deterioration
in the credit quality of the counterparties and an increase in
sovereign risk.
Factors or circumstances that could lead to an upgrade of the
ratings affected by today's action would be the better-than-
expected performance of the underlying assets, and a decline in
both counterparty and sovereign risk.
LAWLOR'S HOTEL: High Court Approves Rescue Plan
-----------------------------------------------
Ray Managh at Independent.ie reports that former Irish
international footballer and entrepreneur Niall Quinn is one of
two investors who have come to the financial rescue of Lawlor's
Hotel, in Poplar Square, Naas, Co Kildare.
The High Court on Aug. 19 approved a rescue plan for a trio of
companies including Craigfort Taverns, owners of the Killashee
Hotel and Spa outside Naas; Marchford Limited, which owns
Lawlors; and Killashee Schools Company Limited, which owns the
25-acre grounds of the Killashee Hotel, Independent.ie relates.
Mr. Justice Bernard Barton heard that Mr. Quinn, as well as
Kilcullen Bakery, had made available EUR2,247 million to fund a
scheme of financial recovery for Marchford, trading as Lawlors,
Independent.ie relays.
In April, the High Court granted Craigfort Taverns, Marchford and
Killashee Schools Company emergency protection from their
creditors following fears that the National Asset Management
Agency (NAMA) was about to appoint Receivers, Independent.ie
recounts.
In May, Mr. Justice Peter Charleton approved the protection of
the companies, which employ 260 workers, and appointed Kieran
Wallace, of KPMG as Examiner to prepare schemes of arrangement
for the survival of the three companies, Independent.ie
discloses.
SHEFFIELD CDO: S&P Affirms 'CCC-' Ratings on 2 Note Classes
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Sheffield CDO Ltd.'s class A-1, A-2, and B notes. At the same
time, S&P has affirmed its ratings on the class C, D, and S
notes.
The rating actions follow S&P's analysis of the transaction using
data from the trustee report dated May 28, 2014, and the
application of its relevant criteria.
S&P conducted its cash flow analysis to determine the break-even
default rate (BDR) for each rated class of notes. The BDR
represents S&P's estimate of the maximum level of gross defaults,
based on its stress assumptions, that a tranche can withstand and
still fully repay interest and principal to the noteholders. S&P
used the portfolio balance that it considers to be performing,
the reported weighted-average spread, and the weighted-average
recovery rates that S&P considered to be appropriate. S&P
applied various cash flow stresses using its standard default
patterns and timings for each rating category assumed for each
class of notes, combined with different interest stresses as
outlined in S&P's criteria.
Since S&P's previous review on June 29, 2012, the portfolio's
aggregate collateral balance has significantly reduced by
approximately US$69 million, leading to further amortization of
the class A-1 and S notes. As a result, the available credit
enhancement has increased for the class S, A-1, and A-2 notes.
However, it has decreased for the class B, C, and D notes because
defaulted assets have increased to 14.21% of the total portfolio
from 8.04% since S&P's previous review.
Additionally, S&P notes that the class C and D notes continue to
defer interest. All par coverage tests are still below their
trigger levels, although the results are higher than in S&P's
previous review. S&P has also observed an increase in the
obligor concentration, and a positive rating migration with an
average rating of 'BB+', compared with 'B+' at S&P's previous
review. Other developments in the transaction include a reduction
of the weighted-average recovery rates and a marginal decrease in
the weighted-average spread to 2.04% from 2.15%.
The results of S&P's analysis indicate that the class A-1, A-2,
and B notes can sustain defaults at a higher rating level than
currently assigned. S&P has therefore raised its ratings on
these classes of notes.
S&P's analysis also indicates that both the class C and D notes
are undercollateralized. S&P has therefore affirmed its 'CCC-
(sf)' ratings on these classes of notes.
S&P has affirmed its 'AAA (sf)' rating on the class S notes as
they have almost fully repaid, in accordance with their schedule.
Sheffield CDO is a mezzanine cash flow structured finance
collateralized debt obligation (CDO) of a portfolio that mostly
comprises U.S. CDOs and, to a lesser extent, U.S. CDOs of asset-
backed securities (ABS), trust-preferred CDOs, and hybrid CDOs.
It is managed by Dynamic Credit Partners LLC and entered its
amortization period in April 2011.
RATINGS LIST
Sheffield CDO Ltd.
EUR25.2 mil, US$254.56 mil floating-rate notes
Rating Rating
Class Identifier To From
S 821164AA8 AAA (sf) AAA (sf)
A-1 821164AB6 AA- (sf) BBB (sf)
A-2 821164AD2 BBB+ (sf) BB (sf)
B 821164AE0 B+ (sf) B (sf)
C 821164AG5 CCC- (sf) CCC- (sf)
D 821164AH3 CCC- (sf) CCC- (sf)
WINDMILL CLO I: S&P Raises Rating on Class E Notes to 'BB-'
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Windmill CLO I Ltd.'s class A-2A, A-2B, B, C, and E notes. At
the same time, S&P has affirmed its 'AAA (sf)' ratings on the
class A-1R and A-1T notes.
The rating actions follow S&P's credit and cash flow analysis of
the transaction using data from the latest payment date report,
dated June 16, 2014. S&P has taken into account recent
developments in the transaction and reviewed it under its current
counterparty criteria.
The payment date report shows that all overcollateralization
tests are currently passing, and that the reported weighted-
average spread earned on the collateral pool has increased to
4.01% from 3.30% (as reported in the payment date report) since
S&P's previous review. The payment date report also shows that
the percentage of portfolio assets that S&P considers in its
analysis as defaulted (i.e., debt obligations of obligors rated
'CC', 'SD' [selective default], or 'D') has increased since S&P's
previous review, to 2.15% from 1.22% (as a percentage of the
total portfolio).
From S&P's analysis, it has observed an increase in the
portfolio's weighted-average maturity to 5.9 years, from 5.2
years at S&P's previous review. Assets rated in the 'CCC'
category ('CCC+', 'CCC', and 'CCC-') have reduced to3.20% from
4.04% of the performing balance. This has resulted in lower
scenario default rates (SDRs) across all rating levels. The SDR
is S&P's expectation of the level of defaults the portfolio will
experience in a specific rating environment using Standard &
Poor's CDO evaluator.
"We have subjected the transaction's capital structure to a cash
flow analysis to determine the break-even default rate (BDR) for
each rated class. 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. In
our analysis, we used the portfolio balance that we consider to
be performing (i.e., of assets rated 'CCC-' or above), 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, levels, and timings for each rating
category assumed for each class of notes, in conjunction with
different interest rates," S&P noted.
Approximately EUR61.63 million of the assets in the transaction's
portfolio are non-euro-denominated. To mitigate the risk of
foreign-exchange-related losses, the issuer has entered into
asset swap agreements throughout the life of the transaction.
"Under our current counterparty criteria, our analysis of the
swap counterparties and the associated documentation indicates
that the counterparties cannot support a rating higher than 'A+
(sf)' in this transaction. To assess the potential effect of
this on our ratings, we have assumed that the transaction does
not benefit from the swap transactions. We concluded that, in
this scenario, the class A-1R, A-1T, A-2A, and A-2B notes would
still be able to achieve 'AAA (sf)' ratings, and the class B
notes a 'AA- (sf)' rating. Our ratings on the class C and E
notes are lower than the ratings on the swap counterparties. We
have therefore applied no additional foreign-exchange-related
stresses to these notes," S&P said.
The available credit enhancement for the class A-2A, A-2B, B, C,
and E notes is now commensurate with higher ratings than
previously assigned. S&P has therefore raised S&P's ratings on
these classes of notes. At the same time, S&P has affirmed its
'AAA (sf)' ratings on the class A-1R and A-1T notes as the
available credit enhancement for these classes of notes is
commensurate with the assigned ratings.
Windmill CLO I is a cash flow collateralized debt obligation
(CDO) transaction that securitizes loans to primarily
speculative-grade corporate firms. The transaction closed in
Oct. 2007 and is managed by 3i Debt Management Investments Ltd.
RATINGS LIST
Windmill CLO I Ltd.
EUR600 mil fixed- floating-rate notes and subordinated notes
Rating Rating
Class Identifier To From
A-1R AAA (sf) AAA (sf)
A-1T XS0319580915 AAA (sf) AAA (sf)
A-2A XS0319581301 AAA (sf) AA+ (sf)
A-2B XS0323845528 AAA (sf) AA+ (sf)
B XS0319583422 AA- (sf) A- (sf)
C XS0319588736 A- (sf) BBB- (sf)
E XS0319599774 BB- (sf) B (sf)
=========
I T A L Y
=========
CMC DI RAVENNA: S&P Assigns 'B' Long-Term Corporate Credit Rating
-----------------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B' long-term
corporate credit rating to Italy-based engineering and
construction (E&C) company CMC di Ravenna (CMC). The outlook is
stable.
S&P also a assigned a 'B' issue rating to the EUR300 million 7.5%
senior unsecured notes due 2021. The recovery rating is '4',
indicating S&P's expectation of average (30%-50%) recovery for
creditors in the event of a payment default.
The 'B' corporate credit rating on CMC reflects S&P's assessment
of the company's "weak" business risk profile and "aggressive"
financial risk profile.
CMC has issued a EUR300 million senior unsecured seven-year bond
to refinance its capital structure. CMC has used the bond
proceeds to redeem outstanding bank debt of approximately EUR234
million and approximately EUR60 million of off-balance sheet
recourse factoring lines, and to generally extend the group's
maturity profile, leaving approximately EUR6 million of cash for
general corporate purposes. As part of its refinancing plan, CMC
also benefits from a new EUR100 million three-year committed and
undrawn revolving credit facility (RCF).
S&P's assessment of CMC's business risk profile is constrained by
the cyclical, fragmented, and competitive nature of the E&C
sector and underlying project, contract, and execution risks. In
addition, the company generates limited profitability in its home
market and is becoming more dependent on international contracts,
notably in Southern Africa, which leads to country risks. CMC is
a small company in a global context and its diversity is
currently limited by the concentration of its profits in only a
few projects. Supportive factors include CMC's expertise in
transportation and infrastructure projects, often funded by
governments or multilateral institutions; good track record in
project execution; and the visibility on revenues offered by a
contract backlog of EUR3.2 billion as of March 31, 2014.
S&P's base-case operating scenario assumes that CMC will continue
to execute its backlog of existing contracts, and win new
business domestically and internationally. S&P forecasts:
-- Revenue growth of about 10% in 2014 and around 5% in 2015.
-- Relatively stable reported EBITDA margin of 9%-10%, similar
to 2013.
-- FFO of around EUR70 million-EUR90 million.
-- Broadly neutral free operating cash flow, assuming stable
levels of capital expenditures (capex) of around EUR60
million per year.
Based on these assumptions, S&P arrives at the following credit
measures for 2014 and 2015:
A ratio of FFO to adjusted debt of around 15%.
-- A ratio of adjusted debt to EBITDA of 4.0x-4.5x.
S&P's assessment of CMC's financial risk profile is constrained
by its forecast leverage metrics during 2014 and 2015. S&P makes
a number of analytical adjustments in our debt calculations; in
particular, S&P excludes reported cash and in addition treat as
debt, trade receivables factoring (approximately EUR50 million as
of March 31, 2014, on a pro forma basis). On a pro forma basis
incorporating the bond issue, adjusted debt was about EUR540
million as of March 31, 2014.
The rating also incorporates a one-notch downward adjustment from
the 'b+' anchor for S&P's "negative" comparable ratings analysis,
whereby it reviews an issuer's credit characteristics in
aggregate. This reflects S&P's view that CMC's business risk
profile is at the weaker end of the range due to CMC's small
scale and profit concentration.
S&P views CMC's liquidity as "adequate." S&P expects available
cash balances, cash flow generation, and the EUR100 million
available under CMC's three-year undrawn committed RCF to more
than cover expected levels of capex and working capital. S&P
anticipates that sources of liquidity will exceed uses of
liquidity by more than 1.2x in 2014 and 2015. Other supportive
factors include CMC's sound relationships with banks, and S&P's
expectation of sufficient financial covenant headroom.
S&P estimates principal liquidity sources to be:
-- Reported cash and cash equivalents of about EUR70 million
on March 31, 2014 (after deducting about EUR15 million that
S&P assess as unavailable);
-- EUR100 million RCF maturing in December 2017; and
-- Forecast FFO of about EUR70 million-EUR90 million in both
2014 and 2015.
S&P estimates principal liquidity uses to be:
-- Short-term debt of about EUR75 million as of March 31,
2014, which S&P expects the company to roll over;
-- Capex of around EUR60 million per year;
-- Dividends of around EUR2 million per year; and
-- Peak working capital needs of EUR15 million-EUR20 million
per year.
The stable outlook reflects S&P's expectation that CMC will
continue to profitably grow its business, with new contracts
supporting the existing backlog, and S&P expects stable profit
margins in 2014 and 2015. S&P regards credit ratios including
adjusted debt to EBITDA of 4x-5x and adjusted FFO to debt of 15%-
20% as being consistent with the rating.
S&P considers the potential for a positive rating action to be
limited in the near term, but this could occur over time if CMC
sustainably improves its operating performance and shows stronger
credit measures, such as adjusted debt to EBITDA of below 4x and
FFO to debt of above 20%. Greater business scale and diversity,
in addition, could be positive for the ratings.
S&P do not envisage lowering the ratings in the near term, but it
could do so if it expected CMC to report a sustained weakening of
revenues and profitability, such that S&P anticipates adjusted
debt to EBITDA to rise above 5x and adjusted FFO to debt to fall
below 12%. S&P could also lower the ratings if CMC's liquidity
position deteriorates; for example, this could happen if
remaining short-term bank lines are not rolled over as we expect,
or if working capital needs are higher than S&P anticipates.
=====================
N E T H E R L A N D S
=====================
LEVERAGED FINANCE I: Moody's Affirms Caa3 Ratings on 2 Notes
------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Leveraged Finance Europe Capital I
B.V.:
EUR64,500,000 Class II Senior Floating Rate Notes due 2017,
Upgraded to Aaa (sf); previously on Feb 11, 2014 Upgraded to A1
(sf)
EUR14,000,000 Class III-A Mezzanine Fixed Rate Notes due 2017,
Upgraded to Baa1 (sf); previously on Feb 11, 2014 Affirmed Ba2
(sf)
EUR4,000,000 Class III-B Mezzanine Floating Rate Notes due 2017,
Upgraded to Baa1 (sf); previously on Feb 11, 2014 Affirmed Ba2
(sf)
Moody's has affirmed the ratings on the following notes:
EUR177,000,000 (outstanding balance of EUR4.3M) Class I Senior
Floating Rate Notes due 2017, Affirmed Aaa (sf); previously on
Feb 11, 2014 Affirmed Aaa (sf)
EUR15,000,000 (outstanding balance of EUR10M) Class IV-A
Mezzanine Fixed Rate Notes due 2017, Affirmed Caa3 (sf);
previously on Feb 11, 2014 Downgraded to Caa3 (sf)
EUR4,000,000 (outstanding balance of EUR2.7M) Class IV-B
Mezzanine Floating Rate Notes due 2017, Affirmed Caa3 (sf);
previously on Feb 11, 2014 Downgraded to Caa3 (sf)
Leveraged Finance Europe Capital I B.V., issued in November 2001,
is a collateralized loan obligation (CLO) backed by a portfolio
of mostly high-yield senior secured European loans. The portfolio
is managed by BNP Paribas Asset Management. The transaction's
reinvestment period ended in November 2009.
Ratings Rationale
According to Moody's, the upgrade of the notes is primarily a
result of continued deleveraging of the Class I notes and
subsequent increase in the overcollateralization (the "OC")
ratios. The Class I amortized by approximately EUR 47 million or
26% of the original rated balance on the last payment date in May
2014.
As a result of the deleveraging, the overcollateralization ratios
(or "OC ratios") of the senior notes have increased since the
rating action in February 2014. As of the latest trustee report
dated July 2014, the Class I/II , Class III, and Class IV OC
ratios are 157.4%, 124.7% and 108.9% respectively versus December
2013 levels of 125.1%, 108.3% and 99.0%, respectively.
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
performing par of EUR61.2 million and principal proceeds balance
of EUR43.5 million, defaulted par of EUR14.0 million, a weighted
average default probability of 23.3% over 2.6 years weighted
average life (consistent with a 10 year WARF of 4249), a weighted
average recovery rate upon default of 48.3% for a Aaa liability
target rating, a diversity score of 14 and a weighted average
spread of 3.35%
In its base case, Moody's addresses the exposure to obligors
domiciled in countries with local currency country risk bond
ceilings (LCCs) of A1 or lower. Given that the portfolio has
exposures to 12.5% of obligors in Spain, whose LCC is A1, Moody's
ran the model with different par amounts depending on the target
rating of each class of notes, in accordance with Section 4.2.11
and Appendix 14 of the methodology. The portfolio haircuts are a
function of the exposure to peripheral countries and the target
ratings of the rated notes, and amount to 0.99% for the Class I
and Class II notes and 0.25% for the Class III notes.
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 a recovery of 50% of the 95% of the portfolio
exposed to first-lien senior secured corporate assets upon
default and of 15% of the remaining non-first-lien loan corporate
assets upon default. 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.
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
16% of the portfolio, which could make refinancing difficult.
Moody's ran a model in which it raised the base case WARF to 4543
by forcing ratings on 25% 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
note, in light of 1) uncertainty about credit conditions in the
general especially as 12.5% of the portfolio is exposed to
obligors located in Spain and 2) the exposure to lowly-rated debt
maturing between 2014 and 2015, which may create challenges for
issuers to refinance. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties 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 by 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.
2) Around 61% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates.
3) Recovery of 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) Long-dated assets: The presence of assets that mature beyond
the CLO's legal maturity date exposes the deal to liquidation
risk on those assets. Moody's assumes that, at transaction
maturity, the liquidation value of such an asset will depend on
the nature of the asset as well as the extent to which the
asset's maturity lags that of the liabilities. Liquidation values
higher than Moody's expectations would have a positive impact on
the notes' ratings.
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.
===========
R U S S I A
===========
LABIRINT: Two Executives Put on Wanted List Over Alleged Fraud
--------------------------------------------------------------
Itar-Tass reports that Sergey Azarskov and Mikhail Shamanov, the
heads of four bankrupt travel firms -- Labirint, Labirint-T,
Company Labirint and Ideal Tour -- are faced with fraud charges.
According to Itar-Tass, Investigative Committee spokesman
Vladimir Markin said on Tuesday that Messrs. Azarskov and
Shamanov have been put on an international wanted list.
Also, a court ordered their arrest in absentia, Itar-Tass notes.
"At the moment, Shamanov and Azarskov are on an international
list of wanted suspects. A court has issued an arrest warrant in
their absence. Investigators are to identify the damage caused to
clients, as well as accomplices," Itar-Tass quotes Mr. Markin as
saying. "Investigators say Shamanov and Azarskov had drawn up a
fraudulent plan back last year for defrauding their companies'
clients of cash. The scheme took shape no later than December
2013. For this purpose the accused persuaded the co-owners of
the Labirint group of companies offering a wide range of travel
services to sell up most of their shares and stakes in charter
capitals to Azarskov, who thus gained control of the firms in
question."
As reported by the Troubled Company Reporter-Europe on Aug. 5,
The Moscow Times related that Labirint suspended operations,
citing a "negative political and economic situation" and leaving
an estimated 25,000 clients stranded overseas, after Western
nations tightened sanctions on Moscow for its meddling in the
Ukrainian crisis. Labirint travel agency said in a statement
that it could not withstand the combined effect of sluggish
booking on foreign travel, provoked in part by the deepening rift
between Moscow and the West and the erosion of Russians'
purchasing power caused by a sharp weakening of the Russian
ruble, and a government recommendation to ban foreign travel for
military servicemen and law enforcement employees, according to
The Moscow Times.
Labirint is a major Russian travel operator.
SAMARA CITY: Fitch Revises Outlook to Positive & Affirms 'BB' IDR
-----------------------------------------------------------------
Fitch Ratings has revised the Russian City of Samara's Outlook to
Positive from Stable. The agency has affirmed the region's Long-
term foreign and local currency Issuer Default Ratings (IDRs) at
'BB', National Long-term rating at 'AA-(rus)' and its Short-term
foreign currency IDR at 'B'.
KEY RATING DRIVERS
The Outlook revision reflects the following rating drivers and
their relative weights:
High:
Fitch expects Samara's budgetary performance to stabilize at the
current sound level with margins averaging 15% in 2014-2016. A
strong operating balance underpins a high self-financing capacity
for capex and should lead to a narrowing of the deficit before
debt variation to a low 1%-2% of total revenue in 2014, from 5.4%
in 2013.
The city's operating balance reached a strong 15.7% of operating
revenue in 2013 (2012: 12.5%). This improvement was partly
driven by a positive net effect of reallocation of expenditure
responsibilities and revenue sources between municipal and
regional budgets during 2012 and 2013.
Medium:
Fitch expects the city's direct risk to remain low at 35% of
current revenue (RUB6.9 billion) by end-2014, slightly up from
32% (RUB6 billion) a year earlier. The city intends to limit
debt growth and has budgeted close to a zero fiscal balance for
2015-2016. This should lead to the debt stock stabilizing at 33%
of current revenue by 2016. Contingent risk is low as the city
does not have outstanding guarantees and its public sector
entities are self-sufficient.
Despite a low debt burden Samara mostly relies on short-term bank
loans for deficit financing. The city's direct risk stock as of
August 1, 2014 was 77% composed of bank loans with less than one
year to maturity. Although the short-term nature of loans,
contracted from local banks, exposes the city to refinancing
risk, it is mitigated by the city's strong liquidity, including
committed lines of credit with local banks. Outstanding cash and
committed credit lines amounted to RUB3,375 million as of
August 1, 2014 and fully cover bank loans due in 2H14.
The city also plans to contract a RUB2 billion revolving bank
credit line with up to three-year maturity by end-2014. If the
placement takes place it would replace part of the city's
outstanding one-year bank loans and mitigate refinancing
pressure.
Samara's ratings also reflect the following key rating drivers:
The city is the capital of Samara Region, which has a well-
developed diversified economy, based on a strong industrial
sector. Local companies' sound economic performance supports
Samara's strong fiscal capacity, contributing 67% of operating
revenue in 2013. Samara receives an insignificant amount of
financial aid in the form of general-purpose grants from the
region as its budget capacity is higher than that of other
municipalities in the region.
The city's self-financing capacity is strong with capital revenue
and the current balance on average covering 90% of annual capex
in 2013. Samara's capex is high relative to national peers. It
accounted for 30% of total spending in 2013 (2012: 27%) as the
city continuously funded development projects. Fitch expects the
city's capex to gradually decline to 21%-23% of total spending
during 2013-2015 following a decline in capital transfers from
the regional government.
Russia's institutional framework for subnationals is a
constraining factor on the LRGs' ratings. Frequent changes in
allocation of revenue sources and assignment of expenditure
responsibilities between the tiers of government limit the
region's forecasting ability and negatively affect its fiscal
stability and financial flexibility.
RATING SENSITIVITIES
Narrowing of the deficit before debt variation leading to
stabilization of the overall debt burden at below 40% of current
revenue, coupled with the maintenance of sound budgetary
performance in line with Fitch's expectations, would be positive
for the ratings.
SMOLENSK REGION: Fitch Revises Outlook to Stable & Affirms B+ IDR
-----------------------------------------------------------------
Fitch Ratings has revised Smolensk Region's Outlook to Stable
from Negative and affirmed the region's Long-term foreign and
local currency Issuer Default Ratings (IDR) at 'B+', National
Long-term rating at 'A-(rus)' and Short-term foreign currency IDR
at 'B'. Smolensk's outstanding senior unsecured domestic bonds
have also been affirmed at 'B+' and 'A-(rus)'.
KEY RATING DRIVERS
The Outlook revision reflects the following rating drivers and
their relative weights:
High:
Smolensk region has managed to reduce refinancing pressure in
2014. It only has to repay RUB100m of a budget loan in 2014 and
RUB2.8bn of debt maturing in 2015. This amounted to 15.5% of the
region's direct risk as of 1 July 2014. The region continues to
rely on three-year revolving lines of credit after it improved
its debt profile in 2013 by refinancing short-term bank loans
with a five-year bond, three-year bank loans and three-year
budget loans. Thus, most of the region's direct risk matures
between 2014 and 2018. A small amount of federal budget loans
(RUB223m) should be repaid between 2023 and 2032.
Fitch expects the region's direct risk will stabilise at below
80% of current revenue between 2014 and 2016. Smolensk's direct
risk growth will slow down as the deficit gradually narrows to
8%-10% of total revenue in 2014-15 and 4% in 2016 driven by capex
cuts and higher tax proceeds. An additional RUB2bn will come
from the City of Smolensk in 2015-16 when it repays the loan
borrowed from the region in 2010-11.
Medium:
Fitch expects the region will continue to receive support from
the federal government. The region receives federal transfers
for operating and investment spending, which are to a large
extent earmarked for specific purposes. During 2012-13, federal
transfers represented a considerable 33% of total revenue.
Subsidised budget loans have interest rates of 0.1%-2.0% and
amounted to RUB10.9bn or 57% of the region's direct risk as of 1
July 2014. Of this, RUB2bn was on-lent to the City of Smolensk.
Federal support provides some stability during recession, making
the region less vulnerable to external shocks.
Fitch forecasts the region's operating performance to remain weak
in 2014-16, with a positive, albeit close to zero, operating
balance and negative current balance. Smolensk's operating
balance turned positive at 1% of operating revenue in 2013
(negative 1% in 2012), but the current balance remained in
deficit. Historically, the region's budgetary performance has
been weak, with a negative operating balance between 2008 and
2012. The deficit averaged 14% of total revenue in 2009-13.
Smolensk region's ratings also reflect the following key rating
drivers:
The region faces significant refinancing in 2016 when RUB14bn or
74% of direct risk matures. Fitch does not expect the region
will face difficulties refinancing, although the weak current
balance leaves the region dependent on access to capital markets
for refinancing and capex funding in the medium term.
The region's direct risk rapidly increased by 39% in 2013 to
about RUB20bn, equivalent to 73% of its current revenue, due to
lower than expected tax proceeds and high spending linked to
infrastructure modernization of the region's capital, the City of
Smolensk.
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
The ratings could be upgraded if the region records an operating
balance sufficient to cover interest expenses on a sustained
basis, accompanied by stabilization of direct risk.
A negative operating balance coupled with growing refinancing
pressure due to an increasing proportion of short-term bank loans
would lead to a downgrade.
=========
S P A I N
=========
AYT HIPOTECARIO MIXTO V: S&P Hikes Cl. A Notes Rating From 'BB+'
----------------------------------------------------------------
Standard & Poor's Ratings Services raised to 'BBB- (sf)' from
'BB+ (sf)' its credit rating on AyT Hipotecario Mixto V, Fondo de
Titulizacion de Activos' class A notes.
The upgrade follows S&P's June 4, 2014 upgrade of Cecabank S.A.
to 'BBB-' from 'BB+'.
As in S&P's previous review on Dec. 28 2012, its current
counterparty criteria and cash flow analysis continue to link
S&P's rating on AyT Hipotecario Mixto V's class A notes to its
long-term 'BBB-' issuer credit rating on Cecabank, which is the
transaction's swap counterparty.
Consequently, following S&P's upgrade of Cecabank, it has raised
to 'BBB- (sf)' from 'BB+ (sf)' its rating on the class A notes.
The performance of the underlying collateral has been relatively
stable since closing compared with S&P's Spanish residential
mortgage-backed securities (RMBS) index. As of the latest
investor report, the ratio of cumulative defaults (defined in the
transaction documents as loans in arrears for more than 18
months) over the original collateral balance was 1.43%. Severe
delinquencies (defined in the transaction documents as loans in
arrears for more than 90 days) have remain stable since S&P's
previous review, at 2.54% from 2.31% in Dec. 2012.
AyT Hipotecario Mixto V is a 2006-vintage securitization of a
portfolio of Spanish residential mortgage loans. Caixa
d'Estalvis Comarcal de Manlleu, Caja General de Ahorros de
Granada, and Caja de Ahorros y Monte de Piedad de Navarra (now
BBVA, CaixaBank, and Banco Mare Nostrum, respectively) originated
and service the loans.
=====================
S W I T Z E R L A N D
=====================
SUNTECH POWER: Swiss Unit Now Solvent Member of Suntech Group
-------------------------------------------------------------
Suntech Power Holdings Co., Ltd. said the Schaffhausen Cantonal
Court's July 16, 2014 order approving the Dividend Agreement to
resolve the creditor claims of Suntech Power International Ltd.
became effective as of August 8, 2014. A corresponding
publication was made in the Swiss Official Gazette of Commerce on
August 15, 2014.
The moratorium phase and the mandate of the Swiss Administrator
have come to an end. SPI is now a solvent member of the Suntech
Group under the operational control of its Board of Directors.
The Swiss Administrator has been appointed by the Schaffhausen
Cantonal Court to continue to work with the Board in the coming
months to supervise and ensure that the terms of the Dividend
Agreement are properly executed, which will include the payment
of dividends to SPI's creditors and administrative matters.
David Walker, Joint Provisional Liquidator of the Company, said:
"The Court Order has closed a difficult chapter for SPI and we
are pleased that the hard work of the SPI Board, the Swiss
Administrator, the Chief Restructuring Officer of SPI Robert
Moon, and the creditors of SPI, who have been supportive
throughout this process, has been recognized.
This was an important milestone to the restructuring: SPI is a
significant entity in Europe and an integral cog for the
continued restructuring of the Group as a whole."
About Suntech
Suntech Power Holdings Co., Ltd. (OTC: STPFQ) produces solar
products for residential, commercial, industrial, and utility
applications. Suntech has delivered more than 25,000,000
photovoltaic panels to over a thousand customers in more than 80
countries.
Suntech Power Holdings Co., Ltd., received from the trustee of
its 3 percent Convertible Notes a notice of default and
acceleration relating to Suntech's non-payment of the principal
amount of US$541 million that was due to holders of the Notes on
March 15, 2013. That event of default has also triggered cross-
defaults under Suntech's other outstanding debt, including its
loans from International Finance Corporation and Chinese domestic
lenders.
Suntech Power had involuntary Chapter 7 bankruptcy proceedings
initiated against it on Oct. 14, 2013, in U.S. Bankruptcy Court
in White Plains, New York (Bankr. S.D.N.Y. Case No. 13-bk-13350),
by holders of more than $1.5 million of defaulted securities
under a 2008 $575 million indenture. The Chapter 7 Petitioners
are Trondheim Capital Partners, L.P., Michael Meixler, Longball
Holdings, LLC, and Jiangsu Liquidators, LLC. They are
represented by Jay Teitelbaum, Esq., at Teitelbaum & Baskin LLP,
in White Plains, New York.
Suntech Power on Jan. 31, 2014, disclosed that it has signed a
Restructuring Support Agreement relating to the petition for
involuntary bankruptcy filed against it under chapter 7 of the
U.S. Bankruptcy Code. Under the RSA, the parties agreed that
chapter 7 proceedings will be dismissed following recognition of
the provisional liquidation proceeding previously filed by the
Company in the Cayman Islands under chapter 15 of the U.S.
Bankruptcy Code.
On Feb. 21, 2014, David Walker and Ian Stokoe, the joint
provisional liquidators of Suntech Power Holdings Co., Ltd.,
appointed by the Grand Court of the Cayman Islands, commenced a
Chapter 15 proceeding (Bankr. S.D.N.Y. Case No. 14-10383). The
Chapter 15 Petitioners are represented by Jennifer Taylor, Esq.,
and Diana Perez, Esq., at O'Melveny & Myers LLP. According to
the Chapter 15 petition, Suntech has more than US$1 billion in
both assets and debts.
===========
T U R K E Y
===========
ASYA KATILIM: Moody's Lowers Long-Term Deposit Rating to 'B2'
-------------------------------------------------------------
Moody's Investors Service has downgraded the long-term deposit
rating of Asya Katilim Bankasi A.S. (Bank Asya) to B2 from Ba2
and adjusted downwards the standalone financial strength rating
(BFSR) to E+ (corresponding to baseline credit assessment (BCA)
of b2) from D- (ba3) following (1) a fall in its post-provision
profitability; (2) negative asset-quality trends; and (3) funding
volatility.
At the same time, the Moody's placed the deposit ratings on
review, direction uncertain and the standalone BFSR on review for
downgrade.
The bank's National Scale ratings were downgraded to Ba1.tr/TR-4
from A3.tr/TR-2, and placed on review direction uncertain and the
subordinated debt rating (issued under Asya Sukuk Company
Limited) was downgraded to B3 from B1, and placed on review for
further downgrade
Ratings Rationale
Standalone BFSR
The downward adjustment in the standalone BFSR of Bank Asya to E+
(equivalent to BCA of b2) from D- (equivalent to BCA of ba3)
reflects the combination of a number of negative factors
affecting the bank. Although these trends emerged since the
beginning of the year they were more rapid and pronounced in the
second quarter of 2014.
During the first half of 2014 the bank recorded a significant
decline in its post-provision profitability. Net income for the
period declined by 81% compared to a year ago, mostly due to
lower core banking income and provisioning charges up by 121%
compared to the same period last year. Asset quality also
deteriorated, with the percentage of non-performing loans (NPLs)
to total loans increasing to 9.83% from 5.32% as at end-2013.
However, part of the NPL increase was due to the reduction in the
volume of the loan book which declined by 27% for the same
period.
The shrinkage of the loan book was conducted in response to
deposit outflows, as the customer deposit base shrunk by 26%
during the first half of 2014. Accordingly, the bank's holdings
of cash balances also declined by 32% for the same period.
In addition, recent contradictory press reports surrounding a
potential acquisition of Bank Asya generated additional pressure
on the bank's share price and resulted in the suspension of its
shares by the Istanbul Stock Exchange.
At the same time, the bank's regulatory solvency remains strong,
with the total capital ratio improving to 17.5% and the tier 1
ratio to 14.5% as at H1 2014, from 14.3% and 11.8% at year-end
2013, respectively. However, this improvement was related to a
sharp reduction in risk-weighted assets, as internal capital
creation remained at subdued levels.
These sharply deteriorating trends in financial fundamentals
resulted in lowering the bank's standalone rating by two notches.
The further review for downgrade will consider the extent to
which these negative drivers continue to affect the bank, and
concentrate on its ability to 1. Reverse the outflow of customer
deposits and stabilise its current funding position and 2.
Restore its risk-adjusted profitability and prevent further asset
quality deterioration. In case there is limited progress in the
near-term on these review factors, the bank's standalone rating
is likely to be adjusted further downwards.
Long-term Deposits
The bank's long-term deposit rating was downgraded to B2 from
Ba2, and placed on review with direction uncertain. This reflects
the lowering of the BCA and additionally the removal of the
notching uplift due to the systemic support assumptions given the
fact that the bank's market shares and deposit base have declined
below the threshold which would justify systemic uplift.
With regard to the review, the direction of any rating change for
the long-term deposit rating would be driven by future
announcements regarding potential acquisition or merger activity.
A potential acquisition announcement by a higher rated entity is
likely to lead to upward pressure on long-term deposits. In case
an acquisition of the bank does not emerge, the direction of the
supported rating is likely to be influenced by the positioning of
the bank's standalone rating.
What Could Move the Ratings Up/Down
As noted given the negative pressures on the banks standalone
performance an upgrade is not likely in the medium-term. However,
the long-term deposit rating could be adjusted upwards in case an
acquisition announcement leads to factoring in parental support
assumptions.
In case of limited progress in merger plans and further
deterioration in the financial fundamentals the standalone and
long-term deposit rating could be adjusted downward.
National Scale Ratings (NSR)
NSR downgraded to Ba1.tr/TR-4 from A3.tr/TR-2
Bank Asya's NSR reflect its creditworthiness within the Turkish
credit environment and is derived from the mapping of the bank's
global long-term deposit ratings, with the direction uncertain.
Therefore, the direction of the change in the long-term ratings
will influence the future adjustment in these ratings.
Moody's National Scale Credit Ratings (NSRs) are intended as
relative measures of creditworthiness among debt issues and
issuers within a country, enabling market participants to better
differentiate relative risks. NSRs differ from Moody's global
scale credit ratings in that they are not globally comparable
with the full universe of Moody's rated entities, but only with
NSRs for other rated debt issues and issuers within the same
country. NSRs are designated by a ".nn" country modifier
signifying the relevant country, as in ".mx" for Mexico. For
further information on Moody's approach to national scale credit
ratings, please refer to Moody's Credit rating Methodology
published in June 2014 entitled "Mapping Moody's National Scale
Ratings to Global Scale Ratings".
=============
U K R A I N E
=============
FERREXPO PLC: S&P Revises Outlook to Stable & Affirms CCC+ Rating
-----------------------------------------------------------------
Standard & Poor's Ratings Services said it has revised its
outlook on Ukraine-based iron ore pellet producer Ferrexpo PLC to
stable from negative. At the same, S&P affirmed its 'CCC+/C'
long- and short-term foreign currency and 'B-/B' long- and short-
term local currency corporate credit ratings on the company.
S&P also affirmed its 'CCC+' issue rating on the US$500 million
senior unsecured notes issued by Ferrexpo Finance PLC. The '3'
recovery rating on these notes is unchanged, indicating S&P's
expectation of meaningful (50%-70%) recovery in the event of a
payment default.
The outlook revision incorporates:
-- Ferrexpo's stable operating performance, with no material
business interruptions and shipping volumes rising by 3% in
the first half of this year, compared with the same period
in 2013. The conflict in Eastern Ukraine has not directly
affected the company's operations in the Poltava region or
its export routes.
-- Its solid financial performance, with adjusted debt to
EBITDA in the 2.0x to 2.5x range.
-- Its still sizable cash of about US$200 million, held
outside of Ukraine, which supports liquidity.
-- S&P's similar outlook change on Ukraine on July 11, 2014.
"We continue to rate Ferrexpo one notch above our foreign
currency long-term sovereign rating and transfer and
convertibility (T&C) assessment on Ukraine (foreign currency
CCC/Stable/C, local currency B-/Stable/B), because we believe
that Ferrexpo could potentially withstand a sovereign foreign
currency default, if one were to occur. This is because Ferrexpo
holds significant cash balances abroad and has cash available
under its new US$350 million secured pre-export facility (PXF)
signed in 2013 that comfortably cover its debt of about US$220
million maturing in the 12 months started June 30, 2014. We also
take into account that Ferrexpo derives most of its cash flows
from profitable iron ore exports, which have not been affected to
date by the difficult operating conditions in Ukraine," S&P said.
"Our ratings on Ferrexpo remain constrained by the very high
country risks and T&C risks we see in Ukraine. Gas imports from
Russia have been suspended, and power production in Ukraine has
declined due to lower coal production in Eastern Ukraine. We
could consequently project gas and coal shortages, in turn
pushing up prices for these two key raw materials," S&P added.
Ferrexpo reported positive operating results in the first half of
2014, despite declining iron ore prices that stood at about
US$111 per metric ton (mt), on an iron ore 62% CFR (cost and
freight) China basis in the period, versus US$130 per mt in 2013.
S&P now assumes an iron ore price of US$95 per mt on a CFR China
basis in the remainder of 2014 and in 2015-2016.
Ferrexpo benefits from an iron ore pellet premium over the iron
ore 62% CFR China benchmark, which has recently widened to about
US$27 per mt for the company's products. In addition, the
positive effect from the roughly 48% devaluation of the Ukrainian
hryvnia in first-half 2014 supported the company's increased
operational efficiency, with "C1" cash costs down by US$14 per
mt, including US$7.2 per mt linked to currency fluctuations. As
a result, Ferrexpo's margins have remained high, and S&P assumes
that in the absence of further negative geopolitical or operating
developments, its EBITDA will likely exceed US$400 million in
full-year 2014. This would translate into an adjusted debt-to-
EBITDA ratio in the range of 2.0x-2.5x and funds from operations
(FFO) to debt of about 35% for 2014. S&P also factors in its
assessment of the company's financial risk profile as
"aggressive," meaning that there could be some volatility in
Ferrexpo's credit metrics because of iron ore price swings and
macroeconomic uncertainties in Ukraine, including foreign
exchange rate trends, inflation, and gas and power price swings.
Ferrexpo's debt currently exceeds US$1 billion and primarily
includes a US$500 million Eurobond due in April 2016 and the
US$420 million PXF amortized until 2016. In first-half 2014,
Ferrexpo's debt slightly increased because the company signed a
new long-term US$40 million Export Credit Agency-backed facility.
In the 12 months started June 30, 2014, Ferrexpo has to repay
about US$220 million, primarily under its US$420 million PXF.
S&P understands that Ferrexpo anticipates refinancing this
maturing debt through the new US$350 million PXF. S&P also
understands from Ferrexpo's management that the new PXF remains
available to the company.
The stable outlook on Ferrexpo reflects S&P's expectation that
the company will likely avoid material business interruptions in
the remainder of 2014 and into 2015. S&P also considers that it
has cash and committed credit lines to repay upcoming debt
maturities in the coming 12 months.
S&P may lower the ratings if Ferrexpo's liquidity weakens, for
example if the company cannot borrow under its new PXF, although
this is not what S&P currently assumes, and it has to deplete its
cash to pay down its maturing debt. S&P would also lower the
rating if Ferrexpo's operations are seriously disrupted or in
case of a further tightening in Ukraine's T&C regime, which would
affect the company's ability to repay its debt.
Any rating upside would largely depend on the evolution of
Ukraine's business environment and S&P's T&C assessment. S&P
might consider an upgrade after it sees some stabilization in
Ukraine's business conditions and if it thinks that the country's
T&C regime and banking sector policy will not impair Ferrexpo's
liquidity.
LEMTRANS LLC: Fitch Cuts Long-Term Local Currency IDR to 'CCC'
--------------------------------------------------------------
Fitch Ratings has downgrades Ukraine-based transport company
Lemtrans LLC's Long-term local currency Issuer Default Rating
(IDR) to 'CCC' and affirmed its Long-term foreign currency IDR at
'CCC'.
The downgrade of Lemtrans' Long-term local currency IDR reflects
the company's exposure to Ukraine's protracted political and
economic instability and uncertainty, which is likely to
adversely affect its credit metrics, refinancing risk and FX
risk. Lemtrans' ratings are assessed on a standalone basis.
KEY RATING DRIVERS
Customers' Operations Disruptions
The political and economic environment in Ukraine continues to be
unstable with military conflicts in the Donetsk and Lugansk
regions, which may result in the disruption of operations in
these regions. Although Lemtrans does not have any significant
fixed assets in the conflict area, its two major customers have
fairly significant assets in these regions, which could undermine
the operational and financial stability of Lemtrans. The company
estimates transportation volumes in the affected regions were
10%-15% of its total in 2013.
Increased Customer Concentration
Lemtrans' customer base remains highly concentrated in two main
clients, DTEK Holdings B.V. (DTEK, rated CCC) and METINVEST B.V.
(Metinvest, rated CCC), both part of the same holding company as
Lemtrans - System Capital Management Limited (SCM). Together
they accounted for 88% of Lemtrans' revenue (adjusted for the
pass-through infrastructure component) in 2013, up from 75% in
2012.
High customer concentration is explained by their related status
and by the fact that DTEK and Metinvest are two largest
industrial companies in Ukraine that transport tens of millions
of tons of coal, ore and metal products every year by rail.
Non SCM group companies -- ArcelorMitall Kriviy Rih and YuGok --
each accounted for 5% of adjusted revenue in 2013. Although
Lemtrans plans to further expand revenue from non-SCM companies
Fitch believes that at least over the medium term, DTEK and
Metinvest will continue to dominate Lemtrans' revenues and
volumes. It should be noted that Lemtrans receives 100%
prepayment from its customers and therefore does not typically
face non-payment risk.
3-year Agreement on Strategic Partnership
The increased customer concentration also reflects the signing of
three-year agreements on strategic partnership with DTEK and
Metinvest in 2013, under which Lemtrans acts as a sole expeditor
of the cargo of these companies. In 2013 Lemtrans covered around
70% of DTEK's and 50% of Metinvest's volumes with its own rail
fleet and received a small fee for its expediting services for
the remaining cargo transportation volumes. The terms of the
contract envisage a daily yield that the sender has to pay if the
cargo is transported by Lemtrans. This daily yield is paid in
UAH, but is linked to the USD/UAH exchange rate.
Weaker Credit Metrics
At end-2013 Lemtrans reported funds from operations (FFO)-
adjusted leverage of 4.2x, up from 2.2x at end-2012, and FFO
interest coverage of 1.4x, down from 3.8x in 2012. This was
mainly due to decreased volumes and, subsequently, weaker EBITDA
and a larger cash tax prepayment in 2013, which the company will
utilize in the coming year. Fitch expects Lemtrans to continue
generating positive cash flow from operations over 2014-2017 but
negative free cash flow (FCF) due to its ambitious UAH5.72
billion capex program to modernize and expand its rail fleet.
This is likely to keep FFO-adjusted leverage elevated at 4.0x-
4.5x over 2014-2017, and FFO interest coverage at around 2x.
However, Lemtrans' capex program is fairly flexible and could be
scaled back, if needed. In 1H14 Lemtrans spent UAH373 million on
capex, which was less than originally expected.
FX Linked Debt
At end-2013 Lemtrans reported debt of UAH2.1bn, including finance
lease (98%) and loan (2%) from a related party bank -- First
Ukrainian International Bank (FUIB). Lemtrans is subject to
foreign currency risk as all of its debt is either linked to RUB
or USD exchange rates (finance lease) or denominated in USD (bank
loan). However, foreign currency risk is partly mitigated by
natural hedge as the majority of Lemtrans' tariffs are linked to
the USD/UAH exchange rate, and by some foreign currency cash
holdings. At end-1H14 53% of the total cash and cash equivalents
(or UAH3387 million) was kept in USD and RUB. However, with
leases denominated in foreign currencies a steep, sustained UAH
weakening against the USD and RUB could weaken Lemtrans' credit
metrics and put its ratings under pressure.
1H14 Volumes Increased
In 1H14, Lemtrans' transportation volume increased dramatically
by 64% yoy, but only 5% on 2H13. Revenue from transportation
service, as a result, was up 57% yoy and 8% on 2H13. The yoy
transportation volume increase was explained by Lemtrans' lower
volumes in 1H13, partly due to an oversupply of rail fleet in
Ukraine, while a 55% volume increase in 2H13-vs-1H13 was mainly
driven by the newly-signed strategic partnership agreements with
DTEK and Metinvest. Nevertheless, Fitch believes that 2H14
volumes may considerably suffer due to the ongoing instability in
the south-east region of Ukraine.
Coal transportation volume declined 12% in 1H14-vs-2H13, which
can be partly attributable to the fact that a large portion of
coal comes from the conflict area.
Largest Private Rail Operator in Ukraine
Lemtrans' ratings are supported by its position as the largest
private gondola railcar operator in Ukraine (CCC) with 16,380
units at end-2013 in operation and a 17% market share in railway
gondola transportation in Ukraine. It is second only to the
State Administration of Railways Transport of Ukraine
(Ukrzaliznytsia, rated CCC) whose freight rail fleet is fairly
old and shrinking.
Weak Market Expectations
In Ukraine, railroads remain the main cargo transportation,
accounting for 83% of total freight turnover (excluding
pipelines). Growth of rail freight turnover has been on average
about 2% below that of real GDP since 2004. In 1H14, rail
freight volume in Ukraine fell 1.6% and Fitch do not expect
volume to improve for 2014 given our expectation of a 5% decline
in Ukraine's GDP for the year.
LIQUIDITY AND DEBT STRUCTURE
Weak Liquidity
Fitch views Lemtrans' liquidity at end-1H14 as weak, consisting
of UAH635m of cash and cash equivalents compared with UAH1.1bn of
short-term maturities. In May 2014 Lemtrans has agreed with a
local leasing company Leasing Company VL to refinance its lease,
so that Lemtrans does not have to pay interest or make repayment
between May and December 2014. This helped cut back some of the
short-term liabilities by UAH270m that were initially to be paid
in 2014. Deferred interest will then be added to the total
repayment of the lease. Lemtrans paid a fee of UAH4.2 million
for this agreement.
Lemtrans does not have any open credit lines. Fitch expects
Lemtrans' cash flow from operations to be positive, but liquidity
will depend on capex, which has been moderate so far this year,
and on dividends, which have not been declared for this year.
High Exposure to Domestic Banks
Lemtrans' liquidity position may be weakened by its high exposure
to domestic banks. At end-2013 over 95% of cash was kept at
local banks, including nearly half at FUIB. This share has since
increased further, as over 98% of the cash was kept at the FUIB
at end-1H14. Although management views cash at a related party
bank as unrestricted, Fitch assumes a portion of cash held at the
Ukrainian banks as restricted, due to their low credit quality.
Fitch estimates unrestricted cash at UAH247 million at end-2013
and UAH317 million at end-1H14.
RATING SENSITIVITIES
Negative: Future developments that could lead to negative rating
action include:
-- Further deterioration of the liquidity position resulting
in difficulties for the company to service its debt
-- Disruption of the company's or its main customers'
operations undermining the company's operational and
financial stability or customer's credit profile
-- Further significant UAH depreciation resulting in material
weakening of Lemtrans' credit metrics
Positive: Future developments that could lead to positive rating
action include:
-- Improvement of the macro-economic environment and of the
company's liquidity position
-- Improved customer diversification and cargo mix and
stronger credit profile of key customers. However, given
Ukraine's dependence on coal mining and steel production
these changes are not likely over the medium term.
FULL LIST OF RATING ACTIONS
Long-term foreign currency IDR: affirmed at 'CCC'
Long-term local currency IDR: downgraded to 'CCC' from 'B-'
/Negative
Foreign currency senior unsecured rating: 'CCC(EXP)expXX'
withdrawn as the company does not expect to place eurobonds in
the near term
UKRAINE: Fitch Lowers Long-Term Local Currency IDR to 'CCC'
-----------------------------------------------------------
Fitch Ratings has downgraded Ukraine's Long-term local currency
Issuer Default Rating (IDR) to 'CCC' from 'B-' and affirmed its
Long-term foreign currency IDR at 'CCC'.
The issue ratings on Ukraine's senior unsecured local currency
bonds were downgraded to 'CCC' from 'B-' while the senior
unsecured foreign currency bonds were affirmed at 'CCC'. The
Country Ceiling has been affirmed at 'CCC' and the Short-term
foreign currency IDR at 'C'.
KEY RATING DRIVERS
The downgrade reflects the following factors and their relative
weights:
HIGH
Ukraine is part-way through a political transition that began in
February when popular protests ousted former president Viktor
Yanukovych. A new administration has signed a stand-by
arrangement with the IMF and embarked on a program of economic
reforms. Polls indicate new elections in October could lead to
stronger parliamentary backing for this program, but economic and
political risks could derail it.
The government has been fighting separatists in the eastern
regions of Donetsk and Luhansk beginning in April, leaving over
2,000 dead and hundreds of thousands displaced. Although the
government has recaptured territory from the rebels, conflict may
persist or intensify, delaying economic revival and damaging
productive assets.
Instability in the east and disputes with Russia are affecting
the economy. Fitch forecasts real GDP to shrink at least 6.5% in
2014, much worse than the agency had expected in Feb., and
assumes zero growth in 2015 and 2016. Exports to Russia, the
largest export market and source of energy imports, plunged 24%
in 1H14. Gazprom cut gas supplies to Ukraine in June amid a
payment dispute. Energy shortages are a risk.
Government solvency has deteriorated. The consolidated fiscal
deficit, including losses of Naftogaz, the state energy company,
will reach 10% of GDP in 2014. The government aims to cut this
to 6% of GDP in 2015. Direct and guaranteed debt will surpass
65% of GDP in 2014 - above the level envisaged in the IMF
program -- but could stabilize in 2015 if energy subsidies are
reduced as planned. Refinancing sovereign debt remains a
challenge.
The reserves position remains fragile and only public foreign-
currency borrowing under the IMF program stands in the way of a
renewed external financing crisis and probable default. The
hryvnia has depreciated more than 37% against the USD since
end-2013, leading to a sharp external adjustment. Fitch expects
the current account deficit to narrow to less than 5% of GDP in
2014 from 9% in 2013, following currency depreciation and a sharp
fall in imports.
MEDIUM
Currency depreciation, recession and conflict in the economically
important east of the country will have damaged the banking
system's asset quality. The government has budgeted up to
UAH30bn (1.5% of GDP) to support state banks, private banks and
the deposit guarantee fund. Fitch believes eventual
recapitalization needs could be higher. Bank deposits fell
sharply in 1Q14 but have since stabilized. The National Bank of
Ukraine has provided greater liquidity to banks, and has begun to
close down weaker institutions.
RATING SENSITIVITIES
The main factors that could, individually or collectively, result
in a downgrade:
-- Intensification of political and/or economic stress,
potentially leading to a default on government debt
The main factors that could, individually or collectively, could
result in an upgrade:
-- Improvement in political stability
-- Progress in implementing economic policy agenda agreed with
the IMF
-- Improvement in external liquidity
KEY ASSUMPTIONS
Ukraine continues to receive disbursements from the IMF and
retains support from the EU and other multilateral organizations.
Ukraine avoids a full-scale invasion.
===========================
U N I T E D K I N G D O M
===========================
ES GROUP: In Administration, Will Sell Remaining Stock
------------------------------------------------------
thisisthewestcountry.co.uk reports that a family furniture
business which went into administration this year will now see
most of its stock sold off.
Specialist asset consultants ES Group will sell the remaining
stock, machinery and production lines of Woodberry Bros & Haines
Ltd, which traded in Highbridge since 1949, employing around 175
people, according to thisisthewestcountry.co.uk.
The report notes that PricewaterhouseCoopers LLP was appointed as
administrators on July 2, but has been unsuccessful in finding a
buyer, so to regain funds for creditors it has instructed ES
Group to sell what is necessary.
Three separate sales are being conducted to realize the optimum
value for the assets; a sale of the company's product stock will
start in the coming weeks with a private treaty sale at the end
of this month for the 12 main production lines to a worldwide
catalogue of potential buyers, the report discloses.
thisisthewestcountry.co.uk says that an online auction of the
wider plant and equipment will start in early November with a
large quantity of woodworking machinery among the lots.
The report relays that Simon Cornelius-Light, divisional director
in ES Group's Machinery & Business Assets team for the South-
West, said: "By marketing the assets to different groups of
potential buyers and via different means, some with an
international reach, we hope to realise the maximum possible sum.
We're confident assets from a business of the standing of
Woodberry Bros & Haines Ltd will attract interest from the
international furniture manufacturing industry."
FERGUSON SHIPBUILDERS: Jim McColl Among Four Bidders for Business
-----------------------------------------------------------------
Herald Scotland reports that the preferred bidder for collapsed
Clyde shipbuilder Ferguson was expected to be unveiled as early
as yesterday, Aug. 25, following weekend talks between interested
parties and the administrators.
According to Herald Scotland, the administrators said on Aug. 23
that engineering tycoon Jim McColl was one of four bidders who
submitted offers for the Port Glasgow yard by the 5:00 p.m.
deadline on Aug. 21. He is pledging to invest "many millions" in
Ferguson Shipbuilders and aims to return it to its former glory
by creating hundreds of jobs, Herald Scotland discloses.
Ferguson, which was founded in 1902 and is the last commercial
shipbuilder on the Clyde, collapsed into administration, with 70
of the remaining 77 employees made redundant, Herald Scotland
relates.
Mr. McColl's attempt to revive the yard on Aug. 23 received the
backing of Rangers directors James and Sandy Easdale, owners of
bus company McGill's, who had submitted their own bid, Herald
Scotland relays.
Mr. McColl, one of Scotland's richest men, who saved about 550
jobs at Weir Pumps in Glasgow in 2007 by buying that business
from Weir Group, appears likely to be a frontrunner to buy the
Port Glasgow shipyard, Herald Scotland says.
However, he emphasized his belief on Aug. 23 that it was not a
done deal, Herald Scotland notes.
Blair Nimmo and Tony Friar of KPMG, who were appointed as joint
administrators of Ferguson Shipbuilders Limited, Newark Joiners
Limited and Ferguson-Ailsa Limited on August 14, as cited by
Herald Scotland, said: "The joint administrators will now assess
and clarify the terms of each bid with a view to hopefully
selecting a preferred bidder in the early part of this week. All
efforts are being made to conclude a sale of the group and its
assets as quickly as possible."
While best known for its shipbuilding capability, Ferguson
Shipbuilders is also known for engineering and joinery, materials
handling, fluids distributions, system hydraulics, power
distribution and management and civil engineering.
LANDMARK MORTGAGE NO.3: S&P Assigns 'B-' Rating to Class D Notes
----------------------------------------------------------------
Standard & Poor's Ratings Services assigned credit ratings to
Landmark Mortgage Securities No.3 PLC's class A, B, C, and D
notes. At closing, Landmark Mortgage Securities No.3 also issued
unrated class E notes.
The transaction originally closed in Sept. 2007, consisting of
U.K. residential mortgage loans from various originators. Unity
Homeloans Ltd., Infinity Mortgage Ltd., and GMAC-RFC Ltd./Amber
Homelaoans originated the loans between July 2005 and August
2007. Investec Bank UK owned the warehouse that funded the
originators. The class E notes' issuance funded the reserve fund
at closing.
The assigned ratings reflect S&P's analysis of the transaction's
payment structure and cash flow mechanics to determine the
likelihood of repayment of the notes under stress test scenarios.
In S&P's analysis, it also considered the protection for
noteholders, which comes from a combination of subordination, a
liquidity facility, a reserve fund, and excess spread, which
mitigates credit losses and income shortfalls.
CREDIT ANALYSIS
S&P's analysis incorporates the key risks and analytical factors
outlined.
Of the reference pool, 53.89% comprises buy-to-let loans.
Buy-to-let properties are exposed to different foreclosure risks
than owner-occupied properties. These risks include the
borrower's level of reliance on the rental receipts to meet
mortgage payments and the borrower's prior experience in managing
rental properties.
In addition, 25.28% of the reference pool comprises loans
extended to borrowers who self-certified their income. Given
that the respective originator has not verified these loans'
affordability at the time of origination, S&P considers that they
carry higher foreclosure risk. S&P has factored these features
into its credit analysis.
The pool's weighted-average original loan-to-foreclosure value
ratio is high for a U.K. residential mortgage-backed securities
(RMBS) transaction, at 82.49%. S&P considers that borrowers with
minimal equity in property are less likely to be able to
refinance, and more likely to default on their obligations, than
borrowers with lower loan-to-value (LTV) ratio loans. At the
same time, loans with high current indexed LTV ratios are likely
to incur greater loss severities if a borrower defaults. The
pool's current LTV ratio is 85.63%. S&P has accounted for this
feature of the pool in its credit analysis.
About 16.04% of the reference pool comprises loans granted to
borrowers with negative credit histories, such as county court
judgments. Furthermore, loans granted to borrowers with
previously discharged bankruptcies and individual voluntary
arrangements make up 0.94% of the pool. In S&P's view, a
borrower's negative credit history indicates an increased future
likelihood of default. S&P has raised its estimation of the
foreclosure frequency to account for this feature.
Of the pool, 8.18% comprises properties whose valuations exceed
S&P's threshold for jumbo loans (GBP312,500 for north England and
GBP500,000 for south England), with south England making up
6.05%. Excluding loans in arrears, the pool's weighted-average
seasoning amounts to 70.8 months.
The high weighted-average foreclosure freuqency (WAFF) is driven
by the aforementioned high original LTV ratio levels, the high
concentration of interest-only loans, and the underlying
borrowers' negative payment history. This was partially offset
by the pool's seasoning. The high weighted-average loss severity
(WALS) is driven by high current LTV ratio levels and jumbo
valuations.
WAFF and WALS Assumptions
WAFF (%) WALS (%) Expected loss(%)
AAA 56.08 48.81 27.37
AA 42.84 43.92 18.82
A 34.09 35.12 11.97
BBB 26.75 29.93 8.01
BB 18.90 26.11 4.93
B 16.05 22.51 3.61
HISTORICAL ARREARS PERFORMANCE
The transaction's 90+ day delinquency rate peaked in Oct. 2009,
when it reached 19.40%. Since then, the transaction has
outperformed our U.K. nonconforming RMBS index. As of the latest
investor report (dated July 2014), total arrears amounted to
13.99%, with 90+ day delinquencies at 8.69%. This is noticeably
below the comparable figures in S&P's U.K. nonconforming RMBS
index, which stand at 21.7% and 13.8%, respectively.
Given the borrower profiles and S&P's expectation that interest
rates will increase in the next six to nine months, it believes
that households will find it difficult to absorb additional
mortgage costs. Consequently, S&P has projected additional
arrears of 3.63%.
TRANSACTION STRUCTURE
At closing, Landmark Mortgage Securities No.3 issued the class A
to D notes to acquire the pool of mortgage loans from Investec
Bank UK as the seller. It also sold the class E notes, which
fully funded the reserve fund.
The issuer was incorporated and registered in England and Wales
as a public limited company on July 11, 2007, and is tax resident
in the U.K. Its activities are restricted and limited to the
issuance of the notes, the ownership of the loans and their
related collateral security, the exercise of related rights and
powers, and other incidental activities. The issuer is
bankruptcy-remote, in line with S&P's European legal criteria.
Credit enhancement arises through subordination, a reserve fund,
and excess spread. The reserve fund has a target amount of
GBP9,905,000 under the documentation. However, the reserve
fund's actual balance has not been at its target level in over
five years, as losses continue to constrain the build-up. The
pool's high percentage of interest-only loans (90.93%) and low
prepayment rates have limited the build-up of credit enhancement.
The class A notes' available credit enhancement has increased to
25.83% in July 2014 from 19.08% in Sept. 2007 due to the notes'
sequential amortization. However, the junior tranches have not
benefited as much from the transaction's amortization.
Barclays Bank PLC provides a liquidity facility, which was
initially sized to 5% of the initial note balance. It is
available to pay senior expenses and mitigate interest shortfalls
on all of the classes of notes. The issuer can draw on the
liquidity facility to pay the class A notes' interest at all
times. It can also draw on the facility to pay interest on the
junior notes, subject to triggers under the principal deficiency
ledger. The issuer cannot use principal to pay interest on the
notes, under the documentation.
Because the reserve fund has not been at its target level, the
liquidity facility has not amortized, and therefore currently
represents 7.11% of the notes' outstanding balance.
In the pool, 49.65% of loans are linked to Bank Base Rate (BBR),
and 50.26% are linked to three-month LIBOR. While the latter
resets on the same day as the notes -- thereby eliminating basis
risk -- the BBR portion of the pool is exposed to interest rate
mismatches. S&P has applied a basis risk stress to account for
this risk.
OPERATIONAL RISK
Homeloan Management Ltd. services the mortgage loans. S&P's
overall assessment of Homeloan Management as a primary and
special servicer of U.K residential mortgages is ABOVE AVERAGE,
and S&P considers its collection and recovery procedures to be
satisfactory for this transaction.
COUNTERPARTY RISK
The transaction accounts, including the guaranteed investment
contract (GIC) from Barclays Bank PLC, are in line with S&P's
current counterparty criteria. S&P do not consider the swap
counterparty documentation to be in line with its current
counterparty criteria. Under these criteria, giving credit to
the swap would therefore cap S&P's ratings in this transaction at
one notch above its long-term 'A-' issuer credit rating on the
Royal Bank of Scotland PLC, i.e., at a 'A' rating level.
In S&P's analysis, it did not give benefit to the swap, and the
class A notes passed at a higher rating level. Consequently, S&P
assigned its 'AA (sf)' rating to the class A notes. S&P's
ratings on the class B, C, and D notes reflect the results of its
cash flow analysis, incorporating the aforementioned risk
factors.
S&P's credit stability analysis indicates that the maximum
projected deterioration that it would expect at each rating level
over one- and three-year periods, under moderate stress
conditions, is in line with S&P's credit stability criteria.
RATINGS LIST
Landmark Mortgage Securities No.3 PLC
GBP350 mil mortgage-backed floating rate notes
Rating
Class Identifier To From
A AA (sf)
B BBB (sf)
C B+ (sf)
D B- (sf)
GLOBE MANAGEMENT: In Administration, Cuts 60 Jobs
-------------------------------------------------
Manchester Evening News reports that construction company Globe
Management Services has been placed into administration with the
loss of 60 jobs.
Lindsey Cooper and Diana Frangou from Baker Tilly Restructuring
and Recovery have been appointed joint administrators to the
Warrington-based firm and its parent company, Aprilis Holdings.
A third business, Globe Construction Management is expected to
enter Creditors' Voluntary Liquidation, according to Manchester
Evening News.
The companies, which are headquartered in the Trident Business
Park, have ceased to trade with immediate effect and around 60
employees have been made redundant, the report notes.
Manchester Evening News discloses that a small number of staff
members have been retained in the short term to help the
administrators carry out their duties.
The administrators have appointed an independent firm of quantity
surveyors to assist in reviewing around 20 ongoing building
projects across the north west, for a range of private and public
sector clients, the report relates.
The report notes that Lindsey Cooper, a restructuring and
recovery partner at Baker Tilly said: "The financial issues faced
by the business were such that the directors had little choice
but to place the companies into administration. Regrettably, we
have had to make around 60 staff redundant, and our specialist
employee team has been assisting them to make claims with the
Redundancy Payments Office."
ULYSSES PLC: Fitch Affirms 'CCsf' Rating on GBP11MM Class E Notes
-----------------------------------------------------------------
Fitch Ratings has affirmed Ulysses (European Loan Conduit No. 27)
Plc as follows:
GBP249 million class A (XS0308745107) affirmed at 'BBBsf';
Outlook Stable
GBP76 million class B (XS0308747657) affirmed at 'Bsf'; Outlook
Stable
GBP48 million class C (XS0308748200) affirmed at 'B-sf'; Outlook
Negative
GBP45 million class D (XS0308748622) affirmed at 'CCCsf';
Recovery Estimate (RE) RE50%
GBP11 million class E (XS0308749356) affirmed at 'CCsf'; RE0%
Ulyssess is a stand-alone securitization of one commercial
mortgage loan that was originated by Morgan Stanley Bank
International Limited. At closing, the issuer used the proceeds
of the note issuance to acquire the mortgage loan, which has a
total outstanding balance of GBP429m (senior tranche of a GBP535
whole loan) and is secured by a 35-storey office tower (known as
City Point) located in the City of London.
KEY RATING DRIVERS
The affirmation is driven by the on-going positive effect of
recent leasing activity and capital expenditure which led to
increased asset value. Notwithstanding, the agency has a largely
unchanged view on overall bond recoveries, with senior ranking
liabilities -- a GBP21.7 million capital expenditure (capex)
facility, drawings on the servicer advance facility (SAF) and
potential interest rate swap market-to-market (MtM) break
costs -- largely offsetting the achievements made on the
collateral front.
The asset value bounced back to GBP444.3 million in January 2014,
having fallen from GBP429 million to GBP407 million between 2011
and 2012. The increase is primarily due to several new lettings
and the on-going capex program, together with an overall improved
sentiment for the City office market, currently showing a
reduction in available space, a sustained period of rental growth
and a firming of prime yields.
Despite occupancy increasing to 96% (from 93% a year earlier) the
assets weighted average lease term (to break) remains relatively
short at 5.8 years, with 72% of contracted rental income expiring
by 2020. Further value appreciation hinges on the ability of the
sponsor and asset manager, Beacon Capital, to re-gear and extend
existing leases (among which the Simmons & Simmons lease, that
accounts for 40% of contracted rental income and envisages a
break in 2020) to enhance income continuity .
Set against the improved prospects for loan level recoveries is
the continued drawing on the SAF which now stands at GBP25.5
million (up from GBP15.3 million a year earlier) due to the
borrower's interest coverage remaining below 1x (0.88x on the
securitized debt and 0.68x on the whole loan). Although the
agency expects the reliance on this facility to diminish as
rental proceeds increase (with rent free periods expiring) it is
unlikely that advances will be recouped in full prior to
resolution.
The transaction also includes an issuer level interest rate swap
which is co-terminus with bond maturity in July 2017. Fitch
estimates the swap's current MtM value for the bank counterparty
is in the region of GBP55 million to GBP60 million, and estimates
it will fall (assuming no significant change in interest rate
curves) to around GBP20 million by mid-2016, when asset disposal
is more likely.
In fact, Fitch does not expect the special servicer to look to
sell the collateral in the short term, but rather to manage it
for the duration of the capex program in a bid to improve
performance and allow the swap to run off. Should a work-out of
the loan be achieved in 2016, and when considering latent swap
liabilities, a fully drawn capex facility and estimates drawn
under the SAF, Fitch estimates the securitized loan-to-value
ratio (LTV) to be 125%. This explains the distressed ratings of
the class D and E notes, both of which are expected to suffer
losses (in full for the class E notes).
RATING SENSITIVITIES
In narrowing the special servicer's flexibility to manage loan
work-out, any weakening in the financial position of the borrower
with respect to its securitized debt -- say if a key tenant
defaulted -- would risk an accelerated disposal and higher swap
breakage costs. Any suggestion of renewed operating difficulties
could prompt a downgrade of the classes A, B and C notes.
Conversely, assuming both the capex program is allowed to run its
course successfully and the property market improves, there is
limited scope for positive rating action in future, particularly
for the class B notes.
Fitch estimates 'Bsf' recoveries to be GBP395m.
VOYAGE CARE: S&P Affirms 'B' CCR Following Change of Ownership
--------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B' long-term
corporate credit rating on Voyage BidCo Ltd. (Voyage), the parent
of U.K. health care services provider Voyage Care. The outlook
is stable.
At the same time, S&P affirmed its 'B+' ratings on Voyage's
senior secured notes. The recovery rating is unchanged at '2'.
S&P also affirmed its 'CCC+' ratings on the second-lien notes.
The recovery rating on these notes is unchanged at '6'.
The affirmation follows Voyage Care's announcement on Aug. 19
that it has received the requisite consent from noteholders to
waive their change-of-control put option and make certain
amendments to the documentation of the senior secured and second-
lien notes. The amendments will include new owners Partners
Group and Duke Street as permitted "equity investors" under
documentation, and the removal of the notes' portability feature.
These changes do not entail any acceleration of the notes'
payment, allowing Voyage to maintain its adequate liquidity.
S&P understands that Voyage's existing capital structure will
remain in place under the new ownership. Its GBP272 million of
financial debt comprises the GBP222 million senior secured notes
and GBP50 million second-lien notes. Voyage also has access to a
GBP30 million super senior revolving credit facility (RCF), of
which GBP8 million had been drawn down as at March 31, 2014, to
fund the acquisition of 13 freehold properties. At the same
time, S&P understands that the new owners will substantially
reduce the amount of shareholder loans under the structure.
S&P continues to view Voyage's business risk profile at the lower
end of "fair" and its financial risk profile as "highly
leveraged." S&P's business risk profile assessment reflects
Voyage's small size and exposure to public funding pressure in
the U.K. These weaknesses are partly offset by the group's
leading position in the provision of high acuity care for adults
with learning or physical disabilities, the less-discretionary
nature of its services, and its well-invested, mainly freehold
property portfolio.
For the financial year ended March 31, 2014, Voyage's operating
performance was broadly in line with S&P's forecasts. Revenues
grew by 8% to GBP196 million, primarily as a result of recent
acquisitions. The group's Standard & Poor's-adjusted EBITDA
margin deteriorated to 21% from 24% in 2013, mainly due to a
step-up in staff costs and a higher-than-expected level of agency
usage due to a shortage of adequate staffing in certain areas.
S&P expects Voyage to improve its profitability in 2015 and rein
in agency costs. Otherwise, this could lead to pressure on the
group's operating efficiency and consequently, S&P's assessment
of the group's business risk profile.
S&P's view of Voyage's "highly leveraged" financial risk profile
continues to reflect its financial sponsor ownership, and S&P's
calculation that the adjusted debt-to-EBITDA ratio will remain
above 5x over the next 12 months. This includes S&P's treatment
of the group's shareholder loans as debt under its criteria. In
financial year 2014, Voyage's shareholder loans amounted to
around GBP395 million. S&P understands that the new owners will
significantly reduce the shareholder loan amount, which will
improve the group's adjusted debt-to-EBITDA ratio to around 9x
for year-end 2015 from above 15x in 2014. Excluding these
instruments from S&P's debt calculation, the leverage ratio would
be 6x-7x, remaining in the "highly leveraged" category.
Voyage's free operating cash flow generation was slightly
negative for the year to March 31, 2014, on an adjusted basis.
This was primarily due to higher maintenance capital expenditure
(capex) on upgrading the group's infrastructure, and acquisitions
such as the purchase of the freeholds of 13 properties from
health care fund Quercus for about GBP8 million. The new
freeholds will reduce the group's annual rental payments by about
GBP1 million. S&P expects Voyage to maintain its funds from
operations (FFO) cash interest coverage and fixed-charge coverage
at about 2x over the next 12 months. Given the limited organic
volume growth opportunities and the highly fragmented nature of
Voyage's niche market, S&P believes that the company will
continue to pursue bolt-on acquisitions to add to the total
number of beds and/or hours served.
The stable outlook reflects S&P's view that Voyage should be able
to generate positive free cash flow, as well as maintain fixed-
charge coverage of about 2x over the coming 12 months. This will
enable the company to comfortably service its financial
obligations on a sustainable basis and is a level that S&P
considers commensurate with the 'B' rating.
S&P could lower the rating if the group's ability to service its
debt obligations and maintain adequate headroom under its
covenants deteriorates. This would broadly correspond with
fixed-charge coverage approaching 1.5x. S&P could also lower the
rating if the group's ability to generate positive free cash flow
diminishes. The most likely cause of such deterioration would be
if reimbursement by local authorities does not keep up with
inflationary pressure on the group's cost base, resulting in
pressure on the group's profitability, or due to a higher level
of debt-funded acquisitions and/or capital investments.
S&P could consider an upgrade if Voyage reduces its adjusted
leverage to less than 5x on a sustained basis. In view of the
amount of deleveraging required to achieve this, S&P believes it
would be most likely occur as a result of a change in financial
policy. S&P therefore views an upgrade as unlikely.
===============
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)
------- ------ ------ ------
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ACS AIRCRAFT FIN 4491555Z ID -11819999.97 131524997.4
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AFRICA OFFSHORE AOSA NO -280249984 357512992
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AGOR AG DOOG IX -482467.0522 144438127.4
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*********
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 * * *