/raid1/www/Hosts/bankrupt/TCREUR_Public/141223.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, December 23, 2014, Vol. 15, No. 253
Headlines
B E L A R U S
DELTA BANK: Moody's Assigns E+ Bank Fin. Strength Rating
F R A N C E
CMA CGM: Moody's Changes Outlook on 'B2' CFR to Positive
G E R M A N Y
DECO 2014-BONN: Fitch Assigns 'BBsf' Rating to Class F Notes
DECO 2014-BONN: S&P Assigns 'BB+' Rating to Class F Notes
ERSTE GROUP: Moody's Affirms 'Ba2' Sr. Subordinated Debt Rating
RHEINMETALL AG: Moody's Changes Outlook on Ba1 CFR to Negative
H U N G A R Y
MFB HUNGARIAN: Moody's Affirms Ba1 Senior Unsecured Debt Rating
I R E L A N D
CVC CORDATUS: Moody's Assigns B2 Rating to EUR12.9MM Cl. F Notes
MAGELLAN MORTGAGES: S&P Lowers Rating on EUR1.522BB Notes to BB
RMF EURO CDO V: Moody's Affirms 'Ba3' Rating on Class V Notes
TALISMAN-6 FINANCE: Moody's Affirms B1 Rating on EUR825MM Notes
I T A L Y
CAPITAL MORTGAGE 2007-1: S&P Affirms 'BB' Rating on Class B Notes
K A Z A K H S T A N
AMANAT INSURANCE: Fitch Affirms 'B' IFSR; Outlook Stable
N E T H E R L A N D S
HALCYON LOAN V: Moody's Assigns B2 Rating to EUR9.8MM Cl. F Notes
R U S S I A
ACRON JSC: Fitch Affirms 'B+' Issuer Default Rating; Outlook Pos.
FAR-EASTERN SHIPPING: Fitch Puts 'B' IDR on CreditWatch Negative
KHANTY-MANSIYSK BANK: Moody's Changes Ba3 Rating Outlook to Neg.
TRUST BANK: Central Bank to Take Over Interim Supervision
S W E D E N
VERISURE HOLDING: Moody's Hikes Corporate Family Rating to B2
U K R A I N E
ACTIVE BANK: Deposit Guarantee Fund Recommends Liquidation
EUROPEAN GAS: Fund Appoints New Administrator
U N I T E D K I N G D O M
PELAMIS: Fails to Secure Buyer; 16 Workers Made Redundant
VIDEO DUPLICATING: In Administration; 157 Jobs Affected
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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B E L A R U S
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DELTA BANK: Moody's Assigns E+ Bank Fin. Strength Rating
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Moody's Investors Service has assigned the following first-time
ratings to Delta Bank (Belarus): B3 long-term local-currency
deposit rating; Caa1 long-term foreign-currency deposit rating;
Not Prime short-term local- and foreign-currency deposit ratings,
and standalone E+/negative bank financial strength rating (BFSR),
equivalent to a baseline credit assessment (BCA) of b3. All the
bank's long-term deposit ratings carry a negative outlook.
The rating action is based on Delta Bank's audited IFRS accounts
for 2013, 2012 and 2011, statutory accounts as at Q3 2014, and
information provided by the bank's management.
Delta Bank's ratings carry a negative outlook which reflects
adverse effects on asset quality that could be caused by the weak
operating environment in Belarus (as reflected in the negative
outlook on the B3 sovereign bond rating).
Ratings Rationale
According to Moody's, Delta Bank's ratings are constrained by the
following: (1) the bank's narrow franchise (consumer lending)
which is sensitive to the volatile domestic economic environment;
(2) potential growth in the volume of problem loans caused by
seasoning of the bank's retail loan portfolio; (3) the bank's
vulnerable liquidity profile, (4) the bank's weak capital levels;
and (5) its modest profitability.
However, the above-mentioned risks are partially offset by (1)
Delta Bank's adequate asset quality to date; and (2) its low
single-name concentration both in the loan portfolio and in the
deposit base.
Moody's notes that Delta Bank's business concentration in
consumer lending (which accounted for around 77% of the gross
loan book as at year-end 2013) exposes the bank to macroeconomic
pressures, such as economic slowdown in Belarus and likely
repercussions of the economic recession anticipated in Russia.
These risks may lead to weakening creditworthiness of Belarus
households and should be considered in conjunction with the
bank's unseasoned retail loan portfolio given the recent
aggressive growth in consumer lending. The bank's gross loan book
grew by 75% in 2013 and 108% in 2012 (not adjusted for
inflation), which also led to a 64% increase in its assets in
2013 (2012: 57%).
The aforementioned substantial growth in Delta Bank's loan
portfolio will likely require additional provisioning in order to
absorb losses, particularly in the consumer lending segment.
Moody's notes that the bank's share of non-performing loans
(defined as 90+ days overdue) stood at a very low 0.4% of its
gross loan book as at year-end 2013, thus further enhancing the
bank's good asset quality, while its loan loss provisions also
remain adequate (4.3% of gross loans as at year-end 2013).
Nevertheless, the rating agency anticipates deterioration in this
metric in the short-to-medium term rating horizon.
The rating agency also notes that Delta Bank's modest capital
buffer (regulatory capital adequacy ratio of 10.2% posted as at 1
November 2014) is very close to the regulatory minimum of 10%,
thus indicating the bank's low capacity both to further enhance
its balance sheet and to absorb potential significant
deterioration of the loan portfolio. In this regard, Delta Bank
will fully rely on its internal capital generation capacity,
which will render the bank's profitability metrics increasingly
important for its credit profile.
Delta Bank's earnings are modest, albeit improving over the
period spanning 2013-14, with return on average assets (ROAA)
accounting for 3.4% in 2013 (2012: -0.2%), and the bank expects
its net income for 2014 and 2015 to remain in line or marginally
lower compared with 2013 levels. Nevertheless, the bank's plans
regarding earnings generation could also be disrupted by growing
pressure from the domestic operating environment, both in the
retail lending and in the corporate segments, as well as
intensifying competition in both segments.
Moody's notes that Delta Bank's liquidity profile is volatile,
reflecting tight liquidity conditions in the domestic interbank
and security markets, and the bank's exposure to foreign-
currency-denominated liabilities (around 41% of total liabilities
at year-end 2013), which may experience pressure in the event of
any external shocks. The aforementioned challenges are partially
mitigated by Delta Bank's moderate single-name concentration in
both loan portfolio and deposit base, as its exposure to the five
largest borrowers totaled around 121% of statutory Tier 1 at
year-end 2013, while its top 20 customers represented only around
18% of the customer base.
What Could Move the Ratings UP/DOWN
Upwards pressure on Delta Bank's BCA and deposit ratings is
limited because of the high-risk operating environment in
Belarus. Nevertheless, positive rating adjustments may develop
from positive changes in the sovereign rating or outlook, as well
as improvements in the bank's capital buffer, coupled with
appropriate asset quality and sustained improvements in
profitability.
Negative pressure could be exerted on Delta Bank's ratings in the
event of (1) weakening of the bank's liquidity profile; (2)
weakening of the bank's asset quality; and (3) any further
deterioration in its capitalization metrics.
Principal Methodology
The principal methodology used in these ratings was Global Banks
published in July 2014.
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F R A N C E
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CMA CGM: Moody's Changes Outlook on 'B2' CFR to Positive
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Moody's Investors Service has changed to positive from stable the
outlook on the B2 corporate family rating (CFR), the B2-PD
probability of default rating (PDR) and the Caa1 senior unsecured
rating of CMA CGM S.A. Concurrently, Moody's has affirmed the
ratings assigned to the company including its B2 CFR, B2-PD PDR
and Caa1 senior unsecured rating.
"The positive outlook reflects CMA CGM's improving financial
profile and continuing robust operating performance, which comes
despite persistently challenging market conditions in the
container shipping segment," says Marie Fischer-Sabatie, a
Moody's Senior Vice President and lead analyst for the issuer.
"At the same time, CMA CGM has maintained adequate liquidity,
sustained by a large cash cushion."
Ratings Rationale
The positive outlook reflects CMA CGM's strong operating
performance and improvements it has made to its financial
profile, in spite of market conditions remaining challenging in
the container shipping segment. In particular, CMA CGM has
maintained superior profitability level. For example, during the
nine months to September 2014, CMA CGM's core EBIT margin was
5.1%, which is among the highest in its industry. While freight
rates have remained low and volatile during 2014, in particular
on the East-West routes, CMA CGM pursued its cost-containment
efforts and further reduced its operating costs per twenty-foot
equivalent unit (TEU).
The maintenance of a fairly stable operating cash flow generation
over the past couple of years and limited capital expenditures
have resulted in CMA CGM generating positive free cash flow and
reducing its net debt to US$3.5 billion at the end of September
2014 from US$5.0 billion at the end of December 2012. At the same
time, the company has maintained a large cash balance of around
US$1.5 billion. The company's debt/EBITDA ratio (calculated on a
gross debt basis and including Moody's adjustments, in particular
related to operating leases) remains high for the B2 rating at
6.9x for the 12-month period to September 2014, but has reduced
slightly since the end of 2013. Moody's expect that this ratio
will fall further towards 6x in the coming quarters, helped by
healthy volume growth, lower bunker prices and the pursuit of the
company's cost containment efforts.
CMA CGM's B2 CFR remains constrained by two main factors. First,
the high cyclicality in the container shipping market, which is
exacerbated by both (1) the fierce competition between the main
players, which limits CMA CGM's ability to fully recover
increases in certain operating costs; and (2) the high proportion
on short-term contracts in the container shipping market, which
limits visibility for revenues. These market characteristics have
credit-negative implications for the ratings of container
shipping companies, on account of their high operating leverage
and high sensitivity to operating cash-flow shifts. Second, CMA
CGM's high leverage, with a debt/EBITDA ratio (calculated on a
gross debt basis and including Moody's adjustments) of 6.9x for
the 12-month period to September 2014.
However, CMA CGM's CFR also takes into account (1) the company's
sound business profile as a result of its leading market
positions, which have been gained as a result of the successful
commercial and operational strategies implemented by management,
and its geographic diversification; (2) its low capital
investment commitments relative to its main competitors; (3) the
flexibility of its fleet (CMA CGM can redeliver to their owners
more than 80% of its chartered vessels within the next 12
months); (4) the company's operational efficiency; and (5) its
strong asset base.
What Could Change the Rating Up/Down
Upward rating pressure could materialize as a result of (1) a
reduction in CMA CGM's financial leverage below 6x; and (2) an
increase in its funds from operations (FFO) interest expense
coverage to above 3x on a sustainable basis (ratios include
Moody's adjustments). At the same time, the company should
maintain an adequate liquidity profile and a solid operating
performance.
Downward rating pressure could develop if challenging market
conditions lead to (1) financial leverage above 7x for an
extended period of time; (2) FFO interest expense coverage below
2.5x (ratios include Moody's adjustments); or (3) a material
weakening of the company's liquidity profile.
Principal Methodologies
The principal methodology used in these ratings was Global
Shipping Industry published in February 2014. Other methodologies
used include Loss Given Default for Speculative-Grade Non-
Financial Companies in the U.S., Canada and EMEA published in
June 2009.
Headquartered in Marseilles, France, CMA CGM is the third-largest
container shipping company in the world measured in TEU. CMA CGM
generated revenues of US$15.9 billion in 2013.
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G E R M A N Y
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DECO 2014-BONN: Fitch Assigns 'BBsf' Rating to Class F Notes
------------------------------------------------------------
Fitch Ratings has assigned DECO 2014 - BONN LIMITED final
ratings:
EUR330 million Class A (ISIN XS1150577150) due November 2024:
'AAAsf'; Outlook Stable
EUR100,000 Class X (ISIN XS1150578125) due November 2024: not
rated
EUR50 million Class B (ISIN XS1150578638) due November 2024:
'AA+sf'; Outlook Stable
EUR77 million Class C (ISIN XS1150578802) due November 2024:
'AA-sf'; Outlook Stable
EUR92 million Class D (ISIN XS1150579362) due November 2024:
'A-sf'; Outlook Stable
EUR89 million Class E (ISIN XS1150580022) due November 2024:
'BBB-sf'; Outlook Stable
EUR41.9 million Class F (ISIN XS1150581186) due November 2024:
'BBsf'; Outlook Stable
The transaction is a securitization of a EUR680 million
commercial mortgage loan. The loan was granted by Deutsche Bank
AG, London Branch (DB) to 24 pre-existing German special purpose
vehicle (SPV) borrowers to refinance 29 office assets, located
mainly in the top seven German cities. All borrowers are
sponsored by IVG Immobilien AG, which has recently returned to
solvency.
KEY RATING DRIVERS
The final ratings are based on Fitch's assessment of the
underlying collateral, available credit enhancement and the
transaction's sound legal structure.
Asset quality is one of the main drivers of the ratings. The
portfolio securing the loan is generally of sound quality and
well-located in the top seven German cities. Some of the assets
are dated and may require refurbishment but should still attract
occupier interest because of their attractive locations. Fitch
has considered capital expenditure needs and re-letting prospects
in its analysis.
The current high value of prime German office properties reflects
strong economic conditions, which have pushed yields toward 10-
year lows. This increases the market value decline applied by
Fitch, as this is derived from long-term average cap rates.
The dominance of the anchor tenant is both a benefit as well as a
risk for the transaction, with around 55% of income derived from
Allianz SE (AA-/Stable) over an average of seven years. This
should support loan performance over its term, although as leases
roll off concomitant re-letting risk will affect recovery value.
The Allianz buildings are typically large and, although
functional, often dated, purpose-built blocks where lease renewal
will be key to maximizing value. Although new properties are in
development, the risk of Allianz vacating from the entire stock
is remote due to the importance and scale of operations.
Some uncertainty results from the loan sponsor's, IVG Immobilien
AG, corporate restructuring following a now-completed insolvency
process (adopting a "self-management" approach). Neither the
borrowers nor the properties mortgaged in favor of the issuer
were brought into the previous insolvency proceedings.
Property sales are not a source of risk because while asset
quality varies within the portfolio, the corresponding release
premiums adequately differentiate by quality, in Fitch's view.
This isolates the performance of the weakest properties from the
notes. Moreover, release premiums are allocated sequentially,
which limits the exposure of senior notes to the weaker assets
(allocated loan amounts, are paid pro rata).
The loan has a reported loan-to-value ratio (LTV) of 69%, which
Fitch expects to reduce to 66% by maturity through scheduled
amortization. Fitch estimates a 'Bsf' LTV of 83.5%. Annual
revaluations should enable performance deterioration to be
detected well before loan default. However, no credit is given
by Fitch to the 80% LTV covenant due to doubts about the
enforceability of such covenants in Germany. The loan has a low
debt-service coverage ratio (DSCR) cash trap covenant of 1.15x
and it is therefore not likely to benefit greatly from cash trap
before maturity.
KEY PROPERTY ASSUMPTIONS (all by net rent)
'Bsf' weighted average (WA) capitalization (cap) rate: 5.9%
'Bsf' WA structural vacancy: 11.7%
'Bsf' WA rental value decline: 5.6%
'BBBsf' WA cap rate: 6.7%
'BBBsf' WA structural vacancy: 14.6%
'BBBsf' WA rental value decline: 14.0%
'AAAsf' WA cap rate: 7.9%
'AAAsf' WA structural vacancy: 19.1%
'AAAsf' WA rental value decline: 26.5%
RATING SENSITIVITIES
Fitch tested the rating sensitivity of the class A to F notes to
various scenarios, including steeper rental value declines,
increasing capitalization rates and rising structural vacancy.
The expected impact on the notes' ratings are:
Class A/B/C/D/E/F
Current Rating:
'AAA'/'AA+sf'/'AA-sf'/'A-sf'/'BBB-sf'/'BBsf'
Deterioration in all factors by 1.1x:
'AA+sf'/'AAsf'/'Asf'/'BBBsf'/'BB-sf'/'Bsf'
Deterioration in all factors by 1.2x:
'AAsf'/'A+sf'/'BBB+sf'/'BBsf'/'Bsf'/'CCCsf'
DECO 2014-BONN: S&P Assigns 'BB+' Rating to Class F Notes
---------------------------------------------------------
Standard & Poor's Ratings Services assigned credit ratings to
DECO 2014-BONN Ltd.'s class A to F notes. At closing, DECO 2014-
BONN also issued unrated class X notes.
The notes are secured on a German commercial mortgage loan (the
Core loan) that Deutsche Bank AG originated in August 2014.
Deutsche Bank extended the loan as part of a broader
restructuring of IVG Immobilien AG's liabilities.
The Core loan facilitated the refinancing, by IVG Immobilien
entities, of a portfolio of 29 German offices through 24 special-
purpose entities. The initial loan-to-value (LTV) ratio was
69.1%. The loan amortizes by 5% over its term. Its event of
default covenants are triggered at an 80% LTV ratio, or a 1.05x
debt service coverage ratio (DSCR). A 1.15x DSCR would trigger a
mandatory cash trap.
S&P considers that the assets can sustain net cash flows of
EUR53.1 million. This would imply an initial interest coverage
ratio of about 2.7x. S&P's net recovery value for the portfolio
is about EUR794 million, representing a 19% haircut (discount) to
the open market valuation.
S&P evaluated the underlying real estate collateral securing the
loan in order to generate an "expected case" value. S&P's
analysis focused on sustainable property cash flows and
capitalization rates. S&P assumed that a real estate workout
would be required throughout the five-year tail period needed to
repay noteholders if the borrower were to default. The tail
period is the period between the maturity date of the loan and
the transaction's final maturity date. S&P then determined the
recovery proceeds for the loan by applying a recovery proceeds
rate at each rating category. This analysis begins with the
adoption of base market value declines and recovery rate
assumptions for different rating levels. At each rating
category, S&P adjusted the base recovery rates to reflect
specific property, loan, and transaction characteristics.
S&P compared the derived recovery proceeds with the capital
structure. Following S&P's credit analysis, it considers the
available credit enhancement for each class of notes to be
commensurate with our ratings on the notes.
RATINGS LIST
Ratings Assigned
DECO 2014-BONN Ltd.
EUR680 Million Commercial Mortgage-Backed Floating-Rate Notes
Class Rating Amount
(mil. EUR)
A AAA (sf) 330.0
B AA+ (sf) 50.0
C AA (sf) 77.0
D A (sf) 92.0
E BBB (sf) 89.0
F BB+ (sf) 41.9
X NR 0.1
NR--Not rated.
ERSTE GROUP: Moody's Affirms 'Ba2' Sr. Subordinated Debt Rating
---------------------------------------------------------------
Moody's Investors Service has taken a series of rating actions
that resulted in the downgrade and/or affirmation of the
supplementary capital and hybrid capital instruments of Erste
Group Bank AG (Erste). The rating agency also affirmed Erste's
long-term debt and deposit ratings at Baa2 with a negative
outlook, and affirmed the short-term debt and deposit ratings at
Prime-2. At the same time, Moody's affirmed Erste's standalone
bank financial strength rating (BFSR) at D+, with the
corresponding baseline credit assessment (BCA) at ba1, and
changed the outlook on the BFSR to negative from stable. The
subordinated and senior subordinated debt ratings were affirmed
at Ba2 with a negative outlook (previously stable).
The rating actions on the supplementary capital and hybrid
capital instruments follow Erste's announcement on 9 December
2014 to pay no coupons on these instruments in 2015. The non-
payment of coupons is a result of management's expectation of a
lack of sufficient profits (prior to movements in reserves) in
the case of the supplementary capital instruments (Upper Tier 2
[UT2]), and the lack of sufficient distributable funds, in the
case of the hybrid capital instruments. Each calculation is for
the financial year 2014 on a single entity basis of Erste Group
Bank AG in accordance with Austrian GAAP and the Austrian Banking
Act. The rating action also reflects the correction of an input
error in relation to 2 instruments as described more fully below.
The affirmation of Erste's BFSR with a negative outlook (formerly
stable) reflects (1) Moody's assessment of uncertainties over
potential negative implications on some of the bank's operations
in Central Eastern Europe (CEE) from the deterioration of
operating conditions in Russia; and (2) Moody's assessment
regarding the bank's ability to provide a buffer for negative
developments in its pressured profitability in order to avoid
losses for subordinated creditors.
Ratings Rationale
NEGATIVE OUTLOOK ON ERSTE'S BFSR REFLECTS INCREASED RISKS FOR ITS
MAIN OPERATIONS IN CEE AND VULNERABILITY IMPLIED BY HYBRID COUPON
SKIP
Moody's decision to affirm the bank's BFSR and change the outlook
to negative reflects concerns over the potential adverse effect
of the significant deterioration of the operating environment in
Russia on the credit metrics of some of the bank's main
operations in CEE. At the same time, the rating agency takes into
account that Erste's direct exposure to Russia is limited. The
outlook change also reflects Moody's assessment of risks
regarding the bank's ability to provide a buffer for negative
developments in its pressured profitability in order to avoid
losses for subordinated creditors. Moody's regards the skip or
delay in coupon payments on subordinated debt as a significant
credit event which not only impairs these securities, but also
indicates some vulnerability of the bank's fundamental credit
strength.
AFFIRMATION OF LONG-TERM SENIOR DEBT AND DEPOSIT RATINGS;
MAINTAINING THE NEGATIVE OUTLOOK
The affirmation of Erste's Baa2 long-term debt and deposit
ratings follows the affirmation of the bank's BFSR and reflects
Moody's unchanged assumptions around support being made available
from the government of Austria (Aaa, stable) in the event of
need, which provides two notches of rating uplift. The negative
outlook on those ratings reflects the negative outlook on the
bank's BFSR and the rating agency's view that the balance of risk
for banks' senior unsecured creditors had shifted to the downside
following the adoption of the Bank Recovery and Resolution
Directive (BRRD) in Europe which will be transposed into national
legislation in Austria as of 1 January 2015.
NEW RATING LEVELS FOR SUPPLEMENTARY CAPITAL AND HYBRID CAPITAL
REFLECT COUPON SKIP
The rating actions on Erste's supplementary capital and hybrid
capital instruments reflect the bank's announcement to pay no
coupons on these instruments in 2015. The ratings are positioned
at the lower of normal notching or on an expected loss basis once
the coupons stop paying. The new rating levels depend on the
terms and conditions of these securities and their respective
coupon levels. Four securities continue to be rated according to
Moody's notching approach. Six securities have been downgraded,
reflecting Moody's decision to rate these securities on an
expected loss basis. The outlook on these six ratings is stable,
as Moody's does not expect any further impairments at the current
rating levels for these instruments.
Ratings that continue to be rated according to Moody's notching
approach:
(1) For Erste's cumulative junior subordinated debt maturing in
2019 (ISIN:XS0303559115, Moody's Debt ID: 820418491), Moody's
affirmed the ratings at their current level of B1(hyb) (three
notches below the ba1 adjusted BCA) as bondholders benefit from
Erste's obligation to pay the 2015 coupons once the bank has
sufficient annual profits to resume payments. The ratings reflect
the junior subordinated claim in liquidation and cumulative
deferral features tied to the breach of a net loss trigger. The
rating agency changed the outlook to negative in line with the
outlook on Erste's BFSR.
(2) For three junior subordinated debt securities, Moody's has
lowered the rating by one notch to B2(hyb) (ISIN:AT000B000450,
Moody's Debt ID: 809640880; ISIN:AT000B000518, Moody's Debt ID:
809783821; ISIN:AT000B001078, Moody's Debt ID: 820411086) from
B1(hyb). The new rating levels at four notches below the adjusted
BCA down from previously three notches reflect the agency's
assessment that the bond documentation allows for management
discretion to defer or skip coupons. While the agency expects
Erste to resume payments in 2016, the additional notch reflects
the higher uncertainty for investors due to the discretionary
nature of the coupon deferral or skip mechanism, which has become
more relevant in the context of the recent announcement. The
outlook on these ratings is stable.
Ratings that are based on Moody's expected loss approach:
(3) The ratings of Erste's non-cumulative preferred securities
now reflect the expected recovery rate given the announced loss
of coupon payments in 2015 -- leading to downgrades to Caa1(hyb)
(ISIN XS0268694808, Moody's Debt ID: 809807559; XS0215338152,
Moody's Debt ID: 808192280) from B1(hyb), and to B2(hyb) (ISIN
XS0188305741, Moody's Debt ID: 807484307) from B1(hyb).
(4) For two junior subordinated debt securities
(ISIN:AT000B000062, Moody's Debt ID: 809202341; and
ISIN:XS0143383148, Moody's Debt ID: 10323181), Moody's also
corrected an input error to correctly assess the deferral
features as non-cumulative. The previous rating levels -- at
B1(hyb) -- had wrongly reflected the agency's understanding that
the securities contained cumulative deferral features. On an
expected loss basis, these securities are now rated Caa1(hyb)
(AT000B000062) and B2(hyb) (XS0143383148).
(5) Moody's has downgraded Erste's junior subordinated debt
maturing in 2015 (ISIN:AT000B000708, Moody's Debt ID: 815144235)
to Caa1(hyb) given that the agency does not expect bondholders to
recoup the lost coupons at maturity.
WHAT COULD CHANGE THE RATING - DOWN
Downward pressure could be exerted on Erste's D+ standalone BFSR
following (1) further additional credit charges, in particular
related to the bank's operations in CEE; (2) further weakening in
earnings that result in lower internal capital generation; and
(3) weakened capitalization levels.
Downward pressure could be exerted on Erste's long-term ratings
as a result of (1) a lowering of its standalone ba1 BCA; or (2) a
re-assessment of Moody's systemic support assumptions.
WHAT COULD CHANGE THE RATING - UP
There is currently no upward rating pressure as reflected by the
negative outlook.
Upward pressure on Erste's D+ standalone BFSR would be prompted
by (1) a significant and sustained reduction in the volume of
NPLs; (2) a material increase of its capitalization; and (3)
sustained improvement in the bank's operating performance and its
capital generation capacity.
If Erste were to resume payments on its supplementary capital and
hybrid capital instruments on a sustained basis, upward pressure
would develop on these ratings to the extent that ratings would
return to normal notching.
LIST OF AFFECTED RATINGS
The following ratings of Erste Group Bank AG were affirmed with
no change in outlook:
- Long-term senior debt and deposit ratings at Baa2 negative;
- Short-term debt and deposit rating at Prime-2.
The following ratings of Erste Group Bank AG were affirmed with a
change in outlook:
- D+ BFSR negative from previously stable, equivalent to a BCA
of ba1,
- Subordinated and senior subordinated debt ratings at Ba2
negative, formerly stable;
- Certain junior subordinate debt ratings to B1(hyb) negative,
formerly stable (ISIN:XS0303559115).
The following ratings of Erste Group Bank AG were downgraded:
- Certain junior subordinate debt ratings to B2(hyb) stable,
from B1(hyb) stable (ISIN: XS0143383148; ISIN:AT000B000450,
ISIN:AT000B000518, ISIN:AT000B001078).
- Certain junior subordinate debt ratings to Caa1(hyb) stable,
from B1(hyb) stable (AT000B000062, ISIN:AT000B000708)
The following ratings of Erste Capital Finance (Jersey) Tier I PC
were downgraded:
- Non-cumulative preferred securities to Caa1(hyb) stable, from
B1(hyb) stable.
The following ratings of Erste Finance Jersey (4) Limited were
downgraded
- Non-cumulative preferred securities to B2(hyb) stable, from
B1(hyb) stable.
The following ratings of Erste Finance Jersey (6) Limited were
downgraded:
- Backed non-cumulative preferred securities to Caa1(hyb)
stable, from B1(hyb) stable.
The following ratings of Erste Finance (Delaware) LLC were
affirmed:
- Backed Commercial Paper at Prime-2.
The following ratings of Erste Bank, New York, were affirmed:
- Bank deposit ratings at Baa2 negative.
RHEINMETALL AG: Moody's Changes Outlook on Ba1 CFR to Negative
--------------------------------------------------------------
Moody's Investors Service has changed the outlook on Rheinmetall
AG's Ba1 Long-Term Corporate Family Rating, Ba1-PD Probability of
Default Rating, NP Short Term Ratings and the Ba1 senior
unsecured rating to negative. At the same time, Moody's has
affirmed these ratings.
Ratings Rationale
The negative outlook reflects a significant deterioration in
Rheinmetall's credit metrics in 2014 and the uncertainty embedded
in the company's ability to improve its financial profile to a
level deemed appropriate for its Ba1 rating. Due to material and
unexpected negative earning dynamics in the company's Defence
division, deleveraging of its balance sheet to around 3.5x
normalized debt to EBITDA and meaningful positive free cash flow
generation, are now forecast to be delayed to the year ended 2016
(December 31, 2016) from the year ended 2015 as previously
expected. Indications over the next 6 to 9 months that
Rheinmetall will be unable to improve its leverage continuously
to delever to these levels by 2016, will almost certainly lead to
further negative rating action.
This deleveraging profile assumes Rheinmetall will achieve around
4.0x normalized debt to EBITDA and generate breakeven to
moderately positive free cash flow in 2015. In 2014 Moody's
forecasts Rheinmetall will generate negative free cash flow in
excess of EUR200 million, leading to normalized debt to EBITDA of
around 5.6x and RCF to net debt of below 2%, which positions the
company very weakly in the Ba1 rating category.
Improvements in credit metrics will be highly contingent on a
recovery of Rheinmetall's Defence division starting in 2015,
which Moody's believes may prove challenging. Rheinmetall is
expected to continue to face earning pressures from weak defense
markets, including constrained government defense budgets and a
currently unfavorable product mix. Geopolitical tensions in the
Ukraine, Gaza and Syria as well as the emergence of IS, may
possibly prompt the expansion of procurement budgets, but the
timing and the degree to which this will happen, is uncertain. An
improved financial performance also assumes initiatives to
enhance project management processes will prevent further
contract disputes but especially cost overruns, which have
weighed heavily on both 2013 and 2014 earnings. Turnover growth
is also dependent on the successful ongoing execution of key
contracts including the EUR475 million Qatar contract, which is
expected to contribute materially to Rheinmetall's operating
performance as of 2015.
The negative outlook also reflects the increased political risk
and currently unclear defense policies of the German government.
Significant delays in the approval of export licenses and the
withdrawal of an export permit for a Russian combat training
center contract were important factors in Rheinmetall's 2014
underperformance and credit metric deterioration. Moody's expects
greater clarity from the German government in 2015 about its
strategy for the export of weapons. Any evidence indicating that
the government's intention to pursue more restrictive export
policies may cast doubts over the strength of the company's
defense order book, Rheinmetall's earnings predictability and
again, the company's capacity to delever by 2016. Rheinmetall's
past efforts to offset the contraction of more traditional
defense markets and internationalize its defense business,
heightens this political risk. In seeking to exploit the growing
markets of less traditional defense markets, Rheinmetall may be
more exposed to countries where military and political interests
may not be fully aligned with Germany's.
Greater clarity with regards to national procurement as well as
the government's stance on the consolidation of the Defence
industry in Europe, is also considered important as these may
impact Rheinmetall's setup, capital structure and earnings in the
medium-term. Moody's has excluded any financial benefit which may
arise from the potential approval of pending export licenses, and
to a degree, these provide headroom in Rheinmetall's operational
performance if permits are finally granted.
Nevertheless, in spite of negative pressures, Rheinmetall's
ratings continue to reflect the competitive strength of the
company's two business segments, which appear to have followed
different economic cycles over recent years. Moody's recognizes
the company's still strong Defence order backlog of EUR6.6
billion, even with the aforementioned political risks, but
especially the stronger performance and momentum of the company's
Automotive business. While insufficient to fully negate the
challenges faced by Rheinmetall's Defence business, the
Automotive business is forecast to remain supportive of earnings
in the short to medium-term due to good demand fundamentals and
successful restructuring measures. In 2014 the Automotive
division is expected to exceed its earnings expectations and in
2015 reach its 8% EBIT margin target.
In addition, Moody's acknowledges Rheinmetall's lower level of
unadjusted debt. The higher levels of adjusted debt, as
calculated by Moody's, are primarily driven by Rheinmetall's
large pension deficit which over the last year has increased
further, driven by decreasing interest rates. While the
contractual nature of these liabilities determines their debt-
like treatment, Moody's recognizes the company's ability to
finance these over the longer-term and service these even in the
context of lower operational cash flow. Furthermore, Rheinmetall
has illustrated its commitment to maintain conservative financial
policies in the past. Recent debt issuances undertaken, and
already low dividend payments, limit the company's ability to
moderate leverage, but there is some headroom afforded by the
still high levels of forecasted capex, which to some degree are
determined by future orders.
Rheinmetall's ratings remain further supported by the company's
relatively good liquidity profile. Cash and cash equivalents of
EUR187 million in addition to a EUR500 million undrawn syndicated
revolving credit facility, albeit used as a back-up facility for
its commercial paper program, are considered sufficient to cover
short-term debt liabilities of EUR267 million as at
September 30, 2014. Rheinmetall also had undrawn committed
bilateral facilities of around EUR302 million with varying
maturities. Maintaining a sufficient level of liquidity is
considered especially important given the seasonality of the
business and the company's highly volatile swings in working
capital.
Debt maturities are well-spread, with the senior notes due in
December 2017 and the promissory notes due 2019-2024. Moody's
notes, however, that the syndicated RCF is due to expire in
December 2016 and an ability to renew this facility under similar
terms will also be dependent on an improvement of the company's
underlying performance in the next 12-18 months. The revolving
credit facility currently contains one leverage covenant under
which Rheinmetall is considered to have ample headroom.
Rating Outlook
The negative rating outlook reflects Rheinmetall's weaker earning
dynamics and credit metrics including leverage and the generation
of positive free cash flow. While Moody's expect some improvement
in the next 12-18 months, currently these are not at a level
appropriate for its Ba1 rating. The German government's uncertain
defense policies and heightened political risk, may also prevent
improvements in Rheinmetall's earning performance and future
credit metrics.
What Could Change the Rating-Up
Stabilization of the outlook is likely where there is greater
certainty with regards to the company's ability to delever to
around 3.5x normalized debt to EBITDA and 15% RCF to net debt by
the year ended 2016. This includes greater clarity regarding the
German Government's export arms policy and greater comfort over
the company's defense order book and backlog. Moody's would also
expect Rheinmetall to be able to generate positive free cash flow
on a sustainable basis.
What Could Change The Rating DOWN
Negative rating action is likely where no improvement in earnings
is achieved in the next 6 to 9 months and thereafter. This
assumes a recovery in credit metrics to 4.0x normalized debt to
EBITDA by 2015 and a further improvement to 3.5x normalized debt
to EBITDA and 15% RCF to net debt by the year ended 2016. This
may be due to still weak markets and product mix, more
restrictive export licesce polices as well as further operational
difficulties. The rating does not incorporate any major debt-
funded acquisitions.
An inability to delever to aforementioned levels owing to further
reductions in interest rates and hence increases in Rheinmetall's
pension deficit, will be viewed in the context of the company's
underlying performance.
Structural Considerations
The Ba1 rating (LGD 4-50%) assigned to the EUR500 million in
senior unsecured notes due 2017 -- the same as the corporate
family rating -- reflects the senior notes' position as the
predominance of committed debt in Rheinmetall's capital
structure.
Moody's notes that the majority of the group's financial debt is
raised at the holding company level including Rheinmetall's
unsecured notes. These are therefore structurally subordinated to
trade claims, pension liabilities and short term operating lease
rejection claims that exist at its various operating
subsidiaries. Under Moody's loss given default methodology, this
level of subordination is borderline when considering a down
notching of the senior unsecured debt instruments raised at
Rheinmetall AG.
Moody's emphasizes that in the event Rheinmetall's Long-Term CFR
is downgraded to Ba2, Moody's would consider withdrawing the
equity credit afforded to the company's pension deficit (2013:
EUR891 million) in line with its methodology for the treatment of
pension obligations. This would lead to an increase in leverage.
Moreover, it is highly likely Moody's will reassess the
subordination of Rheinmetall's unsecured notes and the notching
applied to the unsecured note rating. This is due to their
subordination to trade payables and pension, which are assumed to
be at the operating level.
Principal Methodologies
The principal methodology used in these ratings was Global
Automotive Supplier Industry published in May 2013. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
The grid-implied rating for the last-twelve-months period ending
30 September 2014 indicates a rating of Ba2, a notch below the
current rating. The 12-18 month forward-looking grid indicates a
rating of Ba1 given expected improvements in operating
performance and credit metrics in spite of aforementioned risks.
Corporate Profile
Rheinmetall AG, established in 1889 and headquartered in
Dusseldorf, Germany, is a leading European player in defense
equipment (46.7% of group revenues in 2013) and, through its 100%
subsidiary KSPG AG, a first-tier supplier of automotive
components (53.3% of group revenues in 2013). On an LTM basis as
at September 30, 2014, Rheinmetall generated total revenues of
EUR4.9 billion. Rheinmetall AG is publicly listed with 100% of
shares in free float.
=============
H U N G A R Y
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MFB HUNGARIAN: Moody's Affirms Ba1 Senior Unsecured Debt Rating
---------------------------------------------------------------
Moody's Investors Service has affirmed MFB Hungarian Development
Bank Limited's (MFB) Ba1 foreign-currency senior unsecured debt
rating and Ba2/Not-Prime foreign-currency deposit ratings. The
outlook on the bank's long-term ratings was changed to stable
from negative.
The affirmation of the ratings and the outlook change reflect the
rating agency's affirmation of the Ba1 government bond rating of
Hungary, the guarantor of MFB's liabilities, and change of the
outlook on these ratings to stable from negative on November 7,
2014.
Ratings Rationale
The rating action reflects Moody's affirmation of Hungary's Ba1
government bond rating, with a stable outlook, as well as the
affirmation of the country's Ba2 ceiling for foreign-currency
deposits.
MFB is a bank that is owned and guaranteed by the Hungarian
government, and that plays a vital role in the government's
policy to support domestic economic development.
Moody's continues to assume a very high probability of support
from the Hungarian government for MFB, reflected in the framework
of explicit and irrevocable state guarantees for funding and
foreign-currency risk. The amount of state guarantee covering
MFB's balance-sheet obligations is HUF1.8 trillion for 2014,
twice the bank's total liabilities as of year-end 2013. The
amount of state guarantee for the guarantees provided by MFB is
HUF600 billion.
In addition, Moody's acknowledges that the Hungarian government
has historically provided capital support to MFB. The bank's
consolidated regulatory capital amounted to HUF 201,9 billion at
the end of 2013, bringing its Tier 1 capital adequacy ratio to
18.3% (Moody's-adjusted ratio).
What Could Move The Ratings UP/DOWN
Taking into account the government guarantee on MFB's
liabilities, Moody's expect that the debt and deposit ratings of
MFB will move in line with the rating of the Hungarian
government.
Principal Methodology
The principal methodology used in these ratings was Government-
Related Issuers published in October 2014.
=============
I R E L A N D
=============
CVC CORDATUS: Moody's Assigns B2 Rating to EUR12.9MM Cl. F Notes
---------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by CVC Cordatus Loan
Fund IV Limited:
EUR225,400,000 Class A Senior Secured Floating Rate Notes due
2028, Definitive Rating Assigned Aaa (sf)
EUR22,600,000 Class B-1 Senior Secured Floating Rate Notes due
2028, Definitive Rating Assigned Aa2 (sf)
EUR24,000,000 Class B-2 Senior Secured Fixed Rate Notes due
2028, Definitive Rating Assigned Aa2 (sf)
EUR24,900,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2028, Definitive Rating Assigned A2 (sf)
EUR18,600,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2028, Definitive Rating Assigned Baa2 (sf)
EUR27,600,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2028, Definitive Rating Assigned Ba2 (sf)
EUR12,900,000 Class F Senior Secured Deferrable Floating Rate
Notes due 2028, Definitive Rating Assigned B2 (sf)
Ratings Rationale
Moody's rating of the rated notes addresses the expected loss
posed to noteholders by legal final maturity of the notes in
2028. The ratings reflect the risks due to defaults on the
underlying portfolio of loans given the characteristics and
eligibility criteria of the constituent assets, the relevant
portfolio tests and covenants as well as the transaction's
capital and legal structure. Furthermore, Moody's is of the
opinion that the collateral manager, CVC Credit Partners Group
Limited ("CVC"), has sufficient experience and operational
capacity and is capable of managing this CLO.
CVC Cordatus Loan Fund IV Limited is a managed cash flow CLO. At
least 90% of the portfolio must consist of senior secured
obligations and up to 10% of the portfolio may consist of senior
unsecured obligations, second-lien loans, mezzanine obligations
and high yield bonds. The portfolio is expected to be 60% ramped
up as of the closing date and to be comprised predominantly of
corporate loans to obligors domiciled in Western Europe. The
remainder of the portfolio will be acquired during the six month
ramp-up period in compliance with the portfolio guidelines.
CVC will manage the CLO. It will direct the selection,
acquisition and disposition of collateral on behalf of the Issuer
and may engage in trading activity, including discretionary
trading, during the transaction's four-year reinvestment period.
Thereafter, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk obligations or credit improved obligations, and are subject
to certain restrictions.
In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR 44,000,000 of subordinated notes which will
not be rated.
The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.
Factors that Would Lead to an Upgrade or Downgrade of the Rating:
The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. CVC's investment decisions and
management of the transaction will also affect the notes'
performance.
Loss and Cash Flow Analysis:
Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
February 2014. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche.
Moody's used the following base-case modeling assumptions:
Par Amount: EUR 388,600,000
Diversity Score: 35
Weighted Average Rating Factor (WARF): 2750
Weighted Average Spread (WAS): 4.10%
Weighted Average Coupon (WAC): 5.00%
Weighted Average Recovery Rate (WARR): 40.00%
Weighted Average Life (WAL): 8 years.
Stress Scenarios:
Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal.
Percentage Change in WARF: WARF + 15% (to 3163 from 2750)
Ratings Impact in Rating Notches:
Class A Senior Secured Floating Rate Notes: 0
Class B-1 Senior Secured Floating Rate Notes: -3
Class B-2 Senior Secured Fixed Rate Notes: -3
Class C Senior Secured Deferrable Floating Rate Notes:-2
Class D Senior Secured Deferrable Floating Rate Notes: -2
Class E Senior Secured Deferrable Floating Rate Notes: -1
Class F Senior Secured Deferrable Floating Rate Notes:-1
Percentage Change in WARF: WARF +30% (to 3575 from 2750)
Class A Senior Secured Floating Rate Notes: -1
Class B-1 Senior Secured Floating Rate Notes: -4
Class B-2 Senior Secured Fixed Rate Notes: -4
Class C Senior Secured Deferrable Floating Rate Notes: -4
Class D Senior Secured Deferrable Floating Rate Notes: -2
Class E Senior Secured Deferrable Floating Rate Notes: -2
Class F Senior Secured Deferrable Floating Rate Notes: -4
MAGELLAN MORTGAGES: S&P Lowers Rating on EUR1.522BB Notes to BB
---------------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in Magellan Mortgages No. 1 PLC, Magellan Mortgages No. 2
PLC, Magellan Mortgages No. 3 PLC, and Magellan Mortgages No. 4
PLC.
Specifically, S&P has:
-- Affirmed its ratings on the class A and C notes, and
lowered its rating on the class B notes in Magellan
Mortgages No. 1;
-- Raised its rating on the class A notes, lowered its rating
on the class B notes, and affirmed its ratings on the class
C and D notes in Magellan Mortgages No. 2;
-- Raised its ratings on Magellan Mortgages No. 3's class A,
B, C, and D notes; and
-- Affirmed its ratings on the class A and D notes, and
lowered its ratings on the class B and C notes in Magellan
Mortgages No. 4.
Upon publishing S&P's updated criteria for rating single-
jurisdiction securitizations above the sovereign foreign currency
rating (RAS criteria), S&P placed those ratings that could
potentially be affected "under criteria observation".
Following S&P's review of these transactions, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
The rating actions follow S&P's credit and cash flow analysis of
recent asset and liability transaction information that S&P has
received. S&P's analysis reflects the application of its
residential mortgage-backed securities (RMBS) criteria and its
RAS criteria.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as 'moderate'. Under S&P's RAS criteria, these
transactions' notes can therefore be rated four notches above the
sovereign rating, if they have sufficient credit enhancement to
pass a minimum of a "severe" stress. However, if all six of the
conditions in paragraph 48 of the RAS criteria are met, S&P can
assign ratings in these transactions up to a maximum of six
notches (two additional notches of uplift) above the sovereign
rating, subject to credit enhancement being sufficient to pass an
"extreme" stress.
As S&P's long-term unsolicited rating on the Republic of Portugal
is 'BB', its RAS criteria cap at 'A (sf)' the maximum potential
rating for the class A notes in these transactions. The maximum
potential rating for all other classes of notes is 'BBB+ (sf)'.
Credit enhancement has increased in all four transactions since
closing. Except for Magellan Mortgages No. 1, these transactions
feature a provisioning mechanism for loans approaching default.
This mechanism traps an increasing amount of cash within each
transaction as loans move through delinquency toward default.
All four transactions have a reserve fund. It is fully funded in
Magellan Mortgages No. 1, 3, and 4, and is currently at 98% of
its target level in Magellan Mortgages No. 2. The reserve funds
currently represent 6.74%, 4.73%, 1.91%, and 1.84% of the
outstanding balance of the outstanding liabilities in Magellan
Mortgages No. 1, 2, 3, and 4, respectively.
Severe delinquencies of more than 90 days are at 6.75%, 7.38%,
6.05%, and 4.10% of the total asset outstanding balance in
Magellan Mortgages No. 1, 2, 3, and 4, respectively. These
figures include loans in legal proceedings, which are currently
at 3.68%, 6.31%, 5.26%, and 3.68% for Magellan Mortgages No. 1,
2, 3, and 4, respectively.
Prepayment levels remain low for all four transactions, at 4.40%,
4.39%, 1.86%, and 2.41% for Magellan Mortgages No. 1, 2 , 3, and
4, respectively. These transactions are unlikely to pay down
significantly in the near term, in S&P's opinion.
Following the application of S&P's RAS criteria and its RMBS
criteria, S&P has determined that its assigned rating on each
class of notes in these transactions should be the lower of (i)
the rating as capped by S&P's RAS criteria and (ii) the rating
that the class of notes can attain under S&P's RMBS criteria.
Taking into account the results of S&P's updated credit and cash
flow analysis, S&P considers that all six conditions in paragraph
48 of the RAS criteria are met and that available credit
enhancement for the class A notes in Magellan Mortgages No. 1, 2,
and 3 is sufficient to pass an "extreme" stress. These classes
of notes can therefore be rated up to six notches above the
sovereign rating. However, under S&P's current counterparty
criteria, the rating on the bank account provider, The Royal Bank
of Scotland PLC (A-/Negative/A-2), caps S&P's rating on Magellan
Mortgages No. 1's class A notes at 'A- (sf)'. S&P has therefore
affirmed its 'A- (sf)' rating on Magellan Mortgages No. 1's class
A notes, and raised to 'A (sf)' from 'A- (sf)' its ratings on
Magellan Mortgages No. 2 and 3's class A notes.
S&P's RAS criteria cap its rating on Magellan Mortgages No. 4's
class A notes at five notches above the sovereign rating. S&P
has therefore affirmed its 'A- (sf)' rating on the class A notes.
S&P's RAS criteria cap the ratings on Magellan Mortgages No. 1's
class B and C notes, Magellan Mortgages No. 2's class B, C, and D
notes, Magellan Mortgages No. 3's class B and C notes, and
Magellan Mortgages No. 4's class B notes at 'BBB+ (sf)', four
notches above the sovereign rating. However, S&P's RMBS criteria
constrain its rating on Magellan Mortgages No. 2's class D notes
at 'BBB (sf)'. S&P has therefore lowered its ratings on Magellan
Mortgages No. 1, 2, and 4's class B notes, affirmed its ratings
on Magellan Mortgages No. 1 and 2's class C notes and Magellan
Mortgages No. 2's class D notes, and raised its ratings on
Magellan Mortgages No. 3's class B and C notes.
The available credit enhancement for Magellan Mortgages No. 4's
class C notes is not sufficient to pass a minimum of a "severe"
stress, and can therefore not achieve any uplift above the
sovereign rating. Consequently, S&P has lowered to 'BB (sf)'
from 'A- (sf)' its rating on the class C notes.
S&P's analysis also indicates that the credit enhancement
available for Magellan Mortgages No. 3's class D notes is
commensurate with the stresses that S&P applies at a 'B+' rating
level. S&P has therefore raised to 'B+ (sf)' from 'B (sf)' its
rating on the class D notes in Magellan Mortgages No. 3. The
available credit enhancement for Magellan Mortgages No. 4's class
D notes is commensurate with the currently assigned ratings. S&P
has therefore affirmed its 'B (sf)' rating on the class D notes.
S&P also considers credit stability in its analysis. To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears for one-year and three-year horizons.
This did not result in S&P's rating deteriorating below the
maximum projected deterioration that it would associate with each
relevant rating level, as outlined in S&P's credit stability
criteria.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include inflation, weak economic growth, high unemployment, and
fiscal tightening. On the positive side, S&P expects interest
rates to remain low for the foreseeable future. S&P expects the
real estate market to stabilize over the coming two years.
However, price rises will likely be limited (0.5% in 2014 and
1.0% in 2015), as housing demand will stay constrained.
Magellan Mortgages No. 1, 2, 3, and 4 are Portuguese RMBS
transactions, which closed in December 2001, October 2003, June
2005, and July 2006, respectively. They securitize a pool of
first-ranking mortgage loans that Banco Commercial Portugues
originated.
POTENTIAL EFFECTS OF PROPOSED CRITERIA CHANGES
S&P's ratings are based on its applicable criteria, including
those set out in the criteria article "Update To The Criteria For
Rating Portuguese Residential Mortgage-Backed Securities,"
published on Jan. 6, 2009. However, these criteria are under
review.
As a result of this review, S&P's future criteria applicable to
rating transactions backed by Portuguese mortgage assets may
differ from its current criteria. These criteria changes may
affect the ratings on the outstanding RMBS transactions that S&P
rates. Until such time that S&P adopts new criteria, it will
continue to rate and surveil these transactions using its
existing criteria.
RATINGS LIST
Class Rating Rating
To From
Magellan Mortgages No. 1 PLC
EUR1 Billion Mortgage-Backed Floating-Rate Notes
Ratings Affirmed
A A- (sf)
C BBB+ (sf)
Rating Lowered
B BBB+ (sf) A- (sf)
Magellan Mortgages No. 2 PLC
EUR1 Billion Mortgage-Backed Floating-Rate Notes
Rating Raised
A A (sf) A- (sf)
Rating Lowered
B BBB+ (sf) A- (sf)
Ratings Affirmed
C BBB+ (sf)
D BBB (sf)
Magellan Mortgages No. 3 PLC
EUR1.52 Billion Mortgage-Backed Floating-Rate Notes
Ratings Raised
A A (sf) A- (sf)
B BBB+ (sf) BBB- (sf)
C BBB+ (sf) BB+ (sf)
D B+ (sf) B (sf)
Magellan Mortgages No. 4 PLC
EUR1.522 Billion Mortgage-Backed Floating-Rate Notes
Ratings Affirmed
A A- (sf)
D B (sf)
Ratings Lowered
B BBB+ (sf) A- (sf)
C BB (sf) A- (sf)
RMF EURO CDO V: Moody's Affirms 'Ba3' Rating on Class V Notes
-------------------------------------------------------------
Moody's Investors Service announced that it has upgraded the
ratings on the following classes of notes issued by RMF EURO CDO
V PLC:
EUR20,800,000 Class III Deferrable Mezzanine Floating Rate Notes
due 2023, Upgraded to Aaa (sf); previously on May 20, 2014
Upgraded to Aa3 (sf)
EUR33,000,000 Class IV Deferrable Mezzanine Floating Rate Notes
due 2023, Upgraded to Baa1 (sf); previously on May 20, 2014
Upgraded to Baa2 (sf)
EUR6,000,000 (Current Balance of EUR784,840.44) Class R
Combination Notes due 2023, Upgraded to Aaa (sf); previously on
May 20, 2014 Upgraded to Aa2 (sf)
Moody's also affirmed the ratings of the following notes issued
by RMF EURO CDO V PLC:
EUR110,000,000 (Current Balance of EUR74,521,176.77) Revolving
Facility due 2023, Affirmed Aaa (sf); previously on May 20, 2014
Affirmed Aaa (sf)
EUR275,000,000 (Current Balance of EUR92,769,841.43) Class I
Senior Secured Floating Rate Notes due 2023, Affirmed Aaa (sf);
previously on May 20, 2014 Affirmed Aaa (sf)
EUR48,900,000 Class II Senior Secured Floating Rate Notes due
2023, Affirmed Aaa (sf); previously on May 20, 2014 Upgraded to
Aaa (sf)
EUR17,100,000 Class V Deferrable Mezzanine Floating Rate Notes
due 2023, Affirmed Ba3 (sf); previously on May 20, 2014 Affirmed
Ba3 (sf)
RMF Euro V PLC, issued in April 2007, is a multi-currency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European leveraged loans. The portfolio is
managed by Man GLG Credit Advisers AG (formerly named Pemba
Credit Advisors). The transaction's reinvestment period ended in
April 2013.
Ratings Rationale
The rating actions on the notes are primarily a result of the
improvement in over-collateralization (OC) ratios since the
rating action in May 2014 and the significant deleveraging of the
Class I and the Revolving Facility (collectively "Class I")
following amortization of the underlying collateral. The Class I
notes have redeemed such that 43.5% of the original balance
remains outstanding. As a result of the deleveraging, the OC
ratios of Classes II and III have increased significantly.
According to the October 2014 trustee report the OC ratios of
Classes II, III, IV and V are 143.42%, 130.45%, 114.08% and
107.11% compared to 132.26%, 123.37%, 111.47% and 106.17%
respectively in April 2014.
The rating on the combination notes addresses the repayment of
the rated balance on or before the legal final maturity. For
Class R, the rated balance at any time is equal to the principal
amount of the combination note on the issue date minus the sum of
all payments made from the issue date to such date, of either
interest or principal. The rated balance will not necessarily
correspond to the outstanding notional amount reported by the
trustee.
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
(i) a EUR pool with performing par and principal proceeds balance
of EUR228 million and (ii) a non-EUR pool with performing par and
principal proceeds balance of EUR69 million. A defaulted par of
EUR13 million and a weighted average default probability of
19.65% (consistent with a WARF of 2854), a weighted average
recovery rate upon default of 47.2% for a Aaa liability target
rating, a diversity score of 31 and a weighted average spread of
4.06%. The GBP and USD denominated liabilities are naturally
hedged by the GBP and USD denominated assets.
The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed that a recovery of 50% of the 91.86% 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 lowered the weighted average spread by 30 basis
points; the model generated outputs that were within one notch of
the base-case results.
The transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties due to because of embedded ambiguities.
Additional uncertainty about performance is due to the following:
1) Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high loan
prepayment levels or collateral sales the collateral manager or
be delayed by an increase in loan amend-and-extend
restructurings. Fast amortization would usually benefit the
ratings of the notes beginning with the notes having the highest
prepayment priority.
2) Around 27.8% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit estimate
as described in "Updated Approach to the Usage of Credit
Estimates in Rated Transactions," published in October 2009 and
available at
https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC
_120461
3) Recoveries on defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's
analyzed defaulted recoveries assuming the lower of the market
price or the recovery rate to account for potential volatility in
market prices. Recoveries higher than Moody's expectations would
have a positive impact on the notes' ratings.
4) 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.
5) Foreign currency exposure: The deal has an exposure to non-EUR
denominated assets. Volatility in foreign exchange rates will
have a direct impact on interest and principal proceeds available
to the transaction, which can affect the expected loss of rated
tranches.
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.
TALISMAN-6 FINANCE: Moody's Affirms B1 Rating on EUR825MM Notes
---------------------------------------------------------------
Moody's Investors Service has affirmed the rating of Class A
Notes issued by Talisman-6 Finance P.L.C. (amount reflects
initial outstanding).
EUR825 million A Notes, Affirmed B1 (sf); previously on Jan 15,
2014 Downgraded to B1 (sf)
Moody's does not rate the Class B, C, D, E, F and X Notes.
Ratings Rationale
The affirmation reflects the stable performance of the
transaction since Moody's last review in January 2014. While
expected losses on the Mango Loan are higher than at Moody's last
review, these are offset by higher than expected recoveries on
the Pineapple loan. Moody's has not materially adjusted its loss
expectation on the remainder of the pool. Moody's notes an
increased pace of asset sales, which will be fundamental in
ensuring timely recoveries by legal final maturity in October
2016, but remains concerned about the large number of asset sales
still required to ensure a full recovery of the class A Notes.
Moody's affirmation reflects a base expected loss in the range of
30%-40% of the outstanding balance, in the same range as at the
last review. Moody's derives this loss expectation from the
analysis of the default probability of the securitized loans
(both during the term and at maturity) and its recovery
expectation for the collateral.
Realised losses have increased to 0.37% from 0% of the original
securitized balance compared to the last review.
Moody's estimate of the base expected loss is now in the range of
20%-30% of the original pool balance, in the same range as at the
last review.
For a summary of Moody's key assumptions for the loans in the
pool please refer to the section SUMMARY OF MOODY'S LOAN
ASSUMPTIONS.
Methodology Underlying the Rating Action:
The principal methodology used in this rating was Moody's
Approach to Rating EMEA CMBS Transactions published in December
2013.
Factors that Would Lead to an Upgrade or Downgrade of the Rating:
Main factors or circumstances that could lead to a downgrade of
the Class A rating are (i) a slowdown in the sale of the
underlying assets, which will increase the probability of non-
payment at the note legal final maturity on October 22, 2016 and
a subsequent note event of default and (ii) a decline in the
property values backing the underlying loans that is worse than
Moody's expectation, leading to lower recoveries on the loans.
An upgrade of the Class A Notes rating is unlikely given the
limited time to the legal final maturity of the notes and the
uncertainty regarding the resolution of a successful sale process
during this limited period and, as such, it is subject to Moody's
rating caps for CMBS transactions in the tail period.
Moody's Portfolio Analysis
Talisman-6 Finance P.L.C. closed in April 2007 and represents the
securitization of initially nine commercial mortgage loans
originated by ABN AMRO Bank N.V. Currently six loans remain in
the pool and the loans are secured by first-ranking legal
mortgages over 188 commercial and multi-family properties. The
pool exhibits an above average concentration in terms of
geographic location (100% in Germany) and property type (59%
retail, based on UW market value). Moody's uses a variation of
Herf to measure diversity of loan size, where a higher number
represents greater diversity. Large multi-borrower transactions
typically have a Herf of less than 10 with an average of around
5. This pool has a Herf of 3.7, lower than at Moody's prior
review.
Large losses will be realised on the Cherry Loan (6% of the pool)
which was secured by 11 multi-family properties at closing. The
remaining seven properties were sold in October 2012 and the
servicer expects that insolvency procedures will be finalized
during the first quarter of 2015.
Moody's WA LTV on the securitized loan basis (excluding the
Cherry and Mango Loans) is 122% and on the whole loan basis is
140% compared to 126% and 140% at the last review.
Summary of Moody's Loan Assumptions
Below are Moody's key assumptions for the loans.
All remaining loans are in default and in special servicing.
The Orange Loan (49.6% of pool) - LTV: 133.5% (Whole)/ 119.2% (A-
Loan); Total Default Probability: N/A - Defaulted; Expected Loss:
20% - 30%
The largest loan in the portfolio is secured by 140 properties,
which are mainly retail boxes, grocery stores and some high
street shops. Workout proceedings have gathered pace since
Moody's last review with nine asset sales being completed and a
further 11 notarized and expected to complete prior to the next
interest payment date. On average, completed and notarized sales
are in line with Moody's assessment of value which remains
unchanged since the last review. Moody's main concern with
respect to the loan is the number of assets remaining to be sold
prior to legal final maturity of the bonds.
The Peach Loan (17% of pool) - LTV: 168.3% (Whole)/ 139.6% (A-
Loan); Total Default Probability: N/A - Defaulted; Expected Loss:
30% - 40%
The Coconut Loan (13.5% of pool) - LTV: 114.5% (Whole)/ 115% (A-
Loan); Total Default Probability: N/A - Defaulted; Expected Loss:
30% - 40%
The Mango Loan (7.6% of pool) - LTV: 1092% (Whole)/ 1099.6% (A-
Loan); Total Default Probability: N/A - Defaulted; Expected Loss:
90% - 100%
The Apple Loan (6.4% of pool) - LTV: 162.6% (Whole)/ 114.2% (A-
Loan); Total Default Probability: N/A - Defaulted; Expected Loss:
10% - 20%
=========
I T A L Y
=========
CAPITAL MORTGAGE 2007-1: S&P Affirms 'BB' Rating on Class B Notes
-----------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'AA- (sf)' from
'AA (sf)' its credit ratings on Capital Mortgage S.r.l. series
2007-1's class A1 and A2 notes. At the same time, S&P has
affirmed its 'BB (sf)' and 'D (sf)' ratings on the class B and C
notes, respectively.
The downgrades of the class A1 and A2 notes follow S&P's Dec. 5,
2014 lowering of its unsolicited long- and short-term sovereign
credit ratings on the Republic of Italy. The rating actions also
follow S&P's credit and cash flow analysis of the most recent
transaction information that S&P has received for the September
2014 payment date.
S&P has applied its updated criteria for Italian residential
mortgage-backed securities (RMBS criteria) and its updated
criteria for rating single-jurisdiction securitizations above the
sovereign foreign currency rating (RAS criteria).
Upon publishing S&P's RMBS criteria and RAS criteria, it placed
those ratings that could potentially be affected "under criteria
observation". Following S&P's review of this transaction, its
ratings that could potentially be affected by the criteria are no
longer under criteria observation.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as 'moderate'. Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress. However, as all six of the
conditions in paragraph 48 of the RAS criteria are met, S&P can
assign ratings in this transaction up to a maximum of six notches
(two additional notches of uplift) above the sovereign rating,
subject to credit enhancement being sufficient to pass an
"extreme" stress.
As S&P's long-term unsolicited rating on Italy is 'BBB-', its RAS
criteria cap at 'AA- (sf)' the maximum potential rating in this
transaction for the class A1 and A2 notes.
Credit enhancement, considering performing collateral only, has
decreased for all classes of notes since S&P's May 21, 2014
review.
Class Available credit
enhancement (%)
A1 5.03
A2 5.03
B -2.77
C -5.44
This transaction features a reserve fund, with a EUR37.2 million
target amount, which is meant to be available to mitigate
defaults. However, it has been fully depleted since the April
2010 payment date.
Severe delinquencies of more than 90 days at 1.43%, are on
average lower for this transaction than S&P's Italian RMBS index.
Defaults are defined as mortgage loans in arrears for 180 days or
more in this transaction. This definition is more stringent than
the servicer's and other comparable transactions in the market.
This may partly explain the transaction's higher level of
reported defaults than S&P's Italian RMBS index. Prepayment
levels remain low and the transaction is unlikely to pay down
significantly in the near term, in S&P's opinion.
After applying S&P's RMBS criteria to this transaction, its
credit analysis results show a decrease in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS).
Rating level WAFF (%) WALS (%)
AAA 14.86 17.49
AA 11.53 13.95
A 8.43 7.63
BBB 6.80 4.67
BB 5.09 2.88
B 3.29 2.00
The decrease in the WAFF is mainly due to the seasoning benefit
that offsets the adjustment factors S&P applies to geographical
concentration and to broker-originated loans. The increase in
the WALS is mainly due to the application of S&P's revised market
value decline assumptions under its RMBS criteria. The overall
effect is an increase in the required credit coverage for each
rating level.
Following the application of S&P's RAS criteria and its RMBS
criteria, S&P has determined that its assigned rating on each
class of notes in this transaction should be the lower of (i) the
rating as capped by S&P's RAS criteria and (ii) the rating that
the class of notes can attain under S&P's RMBS criteria. S&P's
ratings on the class A1 and A2 notes are constrained by the
rating on the sovereign.
Taking into account the results of S&P's updated credit and cash
flow analysis and the application of its RAS criteria, the class
A1 and A2 notes could withstand an extreme stress. However,
under S&P's RAS criteria, it can only assign a rating that is six
notches above the rating on the sovereign. Consequently, S&P has
lowered to 'AA- (sf)' from 'AA (sf)' its ratings on the class A1
and A2 notes.
The results of S&P's credit and cash flow analysis indicate that
the class B notes receive timely payment of interest and ultimate
repayment of principal at their currently assigned 'BB' rating
level. S&P has therefore affirmed its 'BB (sf)' rating on the
class B notes. S&P also considered the likelihood of the class B
notes' interest being deferred as a result of the transaction's
structural features. In S&P's opinion, this is likely to happen
within the next three years.
The class C notes' interest is already being deferred, as the
trigger was hit when the cumulative default ratio reached 7%. As
the class C notes continue to default on their interest payments,
S&P has affirmed its 'D (sf)' rating on these notes.
In S&P's opinion, the outlook for the Italian residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 2.55% from 1.50%, when S&P applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation for 2015.
On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Italian RMBS
index to significantly improve in 2015.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth, high unemployment, and fiscal
tightening. On the positive side, S&P expects interest rates to
remain low for the foreseeable future.
Capital Mortgage's series 2007-1 securitizes a pool of performing
mortgage loans, which Banca di Roma originated, that are secured
on Italian residential properties.
RATINGS LIST
Class Rating Rating
To From
Capital Mortgage S.r.l.
EUR2.479 Billion Mortgage-Backed Floating-Rate Notes
Series 2007-1
Ratings Lowered
A1 AA- (sf) AA (sf)
A2 AA- (sf) AA (sf)
Ratings Affirmed
B BB (sf)
C D (sf)
===================
K A Z A K H S T A N
===================
AMANAT INSURANCE: Fitch Affirms 'B' IFSR; Outlook Stable
--------------------------------------------------------
Fitch Ratings has affirmed AMANAT Insurance's (AMANAT) Insurer
Financial Strength (IFS) rating at 'B' and National IFS at
'BB(kaz)'. The Outlooks are Stable.
KEY RATING DRIVERS
AMANAT's ratings reflect the insurer's limited progress in
strengthening its underlying operating performance, and its
relatively weak risk-adjusted capitalization, which is driven by
the relatively low (albeit improved) quality of its investment
portfolio.
AMANAT reported a KZT56 million net loss in 9M14 (2013: KZT186
million profit), which was mainly due to a combination of a
KZT409 million underwriting loss and KZT363 million investment
income. The company's combined ratio deteriorated to 112% in
9M14 (9M13: 105%; 2013: 98%) due to the weakened loss ratio.
Compulsory motor third party liability, motor damage and health
insurance lines were the key contributors to this weakening. In
addition, the cumulative weight of these lines in AMANAT's net
written premiums increased to 65% in 9M14 from 55% in 9M13. The
insurer expects to see an improvement in the loss ratio for 2014
as a whole due to the expected increase in the subrogation
income.
AMANAT's combined ratio was consistently pressured by the
relatively high level of administrative expenses (56% on average)
in 2009-2013. 9M14 figures suggest that this trend is likely to
have continued. Fitch believes that a reduction in the expense
ratio, either through a cut in expenses or through expense
economies made at the point of business growth, would help
achieve a healthier underwriting result.
Fitch tested AMANAT's risk-adjusted capital position with its
internal model and views it as relatively weak but commensurate
with the rating. The risk-adjusted capitalization is
strengthened by the company's low premium volumes compared with
its equity but constrained by the quality of its investment
portfolio. Fitch views AMANAT's financial flexibility as
limited, as it is owned by a single shareholder and has a track
record of opportunistic capital management.
AMANAT has maintained its solvency margin above the required
minimum in recent years, albeit with a thin comfort margin since
the dividend withdrawal in 4Q12. The past volatility of the
solvency margin was due to the inflow of large single contracts
causing the growth of reinsurance payables that reduce the
available capital in the regulatory solvency calculation. Fitch
believes that AMANAT may again be exposed to this risk in the
future.
The riskiness of AMANAT's investment portfolio had been growing
over the past three years as the insurer pursued an opportunistic
strategy in equity investments. However, the weight of equities
in AMANAT's portfolio reduced to 4% at end-9M14 from 15% at end-
2013 following the 3Q14 disposal of a significant equity
investment in a local bank at a KZT48 million realized loss.
Fitch views AMANAT's investment portfolio as of moderate quality
but supportive of the rating. The fixed-income part of AMANAT's
investment portfolio is of relatively low credit quality and
contains substantial holdings of speculative-grade instruments,
which is a common feature among Kazakh insurers.
RATING SENSITIVITIES
An upgrade may result from a sustainable improvement in the
underwriting performance. Significant strengthening of AMANAT's
risk-adjusted capital position, coupled with the continuing
reduction of investment risks, could also lead to an upgrade.
Sustained failure to meet regulatory solvency requirements, in
the absence of financial support from the shareholder, could lead
to a downgrade.
=====================
N E T H E R L A N D S
=====================
HALCYON LOAN V: Moody's Assigns B2 Rating to EUR9.8MM Cl. F Notes
-----------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Halcyon Loan
Advisors European Funding 2014 B.V.:
EUR174,600,000 Class A Senior Secured Floating Rate Notes due
2027, Definitive Rating Assigned Aaa (sf)
EUR39,800,000 Class B Senior Secured Floating Rate Notes due
2027, Definitive Rating Assigned Aa2 (sf)
EUR19,000,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2027, Definitive Rating Assigned A2 (sf)
EUR16,400,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2027, Definitive Rating Assigned Baa2 (sf)
EUR19,300,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2027, Definitive Rating Assigned Ba2 (sf)
EUR9,800,000 Class F Senior Secured Deferrable Floating Rate
Notes due 2027, Definitive Rating Assigned B2 (sf)
Ratings Rationale
Moody's definitive rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2027. The ratings reflect the risks due to defaults on
the underlying portfolio of loans given the characteristics and
eligibility criteria of the constituent assets, the relevant
portfolio tests and covenants as well as the transaction's
capital and legal structure. Furthermore, Moody's is of the
opinion that the collateral manager, Halcyon Loan Advisors (UK)
LLP ("Halcyon"), has sufficient experience and operational
capacity and is capable of managing this CLO.
Halcyon CLO 2014 is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and up to 10% of
the portfolio may consist of senior unsecured loans, second-lien
loans, mezzanine obligations. The portfolio is expected to be
approximately 60% ramped up as of the closing date and to be
comprised predominantly of corporate loans to obligors domiciled
in Western Europe. The remainder of the portfolio will be
acquired during the six month ramp-up period in compliance with
the portfolio guidelines.
Halcyon will manage the CLO. It will direct the selection,
acquisition and disposition of collateral on behalf of the Issuer
and may engage in trading activity, including discretionary
trading, during the transaction's four-year reinvestment period.
Thereafter, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk and credit improved obligations, and are subject to certain
restrictions.
In addition to the six classes of notes rated by Moody's, the
Issuer will issue EUR 31,000,000 of subordinated notes. Moody's
has not assigned rating to this class of notes.
The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.
Factors that would lead to an upgrade or downgrade of the rating:
The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Halcyon's investment decisions
and management of the transaction will also affect the notes'
performance.
Loss and Cash Flow Analysis:
Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
February 2014. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche.
Moody's used the following base-case modeling assumptions:
Par Amount: EUR300,000,000
Diversity Score: 35
Weighted Average Rating Factor (WARF): 2900
Weighted Average Spread (WAS): 4.15%
Weighted Average Recovery Rate (WARR): 44.5%
Weighted Average Life (WAL): 8 years.
As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local currency
country risk ceiling (LCC) of A1 or below. As per the portfolio
constraints, exposures to countries with local currency country
risk ceiling rating of A1 or below cannot exceed 10%, with
exposures to countries local currency country risk ceiling rating
of Baa1 to Baa3 further limited to 5%. Following the effective
date, and given these portfolio constraints and the current
sovereign ratings of eligible countries, the total exposure to
countries with a LCC of A1 or below may not exceed 10% of the
total portfolio. As a worst case scenario, a maximum 5% of the
pool would be domiciled in countries with LCC of A3 and 5% in
countries with LCC of Baa3. The remainder of the pool will be
domiciled in countries which currently have a LCC of Aa3 and
above. Given this portfolio composition, the model was run with
different target par amounts depending on the target rating of
each class of notes as further described in the methodology. The
portfolio haircuts are a function of the exposure size to
peripheral countries and the target ratings of the rated notes
and amount to 0.75% for the Class A notes, 0.50% for the Class B
notes, 0.375% for the Class C notes and 0% for Classes D, E and
F.
Stress Scenarios:
Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the provisional rating
assigned to the rated notes. This sensitivity analysis includes
increased default probability relative to the base case. Below is
a summary of the impact of an increase in default probability
(expressed in terms of WARF level) on each of the rated notes
(shown in terms of the number of notch difference versus the
current model output, whereby a negative difference corresponds
to higher expected losses), holding all other factors equal:
Percentage Change in WARF: WARF + 15% (to 3335 from 2900)
Ratings Impact in Rating Notches:
Class A Senior Secured Floating Rate Notes: 0
Class B Senior Secured Floating Rate Notes: -1
Class C Senior Secured Deferrable Floating Rate Notes: -2
Class D Senior Secured Deferrable Floating Rate Notes: -2
Class E Senior Secured Deferrable Floating Rate Notes: -1
Class F Senior Secured Deferrable Floating Rate Notes: 0
Percentage Change in WARF: WARF +30% (to 3770 from 2900)
Class A Senior Secured Floating Rate Notes: -1
Class B Senior Secured Floating Rate Notes: -3
Class C Senior Secured Deferrable Floating Rate Notes: -2
Class D Senior Secured Deferrable Floating Rate Notes: -2
Class E Senior Secured Deferrable Floating Rate Notes: -1
Class F Senior Secured Deferrable Floating Rate Notes: -1
===========
R U S S I A
===========
ACRON JSC: Fitch Affirms 'B+' Issuer Default Rating; Outlook Pos.
-----------------------------------------------------------------
Fitch Ratings has affirmed JSC Acron's Long-term foreign currency
Issuer Default Rating (IDR) at 'B+'. The Outlook is Positive.
The Positive Outlook continues to reflect Fitch's view that
Acron's operational profile has fundamentally improved as a
result of the ramp up of the Oleniy Ruchey phosphate mine to
levels sufficient to cover the group's internal needs. Acron's
historical lack of vertical integration and full reliance on
monopolistic producer OAO Apatit for supplies has been a key
constraint on the rating. The Positive Outlook also reflects our
opinion that Acron's credit metrics are likely to improve over
the next two years as a result of the delay in the company's
potash expansion plan. Fitch's base case assumes FFO net
adjusted leverage below 3.0x in 2014 and below 2.5x in 2015.
KEY RATING DRIVERS
Rouble Devaluation Supports Profitability
Fitch expects high single-digit sales growth in 2014 and EBITDA
margin growth as the rouble devaluation in 3Q14 and 4Q14 offsets
a still challenging price environment in the nitrogen and
compound fertilizer markets. Fitch expects a modest single-digit
price recovery in the potash and nitrogen segments as well as
rouble devaluation to be key drivers for sales and profitability
in 2015 and 2016. The company's new efficient 700ktpa ammonia
plant capacity launch in late 2015 will also contribute to 2016
performance.
Fitch estimates that the rouble devaluation effect will result in
increased funds from operations (FFO) and net debt, both reported
in roubles, resulting in an overall positive effect on Acron's
leverage metrics. Fitch also notes that Acron has capacity to
refinance its short-term foreign currency debt of RUB23 billion
as at 9M 2014.
Improvement in Debt Metrics
Fitch's base case forecasts a gradual improvement in FFO net
adjusted leverage to below 2.5x by end-2015 from 2.7x at end-
2013. This will be driven by a rouble devaluation and material
capex reduction following the group's decision to delay the start
of works at the Talitsky potash mine. Under Fitch's base case,
free cash flow (FCF) is neutral from 2015 onwards.
Phosphate Self-Sufficiency
The open-pit mine at Oleniy Ruchey ramped up to the full 1.1
million tonnes per annum (mtpa) capacity in 3Q2014 since its
commissioning in 1H12, and is now fully covering Acron's 0.7mtpa
internal phosphate needs. This is a critical and credit-
enhancing step for Acron who had previously depended on
monopolistic supplier OAO Apatit for its phosphate concentrate.
Downside Risks
The risks to Fitch's rating base case include the risk of Acron's
aggressive shareholder distributions or opportunistic M&A
activity. In 2014, cash dividends increased to RUB6.2 billion
(FYE13: RUB2.6 billion), a departure from the group's
conservative stance. Despite reduced capex, the increased
dividends payout resulted in negative FCF in 2014. Acron also
holds a 20% (regulatory cap on voting rights) stake in Polish
fertilizer producer Azoty Tarnow (ZAT). Fitch assumes dividend
payouts in 2015-2016 will return to historical levels and there
will be no material M&A cash outflows.
Material Reduction in Investments
Fitch's base case over 2015-2016 assumes capex share rebased at
below 20% of sales, compared with 21%-23% in previous years.
Acron delayed the development of its USD2 billion Talitsky potash
project upon the license extension. This gives the group
flexibility to start production in 2021 instead of 2016 under the
previous license and considerably reduces its external funding
needs in the medium term. Acron's resources are earmarked for
its 700ktpa ammonia plant (commissioning in late 2015) and for
the development of its underground phosphate mine at Oleniy
Ruchey. Fitch believes that the phosphate expansion program
offers further flexibility to preserve cash should market
conditions remain challenging.
RATING SENSITIVITIES
Positive: Future developments that could lead to positive rating
action include:
-- Evidence of moderation in capex and shareholder
distributions resulting in leverage maintained below 2.5x
on a sustained basis could lead to an upgrade.
The rating Outlook is Positive. Consequently, Fitch's
sensitivity analysis does not currently anticipate developments
with a material likelihood, individually or collectively, of
leading to a downgrade. However, future developments that may,
individually or collectively, lead to a stabilization of the
Outlook or to a downgrade include:
-- Aggressive capex or shareholder distributions resulting in
leverage above 3.0x.
-- Sustained materially negative FCF (excluding funding of the
potash project).
-- A sharp deterioration of market conditions or Acron's cost
position with a sustained drop in EBITDAR margin below 20%.
Full List of Rating Actions
-- Long-term local and foreign currency IDR affirmed at 'B+'
with Positive Outlook
-- Long-term National Rating affirmed at 'A (rus)' with
Positive Outlook
-- Short-term foreign currency IDR affirmed at 'B'
-- Local currency senior unsecured rating affirmed at 'B+'/RR4
FAR-EASTERN SHIPPING: Fitch Puts 'B' IDR on CreditWatch Negative
---------------------------------------------------------------
Fitch Ratings has placed Far-Eastern Shipping Company Plc (FESCO)
ratings, including its Long-term foreign currency Issuer Default
Rating of 'B' on Rating Watch Negative (RWN).
The rating action reflects the underperformance in FESCO's rail
division and substantial rouble depreciation which hits its
credit metrics as over 80% of its debt is in U.S. dollars. While
liquidity is currently adequate, Fitch expects that weaker
margins, foreign currency mismatch and working capital outflow
including for margin calls relating to FESCO's stake in OJSC
TransContainer (BB/Stable) may weaken FESCO's liquidity in 2015.
Fitch may downgrade the ratings during the next six months if the
agency thinks that FESCO is unlikely to achieve funds flow from
operations (FFO) net adjusted leverage towards 5x by year-end
2015 (YE15) or if its liquidity deteriorates.
KEY RATING DRIVERS
Rouble Depreciation
FESCO is subject to foreign currency fluctuations risks as more
than 80% of its total debt at end-September 2014 was denominated
in U.S. dollar, comprising two eurobonds that mature in 2018 and
2020. This contrasts with only around 46% of revenues that are
U.S. dollar-linked or U.S. dollar-denominated. The company is
seeking to improve the natural hedge of its earnings through
renegotiation of its contracts and through focusing on exports at
the Vladivostok port. Fitch notes that while repayment risk is
not imminent in the short term, the recent decline of rouble
versus the U.S. dollar crystallizes conversion risk.
Continued Rail Division Underperformance
FESCO's rail division reported revenue of USD126 million and
EBITDA of USD37 million in 9M14, a 37% and 50% year-over-year
(yoy) decline respectively. This was mainly driven by about 21%
decline of gondola rates and the 5% yoy reduction of non-
container cargo transportation volumes. Freight rail volumes and
prices declined in 9M14, mostly due to overall stagnation of the
Russian economy -- in particular industrial production, and
intensifying competition. Fitch does not expect significant
volume recovery in the short-to-medium term given the expected
GDP fall in 2015, nor does Fitch expect gondola rates to increase
given the current surplus capacity.
Port Division Demonstrates Weakening
FESCO's port business is a key source of the company's earnings
representing 55% of group's EBITDA in 9M14, and given its higher
margins. Company's volumes in port segment improved
substantially, mostly due to intensified international trade
between Russia and Asian countries. Vladivostok is one of the
largest ports in the Russian Far-East and is key in the import
and export of commodities as well as consumer goods. Total
container and non-container volumes demonstrated strong growth,
while the revenue and EBITDA of this division declined by 7.8%
and 10.5% yoy in 9M14. This was mostly due to rouble
depreciation as well as average rates decrease. However, the
port division continues to perform better relative to the rail
division and Fitch expects faster EBITDA margins recovery within
this division in the short-to-medium term period.
2014 FCF Expected Negative
Fitch expects FESCO's free cash flow (FCF) to be negative for
2014 mostly due to increased gross capex of about USD70 million.
However, Fitch notes, that the company's capex program is fairly
flexible and subject to market conditions, that together with its
policy of zero dividend payments until fixed charge coverage
ratio is below 2.0x and consolidated total leverage ratio is
above 3.25x, may allow management to keep FCF in the positive
territory for 2015-2018. Maintenance capex is estimated to range
USD25-30m.
Credit Metrics Deteriorate Further
Fitch sees it as unlikely for FESCO to reduce its FFO net
adjusted leverage to below 5.0x by YE15, primarily as a result of
weaker operations and rouble depreciation. Although REPO loan of
EUR73m as of December 2014 with a pledge over FESCO's 24.1% stake
in TransContainer is outside of the restricted group and ring-
fenced, Fitch starts to include it in its leverage calculations
as margin calls payment during 2014 was partially funded by cash
from within the restricted group.
LIQUIDITY & DEBT STRUCTURE
At end-9M14, FESCO's cash and cash equivalents stood at USD160
million compared to short-term debt of USD195 million, including
REPO loan of USD150 million which was subsequently refinanced and
partially repaid. Additionally, as of end-9M14, the company had
unused credit facilities. Fitch expects FESCO to report negative
FCF for 2014, owning to its substantial capex program. FESCO's
debt repayment profile is spread with local bonds of RUB5 billion
(about USD80 million) due in 2016 and eurobonds of USD550 million
and USD325 million due in 2018 and 2020 respectively.
Financial covenants (i.e. fixed charge coverage ratio at 2.0x or
higher and consolidated total leverage ratio of less than 3.25x)
per the eurobonds documentation limit the ability to incur
additional debt over certain limits but their breach does not
constitute an event of default as these are not maintenance
covenants. The company adhered to its covenants as at 9M14.
RATING SENSITIVITIES
Negative: Future developments that could lead to negative rating
action include:
-- Inability to reduce FFO net adjusted leverage towards 5.0x
by YE15 and maintain FFO fixed charge cover above 1.5x due
to weaker-than-expected operational performance, rouble
depreciation or and/or material debt-funded acquisitions or
dividends;
-- Weaker liquidity position;
-- Signs of additionally increased competition or greater
volatility of earnings in the port and/or rail business.
The ratings are on Rating Watch Negative. As a result, Fitch's
sensitivities do not currently anticipate developments with a
material likelihood, individually or collectively, of leading to
an upgrade. Future developments that could, nonetheless, lead to
a positive rating action include:
-- A sustainable improvement in FFO net adjusted leverage to
below 4.0x and FFO fixed charge cover trending towards
2.0x.
Fitch may affirm the ratings at the current levels if the
company's cash conservation measures allow it to demonstrate
ability to reduce FFO net adjusted leverage towards 5.0x by YE15
and to maintain FFO fixed charge cover above 1.5x as well as
preserve adequate liquidity.
FULL LIST OF RATINGS
Far-Eastern Shipping Company Plc
-- Long-term foreign currency IDR of 'B' placed on RWN;
-- Long-term local currency IDR of 'B' placed on RWN;
-- National Long-term rating of 'BBB+(rus)' placed on RWN;
-- Local currency senior unsecured rating of 'B' placed on
RWN.
Far East Capital Limited S.A. (Luxembourg)
-- Foreign currency senior unsecured rating of 'B' placed on
RWN.
KHANTY-MANSIYSK BANK: Moody's Changes Ba3 Rating Outlook to Neg.
----------------------------------------------------------------
Moody's Investors Service has changed to negative from stable the
outlook on the Ba3 long-term deposit ratings, and B2(hyb)
subordinated debt rating of Khanty-Mansiysk bank Otkritie PJSC.
Concurrently, Moody's affirmed the bank's deposit ratings,
subordinated debt rating, short-term not-prime ratings, and its
standalone bank financial strength rating (BFSR) of E+/stable,
corresponding to a standalone baseline credit assessment (BCA) of
b1.
Ratings Rationale
The change of the outlook on Khanty-Mansiysk bank Otkritie to
negative from stable is driven by the deteriorating operating
environment in Russia, which exacerbates negative pressure on the
financial fundamentals of the bank and its Parent Bank Otkritie
Financial Corporation (BOFC; formerly Nomos-Bank). The rating
action on Khanty-Mansiysk bank Otkritie follows recent revision
of the outlook to negative on BOFC.
Khanty-Mansiysk bank Otkritie is operationally and strategically
managed by BOFC at the group level. Moody's incorporates a high
probability of parental support from BOFC, resulting in one notch
uplift from the bank's BCA. This support assumption is based on
BOFC's ultimate majority ownership, and the close strategic fit
and importance of Khanty-Mansiysk bank Otkritie to the
consolidated financial position of BOFC.
On November 5, 2014, Bank of Khanty-Mansiysk merged with
Commercial Bank Otkritie (not rated), which has been consolidated
in BOFC since 2013, and Novosibirsk Municipal Bank (not rated),
and now operates under the name Khanty-Mansiysk bank Otkritie.
The newly merged bank accounts for around 40% of BOFC's
consolidated assets.
This merger follows the new strategy of the whole banking group
to develop its business through two business lines. The corporate
and investment banking business will be conducted by BOFC, while
the retail and SME banking business will be developed through
Khanty-Mansiysk bank Otkritie. Moody's expects worsening
creditworthiness of Khanty-Mansiysk bank Otkritie's borrowers and
increase in funding costs as a result of the slowdown in the
Russian economy, depreciation of the Russian rouble, recent hike
of the Central Bank of Russia's (CBR) refinancing rate, capital
flight and the restricted international market access of Russian
borrowers, thereby exerting negative pressure on the bank's asset
quality, liquidity and bottom-line results in the next 12-18
months.
Moody's forecasts an increase in Khanty-Mansiysk bank Otkritie's
credit costs both for corporate and for retail loan books. The
recent merger with Bank Otkritie, which formerly focused on
unsecured consumer loans (60% of loans), heightens the credit
risk profile of Khanty-Mansiysk bank Otkritie amid the currently
worsening economic situation and high household indebtedness.
Prior to the merger Bank of Khanty-Mansiysk's annualized credit
costs (new loan loss provisions-to-average gross loans ratio)
amounted to 3.2% as of Q3 2014, while Bank Otkritie's ratio
amounted to 8.6% under Local GAAP as of the same date. Following
the merger, recurring pre-provision income and net interest
margin increased as a result of the higher portion of marginal
retail products. However, the accelerating provisional burden and
expected increase in funding cost following recent revision of
CBR's refinancing rate will put pressure on Khanty-Mansiysk bank
Otkritie's bottom-line profitability and capitalization.
What Could Move the Ratings UP/DOWN
Khanty-Mansiysk bank Otkritie's ratings have limited upside
potential in the next 12-18 months, as captured by the negative
outlook. However, the outlook could be changed to stable if there
are material improvements in the operating environment and the
bank demonstrates a track record of sustainable performance, and
if the outlook on the parent is also revised to stable.
Khanty-Mansiysk bank Otkritie's ratings could be downgraded if
the sustained deterioration in the domestic operating environment
further impairs bank's asset quality and erodes its profitability
and capital.
TRUST BANK: Central Bank to Take Over Interim Supervision
---------------------------------------------------------
Reuters reports that Trust Bank is to receive up to RUR30 billion
(RM1.8 trillion) from the central bank to stop it going bankrupt
in the first bailout of its kind during the current rouble
crisis.
The central bank also said its Deposit Insurance Agency,
responsible for managing crisis-hit lenders, would take over
interim supervision of Trust Bank as of Dec. 22, Reuters
relates.
The measures "will make it possible for Trust to continue smooth
payments operations. All the bank's clients, including
depositors, can use its services as usual," Reuters quotes the
central bank as saying in a statement.
The central bank, as cited by Reuters, said it would soon select
an investor to bail out Trust Bank, most likely to be one of the
country's major banks.
Under increasing pressure from a plummeting rouble and western
sanctions over Ukraine, Russia's banking sector could get a
capital boost of up to RUR1 trillion under a new law being
prepared by the government, Reuters discloses.
Trust Bank is Russia's 32nd largest lender by assets, Reuters
notes, according to Interfax data.
===========
S W E D E N
===========
VERISURE HOLDING: Moody's Hikes Corporate Family Rating to B2
-------------------------------------------------------------
Moody's Investors Service has upgraded the corporate family
rating ("CFR") to B2 from B3 and probability of default rating
("PDR") to B2-PD from B3-PD of Verisure Holding AB. At the same
time Moody's has upgraded the rating on the EUR700 million Series
A senior secured notes due 2018 to B1 from B2, and the rating on
the EUR271.5 million Series B senior secured notes due 2018 to B3
from Caa1.
The outlook for all the ratings is positive.
Ratings Rationale
"The upgrade to B2 reflects the company's strong performance
since the secondary buyout in 2011", says Martin Hallmark, Vice-
President and Senior Analyst for Verisure. "Looking at
performance metrics on a steady-state basis shows there is a very
resilient and cash-generative portfolio which supports the
company's growth."
The CFR reflects (i) the stable and resilient business model,
with low cancellation rates of approximately 8% per annum; (ii)
the company's leading positions in its core markets, on average
3-4x larger than its nearest competitor, in markets which remain
highly underpenetrated and offering continued high growth
potential; (iii) the strong track record of continued growth and
deleveraging over the downturn; and (iv) the strong current
trading performance in the 9 months to September 2014, with year-
on-year growth in ARPU, EBITDA per customer and portfolio
services EBITDA margins, a reduction in cancellation rates of
approximately 1%, and an increase in subscribers of nearly 10%.
These factors are partially offset by (i) the high leverage of
5.3x on a Moody's-adjusted basis at September 2014; (ii) the
negative free cash flow after new subscriber costs; and (ii) the
relatively high geographic concentration with approximately 40%
of revenues originating in Spain.
Current leverage of 5.3x has reduced by 0.8x since December 2012
(on a Moody's-adjusted basis). The leverage metric is impacted by
high growth rates, as the costs of new customer acquisitions are
partly included within EBITDA, and the full year effect of new
subscribers is not yet recognized. On a steady-state basis
(excluding costs of increasing the subscriber base but including
costs of replacing cancellations), Moody's estimates leverage at
approximately 4.4x. On a steady-state basis Moody's considers the
company to be cash generative and expects Verisure to continue
fully utilizing this positive cash to invest in growing the
subscriber base, whilst also drawing on the super-senior
revolving credit facility to support additional growth. The
rating also reflects the negative total free cash flow, after new
subscriber costs, and the increase in absolute debt levels, which
are expected to continue.
The B1 rating on the EUR700 million of Series A notes reflects
their ranking in the capital structure ahead of the EUR271.5
million Series B notes (B3) and the EUR407 million Mezzanine
Facility (unrated), pari passu with the EUR130 million Series A
loans (unrated) and behind the EUR299 million super senior RCF
(unrated). The Series B notes rating of B3 is one notch below the
CFR, as they rank ahead of the Mezzanine but behind the Series A
notes in priority of payment with regards to proceeds on
enforcement.
In November 2014 Verisure increased its available liquidity by
EUR100 million through an additional EUR80 million of Series A
loans, the proceeds of which were utilised in partial repayment
of the RCF, and through a EUR20 million increase to the RCF.
Available liquidity is in excess of EUR260 million which Moody's
expects to be sufficient to support medium term growth plans,
although further finance raising is likely to continue as the
company seeks to maintain sufficient resources for its growth
objectives.
The positive outlook reflects Moody's expectation of further
deleveraging through EBITDA growth whilst cancellation rates and
customer acquisition costs remain stable and the business
continues to generate positive cash flow on a steady-state basis
before growth in new subscribers.
Positive rating pressure could develop if Verisure reduces
leverage on a Gross Debt to EBITDA basis (as adjusted by Moody's)
towards 4.5x, with stable cancellation rates and customer
acquisition costs. This also assumes no change to the current
financial policy with no dividends payments. Downward rating
pressure could develop with an increase in leverage to above 5.5x
Gross Debt to EBITDA (as adjusted by Moody's) or material
decreases in operating metrics. Downward pressure on the ratings
could also occur if the business ceases to be cash generative on
a steady-state basis, or if liquidity concerns arise.
The principal methodology used in these ratings was Business and
Consumer Service Industry published in December 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
=============
U K R A I N E
=============
ACTIVE BANK: Deposit Guarantee Fund Recommends Liquidation
----------------------------------------------------------
According to Ukrainian News Agency, the Deposit Guarantee Fund
recommends that the National Bank of Ukraine liquidate Active
Bank.
In view of the need for the fund to complete full technological
cycle of forming a roll of depositors, payout of compensations to
depositors via Ukrgasbank will be suspended from Dec. 20,
Ukrainian News Agency says.
The fund advises that the payouts will resume within seven days
after the day of withdrawal of the banking license and start of
the liquidation procedure, Ukrainian News Agency discloses.
On Sept. 2, the fund took Active Bank into provisional
administration until Dec. 2 and then extended it, Ukrainian News
Agency relays.
Active Bank is a mid-scale commercial bank based in Kyiv.
EUROPEAN GAS: Fund Appoints New Administrator
---------------------------------------------
Ukrainian News Agency reports that the Private Deposit Guarantee
Fund has dismissed Viktor Kovaliov from the post of provisional
administrator of the European Gas Bank and appointed Roman
Oberemko as replacement.
Mr. Oberemko is a leading legal adviser of the division for
accompanying withdrawal of insolvent banks from the market under
the department for regulating banks' insolvency, Ukrainian News
Agency notes.
The fund took European Gas Bank into provisional administration
from July 17, Ukrainian News Agency recounts.
The National Bank decided to liquidate European Gas Bank on
Nov. 17, Ukrainian News Agency relays.
The bank has reported loss of UAH934.235 million for the
January to September 2014 period, Ukrainian News Agency
discloses.
According to data of the central bank of Ukraine, the bank
occupied the 51st position in terms of the size of its assets
(UAH2.125 billion) among 166 operating Ukrainian commercial
banks.
===========================
U N I T E D K I N G D O M
===========================
PELAMIS: Fails to Secure Buyer; 16 Workers Made Redundant
---------------------------------------------------------
BBC News reports that the 16 remaining staff at collapsed wave
power company Pelamis are to be made redundant after no final
offers were made for the business.
The firm went into administration last month, BBC relates.
Highlands and Islands Enterprise has been selected as the
preferred bidder to take over the assets of the company, BBC
relays. But administrators KMPG said they had been unable to
sell the business as a going concern, so the remaining staff will
now lose their jobs, BBC notes.
Edinburgh-based Pelamis Wave Power had employed more than 50
staff in the design, manufacture and operation of wave energy
converters which it had been testing at the European Marine
Energy Centre (EMEC) in Orkney, BBC discloses.
Administrators were called in after Pelamis failed to secure
enough funding to develop its technology, discloses.
The majority of Pelamis employees were made redundant following
the joint administrators' appointment, BBC states.
"Following the sales process, I am pleased to confirm that
Highland and Islands Enterprise has been appointed preferred
bidder in relation to acquiring the assets of Pelamis Wave Power
Limited," BBC quotes Blair Nimmo, joint administrator and head of
restructuring at KPMG in Scotland, as saying.
"Over the coming days, we will be working to finalise the sale
and are hopeful that the transaction can be concluded in the near
future.
"Unfortunately, as no going concern solution has been found, the
remaining staff will shortly be made redundant. We are working
with government agencies to ensure employees obtain as much
assistance as possible."
VIDEO DUPLICATING: In Administration; 157 Jobs Affected
-------------------------------------------------------
Belfast Telegraph reports that Video Duplicating Company went
into administration on Dec. 22, affecting 157 jobs days before
Christmas.
According to Belfast Telegraph, the company has fallen victim to
the expansion of the online market to provide film and music
content.
The move saw 105 employees made redundant with 52 kept on at
sites in Wembley and Park Royal in London to help manage the
closure process and disposal of assets, Belfast Telegraph
relates.
Founded in 1982, VDC was seen as a pioneer during the early years
of CD and DVD production, but over the past decade faced a steady
decline in income due to the rise in digital formatting and
online storage, Belfast Telegraph notes.
Administrators from FRP Advisory were appointed after the
company's directors failed to secure new investment or a buyer
for the business as a going concern, Belfast Telegraph relays.
Video Duplicating Company is Britain's largest DVD and CD maker.
===============
X X X X X X X X
===============
* Large Companies with Insolvent Balance Sheets
-----------------------------------------------
Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
AA LTD 2968492Z LN -1456621510 4737064769
AA PLC AA/GBX EO -1456621510 4737064769
AA PLC AA/ LN -1456621510 4737064769
AA PLC AA/GBX EU -1456621510 4737064769
AA PLC AA/ IX -1456621510 4737064769
AA PLC AA/ EB -1456621510 4737064769
AA PLC AAAAL S1 -1456621510 4737064769
AA PLC 1023859D SW -1456621510 4737064769
AA PLC 2XA GR -1456621510 4737064769
AA PLC AA/ TQ -1456621510 4737064769
AARDVARK TMC LTD 1768297Z LN -1779177.627 149732584.7
ABBOTT MEAD VICK 648824Q LN -1685905.65 168264096.2
ABF GRAIN PRODUC 1276922Z LN -48465868.55 670357516.4
ACCIONA INMOBILI 4029797Z SM -49405609 1695566442
ACEROS PARA LA 1656Z SM -263940.0005 119468482.1
ACIS GROUP LTD 4159557Z LN -21335866.02 133912152.4
ACS AIRCRAFT FIN 4491555Z ID -11819999.97 131524997.4
ACTUACIONES ACTI AGR SM -102379482.8 427577243.8
ADDASTA HOLDING 3814224Z NA -223750.1218 117273756.7
ADRIA AIRWAYS 54757Z SV -51862326.31 134757004
ADRIA CABLE BV 4044453Z NA -62348693.94 188829025.3
ADVANCE DISPLAY ADTP PZ -3015579018 2590008061
AEA TECHNOLO-FPR AATF LN -251538429 142000079.4
AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN LN -251538429 142000079.4
AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4
AEA TECHNOLOGY AAT PO -251538429 142000079.4
AEA TECHNOLOGY AAT VX -251538429 142000079.4
AEA TECHNOLOGY EAETF US -251538429 142000079.4
AEA TECHNOLOGY AAT IX -251538429 142000079.4
AEA TECHNOLOGY G AAT PZ -251538429 142000079.4
AEA TECHNOLOGY G 1005182D GR -251538429 142000079.4
AEA TECHNOLOGY G AEATF US -251538429 142000079.4
AEA TECHNOLOGY G AATGBP EO -251538429 142000079.4
AEA TECHNOLOGY G AAT LN -251538429 142000079.4
AEA TECHNOLOGY G 0884037D EO -251538429 142000079.4
AEA TECHNOLOGY G 0884036D EU -251538429 142000079.4
AEGEK AEGEK EU -107572284.1 366319845.1
AEGEK AEGEK EO -107572284.1 366319845.1
AEGEK AEGEK GA -107572284.1 366319845.1
AEGEK AGEKF US -107572284.1 366319845.1
AEGEK AEGEK PZ -107572284.1 366319845.1
AEGEK AGK GR -107572284.1 366319845.1
AEGEK S.A. AEGEKY L3 -107572284.1 366319845.1
AEGEK S.A. AEGEKY S2 -107572284.1 366319845.1
AEGEK S.A. AEGEKY B3 -107572284.1 366319845.1
AEGEK S.A. - RTS 989399Q GA -107572284.1 366319845.1
AEGEK S.A.-RTS AEGEPR GA -107572284.1 366319845.1
AEGEK S.A.-RTS AEGEKR GA -107572284.1 366319845.1
AEGEK SA-AUCTION AEGEKE GA -107572284.1 366319845.1
AEGEK-PFD 2733073Q EU -107572284.1 366319845.1
AEGEK-PFD 2733077Q EO -107572284.1 366319845.1
AEGEK-PFD AEGEP PZ -107572284.1 366319845.1
AEGEK-PFD AEGEP GA -107572284.1 366319845.1
AEGEK-PFD AUCTIO AEGEPE GA -107572284.1 366319845.1
AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFIRMA GRUPO INM AFR EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFR TQ -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR SM -33301815.13 950532329.1
AFIRMA GRUPO INM AGISF US -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBP EO -33301815.13 950532329.1
AFIRMA GRUPO-RTS AFR/D SM -33301815.13 950532329.1
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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
202-362-8552.
* * * End of Transmission * * *