/raid1/www/Hosts/bankrupt/TCREUR_Public/150106.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, January 6, 2015, Vol. 15, No. 3
Headlines
A U S T R I A
UBS AG: Moody's Lowers Rating on EUR25MM Series 174 Notes to Ba3
C Y P R U S
CYPRUS AIRWAYS: Shares to Be Delisted From Cyprus Stock Exchange
G E O R G I A
VTB BANK: S&P Affirms 'BB-' Rating; Outlook Stable
I R E L A N D
EGRET FUNDING: Moody's Affirms B1 Rating on Class E Notes
WINDMILL CLO I: Moody's Raises Rating on Class E Notes to Ba2
K A Z A K H S T A N
ALLIANCE BANK: Fitch Withdraws 'RD' Rating Without Affirmation
KAZAKHTELECOM: Fitch Revises Outlook to Pos. & Affirms 'BB' IDR
SAMRUK-ENERGY: S&P Affirms 'BB+' CCR; Outlook Negative
L U X E M B O U R G
NII HOLDINGS: Asks Court to Approve US$250MM Backstop Deal
P O R T U G A L
BANCO ESPIRITO: Three Banks Mull Novo Banco Asset Acquisition
R U S S I A
ALFA-BANK OJSC: S&P Puts 'BB+' Counterparty Rating on Watch Neg.
BANK TAVRICHESKY: S&P Cuts Counterparty Credit Ratings to 'CCC'
DELTACREDIT BANK: Moody's Puts D BFSR on Review for Downgrade
SEVERSTAL OAO: S&P Affirms 'BB+' Corporate Credit Rating
VODOKANAL: S&P Puts 'BB+' Corp. Credit Rating on CreditWatch Neg.
S E R B I A
SERBIA: Plans to Declare 188 State Companies Bankrupt
T U R K E Y
DENIZBANK AS: Moody's Reviews Ba1 Deposit Rating for Downgrade
U K R A I N E
UKRAINIAN RAILWAYS: S&P Lowers CCR to 'CCC-'; Outlook Negative
U N I T E D K I N G D O M
CITY LINK: Staff at Bellingham Way Depot to Lose Their Jobs
CITY LINK: Nearly 600 Workers in the Midlands Lose Their Jobs
RANGERS FOOTBALL: Laxey Partners Relinquishes 16% Stake in Firm
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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A U S T R I A
=============
UBS AG: Moody's Lowers Rating on EUR25MM Series 174 Notes to Ba3
----------------------------------------------------------------
Moody's Investors Service has placed on review for downgrade the
rating on the following credit linked notes issued by UBS AG:
Ser 174, EUR25 Million FIX Credit-Linked Step-Up Euro Medium
Term Notes, Ba3 (sf) Placed Under Review for Possible
Downgrade, previously on March 27, 2014 Downgraded to Ba3 (sf)
Ratings Rationale
Moody's explained that the rating action taken is the result of
the Ba2 subordinated (domestic) rating of UniCredit Bank Austria
AG being placed on review for downgrade on 23 December 2014.
The transaction is a credit linked note issued by UBS AG
referencing the subordinated debt of UniCredit Bank Austria AG.
In addition to the expected loss calculation described below in
"Loss and Cash Flow Analysis", Moody's also applied stresses on
the default probability and severity of the UniCredit Bank
Austria AG subordinated debt in order to take into account the
widely defined credit event definitions and deliverable
obligations.
Methodology Underlying the Rating Action:
The principal methodology used in this rating was "Moody's
Approach to Rating Repackaged Securities" published in December
2014.
Factors that would lead to an upgrade or downgrade of the rating:
Given the nature of the structure, noteholders are mainly exposed
to the credit risk of the issuer and the reference entity. A
downgrade or upgrade of either the issuer or the reference entity
could trigger a downgrade or upgrade on the Notes.
Moody's notes that this transaction is subject to a high level of
macroeconomic uncertainty, which could negatively impact the
ratings of the notes, as evidenced by 1) uncertainties of credit
conditions in the general economy and 2) more specifically, any
uncertainty associated with the underlying credits in the
transaction could have a direct impact on the repackaged
transaction.
Loss and Cash Flow Analysis:
Moody's quantitative analysis focuses on the risks relating to
the credit quality of the assets backing the repack and of the
counterparties. Moody's generally determine the expected loss
posed to securities holders by adding together the severities for
loss scenarios arising from either Underlying Asset default, and
if applicable, the issuer, each weighted according to its
respective probability. Moody's then translate the expected loss
to a rating using Moody's idealized loss rates.
===========
C Y P R U S
===========
CYPRUS AIRWAYS: Shares to Be Delisted From Cyprus Stock Exchange
----------------------------------------------------------------
Polina Montag-Girmes at Air Transport World reports that Cyprus
Airways shares are to be delisted from the Cyprus Stock Exchange
on Jan. 13.
According to ATW, a stock exchange statement said the carrier did
not submit and publish financial reports and results for 2012,
2013 and for the first six months of 2014. The statement further
said significant obligations of the company had not been
observed, placing investors at risk.
Cyprus Airways, which is majority-owned by the state, faced
significant troubles after the Cypriot financial crisis of
2012-2013, ATW relates. In February 2014, the European
Commission launched in-depth investigations into the financial
rescue deals for Cyprus Airways to verify whether cash infusions
breach European Union state aid rules, ATW recounts.
In July 2014, the government of Cyprus officially put the carrier
up for sale in a final attempt to save the airline from
bankruptcy, ATW relays. But since July, the country's government
has not found a buyer, ATW notes.
Cyprus Airways is the national airline of Cyprus, a public
limited company with its head offices located in the capital of
the island, Nicosia.
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G E O R G I A
=============
VTB BANK: S&P Affirms 'BB-' Rating; Outlook Stable
--------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch with
negative implications its 'BBB-/A-3' long- and short-term ratings
on Russia's VTB Bank JSC. S&P also placed the 'ruAAA' Russia
national scale ratings and the senior unsecured and subordinated
debt ratings on CreditWatch with negative implications.
At the same time, S&P placed on CreditWatch with negative
implications the 'BBB-/A-3' long- and short-term ratings on VTB
JSC subsidiaries Bank of Moscow OJSC, VTB Capital PLC, VTB-
Leasing (VTBL), and VTB-Leasing Finance (VTBLF). S&P placed the
'BB+' long-term ratings on VTB Bank (Kazakhstan), VTB Bank
(Austria) AG, and VTB Bank (France) SA on CreditWatch negative
and affirmed the 'B' short-term ratings. S&P placed the local
currency long-term counterparty and financial strength ratings of
'BBB-' on VTB Insurance Ltd. on CreditWatch negative as well.
S&P affirmed its 'BB-/B' ratings on VTB Bank (Georgia) with a
stable outlook.
The rating actions follow a similar rating action on Russia. The
CreditWatch placement stems from what S&P views as a rapid
deterioration of Russia's monetary flexibility and the impact of
the weakening economy on its financial system.
VTB is a government-related entity (GRE) and its creditworthiness
is highly influenced by that of its main owner, the Russian
government (60.9%). The government's majority ownership is a
crucial factor underpinning S&P's assessment that there is a
"very high" likelihood of support for VTB Bank. The long-term
rating on VTB Bank now incorporates a three-notch uplift above
its stand-alone credit profile (SACP), reflecting S&P's
expectation of extraordinary government support in case of stress
in accordance with S&P's approach to rating GREs. Placing the
sovereign on CreditWatch with negative implications also
indicates potentially lower capacity to support state-owned
companies like VTB if need be, even though S&P believes the
willingness remains unchanged.
S&P also revised its assessment of VTB Bank's capital position to
"weak" from "moderate," which is now a negative rating factor for
the bank's SACP. Therefore, S&P lowered VTB Bank's SACP to 'bb-'
from 'bb'. The revision of S&P's assessment of the bank's
capital position reflects its anticipation of intensifying
pressure from larger concentrations in the bank's loan book,
exacerbated by more than 30% Russian ruble depreciation over
2014, which in turn inflated the bank's assets. S&P now expects
its risk-adjusted capital ratio to remain below 5% over the next
two years. Owing to VTB Bank's special mandate, S&P expects that
VTB Bank alongside other state-owned banks will play a key role
in meeting the refinancing needs of large and midsize
corporations, which are struggling to find financing from the
capital markets because of direct sanctions or depressed debt
markets. S&P therefore believes that VTB Bank as well as other
state-owned banks will have higher growth rates than the rest of
the sector in 2015, exceeding what S&P would normally expect in a
down cycle.
The CreditWatch placement of the ratings on VTB Bank and all but
one of its subsidiaries that S&P rates mirrors that on the
sovereign and reflects Standard & Poor's view that there is at
least a one-in-two likelihood of a negative rating action within
90 days.
S&P considers that sovereign-related risks will continue to weigh
on the banks' creditworthiness. If S&P lowers its local and/or
foreign currency ratings on Russia, it could affect Russia's
financial capacity to support state banks and it could lead S&P
to downgrade VTB Bank.
S&P plans to resolve the CreditWatch following the resolution on
the sovereign.
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I R E L A N D
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EGRET FUNDING: Moody's Affirms B1 Rating on Class E Notes
---------------------------------------------------------
Moody's Investors Service has upgraded the ratings of the
following notes issued by Egret Funding CLO I Plc:
EUR30.2 million (current outstanding balance of EUR28.20M)
Class B Senior Floating Rate Notes due 2022, Upgraded to Aaa
(sf); previously on Mar 21, 2014 Upgraded to Aa2 (sf)
EUR24.6 million Class C Deferrable Floating Rate Notes due
2022, Upgraded to A2 (sf); previously on Mar 21, 2014 Upgraded
to Baa1 (sf)
Moody's also affirmed the ratings of the following notes issued
by Egret Funding CLO I Plc:
EUR288.75 million (current outstanding balance of EUR70.60M)
Class A Senior Floating Rate Notes due 2022 1, Affirmed Aaa
(sf); previously on Mar 21, 2014 Upgraded to Aaa (sf)
EUR23.1 million Class D Deferrable Floating Rate Notes due
2022, Affirmed Ba2 (sf); previously on Mar 21, 2014 Affirmed
Ba2 (sf)
EUR12.25 million (current outstanding balance of EUR10.85M)
Class E Deferrable Floating Rate Notes due 2022, Affirmed B1
(sf); previously on Mar 21, 2014 Affirmed B1 (sf)
Egret Funding CLO I Plc, issued in November 2006, is a
collateralized Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European loans. The portfolio is managed by
Lyxor Asset Management UK LLP. The transaction's reinvestment
period ended in December 2012.
Ratings Rationale
The rating actions on the notes are primarily a result of the
significant deleveraging of the Class A Notes and the subsequent
increase in the overcollateralization ratios ("OC ratios"). Class
A has paid down by EUR98.8 million (34.2% of closing balance)
since January 2014.
As a result of the deleveraging, the overcollateralization (OC)
ratios of the Class A/B and Class C Notes have materially
increased. According to the December 2014 trustee report the OC
ratios of Classes A/B, C, D and E are 145.7%, 124.18%, 109.06%,
103.16% compared to 133.88%, 119.06%, 107.85%, 103.28%
respectively in January 2014.
The affirmation of the ratings of Classes D and E Notes is based
on the stability of the OC ratios and the improved credit quality
of the remaining assets as reflected by the average credit rating
of the portfolio (measured by the weighted average rating factor,
or WARF). According to the December 2014 trustee report the WARF
is 2647, compared with 2850 in the January 2014.
The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR207.4
million, defaulted par of EUR12.8 million, a weighted average
default probability of 22.4% (consistent with a WARF of 3214), a
weighted average recovery rate upon default of 42.95% for a Aaa
liability target rating, a diversity score of 18 and a weighted
average spread of 3.48%.
In its base case, Moody's addresses the exposure to obligors
domiciled in countries with local currency country risk bond
ceilings (LCCs) of A1 or lower. Given that the portfolio has
exposures to 13.2% of obligors in Spain whose LCC is A1, Moody's
ran the model with different par amounts depending on the target
rating of each class of notes, in accordance with Section 4.2.11
and Appendix 14 of the methodology. The portfolio haircuts are a
function of the exposure to peripheral countries and the target
ratings of the rated notes, and amount to 1.28% for the Class A
and B notes.
The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed a recovery of 50% of the 76.32% 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.
Moody's ran a model in which it increases the recovery rates for
SF assets included in the portfolio by more than 20%; the model
generated outputs that are consistent with the ratings.
This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of 1) uncertainty about credit conditions in the
general economy and 2) the concentration of lowly-rated debt
maturing between 2014 and 2015, which may create challenges for
issuers to refinance. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties because of embedded ambiguities.
Additional uncertainty about performance is due to the following:
1) Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high loan
prepayment levels or collateral sales by the collateral manager
or be delayed by an increase in loan amend-and-extend
restructurings. Fast amortization would usually benefit the
ratings of the notes beginning with the notes having the highest
prepayment priority.
2) Around 32% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates.
3) Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's
analyzed defaulted recoveries assuming the lower of the market
price or the recovery rate to account for potential volatility in
market prices. Recoveries higher than Moody's expectations would
have a positive impact on the notes' ratings.
4) The transaction has significant concentrations to senior CLO
tranches in the portfolio, whose credit quality has improved
since the last rating action. Based on the latest trustee report,
the CLO securities in the portfolio currently amount to about
EUR23.3 million, accounting for approximately 14.15% of the
performing par.
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.
WINDMILL CLO I: Moody's Raises Rating on Class E Notes to Ba2
-------------------------------------------------------------
Moody's Investors Service announced that it has taken the
following rating actions on the following classes of notes issued
by Windmill CLO I Limited:
EUR200,000,000 (current outstanding balance EUR98,305,141) Class
A-1R Senior Secured Revolving Floating Rate Notes due 2029,
Affirmed Aaa (sf); previously on Oct 18, 2007 Definitive Rating
Assigned Aaa (sf)
EUR165,000,000 (current outstanding balance EUR163,383,461)
Class A-1T Senior Secured Floating Rate Notes due 2029, Affirmed
Aaa (sf); previously on Oct 18, 2007 Definitive Rating Assigned
Aaa (sf)
EUR45,000,000 Class A-2A Senior Secured Floating Rate Notes due
2029, Affirmed Aaa (sf); previously on Oct 6, 2011 Upgraded to
Aaa (sf)
EUR15,000,000 Class A-2B Senior Secured Fixed Rate Notes due
2029, Affirmed Aaa (sf); previously on Oct 6, 2011 Upgraded to
Aaa (sf)
EUR55,000,000 Class B Senior Secured Deferrable Floating Rate
Notes due 2029, Upgraded to Aa2 (sf); previously on Nov 5, 2012
Upgraded to Aa3 (sf)
EUR32,000,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2029, Upgraded to A2 (sf); previously on Nov 5, 2012
Upgraded to Baa1 (sf)
EUR21,000,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2029, Upgraded to Baa3 (sf); previously on Nov 5, 2012
Confirmed at Ba2 (sf)
EUR15,000,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2029, Upgraded to Ba2 (sf); previously on Nov 5, 2012
Confirmed at Ba3 (sf)
EUR1,000,000 (current outstanding balance EUR551,047) Class P
Combination Note due 2029, Upgraded to Baa2 (sf); previously on
Oct 6, 2011 Upgraded to Ba1 (sf)
Windmill CLO I Limited, issued in October 2007, is a single
currency Collateralised Loan Obligation ("CLO") backed by a
portfolio of mostly high yield European loans. The portfolio is
managed by 3i Group PLC and commenced its amortization period on
the 16th December 2014.
Ratings Rationale
The rating actions on the notes is primarily a result of Moody's
modelling assumptions for transactions in their amortization
period. In light of reinvestment restrictions during the
amortization period, and therefore the limited ability to effect
significant changes to the current collateral pool, Moody's
analyzed the deal assuming a higher likelihood that the
collateral pool characteristics will maintain an adequate buffer
relative to certain covenant requirements. In particular, Moody's
modelled a shorter amortization profile and a higher weighted
average spread. These modelling assumptions provide some benefit
to the transaction relative to previously modelling assumptions.
The overcollateralization ratios of the rated notes have slightly
decreased since January 2014. As of the October 2014 trustee
report The Class A, Class B, Class C, Class D and Class E
overcollateralization ratios are reported at 148.40%, 126.73%,
116.81%, 111.10% and 107.35%, respectively, versus January 2014
levels of 150.30%, 128.36%, 118.31%, 112.53% and 108.73%,
respectively. The reported WARF slightly improved from 2715 to
2589 during the same period whilst the weighted average spread
has remained stable at 4.07% compared to 4.09% in January 2014.
The rating of the Combination Note addresses the repayment of the
Rated Balance on or before the legal final maturity. For Class P,
the 'Rated Balance' is equal at any time to the principal amount
of the Combination Note on the Issue Date increased by the Rated
Coupon of 0.25% per annum respectively, accrued on the Rated
Balance on the preceding payment date minus the aggregate of all
payments made from the Issue Date to such date, either through
interest or principal payments. The Rated Balance may 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 a
EUR pool with performing par and principal proceeds balance of
EUR477.4 million, a defaulted par of EUR12.6 million, a weighted
average default probability of 23.3% (consistent with a WARF of
2871 over a weighted average life of 5.2 years), a weighted
average recovery rate upon default of 47.5% for a Aaa liability
target rating, a diversity score of 41 and a weighted average
spread of 4.07%.
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 93% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the non first-lien loan corporate assets would recover 15%. In
each case, historical and market performance and a collateral
manager's latitude to trade collateral are also relevant factors.
Moody's incorporates these default and recovery characteristics
of the collateral pool into its cash flow model analysis,
subjecting them to stresses as a function of the target rating of
each CLO liability it is analyzing.
Methodology Underlying the Rating Action:
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
Factors that would lead to an upgrade or downgrade of the rating:
In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a lower weighted average recovery rate in
the portfolio. Moody's ran a model in which it reduced the
weighted average recovery rate by 5%; the model generated outputs
that were within two notches of the base-case results.
This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and 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 by the collateral manager
or be delayed by an increase in loan amend-and-extend
restructurings. Fast amortization would usually benefit the
ratings of the notes beginning with the notes having the highest
prepayment priority.
2) Around 12% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates.
3) Recoveries on defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's
analyzed defaulted recoveries assuming the lower of the market
price or the recovery rate to account for potential volatility in
market prices. Recoveries higher than Moody's expectations would
have a positive impact on the notes' ratings.
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.
===================
K A Z A K H S T A N
===================
ALLIANCE BANK: Fitch Withdraws 'RD' Rating Without Affirmation
--------------------------------------------------------------
Fitch Ratings has withdrawn Kazakhstan-based Alliance Bank's
ratings, as the bank has chosen to cease participating in the
rating process. The ratings have been withdrawn without
affirmation because Fitch does not have sufficient information
from the issuer to decide on the appropriate rating level. The
agency will no longer provide ratings or analytical coverage for
Alliance.
Fitch downgraded Alliance to 'RD' (Restricted Default) on
March 31, 2014 because the bank experienced an uncured default on
its senior debt obligations. On Dec. 15, 2014, Alliance
announced completion of restructuring of its debt obligations
worth approximately USD1.3 billion.
These ratings have been withdrawn without affirmation:
Long-term foreign and local currency IDRs: 'RD'
Short-term foreign and local currency IDRs: 'RD'
Support Rating: '5'
Support Rating Floor: 'No Floor'
Viability Rating: 'f'
Senior unsecured debt rating: 'C'; Recovery Rating 'RR4'
Subordinated debt rating: 'C'; Recovery Rating 'RR6'
KAZAKHTELECOM: Fitch Revises Outlook to Pos. & Affirms 'BB' IDR
---------------------------------------------------------------
Fitch Ratings has revised the Outlook on Kazakhtelecom JSC's
(Kaztel) Long-Term Issuer Default Rating (IDR) to Positive from
Stable and affirmed the IDR at 'BB'. The agency has also
upgraded the National Long-term rating to 'A+(kaz)' from 'A(kaz)'
and assigned a Positive Outlook.
The Outlook revision to Positive reflects the company's improving
liquidity, narrowing mismatch between predominantly domestic
revenues and FX debt, improving cash flow, a successful launch of
mobile operations and therefore lower execution risks associated
with further mobile expansion.
Kaztel is a strong fixed-line incumbent, with a near monopoly
position in the traditional telephony and high broadband market
share, operating in a benign regulatory environment. The company
re-entered the mobile mass market with its LTE service in 2014,
providing it with a quad-play capability. Mobile roll-out and
shareholder distributions have pushed funds from operations (FFO)
adjusted gross leverage higher but we do not expect this to
significantly exceed 2x.
KEY RATING DRIVERS
Strong Incumbent Positions
Kaztel is likely to maintain its dominant positions in the fixed-
line segment, helped by benign regulation and a shortage of
alternative networks. Kaztel estimated its fixed-line telephony
market share at a high 93% at end-2013. Fixed-to-mobile
substitution is a key threat, and this will drive modest fixed-
line disconnections and pricing pressures in the voice segment,
in Fitch's view. Expected interconnect rate cuts may exert
additional pressure on traditional fixed-line revenue in the
medium term but should not trigger any significant changes in the
competitive environment.
Positive Broadband Prospects
The Kazakh broadband market still retains strong growth
potential, driven by fairly low broadband penetration in the
country (31% of households as of end-2013). The company remains
an absolute broadband leader with over a 70% market share.
Kaztel has completed its fibre infrastructure roll-out in key
cities, strengthening its technological advantage over peers.
Key large rival Vimpelcom significantly slowed down its broadband
expansion in the country in 2014, which should lead to less
aggressive competition for Kaztel.
Successful Mobile Entry
The company is facing reasonably positive prospects in the mobile
market with its LTE service. Kaztel remains the only 4G operator
in the country, which gives it a significant competitive
advantage over peers in terms of broadband speed that it can
offer to its customers. New subscriber additions in the data-
only (dongles) segment have been strong, implying that the
company has been able to convert its technological advantage into
market share gains. An expected decline in low-ARPU CDMA voice
subscribers has been largely offset by new higher-paying GSM
customers.
Execution risks are notably higher in the mass mobile segment.
The Kazakh market is well-penetrated with 3G data and GSM voice
services and is highly competitive.
Capex Declines Drive Cash Flow Improvements
The end of Kaztel's active fibre development project, the
completion of the first stage of mobile roll-out and a strategic
decision to smooth out further mobile investments will result in
a substantial decrease in capex spend, both in absolute and
relative terms. As a proportion of revenues, capex is expected
to drop to approximately 20% in 2015-2017, compared with slightly
above 30% in 2012-2014. Kaztel's capex peaked in 2014.
Fitch expects that 2015 cash flow generation would remain fairly
depressed, reflecting the impact of continuing mobile
development, one-off roll-out costs and sign-up subscriber
promotions. Fitch projects pre-dividend free cash flow margin to
recover to mid-high single digits in 2016-2017, from negative
territory in 2014.
Leverage to Stabilise
Kaztel is likely see a peak in its FFO adjusted gross leverage at
slightly above 2x, before stabilizing below this level. The
increase in leverage in 2015 will be driven by a decline of
reported EBITDA and FFO margins, and by sluggish cash flow
generation. EBITDA and FFO will be under pressure from
substantial one-off mobile roll-out and promotional costs in
2015. Fitch expects pre-dividend free cash flow to remain in a
marginally negative territory during that year.
Fitch projects Kaztel's deleveraging flexibility to improve from
2016. However, we expect that leverage to be managed in
conjunction with shareholder remuneration needs. Although the
company does not have public targets, leverage is likely to
remain sustainably below 2x FFO adjusted gross leverage but above
1.5x, in our view.
Improving Liquidity; Lower FX Risks
Kaztel's access to credit lines notably improved while FX risks
subsided in 2014. Sustainably strong liquidity and further
reduction in FX risks may result in moderate relaxation of our
leverage triggers.
The company's credit profile is likely to be resilient to
potential foreign currency exchange rate volatility. By Fitch's
estimates, stressing the metrics for a 50% tenge devaluation
would only increase leverage by 0.4x total debt/EBITDA, which can
be accommodated within the current rating level.
Fitch expects that FX debt as a share of total debt is likely to
drop to approximately 68% by end-2014 from 87% at end-2013, and
management has an intention to further reduce it. Arrangements
with key vendors suggest that continuing large capex, including
on imported telecom equipment, is unlikely to increase FX
liabilities.
Kaztel has a few untapped credit lines from foreign banks, which
provides it with access to substantial FX liquidity, in case of
need. In addition, Development Bank of Kazakhstan (BBB/Stable)
has a 10-year tenge credit line of approximately KZT37 billion
with Kaztel for funding mobile development. Kaztel's debt
profile is well spread with no medium-term debt redemption peaks.
Weak Domestic Banking System
The Kazakh domestic banking system is weak, implying scarcity of
local funding, few committed credit facilities and potentially
limited access to deposits. The company holds a significant
amount of its cash liquidity with low-rated domestic banks.
Consequently, Fitch's analysis primarily focuses on the company's
gross debt metrics.
Weak Parent-Subsidiary Linkage
Kaztel's ratings reflect its standalone credit profile. Kaztel
is of only limited strategic importance for Kazakhstan, while
operating and legal ties with its controlling shareholder,
government-controlled Samruk-Kazyna, are weak. Although indirect
government control is a positive credit factor, it does not
justify a rating uplift, in Fitch's view.
RATING SENSITIVITIES
Negative: Future developments that may, individually or
collectively, lead to a negative rating action include:
-- A protracted rise in gross leverage to above 2.5x total
debt/EBITDA and 3x funds from operations (FFO)-adjusted
leverage (end-2013: 1.4x), and/or a material increase in
refinancing risks
Positive: Future developments that may, individually or
collectively, lead to a positive rating action include:
-- A sustained decrease in gross leverage to below 1.0x total
debt/EBITDA and 1.5x FFO-adjusted leverage and successful
development of the mobile segment demonstrating strong
operating and financial performance
FULL LIST OF RATING ACTIONS:
Long-Term IDR: affirmed at 'BB', Outlook revised to Positive
from Stable
Short-Term IDR: affirmed at 'B'
Local currency Long-Term IDR: affirmed at 'BB', Outlook revised
to Positive from Stable
National Long-Term Rating: upgraded to 'A+(kaz) from A(kaz)',
Outlook Positive
Senior unsecured debt in foreign and local currency: affirmed
at 'BB'
Senior unsecured debt in local currency: upgraded to 'A+(kaz)'
from 'A(kaz)'
Proposed KZT90bn program including the first KZT 21bn tranche:
affirmed at 'BB(EXP)'; upgraded to 'A+(kaz)(EXP)' from
'A(kaz)(EXP)'
SAMRUK-ENERGY: S&P Affirms 'BB+' CCR; Outlook Negative
------------------------------------------------------
Standard & Poor's Ratings Services said that it has affirmed its
'BB+/B' long-term and short-term corporate credit ratings and
'kzAA-' Kazakhstan national scale rating on Kazakhstan-based
energy group Samruk-Energy JSC. The outlook is negative.
The affirmation reflects S&P's continued view that there is a
"high" likelihood that the Kazakh government would provide timely
and sufficient extraordinary financial support to Samruk-Energy
in the event of financial distress. This is underpinned by the
company's market position, which consolidates 47% of installed
power generation capacity in the country. The rating also
reflects S&P's assessment of the group's stand-alone credit
profile (SACP) at 'b+', based on S&P's view of its business risk
profile as "weak" and its financial risk profile as "aggressive."
In the first half of 2014, Samruk-Energy acquired 50% of the
coal-fired electricity generator Ekibastuz GRES-1, which allowed
the company to gain 100% ownership of this power station, the
largest in the country. The US$1.3 billion transaction was
financed with a Kazakh tenge (KZT) 200 billion loan and a KZT21
billion equity injection, both provided by Samruk-Energy's 100%
shareholder, Samruk-Kazyna. In October 2014, Samruk-Energy
received another KZT100 billion equity injection aimed at
repaying half of the loan. However, even after this transaction,
S&P expects the ambitious investment program (announced at KZT433
billion in 2014-2017) to result in heavily negative free
operating cash flow (FOCF) generation and weakened credit metrics
and financial risk profile. S&P has therefore revised its
assessment of the financial risk profile to "aggressive," from
"significant" previously.
The negative outlook reflects that on the sovereign rating.
According to S&P's methodology for government-related entities,
it will lower the rating on Samruk-Energy by one notch if the
sovereign rating is downgraded to 'BBB', provided that the SACP
on Samruk-Energy and likelihood of extraordinary state support
remain unchanged.
The negative outlook further reflects the risk that Samruk Energy
might not receive sufficient ongoing state support via such
supportive measures as conversion of shareholder debt to equity,
favorable price caps, and equity injections, and therefore might
not be able to strengthen its credit metrics over the coming two
years. S&P might then remove the positive comparable ratings
modifier, triggering a downward revision of the group's SACP to
'b' and a one-notch lowering of the corporate credit rating,
provided that S&P's assessment of the likelihood of extraordinary
state support is unchanged.
S&P could revise the outlook to stable if the outlook on the
sovereign rating is revised to stable. In addition, such an
outlook revision would be contingent on the restoration of credit
metrics to levels S&P considers commensurate with a "significant"
financial risk profile, including debt to EBITDA between 3x and
4x and FFO to debt in the 20%-30% range. This could occur in
case of further conversion of loans to equity, further equity
contributions, or lower investment levels at the Samruk-Energy
level.
S&P might lower the ratings if the sovereign rating is lowered to
'BBB'. Pressure on the SACP might arise if the group adopts more
aggressive financial policies that aren't commensurate with S&P's
current expectations, for instance if increased investments led
to a debt leverage position exceeding 5x debt to EBITDA or FFO to
debt below 12%, or if the liquidity and maturity profiles weaken.
According to S&P's methodology for rating government-related
entities, a lowering of Samruk-Energy's SACP to 'b' would lead to
a one-notch downgrade, all else being equal.
If S&P revised the likelihood of extraordinary state support to
"moderately high," it would also result in the lowering of S&P's
rating on Samruk-Energy, if the SACP and sovereign ratings remain
unchanged. Such a revision might stem from a demonstrated weaker
willingness of the government to provide financial support to the
group, revision of government strategies regarding development of
the private sector, or enhanced privatization above S&P's
expectations during the "People's IPO."
===================
L U X E M B O U R G
===================
NII HOLDINGS: Asks Court to Approve US$250MM Backstop Deal
----------------------------------------------------------
NII Holdings, Inc., together with 12 of its U.S. and Luxembourg-
domiciled direct and indirect subsidiaries seek approval from the
U.S. Bankruptcy Court of a Backstop Commitment Agreement they
entered into with certain commitment parties thereto in
connection with the rights offering pursuant to which the NII
Debtors are seeking to raise approximately US$250 million in
connection with their proposed Plan of reorganization.
Pursuant to the BCA, each of the Backstop Providers agreed,
severally and not jointly, to purchase on the effective date of
the Plan of Reorganization, at the Subscription Purchase Price
(as defined in the BCA), a number of rights offering shares that
are not subscribed for pursuant to the exercise of subscription
rights equal to the amount of such Backstop Provider's backstop
commitment. The number of rights offering shares to be purchased
by each Backstop Provider will be determined in accordance with
the BCA. To the extent that rights offering shares are not
subscribed for in the rights offering, each Backstop Provider
will deposit cash in the amount of the subscription purchase
price for each BCA rights offering share such Backstop Provider
purchases pursuant to the BCA.
In consideration of the performance by the Backstop Providers of
their backstop commitments, on the effective date and regardless
of whether the Backstop Providers purchase any rights offering
shares pursuant to the BCA, the Reorganized NII will pay an
aggregate fee of 6% of the total rights offering amount to the
Backstop Providers, other than any Backstop Provider that may
have defaulted on its obligations under, or breached, the BCA,
which fee will be payable in cash ratably to each Backstop
Provider based on the proportion of the rights offering amount
backstopped by such Backstop Provider.
The effectiveness of the BCA is subject to the approval of the
Bankruptcy Court. There can be no assurance that the Bankruptcy
Court will approve the BCA.
On December 22, 2014, the NII Debtors filed with the Bankruptcy
the Joint Plan of Reorganization Proposed by Debtors and Official
Committee of Unsecured Creditors and related disclosure
statement.
A copy of the Backstop Commitment Agreement, dated as of December
30, 2014, made by and among NII Holdings, Inc., NII Capital
Corp., NII Funding Corp., NII Aviation, Inc., Nextel
International (Services), Ltd., NII Global Holdings, Inc., NII
International Holdings S.a r.l., NII International Services S.a
r.l, NII International Telecom S.C.A., NII Mercosur, LLC, McCaw
International (Brazil), LLC, Airfone Holdings, LLC, and Nextel
International (Uruguay), LLC, on the one hand; and the Backstop
Parties on the other hand, is available at
http://1.usa.gov/1vPTx7e
The Backstop Parties and percentage of the amounts they committed
are:
Backstop Commitment
Backstop Party Percentage
-------------- -------------------
Aurelius Investment, LLC 50%
c/o Aurelius Capital Management, LP
535 Madison Avenue
22nd Floor
New York, NY 10022
American High-Income Trust 24.13%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
The Bond Fund of America 1.09%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Capital Income Builder 0.46%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
The Growth Fund of America 2.66%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Global High-Income 0.28%
Opportunities Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
The Income Fund of America 12.82%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
International Growth and Income Fund 2.81%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Insurance Series - Asset 1.12%
Allocation Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Insurance Series - Bond Fund 0.15%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Insurance Series - Global 0.16%
Bond Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Insurance Series - Global 0.14%
Growth and Income Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
American Funds Insurance Series - High-Income 1.85%
Bond Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Capital World Bond Fund 0.50%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
SMALLCAP World Fund, Inc. 0.50%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Capital Group Global High-Income 0.54%
Opportunities Trust (US)
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Capital Group US High-Yield 0.04%
Fixed Income Trust (US)
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Capital International Global High 0.67%
Income Opportunities
40 Grosvenor Place
London SW1X 7GG
United Kingdom
Capital Group Strategic 0.02%
Opportunities Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Next Generation Trust Fund 0.03%
333 South Hope Street
33rd Floor
Los Angeles, California 90071
Sempra Energy Defined 0.02%
Benefit Master Trust
333 South Hope Street
33rd Floor
Los Angeles, California 90071
JNL/Capital Guardian Global 0.01%
Balanced Fund
333 South Hope Street
33rd Floor
Los Angeles, California 90071
About NII Holdings
NII Holdings Inc. through its subsidiaries provides wireless
communication services for businesses and consumers in Brazil,
Mexico and Argentina. NII Holdings has the exclusive right to
use the Nextel brand in its markets pursuant to a trademark
license agreement with Sprint Corporation and offers unique push-
to-talk ("PTT") services associated with the Nextel brand in
Latin America. NII Holdings' shares of common stock, par value
US$0.001, are publicly traded under the symbol NIHD on the NASDAQ
Global Select Market.
NII Holdings and its affiliated debtors sought bankruptcy
protection (Bankr. S.D.N.Y. Lead Case No. 14-12611) in Manhattan
on Sept. 15, 2014. The Debtors' cases are jointly administered
and are assigned to Judge Shelley C. Chapman.
The Debtors have tapped Jones Day as counsel and Prime Clerk LLC
as claims and noticing agent. NII Holdings disclosed
US$1,216,071,340 in assets and US$3,068,103,749 in liabilities as
of the Chapter 11 filing.
The U.S. Trustee for Region 2 on Sept. 29 appointed five
creditors of NII Holdings to serve on the official committee of
unsecured creditors.
NII Holdings and its debtor-affiliates are represented by:
Scott J. Greenberg, Esq.
Michael J. Cohen, Esq.
JONES DAY
222 East 41st Street
New York, NY 10017
Fax: 212-755-7306
E-mail: sgreenberg@jonesday.com
mcohen@jonesday.com
Capital Group, one of the Backstop Parties, is represented by:
Andrew N. Rosenberg, Esq.
Elizabeth R. McColm, Esq.
Lawrence G. Wee, Esq.
PAUL, WEISS, RIFKIND, WHARTON & GARRISON LLP
1285 Avenue of the Americas
New York, NY 10019
Fax: 212-373-3000
E-mail: arosenberg@paulweiss.com
emccolm@paulweiss.com
lwee@paulweiss.com
Aurelius, one of the Backstop Parties, is represented by:
Daniel H. Golden, Esq.
David H. Botter, Esq.
Brad M. Kahn, Esq.
AKIN GUMP STRAUSS HAUER & FELD LLP
One Bryant Park
Bank of America Tower
New York, NY 10036
Fax: 212-872-1002
E-mail: dgolden@akingump.com
dbotter@akingump.com
bkahn@akingump.com
The Committee is represented by:
Kenneth H. Eckstein, Esq.
Adam C. Rogoff, Esq.
KRAMER LEVIN NAFTALIS & FRANKEL LLP
1177 Avenue of the Americas
New York, NY 10036
Tel: 212-715-9100
Fax: 212-715-8000
===============
P O R T U G A L
===============
BANCO ESPIRITO: Three Banks Mull Novo Banco Asset Acquisition
-------------------------------------------------------------
Peter Wise at The Financial Times reports that three Iberian
banks have announced interest in buying the healthy assets
salvaged from the ruins of Portugal's Banco Espirito Santo. The
deadline for submissions was set to expire on Dec. 31, the FT
discloses.
Portugal's Banco BPI and Banco Santander of Spain have publicly
acknowledged formalizing an interest in Novo Banco, the so-called
good bank created from a EUR4.9 billion bailout of BES in August,
the FT relates. Spain's Banco Popular on Dec. 30 was also
reported to have registered an interest, the FT notes.
Analysts say Apollo Global Management, the US private equity fund
manager that agreed to buy Espirito Santo group's insurance arm
in September, and Fosun, China's largest privately-held
conglomerate, could also enter the running, the FT relays.
However, BPI is seen as leading the field, according to the FT.
"BPI is the most likely candidate to acquire Novo Banco because
of the opportunity for consolidation in its domestic market and
the synergies it would gain," the FT quotes Albino Oliveira, an
analyst with Portugal's Fincor brokerage, as saying.
BPI is poised to buy the remaining healthy assets of its much
bigger former rival in a deal that would reshape competition in
Portugal's financial sector, although some support from its main
shareholder, Spain's Caixabank, could be required, the FT states.
Novo Banco received most of BES's assets and liabilities as well
as a EUR4.9 billion capital injection from Portugal's bank
resolution fund, financed largely by a state loan, the FT
recounts. It has a loan portfolio of EUR39 billion and a market
share of about 17%, making it the country's third-largest bank
after state-owned Caixa Geral de Depositos and Millennium BCP,
the FT states.
BPI and Santander Totta, the Spanish lender's local subsidiary,
have market shares of 11% each, the FT says. According to the
FT, purchasing Novo Banco would make either Portugal's largest
lender. CGD and BCP are ruled out of the running as they are
still subject to restrictions for having received state aid
during Portugal's three-year international bailout.
About Banco Espirito Santo
Banco Espirito Santo is a private Portuguese bank based in
Lisbon, Portugal. It is 20% owned by Espirito Santo Financial
Group.
In August 2014, Banco Espirito Santo had been split into "good"
and "bad" banks as part of a EUR4.9 billion rescue of the
distressed Portuguese lender that protects taxpayers and senior
creditors but leaves shareholders and junior bondholders holding
only toxic assets. A total of EUR4.9 billion in fresh capital is
being injected into this "good bank", which will subsequently be
offered for sale. It has been renamed "Novo Banco", meaning new
bank, and will include all BES's branches, workers, deposits and
healthy credit portfolios.
In August 2014, Espirito Santo Financial Portugal, a unit fully
owned by Espirito Santo Financial Group, filed under Portuguese
corporate insolvency and recovery code.
Also in August 2014, Espirito Santo Financiere SA, another entity
of troubled Portuguese conglomerate Espirito Santo International
SA, filed for creditor protection in Luxembourg.
In July 2014, Portuguese conglomerate Espirito Santo
International SA filed for creditor protection in a Luxembourg
court, saying it is unable to meet its debt obligations.
* * *
On Aug. 15, 2014, The Troubled Company Reporter reported that
Standard & Poor's Ratings Services affirmed and then suspended
its 'C' ratings on two short-term certificate of deposit programs
and one commercial paper program originally issued by Portugal-
based Banco Espirito Santo S.A. (BES). As S&P publically
communicated on Aug. 8, 2014, most of BES' senior unsecured debt
has been transferred to newly formed Novo Banco S.A. (not rated)
as part of BES' resolution proceedings. S&P currently does not
have satisfactory information to perform its ratings analysis on
these debt instruments, and S&P is therefore suspending its
ratings on them.
The TCR, on Aug. 14, 2014, also reported that Moody's Investors
Service has assigned debt, deposit ratings and a standalone bank
financial strength rating (BFSR) to the newly established
Portuguese entity Novo Banco, S.A., in response to the transfer
of the majority of assets, liabilities and off-balance sheet
items from Banco Espirito Santo, S.A. (BES), together with the
banking activities of this bank. The following ratings have been
assigned: (1) long- and short-term deposit ratings of B2/Not-
Prime; (2) a standalone BFSR of E (equivalent to a ca baseline
credit assessment [BCA]).
===========
R U S S I A
===========
ALFA-BANK OJSC: S&P Puts 'BB+' Counterparty Rating on Watch Neg.
----------------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch with
negative implications its long-term ratings on 13 Russia-related
financial institutions:
-- Raiffeisenbank ZAO,
-- BNP Paribas ZAO,
-- ZAO Bank of Tokyo-Mitsubishi UFJ (Eurasia),
-- JSC Sumitomo Mitsui Rus Bank,
-- ZAO UniCredit Bank,
-- ZAO INDUSTRIAL AND COMMERCIAL BANK OF CHINA (Moscow),
-- Rusfinance Bank,
-- Gazprombank,
-- Gazprombank (Switzerland) Ltd.,
-- Alfa-Bank OJSC,
-- ABH Financial Ltd.,
-- VEB-leasing OJSC, and
-- TENEX-Service.
S&P also placed on CreditWatch with negative implications the
short-term ratings on these entities except those on Alfa-Bank,
ABH Financial Ltd., and TENEX-Service, which S&P affirmed.
At the same time, S&P placed its ratings on these banks' senior
unsecured and subordinated debt on CreditWatch negative. In
addition, S&P placed on CreditWatch negative its Russia national-
scale ratings on Russian entities, with the exception of the
'ruAAA' rating on VEB-leasing, which we affirmed.
These rating actions follow the similar rating action on Russia.
The sovereign CreditWatch placement stemmed from what S&P views
as a rapid deterioration of Russia's monetary flexibility and the
impact of the weakening economy on its financial system.
Seven of the CreditWatch placements affect subsidiaries of large
foreign groups, namely Raiffeisenbank ZAO, BNP Paribas ZAO, ZAO
Bank of Tokyo-Mitsubishi UFJ (Eurasia), JSC Sumitomo Mitsui Rus
Bank, ZAO UniCredit Bank, ZAO INDUSTRIAL AND COMMERCIAL BANK OF
CHINA (Moscow), and Rusfinance Bank. S&P caps the long- and
short-term ratings on these seven banks at its foreign currency
sovereign ratings on Russia. This is because they operate within
Russia almost exclusively, and therefore they are very sensitive
to Russian economic and operating conditions. In S&P's view,
these banks do not meet the criteria under which it would rate
them higher than Russia, given that they are predominantly
exposed to the domestic market. S&P regards all but one of these
banks as "highly strategic" subsidiaries of their respective
parents. The exception is Rusfinance Bank, which S&P considers
to be a "strategically important" subsidiary of Societe Generale.
The ratings on Gazprombank incorporate a two-notch uplift above
its stand-alone credit profile (SACP), reflecting its status as a
government-related entity (GRE) with a "strong" link with Russia
through ownership by Gazprom and other related entities, "very
important" role for the Russian economy, and consequently "high"
likelihood of government support. Placing the sovereign on
CreditWatch with negative implications also indicates potentially
lower capacity to support state companies like Gazprombank if
necessary, even though S&P believes the government's willingness
to do so remains unchanged. Because S&P classifies Gazprombank
(Switzerland) Ltd. as "core" to Gazprombank, S&P aligns the
ratings on this entity with those on its parent.
S&P believes that continued deterioration of the sovereign's
creditworthiness could lead to reduced capacity to support
systemically important banks, including private ones. S&P's view
is that privately owned Alfa-Bank OJSC is of "high" systemic
importance. This gives the ratings on Alfa-Bank one notch of
uplift due to government support, although the rating action on
the sovereign indicates potentially lower capacity to support
systemic banks. S&P believes Alfa-Bank's strong stand-alone
creditworthiness in a Russian context will not make it immune to
these risks.
S&P's ratings on ABH Financial, the Cypriot holding company that
owns Alfa-Bank, reflect the strength of Alfa-Bank's operations.
The long-term rating on ABH Financial is two notches lower than
that on the operating entity, Alfa-Bank. This rating
differential is mainly due to structural subordination and ABH
Financial's reliance on dividends and other distributions from
Alfa-Bank to meet its obligations.
Rating actions on VEB-leasing and TENEX-Service follow similar
actions on their parents, state-owned Vnesheconombank and Atomic
Energy Power Corp. JSC, respectively. S&P considers VEB-leasing
to be a "core" subsidiary of VEB, given its full strategic
integration with VEB and VEB's commitment to the company.
Therefore, S&P aligns the ratings with those on VEB. Given that
TENEX acts as quasi-captive in the leasing segment of its parent,
S&P considers it to be a "highly strategic" subsidiary of
AtomEnergoProm under our criteria, and S&P caps the ratings at
one notch below those on the parent.
These CreditWatch placements parallel the similar action on the
sovereign and reflect S&P's view that there is at least a one-in-
two likelihood of a negative rating action within 90 days.
If S&P lowers its local or foreign currency ratings on Russia, it
could affect its view on Russia's financial capacity to support
state-related organizations as well as private systemically
important banks, and it could lead S&P to take negative rating
actions on them as well.
S&P plans to resolve the CreditWatch placements following the
resolution on the sovereign.
RATINGS LIST
Ratings Placed on CreditWatch Negative
To From
Raiffeisenbank ZAO
BNP Paribas ZAO
ZAO Bank of Tokyo-Mitsubishi UFJ (Eurasia)
JSC Sumitomo Mitsui Rus Bank
ZAO INDUSTRIAL AND COMMERCIAL BANK OF CHINA (Moscow)
Rusfinance Bank
Gazprombank
Counterparty Credit Rating BBB-/Watch Neg/A-3 BBB-/Neg./A-3
Russian National Scale ruAAA/Watch Neg/-- ruAAA
ZAO UniCredit Bank
Gazprombank (Switzerland) Ltd.
Counterparty Credit Rating BBB-/Watch Neg/A-3 BBB-/Neg./A-3
Alfa-Bank OJSC
TENEX-Service
L-T Counterparty Credit Rating BB+/Watch Neg BB+/Neg.
Russian National Scale ruAA+/Watch Neg/-- ruAA+
ABH Financial Ltd.
L-T Counterparty Credit Rating BB-/Watch Neg BB-/Neg.
VEB-leasing OJSC
Counterparty Credit Rating
Foreign Currency BBB-/Watch Neg/A-3 BBB-/Neg./A-3
Local Currency BBB/Watch Neg/A-2 BBB/Neg./A-2
Ratings Affirmed
Alfa-Bank OJSC
TENEX-Service
ABH Financial Ltd.
S-T Counterparty Credit Rating B
VEB-leasing OJSC
Russian National Scale ruAAA
LT--Long-term
ST--Short-term
N.B. This list does not include all ratings affected.
BANK TAVRICHESKY: S&P Cuts Counterparty Credit Ratings to 'CCC'
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered its foreign and local
currency long-term counterparty credit ratings on Russia-based
Bank Tavrichesky to 'CCC' from 'B-'. S&P also lowered the Russia
national scale rating to 'ruB-' from 'ruBBB-'. These ratings
remain on CreditWatch with negative implications, where S&P
placed them on Dec. 17, 2014.
At the same time, S&P has placed the 'C' foreign and local
currency short-term ratings on the bank on CreditWatch with
negative implications.
S&P believes that Bank Tavrichesky is facing a liquidity shortage
because of significant withdrawals by its retail clientele,
driven by challenging market conditions. In particular, this is
evidenced by a two-step increase in deposit rates to 23%, which
implies negative interest income for the bank on these funds.
S&P therefore believes that the bank's counterparty confidence
may have declined. S&P therefore now assess the bank's liquidity
position as "weak."
S&P also notes that the bank has had persistently low regulatory
capital adequacy and uncertain asset quality over the last year.
S&P considers the probability of regulatory intervention to be
very high unless unforeseen positive developments take place.
The resolution of the CreditWatch will depend on Bank
Tavrichesky's ability to restore its liquidity position. S&P
expects to have a better understanding of these matters in 30
days, because S&P will have greater clarity on the evolution of
the liquidity position and potential regulatory actions.
S&P could lower the ratings by at least one notch if it sees that
Bank Tavrichesky fails to restore its liquidity profile in the
next 30 days.
DELTACREDIT BANK: Moody's Puts D BFSR on Review for Downgrade
-------------------------------------------------------------
Moody's Investors Service has taken the following rating actions
on mortgage covered bonds issued by DeltaCredit Bank (Russia),
governed by the Federal law No. 152-FZ "On Mortgage Backed
Securities", dated November 11, 2003 (the Mortgage Securities
Act):
DeltaCredit Bank Series 09-IP Mortgage Covered Bonds: Baa1
rating placed on review for downgrade
DeltaCredit Bank - Series 12IP Mortgage Covered Bonds: Baa1
rating placed on review for downgrade
DeltaCredit Bank Series 13-IP Mortgage Covered Bonds: Baa1
rating placed on review for downgrade
Ratings Rationale
The review for downgrade of the covered bond ratings referenced
above follows the rating action on the issuer rating of
DeltaCredit: Baa3, deposits, on review for downgrade; bank
financial strength rating D on review for downgrade / baseline
credit assessment ba2.
During the rating review Moody's will examine whether the timely
payment indicator (TPI) framework caps the covered bond ratings
at a lower level and to which extent the issuer will provide
sufficient levels of overcollateralization (OC), as appropriate
in voluntary and/or committed form.
Key Rating Assumptions/Factors
Moody's determines covered bond ratings using a two-step process:
an expected loss analysis and a TPI framework analysis.
EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to
determine a rating based on the expected loss on the bond. COBOL
determines expected loss as (1) a function of the probability
that the issuer will cease making payments under the covered
bonds (a CB anchor event); and (2) the stressed losses on the
cover pool assets following a CB anchor event.
The cover pool losses for Series 9 are 35.4%. This is an estimate
of the losses Moody's currently models following a CB anchor
event. Moody's splits cover pool losses between market risk of
27.0% and collateral risk of 8.4%. Market risk measures losses
stemming from refinancing risk and risks related to interest-rate
and currency mismatches (these losses may also include certain
legal risks). Collateral risk measures losses resulting directly
from cover pool assets' credit quality. Moody's derives
collateral risk from the collateral score, which for Series 9 is
currently 12.6%.
The OC in the cover pool is 3.0%, of which the issuer provides 0%
on a "committed" basis. The minimum OC level consistent with the
Baa1 rating target is 0%. These numbers show that Moody's is not
relying on "uncommitted" OC in its expected loss analysis.
All numbers in this section are based on the most recent
Performance Overview based on data as of 30 June 2014.
The cover pool losses for Series 12 are 43.5%. This is an
estimate of the losses Moody's currently models following a CB
anchor event. Moody's splits cover pool losses between market
risk of 33.8% and collateral risk of 9.6%. Market risk measures
losses stemming from refinancing risk and risks related to
interest-rate and currency mismatches (these losses may also
include certain legal risks). Collateral risk measures losses
resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for Series 12 is currently 14.4%.
The OC in the cover pool is 4.2%, of which the issuer provides 0%
on a "committed" basis. The minimum OC level consistent with the
Baa1 rating target is 0%. These numbers show that Moody's is not
relying on "uncommitted" OC in its expected loss analysis.
All numbers in this section are based on the most recent
Performance Overview based on data as of 31 March 2014.
The cover pool losses for Series 13 are 44.25%. This is an
estimate of the losses Moody's currently models following a CB
anchor event. Moody's splits cover pool losses between market
risk of 33.35% and collateral risk of 10.9%. Market risk measures
losses stemming from refinancing risk and risks related to
interest-rate and currency mismatches (these losses may also
include certain legal risks). Collateral risk measures losses
resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for Series 13 is currently 16.26%.
The OC in the cover pool is 5.2%, of which the issuer provides 0%
on a "committed" basis. The minimum OC level consistent with the
Baa1 rating target is 0%. These numbers show that Moody's is not
relying on "uncommitted" OC in its expected loss analysis.
All numbers in this section are based on the most recent
transaction report based on data as of 27 January 2014.
For further details on cover pool losses, collateral risk, market
risk, collateral score and TPI Leeway across covered bond
programs rated by Moody's please refer to "Moody's Global Covered
Bonds Monitoring Overview", published quarterly.
TPI FRAMEWORK: Moody's assigns a "timely payment indicator"
(TPI), which measures the likelihood of timely payments to
covered bondholders following a CB anchor event. The TPI
framework limits the covered bond rating to a certain number of
notches above the CB anchor. Moody's have assigned a TPI of Very
Improbable to the covered bonds issued by DeltaCredit.
Rating Methodology
The principal methodology used in these ratings was "Moody's
Approach to Rating Covered Bonds" published in March 2014.
Factors That Would Lead To An Upgrade Or Downgrade Of The
Ratings:
The CB anchor is the main determinant of a covered bond's rating
robustness. A change in the level of the CB anchor could lead to
an upgrade or downgrade of the covered bonds. The TPI Leeway
measures the number of notches by which Moody's might lower the
CB anchor before the rating agency downgrades the covered bonds
because of TPI framework constraints.
A multiple-notch downgrade of the covered bonds might occur in
certain limited circumstances, such as (1) a sovereign downgrade
negatively affecting both the CB Anchor and the TPI; (2) a
multiple-notch downgrade of the CB Anchor; or (3) a material
reduction of the value of the cover pool.
SEVERSTAL OAO: S&P Affirms 'BB+' Corporate Credit Rating
--------------------------------------------------------
Standard & Poor's Ratings Services said that it has taken various
rating actions on certain Russian corporates following its
placement of the ratings on the Russian Federation on CreditWatch
with negative implications, as follows:
Commodity producers (exporters):
-- S&P placed its 'BBB-/A-3' foreign and 'BBB/A-2' local
currency issuer credit ratings on Gazprom OAO and those on
its subsidiaries, as well as related debt ratings, on
CreditWatch with negative implications.
-- S&P placed its 'BBB-' foreign and local currency ratings
and 'ruAAA' Russia national scale rating on Gazprom Neft
JSC and related debt ratings on CreditWatch with negative
implications.
-- S&P placed its 'BBB-' foreign and local currency ratings on
Oil Company Rosneft OJSC and related debt ratings on
CreditWatch with negative implications.
-- S&P placed its 'BBB-' foreign and local currency ratings on
OAO LUKOIL and 'ruAAA' Russia national scale rating, and
related debt ratings, on CreditWatch with negative
implications.
-- S&P placed its 'BBB-' foreign and local currency ratings
and 'ruAAA' Russia national scale rating on OAO NOVATEK,
and related debt ratings, on CreditWatch with negative
implications.
-- S&P affirmed its 'BBB-' foreign and local currency ratings
on PhosAgro OJSC. The outlook remains negative.
-- S&P affirmed its 'BBB-' foreign and local currency ratings
on MMC Norilsk Nickel OJSC. The outlook remains negative.
-- S&P affirmed its 'BB+' foreign and local currency ratings
on OAO Severstal and revised the outlook to stable from
positive.
-- S&P's 'BBB-' ratings on Uralkali OJSC remain on CreditWatch
negative, where they were placed on Dec. 1, 2014, following
a mine incident.
Telecoms operators:
-- S&P placed its 'BBB-' foreign and local currency ratings on
Mobile TeleSystems OJSC (MTS) and related debt ratings on
CreditWatch with negative implications.
-- S&P placed its 'BBB-' foreign and local currency ratings on
MegaFon OJSC and 'ruAAA' Russia national scale rating, and
related debt ratings, on CreditWatch with negative
implications.
Infrastructure and utility companies:
-- S&P placed its 'BBB-' foreign and 'BBB' local currency
ratings on OAO AK Transneft and those on its subsidiaries,
as well as related debt ratings, on CreditWatch with
negative implications.
-- S&P placed its 'BBB-' foreign and 'BBB' local currency
ratings on Russian Railways JSC and related debt ratings on
CreditWatch with negative implications. S&P has affirmed
its 'ruAAA' Russia national scale ratings.
-- S&P placed its 'BBB-' foreign and local currency ratings on
JSC Federal Passenger Company on CreditWatch with negative
implications.
-- S&P placed its 'BBB-' foreign and local currency ratings
and 'ruAAA' Russia national scale rating on Federal Grid
Co. of the United Energy System and related debt ratings on
CreditWatch with negative implications.
-- S&P placed its 'BBB-' long-term foreign and local currency
ratings and 'A-3' short-term ratings, as well as the
'ruAAA' Russia national scale ratings, on JSC Rosseti on
CreditWatch with negative implications.
-- S&P placed its 'BB+' long-term foreign and local currency
ratings, related debt ratings, and 'ruAA+' Russia national
scale ratings on Rushydro (OJSC) on CreditWatch with
negative implications.
-- S&P placed its 'BB' long-term foreign and local currency
ratings and 'ruAA' Russia national scale ratings on
Interregional Distributive Grid Co. of Center JSC on
CreditWatch with negative implications.
-- S&P placed its 'BB' long-term foreign and local currency
ratings and 'ruAA' Russia national scale ratings on Moscow
United Electric Grid Co. JSC on CreditWatch with negative
implications.
The CreditWatch placement on a number of these entities reflects
the likelihood that S&P would lower their ratings if it was to
downgrade Russia. However, under S&P's criteria, it would not
carry out these downgrades automatically for exporters, given
their stronger access to hard currency and lower exposure to the
domestic market. S&P believes that a number of them could
sustain a sovereign default and that S&P's ratings on them could
exceed its foreign currency sovereign credit rating on Russia and
its assessment of its transfer and convertibility (T&C) by one
notch. This primarily reflects S&P's view that, even in a stress
scenario, their stressed foreign-denominated revenues could allow
them to continue servicing their foreign currency debt. S&P
takes into account their solid liquidity, including manageable
debt maturity profiles compared to their cash balances, and free
cash flow generating profiles. In this respect, S&P has affirmed
its 'BBB-' ratings on Norilsk Nickel and PhosAgro. S&P thinks
that some of the Russian oil and gas companies could also pass
this stress test; S&P needs to gain further insight into their
future liquidity management strategies before S&P resolves its
CreditWatch placements on these entities.
On the other hand, it would be extremely unlikely that the
foreign currency rating on a non-exporter would be higher than
the sovereign rating, under S&P's criteria, as the non-exporter
would unlikely survive a T&C event (such as a moratorium for
external debt repayment or limited access to foreign currency) or
a sovereign default. This is reflected in S&P's CreditWatch
placements on MTS and MegaFon; even though they have 'bbb-'
stand-alone credit profiles (SACPs) they have little or no cash
flows outside of Russia.
COMMODITY EXPORTERS
Gazprom
The CreditWatch placement reflects the likelihood that S&P could
lower its ratings on the company by one notch if it was to take a
similar action on Russia. While S&P's local currency rating on
Gazprom would likely mirror that on the sovereign, S&P thinks the
foreign currency rating could remain unchanged if it concludes
that its liquidity is robust enough for S&P to rate the entity
higher than S&P's foreign currency rating and T&C assessment on
Russia. This will primarily depend upon S&P's assessment of
Gazprom's ability to mitigate negative government interference,
and how much the government is incentivized to prevent Gazprom
defaulting in the case of a sovereign default. Given S&P's
current assessment of Gazprom's links with the government, the
likelihood of Gazprom being rated higher is relatively low.
S&P aims to resolve the CreditWatch by the end of January 2015
after the CreditWatch placement on the sovereign rating is
resolved.
Gazprom Neft
The CreditWatch placement reflects that on its parent Gazprom and
on the sovereign; Gazprom Neft cannot be rated higher than
Gazprom, in S&P's view. If S&P was to affirm its foreign
currency rating on Gazprom, it would equally likely affirm its
ratings on Gazprom Neft as S&P views Gazprom Neft's stand-alone
credit quality and liquidity as sufficiently robust to sustain a
sovereign default.
S&P aims to resolve the CreditWatch placement by the end of
January 2015 after S&P resolves the CreditWatch placement on the
sovereign and S&P determines whether Gazprom could be rated
higher than the sovereign.
Rosneft
The CreditWatch placement reflects the likelihood that S&P would
lower its ratings on Rosneft by one notch if it took a similar
action on the sovereign. S&P continues to see a "very high"
likelihood that the Russian government would provide timely and
sufficient extraordinary support to Rosneft in the event of
Rosneft's financial distress. However, as S&P assess Rosneft's
SACP at 'bb', a downgrade of Russia would trigger a one-notch
downgrade of Rosneft, under S&P's criteria for GREs.
S&P aims to resolve the CreditWatch placement by the end of
January 2015 after it resolves the CreditWatch placement on the
sovereign.
LUKOIL
The CreditWatch placement reflects the likelihood that S&P could
downgrade LUKOIL by one notch if it was to take a similar action
on the sovereign. That said, S&P could decide to affirm its
ratings on LUKOIL if S&P believes it could potentially withstand
a sovereign default. This will depend primarily on S&P's further
analysis of the company's liquidity management. At times,
LUKOIL's liquidity has been relatively tight and without the
meaningful headroom that is essential for passing the stress
test. At the same time, the company's hard currency revenue
stream from exports is sizable and could allow it to service its
foreign currency debt.
S&P aims to resolve the CreditWatch placement by the end of
January 2015 after it resolves the CreditWatch placement on the
sovereign.
NOVATEK
The CreditWatch placement follows S&P's CreditWatch placement on
Russia and reflects that it could downgrade NOVATEK in case of a
similar action on the sovereign. S&P recognizes that NOVATEK has
a track record of prudent liquidity management. However, in a
sovereign stress scenario S&P thinks NOVATEK might face potential
banking-related constraints on liquidity. Importantly, the
company primarily sells domestically, so its stressed export
proceeds could be insufficient to service its foreign currency
debt. S&P is therefore unlikely to rate NOVATEK above its
ratings on the Russian Federation.
S&P aims to resolve the CreditWatch placement by the end of
January 2015 after it resolves the CreditWatch placement on the
sovereign.
PhosAgro
S&P has affirmed the ratings on PhosAgro at 'BBB-', and the
outlook remains negative. S&P could consider rating the company
one notch above the sovereign rating and T&C assessment if S&P
was to downgrade Russia. S&P thinks PhosAgro could pass its
sovereign stress test as it has moderate leverage, as measured by
net debt to EBITDA; significant cash balances; and sizable
availability under long-term dollar and euro committed lines,
including project financing from Japanese banks. S&P also
anticipates the company pursuing its prudent financial policies,
together with no acquisitions and moderate shareholder
distributions, and capital expenditure limited to announced
efficiency projects, including a new ammonia plant.
That said, the negative outlook reflects S&P's view of the
increasing country risk in Russia, as well as deteriorating
capital market access for Russian issuers. Under S&P's criteria,
the rating on Phosagro cannot exceed the sovereign rating on
Russia, even if the company exports the majority of its
fertilizers. Other potential downside rating factors could
include a lack of supportive liquidity management, for instance
the non-proactive refinancing of dollar-denominated debt due in
2015 and 2016, or adjusted debt to EBITDA exceeding 2x (FFO/debt
falling below 45%) for an extended period.
Norilsk Nickel
S&P affirmed Norilsk at 'BBB-' because S&P believes that the
company could withstand a sovereign default and that it can
therefore rate it one notch above the sovereign rating and T&C
assessment. This is because the company exports most of its
production and revenues in hard currencies, while costs and
capital expenditure are to a large extent denominated in Russian
rubles. The company is therefore not very dependent on the
health of the local economy, and its already high margins benefit
from the devaluation of the ruble. In addition, the company has
a material liquidity cushion, notwithstanding payment of a high
interim dividend. S&P also takes into account that Norilsk
continues to have better access to liquidity than the average
Russian corporate, as well as its strong credit ratios.
The negative outlook reflects increasing country and sovereign
risks in Russia, as well as Russian issuers' deteriorating access
to global capital markets. Under S&P's criteria, its rating on
Norilsk cannot exceed the sovereign rating by more than one notch
given that most of its assets are in Russia and that the
government may be increasing taxes, export duties, and the social
charges of the company if the sovereign's credit quality
deteriorates further.
S&P could also take a negative rating action if a conflict over
financial policy and control of the group re-emerges among the
major shareholders. Further, S&P could lower the ratings if
EBITDA declines because of lower nickel prices and/or in case of
aggressive dividend pay-outs, resulting in less supportive
liquidity or adjusted debt to EBITDA exceeding 2x (FFO/Debt of
below 45%) for an extended period.
Severstal
S&P has revised its outlook on Russian steel producer Severstal
to stable from positive and affirmed its 'BB+' foreign and local
currency ratings.
The outlook revision takes into account the heightened risk that
Severstal, whose assets are Russia-based and which generates over
50% of its revenues in the Russian market, might be susceptible
to the Russian economic slowdown over the medium term. At the
same time, the affirmation reflects S&P's view that Severstal's
business risk profile will remain supported by its
diversification into export markets, high share of value-added
products, and strong margins. S&P expects that Severstal's
adjusted EBITDA margin will increase to a record high of about
22%-24% in 2014-2015, from 15.4% in 2013, supported by
implemented cost efficiencies, and by a more than 70% decline in
the value of the ruble in 2014.
In addition, significant deleveraging in 2014 has supported
Severstal's financial risk profile. The deleveraging was partly
the result of proceeds from the sales of North American assets at
a total value of USD2.3 billion, out of which about USD1.1
billion was paid as dividends, and most of the remainder was used
to pay down debt. As a result, Severstal's adjusted total debt
decreased to an estimated USD2.5 billion from USD4.3 billion at
end-2013, and its adjusted debt to EBITDA may improve to about
1.0x from 2.1x in 2013. S&P takes into account, however, that
this year's strong steel margins and the benefit of ruble
devaluation may not last over the medium term.
The stable outlook also takes into account that the company's
favorable debt maturity profile, coupled with a meaningful share
of exports, could lead S&P to rate Severstal one notch higher
than the foreign currency sovereign credit rating and T&C
assessment on the sovereign.
Uralkali
S&P rates Uralkali at 'BBB-'. It remains on CreditWatch with
negative implications, where S&P initially placed it on Dec. 1,
2014. This followed a halt to production at one of its large
mines in November 2014, for an undefined period, because of water
inflow. The permanent cessation of production at this mine
remains a possibility. This, combined with weak credit metrics
for the rating at end-June 2014, and the low likelihood of any
material increase in potash prices in 2015 could prevent credit
metrics from materially improving over 2014-2015.
A lowering of the sovereign rating and T&C assessment would not
automatically lead to a downgrade of Uralkali. This would depend
whether the company could pass our sovereign stress tests; retain
sizable cash balances in dollars, of which a large part are
outside the country; and maintain sufficient covenant leeway over
2015 and 2016, even under S&P's assumed sovereign default stress
scenarios. The company also has significant dollar and ruble
debts due in 2015 and 2016, leading to meaningful refinancing
needs.
TELECOMS OPERATORS
Mobile TeleSystems (MTS)
The CreditWatch placement reflects the likelihood that S&P could
lower the rating on MTS by one notch in case of a similar action
on the sovereign. As for other non-exporters, S&P's foreign
currency rating on MTS cannot exceed the foreign currency rating
and T&C assessment on the Russian Federation, according to S&P's
criteria.
S&P continues to assess MTS' SACP at 'bbb-', supported by the
company's strong positions in its key markets, robust operating
performance, above-average profitability, and moderate debt
leverage. This could allow S&P's local currency rating on MTS to
be higher than the foreign currency rating on the sovereign, if
MTS were to pass S&P's sovereign default stress scenario. That
said, the rating will remain constrained by the weaker credit
quality of its parent Sistema, and cannot exceed it by more than
two notches.
S&P expects to resolve the CreditWatch placement by the end of
January, following the resolution of our CreditWatch placement on
the Russian Federation.
MegaFon
The CreditWatch placement reflects the likelihood that S&P could
lower the rating on MegaFon by one notch in case of a similar
action on the sovereign. As for other non-exporters, the foreign
currency rating on Megafon cannot exceed the foreign currency
rating and T&C assessment on the Russian Federation, according to
S&P's criteria.
At the same time, S&P notes the strength of MegaFon's metrics,
with above-average profitability, adjusted debt to EBITDA of
about 1.0x, and a solid liquidity position, supported by a
significant cash balance and availability of committed lines.
MegaFon generates positive free operating cash flow, and S&P do
not foresee any debt increase in its base case. When resolving
the CreditWatch, S&P will need to further assess whether this
allows the local currency rating on MegaFon to be higher than its
foreign currency rating, in case of a downgrade of the sovereign
and T&C assessment to 'BB+'.
S&P expects to resolve the CreditWatch placement before the end
of January, following the resolution of the CreditWatch placement
on the Russian Federation.
INFRASTRUCTURE AND UTILITY COMPANIES:
Transneft
The rating action follows a similar action on the Russian
Federation. S&P continues to see an extremely high likelihood
that the Russian government would provide timely and sufficient
extraordinary support to Transneft in the event of financial
distress, and S&P assess Transneft's SACP at 'bbb'. Under S&P's
methodology for GREs and our criteria for ratings above the
sovereign, a one-notch downgrade of the sovereign will result in
a similar rating action on Transneft, all else being equal. S&P
assumes that the foreign currency rating on Transneft will
continue to be capped by the foreign currency long-term sovereign
rating and Russia's T&C assessment, while the local currency
rating on Transneft will remain in line with the long-term local
currency rating on Russia.
S&P will likely resolve the CreditWatch before the end of January
2015 when the CreditWatch on the sovereign is resolved.
Russian Railways
The rating action follows a similar action on the Russian
Federation. S&P continues to see an extremely high likelihood
that the Russian government would provide timely and sufficient
extraordinary support to Russian Railways in the event of
financial distress, and assess Russian Railways' SACP at 'bbb-'.
Under S&P's methodology for GREs and its criteria for ratings
above the sovereign, a one-notch downgrade of the sovereign will
result in a similar rating action on Russian Railways, all else
being equal. S&P assumes that the foreign currency rating on the
company will continue to be capped by the foreign currency long-
term sovereign rating and Russia's T&C assessment, while the
local currency rating on Russian Railways will be in line with
S&P's long-term local currency rating on Russia.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch placement on the sovereign ratings is
resolved.
Federal Passenger Company
The rating action follows a similar action on the Russian
Federation. S&P continues to see a high likelihood that the
Russian government would provide timely and sufficient
extraordinary support to Federal Passenger Company in the event
of financial distress, and assess Federal Passenger Company's
SACP at 'bb+'. Under S&P's methodology for GREs, a one-notch
downgrade of the sovereign will result in a similar rating action
on Federal Passenger Company, all else being equal.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch placement on the sovereign is resolved.
Federal Grid Co.
The rating action follows a similar action on the Russian
Federation. Under S&P's methodology for GREs, a one-notch
downgrade of the sovereign will result in a similar rating action
on Federal Grid Co., all else being equal. S&P continues to see
a very high likelihood that the Russian government would provide
timely and sufficient extraordinary support to Federal Grid Co.
in the event of financial distress, and assess Federal Grid Co.'s
SACP at 'bb+'.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch placement on the sovereign is resolved.
Rosseti
The rating action follows a similar action on the Russian
Federation. S&P continues to see a very high likelihood that the
Russian government would provide timely and sufficient
extraordinary support to Rosseti in the event of financial
distress, and S&P assess Rosseti's SACP at 'bb-'. Under S&P's
methodology for GREs, a one-notch downgrade of the sovereign will
result in a similar rating action on Rosseti, all else being
equal.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch placement on the sovereign is resolved.
RusHydro
The rating action follows a similar action on the Russian
Federation. Under S&P's methodology for GREs, a one-notch
downgrade of the sovereign will result in a similar rating action
on RusHydro, all else being equal. S&P continues to see a
moderately high likelihood that the Russian government would
provide timely and sufficient extraordinary support to RusHydro
in the event of financial distress, and S&P assess RusHydro's
SACP at 'bb'.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch placement on the sovereign is resolved.
IDGC of Center
The rating action follows a similar action on the Russian
Federation. Under S&P's methodology for GREs, a one-notch
downgrade of the sovereign will result in a similar rating action
on IDGC of Center, all else being equal. S&P continues to see a
moderate likelihood that the Russian government would provide
timely and sufficient extraordinary support to IDGC of Center in
the event of financial distress, and so S&P assess IDGC of
Center's SACP at 'bb-'.
S&P will likely resolve the CreditWatch in January 2015 when it
resolves the CreditWatch on the sovereign.
Moscow United Electric Grid Co. (MOESK)
The rating action follows a similar action on the Russian
Federation. Under S&P's methodology for GREs, a one-notch
downgrade of the sovereign will result in a similar rating action
on MOESK, all else being equal. S&P continues to see a moderate
likelihood that the Russian government would provide timely and
sufficient extraordinary support to MOESK in the event of
financial distress, and assess MOESK's SACP at 'bb-'.
S&P will likely resolve the CreditWatch placement in January 2015
when the CreditWatch on the sovereign is resolved.
RATINGS LIST
To From
Ratings Affirmed; Outlook Revision
OAO Severstal
Corporate Credit Rating BB+/Stable/-- BB+/Positive/--
Russian National Scale ruAA+ ruAA+
Ratings Affirmed
PhosAgro OJSC
MMC Norilsk Nickel OJSC
Corporate Credit Rating BBB-/Negative/-- BBB-/Negative/--
Russia National Scale ruAAA ruAAA
To From
CreditWatch Action; Ratings Affirmed
OAO AK Transneft
Gazprom Capital OOO
Corporate Credit Rating
Local currency BBB/Watch Neg/-- BBB/Negative/--
Foreign currency BBB-/Watch Neg/-- BBB-/Negative/--
Russian Railways JSC
Corporate Credit Rating
Local currency BBB/Watch Neg/-- BBB/Negative/--
Foreign currency BBB-/Watch Neg/-- BBB-/Negative/--
Russia National Scale ruAAA ruAAA
Gazprom OAO
Corporate Credit Rating
Local currency BBB/Watch Neg/A-2 BBB/Negative/A-2
Foreign currency BBB-/Watch Neg/A-3 BBB-/Negative/A-3
Gazprom Neft JSC
OAO NOVATEK
OAO LUKOIL
Federal Grid Co. of the Unified Energy System
Corporate Credit Rating BBB-/Watch Neg/-- BBB-/Negative/--
Russia National Scale ruAAA/Watch Neg/-- ruAAA/--/--
MegaFon OJSC
MegaFon Finance LLC
Corporate Credit Rating
Local Currency BBB-/Watch Neg/-- BBB-/Stable/--
Foreigh Currency BBB-/Watch Neg/-- BBB-/Negative/--
Russia National Scale ruAAA/Watch Neg/-- ruAAA/--/--
Oil Company Rosneft OJSC
Mobile TeleSystems (OJSC)
JSC Federal Passenger Company
Corporate Credit Rating BBB-/Watch Neg/-- BBB-/Neg/--
Rosneft International Holdings Limited
Corporate Credit Rating BBB-/Watch Neg/A-3 BBB-/Neg/A-3
Interregional Distributive Grid Co. of Center JSC
Corporate Credit Rating BB/Watch Neg/B BB/Negative/B
Russia National Scale ruAA/Watch Neg/-- ruAA/--/--
Moscow United Electric Grid Co. JSC
Corporate Credit Rating BB/Watch Neg BB/Negative
Russia National Scale ruAA/Watch Neg/-- ruAA/--/--
JSC Rosseti
Corporate Credit Rating BBB-/Watch Neg/A-3 BBB-/Neg/A-3
Russia National Scale ruAAA/Watch Neg/-- ruAAA/--/--
RusHydro (OJSC)
Corporate Credit Rating BB+/Watch Neg/B BB+/Neg/B
Russia National Scale ruAA+/Watch Neg/-- ruAA+/--/--
VODOKANAL: S&P Puts 'BB+' Corp. Credit Rating on CreditWatch Neg.
-----------------------------------------------------------------
Standard & Poor's Ratings Services said that it took these
actions on two Russian water utilities:
-- S&P placed its 'BBB-/A-3' foreign and local currency global
scale corporate credit ratings and 'ruAAA' national scale
rating on Mosvodokanal JSC on CreditWatch negative.
-- S&P placed its 'BB+' foreign and local currency global
scale corporate credit and issue ratings and 'ruAA+'
national scale rating on Vodokanal St. Petersburg on
CreditWatch negative and affirmed the 'B' short-term
rating.
RATIONALE: Mosvodokanal
The rating action follows the similar action S&P took on the City
of Moscow. S&P continues to believe that there is a "very high"
likelihood that the city government would provide timely and
sufficient extraordinary support to JSC Mosvodokanal in the event
of financial distress, and S&P assess its stand-alone credit
profile (SACP) as 'bb+'. In accordance with S&P's methodology
for rating government-related entities (GREs), a one-notch
downgrade of the ratings on Moscow will result in a similar
rating action on Mosvodokanal, all else being equal.
S&P will likely resolve the CreditWatch in January 2015 when the
CreditWatch on the ratings on Moscow is resolved.
RATIONALE: Vodokanal St. Petersburg
The rating action follows the similar action S&P took on the
Russian Federation. S&P continues to believe that there is a
"very high" likelihood that the city government would provide
timely and sufficient extraordinary support to Vodokanal St.
Petersburg in the event of financial distress, and S&P assess its
SACP as 'bb-'. In accordance with S&P's methodology for rating
GREs, a one-notch downgrade of the ratings on St. Petersburg will
result in a similar rating action on Vodokanal St. Petersburg,
all else being equal.
S&P will likely resolve the CreditWatch in January 2015 when the
CreditWatch on the ratings on St. Petersburg is resolved.
RATINGS LIST
CreditWatch/Outlook Action
To From
Mosvodokanal JSC
Corporate Credit Rating BBB-/Watch Neg/A-3 BBB-/Neg./A-3
Russia National Scale ruAAA/Watch Neg/-- ruAAA/--/--
Vodokanal St. Petersburg
Corporate Credit Rating BB+/Watch Neg/B BB+/Neg./B
Russia National Scale ruAA+/Watch Neg ruAA+/--/--
Senior Unsecured BB+/Watch Neg BB+
===========
S E R B I A
===========
SERBIA: Plans to Declare 188 State Companies Bankrupt
-----------------------------------------------------
Aleksandar Vasovic at Reuters reports that Economy Minister
Zeljko Sertic said on Dec. 26 Serbia intends to declare 188 state
companies bankrupt and lay off around 5,000 workers, as it
finally tackles an ex-Communist legacy of unproductive and in
some cases, defunct businesses.
The long-promised move is aimed at meeting the terms of a
EUR1 billion (US$1.2 billion) loan deal with the International
Monetary Fund and putting Serbia on course for eventual European
Union entry, Reuters says.
Serbia, which spends around EUR1 billion annually on subsidies
and sovereign guarantees for its state-owned enterprises, has
agreed to offload its remaining state firms, including 512
companies operated by the Privatisation Agency, Reuters relates.
Hundreds of Serbia's state companies lost their markets in the
Balkan wars of the 1990s and were returned to the agency stripped
of assets after murky privatization deals in the 2000s, Reuters
notes.
Economy Minister Zeljko Sertic, as cited by Reuters, said the
bankruptcy of 188 companies from the agency's portfolio would
lead to the loss of around 5,000 jobs and that the government
will halt attempts to sell another 90 firms that the agency runs.
According to Reuters, Mr. Sertic told Tanjug news agency "Most of
these companies are inactive . . . they are making losses but
they do not exist in real life".
Mr. Sertic said he holds little hope for revenues from sales of
such companies, but there may be scope to privatize Telekom
Srbije operator, a concession on Belgrade's airport and other top
state firms in 2015, Reuters relays.
===========
T U R K E Y
===========
DENIZBANK AS: Moody's Reviews Ba1 Deposit Rating for Downgrade
--------------------------------------------------------------
Moody's Investors Service has placed on review for downgrade the
A3 rating assigned to the small and medium-enterprise (SME)-
backed covered bonds of Denizbank A.S. (the issuer/Denizbank;
deposits Ba1 on review for downgrade; standalone bank financial
strength rating D- stable/adjusted baseline credit assessment
ba1), following Moody's decision to place on review for downgrade
the issuer's deposit rating.
Ratings Rationale
The rating action follows Moody's decision to place on review for
downgrade the issuer's deposit rating, which also follows Moody's
placement on review for downgrade of the ratings of the issuer's
respective Russian parent (Sberbank; deposits Ba1 on review for
downgrade, BFSR D+ on review for downgrade/BCA ba1).
Key Rating Assumptions/Factors
Moody's determines covered bond ratings using a two-step process:
an expected loss analysis and a TPI framework analysis.
EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to
determine a rating based on the expected loss on the bond. COBOL
determines expected loss as (1) a function of the probability
that the issuer will cease making payments under the covered
bonds (a CB anchor event); and (2) the stressed losses on the
cover pool assets following a CB anchor event.
The CB anchor for this program is the senior unsecured rating
(SUR) plus 0 notches.
The cover pool losses for this program are 30.1%. This is an
estimate of the losses Moody's currently models following a CB
anchor event. Moody's splits cover pool losses between market
risk of 13% and collateral risk of 17.1%. Market risk measures
losses stemming from refinancing risk and risks related to
interest-rate and currency mismatches (these losses may also
include certain legal risks). Collateral risk measures losses
resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for this program is currently 25.5%.
The OC in the cover pool is 95.1%, of which the issuer provides
25% on a "committed" basis. The minimum OC level consistent with
the A3 rating target is 12.5%, of which the issuer should provide
12.5% in a "committed" form. These numbers show that Moody's is
not relying on "uncommitted" OC in its expected loss analysis.
For further details on cover pool losses, collateral risk, market
risk, collateral score and TPI Leeway across covered bond
programs rated by Moody's please refer to "Moody's Global Covered
Bonds Monitoring Overview", published quarterly. All numbers in
this section are based on the most recent Performance Overview
based on data as of July 2014.
TPI FRAMEWORK: Moody's assigns a "timely payment indicator"
(TPI), which measures the likelihood of timely payments to
covered bondholders following a CB anchor event. The TPI
framework limits the covered bond rating to a certain number of
notches above the CB anchor.
For Denizbank's SME-backed covered bonds, Moody's has assigned a
TPI of Probable.
Factors That Would Lead to an Upgrade or Downgrade Of The Rating:
The CB anchor is the main determinant of a covered bond program's
rating robustness. A change in the level of the CB anchor could
lead to an upgrade or downgrade of the covered bonds. The TPI
Leeway measures the number of notches by which Moody's might
lower the CB anchor before the rating agency downgrades the
covered bonds because of TPI framework constraints.
Based on the current TPI of "Probable", the TPI Leeway for this
program is 0-1 notches. This implies that Moody's might downgrade
the covered bonds because of a TPI cap, if it lowers the CB
anchor by 1-2 notches all other variables being equal.
A multiple-notch downgrade of the covered bonds might occur in
certain limited circumstances, such as (1) a sovereign downgrade
negatively affecting both the CB Anchor and the TPI; (2) a
multiple-notch downgrade of the CB Anchor; or (3) a material
reduction of the value of the cover pool.
Rating Methodology
The principal methodology used in this rating was "Moody's
Approach to Rating Covered Bonds" published in March 2014.
=============
U K R A I N E
=============
UKRAINIAN RAILWAYS: S&P Lowers CCR to 'CCC-'; Outlook Negative
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it lowered its long-
term corporate credit and issue ratings on Ukrainian railway
company The State Administration of Railways Transport of Ukraine
(Ukrainian Railways) to 'CCC-' from 'CCC'. The outlook is
negative.
The downgrade follows the similar rating action on Ukraine on
Dec. 19, 2014.
Under S&P's criteria for government-related entities (GREs), it
caps its long-term corporate credit rating on Ukrainian Railways
at the long-term foreign-currency sovereign credit rating on
Ukraine.
S&P only rates a GRE higher than the foreign-currency sovereign
credit rating if it considers that the GRE meets certain
conditions. There are two reasons why S&P do not believe that
Ukrainian Railways meets these conditions. First, S&P do not
assess it as benefitting from at least an "extremely high"
likelihood of sovereign support. (In S&P's view, the likelihood
of support is currently "high".)
Second, although Ukraine Railways' stand-alone credit profile
(SACP) of 'ccc+' is above the foreign-currency sovereign credit
rating on Ukraine, S&P believes that Ukrainian Railways would not
pass a foreign-currency stress test. This is because S&P assess
its liquidity as "weak". For more information on when S&P rates
a GRE higher than the foreign-currency sovereign credit rating,
and for more details on Ukrainian Railways credit profile.
S&P assess Ukrainian Railways' liquidity as "weak". Although S&P
forecasts that the company's liquidity sources will cover its
uses by about 1x in the next 12 months, S&P's assessment is
constrained by:
-- S&P's view of likely weak access to cross-border financing
and foreign currency in light of our low sovereign rating
and transfer and convertibility assessment on Ukraine.
-- S&P's view of limited availability of medium-term financing
in Ukraine and risks stemming from Ukraine's weak local
banking sector, where Ukrainian Railways holds its cash and
has open credit lines; weak capital markets in general; and
current foreign exchange controls.
-- Ukrainian Railways' history of violating its financial
covenants under the credit facilities from the European
Bank for Reconstruction and Development. However, Ukrainian
Railways has a track record of obtaining waivers under
these facilities. The company received a waiver for 2011
and a covenant reset for 2012. The company complied with
covenants as of year-end 2013, and according to preliminary
information S&P has received, S&P expects that the company
will be in compliance with covenants as of year-end 2014.
-- Ukrainian Railways' history of financial restructuring. In
late 2009 and into 2010, the company restructured its U.S.
dollar-denominated syndicated loan facility as a result of
scarce capital available in Ukraine at the time. To date,
however, all the debt has been repaid in line with re-
negotiated conditions.
The negative outlook on Ukrainian Railways parallels the negative
outlook on Ukraine. The negative outlook on Ukraine reflects
S&P's view that there are significant risks of Ukraine defaulting
if additional financial support is not forthcoming. Any further
substantial delay in IMF disbursements would make it extremely
difficult for the government to meet its debt obligations in the
short term. Even with continued disbursements, the program only
buys Ukraine a limited amount of time. Further significant
depreciation of the exchange rate, a more severe recession, and a
larger-than-expected deterioration of the fiscal and external
balances would place a lot of pressure on Ukraine's ability to
meet its gross financing needs without additional international
financial support.
Downside scenario
Any lowering of the long-term foreign-currency sovereign credit
rating on Ukraine is likely to prompt S&P to lower its foreign-
currency corporate credit rating on Ukrainian Railways. This is
because a downgrade of Ukraine could imply additional challenges
in Ukrainian Railways' operating environment and further restrict
its access to liquidity. S&P could also lower the rating on
Ukrainian Railways if pressure on its stand-alone liquidity
intensifies, such as due to a breach in financial covenants.
Upside scenario
S&P could revise the outlook on Ukrainian Railways to stable if
it revises the outlook on Ukraine to stable and if the situation
in Ukraine stabilizes and external liquidity pressure on
Ukrainian Railways eases.
===========================
U N I T E D K I N G D O M
===========================
CITY LINK: Staff at Bellingham Way Depot to Lose Their Jobs
-----------------------------------------------------------
KentOnline reports that 41 employees at the City Link depot at
Bellingham Way, Larkfield, will lose their jobs, after a last-
minute rescue attempt for the firm fell through.
The parcel delivery company went into administration on Christmas
Day, threatening the jobs of 2,727 employees across the county,
including 72 in Kent, according to KentOnline. There is a second
depot in Ashford employing another 24 workers, 19 of whom have
now lost their jobs, the report notes.
The report relates that seven workers at Larkfield and five at
Ashford will be retained for a period while the firm's existing
business is wound up.
Workers had been hoping that a last-minute rescue package by an
unnamed financial consortium would save the firm, KentOnline
discloses.
But administrators Ernst Young announced that the deal had fallen
through, saying the would-be buyers had significantly under-
valued the company and failed to offer any cash up front, the
report notes.
The report discloses that the administrators said they had
proposed alternative terms to the consortium "that would be
acceptable and common in these situations, but the consortium,
despite attempts to make them reconsider, declined to amend their
original offer".
Kent MPs have branded City Link's treatment of its staff utterly
appalling, the report says.
The report notes that the company has begun redundancy
negotiations with 2,356 staff nationwide, the remainder may
retain their jobs for a period.
The leader of the RMT union that represents many of the workers,
Mick Cash, declared the decision not to accept the rescue offer
to be "a disgraceful and cynical betrayal."
CITY LINK: Nearly 600 Workers in the Midlands Lose Their Jobs
-------------------------------------------------------------
itv News reports that more than 600 staff of City Link depot's
Midlands facility lost their jobs last Dec. 31.
itv News adds that APC Overnight, a Staffordshire-based parcel
delivery firm, is offering 100 jobs to former City Link workers.
APC Overnight is making the jobs available at its national centre
in Cannock, and says they expect an increase in customers
following the firm's collapse, according to the report.
Quentin Abel is the director of the company.
RANGERS FOOTBALL: Laxey Partners Relinquishes 16% Stake in Firm
---------------------------------------------------------------
Agence France-Presse reports that the largest shareholder of
fallen Scottish giants Rangers Football Club PLC, investment
group Laxey Partners, confirmed that it has relinquished its 16
percent stake in the club to a consortium.
The Isle of Man-based group said it had sold its stake to a
consortium led by Scottish businessmen Douglas Park, George
Letham and George Taylor in order to counter the influence of
rival shareholder Mike Ashley, according to Agence France-Presse.
The report notes that British media reports said that the
consortium, known as the 'Three Bears', had paid almost GBP2.7
million (US$4.2 million, EUR3.5 million) to secure the shares.
"I sold because a fans-based group were hopefully going to be the
best placed to take on Mr. Ashley's power," Laxey Partners
Chairman Colin Kingsnorth said, according to Britain's Press
Association, the report relays.
"After Mr. Ashley removed (Laxey board member) Norman Crighton,
Ashley's most vocal critic, it was obvious (Rangers chairman)
David Somers was just a wet fish agreeing anything Mr. Ashley
wanted. I am sure the Three Bears are an upgrade on us for fans
and hopefully this is the start of the ownership being in the
right hands," Mr. Kingsnorth added.
The report discloses that the consortium recently offered the
Rangers board GBP6.5 million to underwrite a share issue that the
Glasgow club need to launch in order to recoup GBP8.3 million in
losses and stay afloat.
Rangers recently borrowed GBP3 million from Mr. Ashley, the
report discloses.
But Mr. Ashley was prevented from raising his stake in the club
from 8.92 percent to just under 30 percent by the Scottish
Football Association because of his dual interests as owner of
English club Newcastle United, the report notes.
In a bid to raise funds, Rangers sold promising 20-year-old
midfielder Lewis Macleod to English second-tier club Brentford
for an undisclosed fee believed to be in the region of GBP1
million, the report says.
Rangers are without a manager at present after Ally McCoist
resigned earlier this month.
The 54-time Scottish champions were relegated to the fourth tier
of Scottish football in 2012 after going into administration, the
report adds.
About Rangers Football Club
Rangers Football Club PLC -- http://www.rangers.premiumtv.co.uk/
-- is a United Kingdom-based company engaged in the operation of
a professional football club. The Company has launched its own
Internet television station, RANGERSTV.tv. The station combines
the use of Internet television programming alongside traditional
Web-based services. Services offered include the streaming of
home matches and on-demand streaming of domestic and European
games, which include dedicated pre-match, half-time and post-
match commentary. The Company will produce dedicated news
magazine and feature programs, while the fans can also access a
library of classic European, Old Firm and Scottish Premier League
(SPL) action. Its own dedicated television studio at Ibrox
provides onsite production, editing and encoding facilities to
produce content for distribution on all media platforms.
===============
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
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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
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AEGEK S.A.-RTS AEGEKR GA -107572284.1 366319845.1
AEGEK SA-AUCTION AEGEKE GA -107572284.1 366319845.1
AEGEK-PFD 2733073Q EU -107572284.1 366319845.1
AEGEK-PFD 2733077Q EO -107572284.1 366319845.1
AEGEK-PFD AEGEP PZ -107572284.1 366319845.1
AEGEK-PFD AEGEP GA -107572284.1 366319845.1
AEGEK-PFD AUCTIO AEGEPE GA -107572284.1 366319845.1
AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFIRMA GRUPO INM AFR EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFR TQ -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EO -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBX EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR EU -33301815.13 950532329.1
AFIRMA GRUPO INM AFR SM -33301815.13 950532329.1
AFIRMA GRUPO INM AGISF US -33301815.13 950532329.1
AFIRMA GRUPO INM AFRGBP EO -33301815.13 950532329.1
AFIRMA GRUPO-RTS AFR/D SM -33301815.13 950532329.1
AFRICA OFFSHORE AOSA NO -280249984 357512992
AG PETZETAKIS SA PETZK PZ -110809481.9 206423169.8
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AGOR AG DOOG IX -482467.0522 144438127.4
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AGOR AG DOO EO -482467.0522 144438127.4
AGOR AG-RTS 2301918Z GR -482467.0522 144438127.4
AGORA SHOPPING C 214766Z LN -50701197.21 252336526.8
AGRUPACIO - RT AGR/D SM -102379482.8 427577243.8
AIMIA COALITION 2555794Z LN -94460222.81 621037214.8
AIR BERLIN PLC AB1 BQ -549668067 2798718267
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AIR BERLIN PLC ABOG IX -549668067 2798718267
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AIR COMMAND SYST 4470055Z FP -30657158.94 217998392.9
AIRBUS MILITARY 4456697Z SM -48974067.1 2049792335
AIRBUS OPERATION 4435153Z LN -622881599.4 5619187195
AIRTOURS PLC ATORF US -379731744 1817560463
AIRTOURS PLC AIR VX -379731744 1817560463
AIRTOURS PLC AIR LN -379731744 1817560463
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ALAPIS HOLDIN-RT ALAPISR GA -1446551773 135183840.6
ALAPIS HOLDING 3385874Q GA -1446551773 135183840.6
ALAPIS HOLDING I V2R GR -1446551773 135183840.6
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ALBERTO MARTINS 4488947Z PL -25419628.18 123489526.4
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ALELUIA-CERAMICA 4764457Z PL -10079314.35 104807491.4
ALL3MEDIA HOLDIN 4500027Z LN -566620870.4 782620326.9
ALLDAYS PLC ALDYF US -120493900 252232072.9
ALLDAYS PLC 317056Q LN -120493900 252232072.9
ALLEGION PLC ALLE US -11200000 1968099968
ALLEGION PLC 60A GR -11200000 1968099968
ALLEGION PLC 0628915D US -11200000 1968099968
ALLEGION PLC-W/I ALLE-W US -11200000 1968099968
ALLIANCE & LEICE 1603082Z LN -362201146.6 3707343539
ALLIANCE FILMS U 1774537Z LN -15721068.24 102608688.7
ALLIANCE RUSSIAN ALRT RU -15214268.73 144581794
ALNO AG ANOD L3 -25345561.84 250227602.3
ALNO AG ANO TQ -25345561.84 250227602.3
ALNO AG ANO EU -25345561.84 250227602.3
ALNO AG ANO EO -25345561.84 250227602.3
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WATERFORD WED-UT WTFU IX -505729895.2 820803256
WATERFORD WED-UT WWWD PZ -505729895.2 820803256
WATERFORD WED-UT WTFUGBX EU -505729895.2 820803256
WATERFORD WED-UT WTFU VX -505729895.2 820803256
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WATERFORD-ADR UT WATFZ US -505729895.2 820803256
WATERFORD-ADR UT WFWA GR -505729895.2 820803256
WATERFORD-SUB 3001875Z ID -505729895.2 820803256
WATSON & PHILIP WTSN LN -120493900 252232072.9
WEPA LILLE SAS 4752385Z FP -2548678.548 108654870.9
WESCOT TOPCO LTD 4007020Z LN -24133448.87 109740838.3
WEST HAM UNITED 1275834Z LN -180012199.9 135176063.9
WESTA INTERNATIO WESW S2 -58977000 246270000
WESTA INTERNATIO WESW L3 -58977000 246270000
WESTA INTERNATIO WESW B3 -58977000 246270000
WESTAISIC WESPLN EO -58977000 246270000
WESTAISIC WES PW -58977000 246270000
WHELCO HOLDINGS 2741744Z LN -1295294.241 100785295.7
WHITE HART LANE 2004631Z LN -1123372.612 151053464.8
WILLIAM HILL CRE 1068754Z LN -1909844.938 260315941.5
WILLIAM HILL-W/I 101001Q LN -59180694.37 1343662688
WILLIAM HILL-W/I 605547Q US -59180694.37 1343662688
WINCANTON PL-ADR WNCNY US -445194319.3 781800711.2
WINCANTON PLC WIN1USD EO -445194319.3 781800711.2
WINCANTON PLC WINL S2 -445194319.3 781800711.2
WINCANTON PLC WIN1USD EU -445194319.3 781800711.2
WINCANTON PLC WIN1 BQ -445194319.3 781800711.2
WINCANTON PLC WIN1 EO -445194319.3 781800711.2
WINCANTON PLC WIN1EUR EO -445194319.3 781800711.2
WINCANTON PLC WNCNF US -445194319.3 781800711.2
WINCANTON PLC WIN IX -445194319.3 781800711.2
WINCANTON PLC WIN PZ -445194319.3 781800711.2
WINCANTON PLC WIN1 TQ -445194319.3 781800711.2
WINCANTON PLC WIN PO -445194319.3 781800711.2
WINCANTON PLC WIN VX -445194319.3 781800711.2
WINCANTON PLC WIN1 S1 -445194319.3 781800711.2
WINCANTON PLC WIN8 EO -445194319.3 781800711.2
WINCANTON PLC WIN10 EO -445194319.3 781800711.2
WINCANTON PLC WINL B3 -445194319.3 781800711.2
WINCANTON PLC WIN9 EO -445194319.3 781800711.2
WINCANTON PLC WIN7 EO -445194319.3 781800711.2
WINCANTON PLC WIN5 EO -445194319.3 781800711.2
WINCANTON PLC WIN1GBP EO -445194319.3 781800711.2
WINCANTON PLC WIN4 EO -445194319.3 781800711.2
WINCANTON PLC WIN1EUR EU -445194319.3 781800711.2
WINCANTON PLC WINL L3 -445194319.3 781800711.2
WINCANTON PLC WIN11 EO -445194319.3 781800711.2
WINCANTON PLC WIN1 NQ -445194319.3 781800711.2
WINCANTON PLC WIN1 QM -445194319.3 781800711.2
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WINCANTON PLC WIN LN -445194319.3 781800711.2
WINCANTON PLC WIN1 EB -445194319.3 781800711.2
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WINCANTON PLC WIN13 EO -445194319.3 781800711.2
WINCANTON PLC WIN12 EO -445194319.3 781800711.2
WINDSOR TELEVISI 1475394Z LN -285930662.4 328647122.1
XCHANGING UK LTD 1814130Z LN -63394768.74 447098103.7
XFERA MOVILE SA 1236Z SM -136161367.5 1448667759
XSTRATA SERVICES 1975918Z LN -2581782.821 151944610.4
YANG MING UK LTD 1756777Z LN -82951196.78 273789409.4
YASARBANK YABNK TI -948074542.1 622746433.4
YELL GROUP PLC YELL NQ -2257521127 2120614224
YELL GROUP PLC YELL PO -2257521127 2120614224
YELL GROUP PLC YELL VX -2257521127 2120614224
YELL GROUP PLC YELL PZ -2257521127 2120614224
YELL GROUP PLC YELL LN -2257521127 2120614224
YELL GROUP- SUB 3449192Z LN -2257521127 2120614224
YELL LTD 1941670Z LN -910931167.6 1175550564
YORK REFRIGERATI 1846666Z LN -33510192.51 1093012767
YPSO FRANCE SAS 711227Z FP -603437932.8 3840966218
YUASA BATTERY UK 1449090Z LN -7606058.565 109145700.5
ZERNOVAYA KOMPAN ONAST RU -27299614.73 611985879.9
ZIL AUTO PLANT ZILL$ RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP* RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP RU -313328054.5 427801545.9
ZIL AUTO PLANT-P ZILLP RM -313328054.5 427801545.9
ZINVEST FASHION 3775412Z NA -296493.9562 180637333.9
ZKD-BRD ZKRD RU -21744775.12 136822054.1
ZKD-BRD ZKRD* RU -21744775.12 136822054.1
ZURICH EMPLOYMEN 1292298Z LN -571647918 152143800.5
ZVON ENA HOLDING ZVHR PZ -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR EU -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR SV -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR EO -304033160.5 774883403.9
ZWINGER OPCO 6 B 3821644Z NA -103722296.7 611138495.1
*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 2015. 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 * * *