/raid1/www/Hosts/bankrupt/TCREUR_Public/150217.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, February 17, 2015, Vol. 16, No. 34
Headlines
C R O A T I A
ZAGREB CITY: S&P Affirms 'BB' Issuer Credit Rating
D E N M A R K
NYKREDIT REALKREDIT: S&P Rates Additional Tier 1 Notes 'BB+'
SCANDLINES APS: S&P Lowers Corp. Credit Rating to 'B+'
TDC A/S: Moody's Assigns Ba2 Rating to New Hybrid Bond
TDC A/S: S&P Assigns 'BB+' Rating to Sub. Hybrid Securities
G E R M A N Y
GRAND CITY: Moody's Rates EUR150-Mil. Hybrid Notes 'Ba1'
TITAN EUROPE 2006-5: S&P Lowers Rating on Class A1 Notes to CCC
G R E E C E
ELLAKTOR S.A.: S&P Puts 'B+/B' CCRs on CreditWatch Negative
I T A L Y
BERICA 6 RESIDENTIAL: S&P Lowers Ratings on 2 Note Classes to BB
MONTEFIBRE SPA: Puts Up 50% Stake in Jilin Jimont for Sale
* ITALY: Collapse of 82,000 Firms Affect One Million Jobs
K A Z A K H S T A N
HALYK SAVINGS: S&P Affirms 'BB+/B' Ratings; Outlook Negative
N E T H E R L A N D S
EUROSAIL-NL 2007-1: Moody's Cuts Ratings on 2 Note Classes to Ca
PEARL MORTGAGE 1: Moody's Confirms Ba2 Rating on Class B Notes
N O R W A Y
NORSKE SKOG: Bondholders Must Hold Out for Debt Exchange Terms
R U S S I A
EUROPEAN BEARING: S&P Lowers CCR to 'B+', Then Withdraws Rating
TMK OAO: Moody's Says Redemption & Acquisition Credit Neutral
S P A I N
BBVA-8 FTPYME: S&P Affirms 'B-(sf)' Rating on Class C Notes
IM PASTOR 2: Moody's Raises Rating on EUR6.5MM D Notes to Ba2
U K R A I N E
* UKRAINE: Proposes Prison Terms for Management of Failed Banks
U N I T E D K I N G D O M
APW ASSET: Goes Into Liquidation
ASTON MARTIN: S&P Lowers CCR to 'B-' on Liquidity Risks
ECLIPSE 2007-1: S&P Lowers Rating on Class C Notes to 'D(sf)'
FINDUS PLEDGECO: Moody's Alters Outlook to Positive, Keeps B3 CFR
TESCO PLC: Plans to Cut Up to 10,000 Jobs Following Sales Slump
WREXHAM'S BANK: Closing Store to Close Next Month
* UK: Level of Corporate Insolvencies Drops, Figures Show
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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C R O A T I A
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ZAGREB CITY: S&P Affirms 'BB' Issuer Credit Rating
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Standard & Poor's Ratings Services affirmed its 'BB' long-term
issuer credit rating on Croatia's capital, the City of Zagreb.
The outlook is stable.
Rationale
The affirmation reflects S&P's view that Zagreb will continue to
perform in line with its base case through to 2017, owing to
tight control over spending. This is although S&P has reassessed
the institutional framework as volatile and unbalanced compared
with evolving but unbalanced previously. Over the past few
years, the central government has taken several measures to
alleviate the tax burden on the population. One effect of this
is the continuous shrinking of local governments' revenue-raising
capacity and the weakening of their revenue-expenditure balance.
Consequently, S&P regards the institutional framework under which
Croatian local and regional governments (LRGs) operate as having
deteriorated.
The rating on Zagreb further reflects the city's weak budgetary
flexibility, financial management, and liquidity position.
Supportive factors are S&P's assessment of Zagreb's average
economy, very strong budgetary performance, low debt, and
moderate contingent liabilities, as S&P's criteria define these
terms. S&P assess Zagreb's stand-alone credit profile (SACP) at
'bb'.
S&P considers that Zagreb's financials lack long-term planning in
what S&P views as the volatile and unbalanced institutional
framework. The central government's recent changes to the
personal income tax system, the city's main revenue source, have
reportedly reduced Zagreb's revenues by about 12%, based on last
year's revenues. S&P believes this would dent the city's
financials but that its operating budgetary performance would
remain strong. In addition, the central government's financial
position limits its capacity to provide extraordinary support to
LRGs, in S&P's opinion.
This situation is exacerbated by the city's weak financial
management and political uncertainty following the arrest of
Mayor Bandic in October 2014. S&P's assessment of financial
management reflects its view of Zagreb's generally limited
political and managerial strength, with a history of very
strained relations between the government and the council, short-
term financial planning, broad use of unconventional debt
instruments, and relatively loose control over government-related
entities.
The city is currently being managed by deputy mayor Sandra
Svaljek, and, despite this upheaval, cooperation between the
deputy mayor and city council has been good; the 2015 budget and
revision of the 2014 budget were passed in a timely fashion.
After the city's government reestablished control of Zagrebacki
Holding in 2014, it took measures to strengthen both its and the
company's liquidity position and financial performance. S&P
understands the city plans to gradually reduce its financial
involvement in Zagrebacki Holding, partly owing to the city's
budgetary limitations.
S&P views Zagreb's economy as average. Although Croatia's GDP
per capita is relatively low, at less than $13,700 on average in
2014-2016, Zagreb boasts a broad and diversified economy due to
its dominant economic, financial, and political role in the
country. It is home to 18% of the country's population and
produces about 31% of the national GDP.
In S&P's base-case scenario, it projects that the city's
budgetary performance will remain very robust. Because national
legislation imposes strict limits on gross municipal borrowings,
the city cannot afford to continue posting a deficit after
capital accounts. Moreover, in 2013-2014 the city provided
financial support to Zagrebacki Holding via factoring contracts,
which S&P now views as Zagreb's direct debt. Although this
increased Zagreb's debt, it has also improved its surplus after
capital accounts in S&P's forecasts because it reclassifies
spending on contracts as debt service. Consequently, in S&P's
base-case scenario for 2015-2017, it expects Zagreb to maintain a
moderate surplus after capital accounts of about 2.6% of
revenues, slightly lower than the 3.6% average surplus in 2012-
2014.
However, despite tight control over operating spending, S&P
expects the city's operating surplus to weaken to 13.6% of
operating revenues on average over 2015-2017 following the
central government's reform of the personal income tax regime.
This is slightly weaker than the 15.4% average over 2012-2014.
S&P also considers that the city's commitment to providing
ongoing support to Zagrebacki Holding constrains its budgetary
flexibility and increases its contingent liabilities. The
transfers are to service debt at Zagrebacki Holding, which is
linked to Zagreb's outsourcing of its investment program and the
associated debt accumulation by Zagrebacki Holding. S&P
understands the outsourcing of investments will stop, however.
In S&P's base-case scenario, it assumes that the city's tax-
supported debt will remain low. Including Zagrebacki Holding's
debt, it will likely gradually decrease to about 74% of
consolidated operating revenues by year-end 2017 from 85% at
year-end 2013. S&P expects Zagreb's direct debt will have
totaled a fairly modest 36% of operating revenues at year-end
2014 due to financial support to the holding company. The city's
direct debt includes guarantees that it currently services and a
recently acquired debt secured by its commitment to Zagrebacki
Holding. S&P also assumes that Zagreb will continue to generate
strong operating surpluses that will mitigate its debt burden.
S&P views Zagreb's budgetary flexibility as weak mainly because
the city cannot influence the personal income tax rate, its main
source of revenue. In addition, the central government has
recently limited Zagreb's ability to raise the surcharge on this
tax to 30% from the current 18%. The city is finding it
difficult to cut expenditure further because about two-thirds of
its operating spending is extremely inflexible and almost 50% of
the capital expenditure has already been allocated. The city
plans to compensate for the expected shortfall of personal income
tax revenue by selling some of its assets, particularly real
estate. Even if these sales materialize, it would have only a
one-time effect on the budget.
S&P views the city's contingent liabilities as moderate. After a
favorable court decision concerning outstanding payables and the
partial payment of overdue payables to suppliers, the city's
payables reduced to a moderate 10% of revenues in 2014. Taking
into account that Zagrebacki Holding has also managed to reduce
its overdue payables, S&P now estimates the potential cost to
recapitalize the budget at about 10%-12% of consolidated
operating revenues.
Liquidity
S&P views Zagreb's liquidity position as weak, owing to the
city's limited access to external liquidity. S&P also believes
that the dwindling operating surplus indicates that the city's
internal cash-generating capacity has weakened somewhat.
S&P forecasts the city's average cash position, including the
projected surplus after capital accounts, to reach about Croatian
kuna (HRK) 370 million (about US$54 million) over the next 12
months. This will likely cover about 50% of the city's debt
service falling due within this period. S&P estimates the city's
annual debt service in 2015 at about HRK740 million, including
payments for factoring agreements made on behalf of Zagrebacki
Holding. The city's debt repayment schedule is smooth and
doesn't contain any large one-time payments. In line with S&P's
base-case scenario for 2015 and 2016, it projects Zagreb's
operating surplus before interest to be lower than 2x its annual
debt service in 2015-2016.
That said, the city had substantially decreased its payables to a
moderate 10% of its annual budget by the end of 2013, thereby
alleviating pressure on its liquidity position. During the
toughest stage of economic contraction, payables accumulated
quickly and peaked at about 23.7% of annual expenditures by year-
end 2011.
S&P views Croatia's banking system as exposed to ongoing economic
contraction. This is reflected in S&P's placement of the system
in group '8' according to its Banking Industry Country Risk
Assessment, on a scale of 1 to 10 with group '1' indicating the
lowest risk. Because the city continues to accumulate debt,
thereby increasing its exposure to market sentiment, S&P now
views its access to external liquidity as limited.
OUTLOOK
The stable outlook reflects S&P's expectation that tight control
over operating spending should allow Zagreb to maintain high
budgetary performance and gradually reduce its debt burden amid
economic stagnation in Croatia.
S&P may raise the ratings on Zagreb if it raised the sovereign
ratings on Croatia and if Zagreb structurally strengthens its
liquidity, with its average cash position consistently exceeding
80% of annual debt service, for example, due to a combination of
rising tax revenues and tight cost controls.
S&P would lower the ratings on Zagreb if it lowered the ratings
on Croatia or if Zagreb's budgetary performance or direct debt
improved slower than anticipated within the next 12 months. S&P
could also lower the ratings if it saw the city's liquidity
position deteriorate further due to dwindling cash reserves.
In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable. At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision.
After the primary analyst gave opening remarks and explained the
recommendation, the Committee discussed key rating factors and
critical issues in accordance with the relevant criteria.
Qualitative and quantitative risk factors were considered and
discussed, looking at track-record and forecasts.
The committee's assessment of the key rating factors is reflected
in the Ratings Score Snapshot.
The chair ensured every voting member was given the opportunity
to articulate his/her opinion. The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook. The weighting of
all rating factors is described in the methodology used in this
rating action.
RATINGS LIST
Ratings Affirmed
Zagreb (City of)
Issuer Credit Rating BB/Stable/--
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D E N M A R K
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NYKREDIT REALKREDIT: S&P Rates Additional Tier 1 Notes 'BB+'
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Standard & Poor's Ratings Services said that it has assigned its
'BB+' long-term issue rating to the proposed perpetual Additional
Tier 1 (AT1) capital notes to be issued by Denmark-based Nykredit
Realkredit A/S (A+/Negative/A-1). The rating is subject to S&P's
review of the notes' final documentation.
S&P understands that the proposed AT1 contingent convertible
notes will comply with Capital Requirements Directive IV, which
implements Basel III in the EU. Moreover, holders of the notes
will be senior to Nykredit Realkredit's ordinary shareholders --
absent a trigger event--and subordinated to its senior creditors,
including Tier 2 creditors.
In accordance with S&P's criteria for rating bank hybrid capital
instruments, the 'BB+' rating reflects S&P's analysis of the
proposed notes, as well as S&P's assessment of Nykredit's stand-
alone credit profile (SACP) at 'a-'.
The 'BB+' issue rating is four notches lower than the bank's
SACP, reflecting the combined effect of deducting from the SACP
level:
-- One notch for subordination, given that Nykredit's SACP is
in the investment-grade category (higher than 'BB+');
-- Two further notches for nonpayment risk because the issuer
has the option of deferring coupon payments at its
discretion; and
-- One additional notch because of a clause that triggers the
mandatory full or partial write-down of the notes' nominal
value if the bank's common equity Tier 1 (CET1) ratio falls
below 7.125%.
The trigger CET1 ratio is set at three different levels within
the group: Nykredit Realkredit A/S alone as the issuer; the
Nykredit Realkredit Group, representing the issuer and its
subsidiaries as one entity; and Nykredit Holding A/S and its
subsidiaries, taken as one unit. S&P expects the CET1 ratio --
currently 15.4% at the holding and group levels, and 14.7% at
Nykredit Realkredit -- to remain more than 700 basis points
higher than the 7.125% threshold specified in the notes'
documentation on each of the reporting dates over the next 18-24
months, regardless of the level of group consolidation. Because
the CET1 ratio, at all three group levels, remains more than 700
basis points above the trigger level, S&P do not deduct further
notches according to step 2a in its bank hybrid capital criteria.
S&P will assess the notes as having intermediate equity content
after they receive approval for inclusion into Nykredit
Realkredit's regulatory Tier 1 capital. The instruments meet the
conditions for intermediate equity content under S&P's criteria
because they:
-- Are perpetual, with a call date more than five years from
issuance;
-- Do not contain a step-up clause; and
-- Have loss-absorption features on a going-concern basis,
owing to the bank's flexibility to suspend the coupon at
any time.
SCANDLINES APS: S&P Lowers Corp. Credit Rating to 'B+'
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Standard & Poor's Ratings Services said that it had lowered its
long-term corporate credit rating on Denmark-based ferry services
provider Scandferries Aps (known as Scandlines) to 'B+' from
'BB-'. The outlook is stable.
At the same time, the issue rating on the company's senior
secured debt was lowered to 'BB-' from 'BB'. The recovery rating
on the senior secured debt remains at '2', indicating S&P's
expectation of substantial (70%-90%) recovery in the event of a
payment default.
The downgrade reflects Scandlines' more aggressive financial
policy than S&P previously anticipated and the resulting
reassessment of the influence of the company's financial sponsor
(FS) ownership to "FS-6" from "FS-5," leading S&P to revise its
view of the financial risk profile to "highly leveraged" from
"aggressive." S&P forecasts Scandlines will report a leverage
ratio (Standard & Poor's-adjusted debt to EBITDA) of 5.2x-5.3x
for 2014, pro forma for the disposal of the Helsing'r-Helsingborg
(HeHe) route and dividend distribution, and that the ratio will
remain at more than 5x as a weighted average ratio in 2015-2016.
This falls outside S&P's guideline of less than 5x, which its
criteria set for the previous 'BB-' rating on Scandlines.
Furthermore, the timing and size of Scandlines' dividend
distribution leads S&P to believe that the company's future
financial policy will likely constrain its leverage ratio from
sustainably improving to less than 5x. S&P also notes that the
dividend distribution comes at a time when the company's adjusted
debt will increase on account of the two new vessels on order for
the Gedser-Rostock route, to be delivered and financed at the end
of 2015 via a limited recourse special purpose vehicle (SPV).
A U.K.-based private equity company 3i Group PLC, and funds
managed by 3i Group PLC, are the majority shareholders of
Scandlines.
S&P views Scandlines' business risk profile as "fair,"
incorporating S&P's view of the cyclical transportation
industry's "high" risk and the company's narrow business scope
and diversity compared with global shipping operators'. S&P's
assessment incorporates its view of "very low" country risk.
S&P's assessments of a "highly leveraged" financial risk profile
and a "fair" business risk profile indicate an anchor of 'b', as
per S&P's criteria. S&P applies an upward adjustment of one
notch for its "comparable ratings analysis" to reflect
Scandlines' core credit measures, which are at the higher end of
the financial risk profile range. This leads to a corporate
credit rating of 'B+'.
The stable outlook reflects S&P's view that Scandlines will
sustain its resilient operating performance, underpinned by its
efficient business model and proven cost control capabilities,
which, combined with its adequate liquidity, should enable the
company to maintain its credit quality at the 'B+' level. For
Scandlines, S&P considers ratios of adjusted debt to EBITDA of
less than 6x and adjusted FFO cash interest coverage of more than
2x to be consistent with a 'B+' rating.
A downgrade of Scandlines would likely stem from a large,
unexpected shareholder return or debt-funded acquisition, or from
an unforeseen significant setback in operating performance, which
could materially weaken liquidity or credit measures, for
example, with the ratio of adjusted debt to EBITDA weakening to
more than 6x for a prolonged period.
S&P could consider an upgrade if the company demonstrated a
prudent financial policy and continued to reduce financial
leverage, and if S&P believed that its ratio of adjusted debt to
EBITDA would remain sustainably below 5x.
TDC A/S: Moody's Assigns Ba2 Rating to New Hybrid Bond
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Moody's Investors Service assigned a Ba2 long-term rating to TDC
A/S's proposed issuance of 'subordinated capital securities' (the
hybrid debt) on a junior subordinated basis. TDC's senior
unsecured ratings are unaffected and remain Baa3. The outlook on
the ratings is stable.
TDC will issue the hybrid bond under its EUR5.5 billion medium-
term note program (MTN), which Moody's has simultaneously rated
(P)Ba2 for junior subordinated bond issues. The size of the
hybrid bond remains subject to market conditions.
"The Ba2 rating assigned to the hybrid debt is two notches below
TDC's senior unsecured rating of Baa3, primarily because the
bonds are deeply subordinated to other debt and only senior to
common equity in the company's capital structure," says
Carlos Winzer, a Moody's Senior Vice President and lead analyst
for TDC.
The Ba2 rating assigned to the hybrid bond is two notches below
the group's senior unsecured rating of Baa3. The two-notch
rating differential reflects the deeply subordinated nature of
the hybrid debt. The instrument (1) is a long dated (at 1000
years) instrument; (2) is senior only to common equity; (3)
provides TDC with the option to defer coupons on a cumulative
basis; (4) has no step-up prior to year 10 and only 100 basis
points (bps) of cumulative total step-up thereafter; and (5) has
a step up of 500 bps upon a Change of Control.
In Moody's view, the notes have equity-like features to allow
them to receive basket "C" treatment (i.e., 50% equity and 50%
debt for financial leverage purposes).
TDC's ratings reflect (1) the strength of the company's
operations in Denmark (strong market shares including 41% in the
mobile segment) and the Nordic countries; (2) the strategic fit
and importance of all of TDC's subsidiaries, particularly its
CATV business (YouSee), which differentiates the company from its
European peers; (3) relatively small size and low international
diversification; (4) highly advanced fixed-line infrastructure;
and (5) appropriate liquidity risk management.
The ratings also reflect (1) the increasing pressure on the
company's domestic operations as a result of price declines
caused by heightened competition in the Danish mobile market and
regulation; and (2) strong cost control in order to maintain an
EBITDA margin of above 40%. TDC's current ratings also reflect
the acquisition of GET AS in Norway (announced on Sept. 15, 2014)
for a total consideration of NOK13.8 billion (approximately
DKK12.5 billion) on a cash-free and debt-free basis.
The issuance of the hybrid bond is helpful to support the overall
level of execution and financial risk, which is consistent with
the Baa3 senior unsecured rating category and management's
publicly stated commitment to obtain an investment grade rating.
The stable outlook reflects Moody's expectation that TDC will
maintain strong cash flow generation after capex through a
combination of operating stability, efficiency gains and capex
optimization. Moody's has also taken into consideration
management's commitment to obtain an investment grade rating,
even if that implies reducing shareholder remuneration. T he
outlook also reflects the rating agency's expectation that TDC
will retain financial metrics that are commensurate with a Baa3
rating, including adjusted retained cash flow (RCF)/gross debt
around 18% and a gross adjusted debt/EBITDA of below 3.0x.
As the hybrid debt rating is positioned relative to TDC's Baa3
senior unsecured rating, either (1) a change in TDC's senior
unsecured rating or (2) a re-evaluation of its relative notching
could affect the hybrid debt rating.
Although not currently expected, Moody's could consider upgrading
TDC's rating if there were any significant strengthening of the
company's debt protection ratios - as a result of improvements in
its operational cash flows and a reduction in debt. The rating
could come under positive pressure on evidence that the company
were to achieve sustained improvements in its debt protection
ratios, such as adjusted RCF/gross debt above 20% and gross
adjusted debt/EBITDA trending to 2.5x, based on an improved
business environment.
Moody's could downgrade TDC's rating if (1) the company were to
embark on an aggressive expansion/acquisition program (most
likely outside of its existing footprint), leading to higher
financial, business and execution risk; or (2) its credit metrics
were to deteriorate, including adjusted RCF/gross debt falling to
below 15% or adjusted gross debt/EBITDA trending towards 3.5x on
an ongoing basis
The principal methodology used in this rating was Global
Telecommunications Industry published in December 2010.
TDC A/S, domiciled in Copenhagen, Denmark, is the principal
provider of fixed-line and mobile voice communications, internet
broadband data services and CATV offerings. The company's main
market is Denmark, although it also has a CATV business (GET) in
Norway and business to business operations in Sweden and Norway.
TDC's revenues in 2014 amounted to some DKK23.3 billion
(approximately EUR3.1 billion) and EBITDA of DKK9.8 billion
(around EUR1.3 billion).
TDC A/S: S&P Assigns 'BB+' Rating to Sub. Hybrid Securities
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Standard & Poor's Ratings Services assigned its 'BB+' long-term
issue rating to the proposed six-year non-call, optionally
deferrable, and subordinated hybrid securities due 3015 to be
issued by Danish telecom operator TDC A/S (BBB/Negative/A-2).
The completion and size of the overall issue is subject to market
conditions.
S&P classifies the proposed securities as having "intermediate"
equity content until their first call dates in 2021 because they
meet S&P's criteria in terms of their subordination, permanence,
and optional deferability during this period.
Consequently, in S&P's calculation of TDC's credit ratios, it
will treat 50% of the principal outstanding and accrued interest
under the hybrids as equity rather than as debt. S&P will also
treat 50% of the related payments on these securities as
equivalent to a common dividend. Both treatments are in line
with S&P's hybrid capital criteria.
According to S&P's criteria, the two-notch difference between its
'BB+' rating on the proposed hybrid notes and its 'BBB' corporate
credit rating on TDC reflects:
-- One notch for the proposed notes' subordination because the
corporate credit rating on TDC is investment grade
('BBB-' or above); and
-- An additional notch for the optional deferability of
interest.
The notching of the proposed securities takes into account S&P's
view that there is a relatively low likelihood that TDC will
defer interest payments. Should S&P's view on the likelihood of
deferring interest payments change, it may significantly increase
the number of downward notches that it applies to the issue
rating on the proposed securities.
The interest to be paid on the proposed securities will increase
by 25 basis points in 2026, and a further 75 basis points in
2040. S&P considers the cumulative 100 basis points of interest
rate step-up as a material step-up, which provides an incentive
for TDC to redeem the instruments on the six-year call date.
Consequently, in accordance with S&P's criteria, it will no
longer recognize the instruments as having intermediate equity
content after the first call date, because the remaining period
until economic maturity would, by then, be less than 20 years.
KEY FACTORS IN S&P'S ASSESSMENT OF THE INSTRUMENTS' PERMANENCE
Although the proposed securities are due 3015, TDC can redeem
them as of the first call date in 2021 and every five years
thereafter. If such an event occurs, S&P understands the company
intends to replace the instrument, although it is not obliged to
do so.
KEY FACTORS IN S&P'S ASSESSMENT OF THE INSTRUMENTS' SUBORDINATION
The proposed securities will be deeply subordinated obligations
of TDC, ranking junior to all unsubordinated obligations, and
only senior to common shares.
KEY FACTORS IN S&P'S ASSESSMENT OF THE INSTRUMENTS' DEFERABILITY
In S&P's view, TDC's option to defer payment of interest on the
proposed securities is discretionary. This means that the
company may elect not to pay accrued interest on an interest
payment date because it has no obligation to do so.
However, any outstanding deferred interest payment would have to
be settled in cash if TDC paid an equity dividend or interest on
equal-ranking securities, or if TDC repurchased common shares or
equal-ranking securities. This condition remains acceptable
under S&P's rating methodology because, once the issuer has
settled the deferred amount, it can choose to defer payment on
the next interest payment date.
TDC retains the option to defer coupons throughout the life of
the instruments. The deferred interest on the proposed
securities is cash-cumulative and compounding.
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G E R M A N Y
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GRAND CITY: Moody's Rates EUR150-Mil. Hybrid Notes 'Ba1'
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Moody's Investors Service has assigned a Ba1 long-term rating to
the proposed issuance of EUR150 million perpetual junior
subordinated ("hybrid") notes to be issued by Grand City
Properties S.A. The outlook on the rating is stable. The
assigned rating assumes there will be no material variations to
the draft legal documentation and the size of the hybrid issuance
remains subject to market conditions. Grand City's Baa2 long-
term issuer rating and stable outlook are unaffected by the new
rating assigned.
"The Ba1 rating assigned to the hybrid bonds is two notches below
Grand City Properties' long-term issuer rating of Baa2, primarily
because the bonds are deeply subordinated to other debt and only
senior to common equity and preferred shares in the company's
capital structure," says Lynn Valkenaar, a Moody's Vice President
and lead analyst for Grand City Properties.
The Ba1 rating assigned to the hybrid notes is two notches below
the Grand City Properties' long-term issuer rating of Baa2. The
two-notch rating differential reflects the deeply subordinated
nature of the hybrid debt. The hybrid instrument (1) is
perpetual; (2) is senior only to common equity and preferred
shares (if any); (3) has no events of default; (4) provides the
company with the option to defer coupons on a cumulative basis;
(5) has no step-up in interest rate prior to year 10 and only 100
basis points (bps) thereafter and (6) has a step up of 500 bps
upon a Change of Control Event if the Issuer chooses not to
redeem.
In Moody's view, the notes have equity-like features to allow
them to receive basket "C" treatment, i.e. 50% equity and 50%
debt for financial leverage purposes.
Grand City's long-term issuer rating is supported by moderate
"effective" leverage, as measured by adjusted debt/gross assets
of 46.3% and strong fixed charge cover of more than 4.0x, defined
as adjusted EBITDA/gross interest expense + ground rents, as of
the last 12 months to 30 September (Q3) 2014. The rating also
reflects the company's scale, with total assets of EUR2.38
billion, which is smaller than most of its rated investment-grade
peers, but is nonetheless geographically diversified across
Germany with a granular tenant base. The asset quality of its
property portfolio is mixed owing to its strategy to acquire
under-managed properties for their turnaround potential. The
portfolio exhibited an average vacancy rate of 13.3% reported at
Q3 2014, which is above that seen at similarly rated peers, in
part as a result of the acquisition of new properties. However,
the company has developed a good track record of increasing the
occupancy and rental income of acquired assets and reducing their
operating and non-recoverable costs. Moody's expect Grand City's
"stabilized" assets, ones that benefit from vacancy rates less
than 5%, to provide steady cash flows due to the long average
stay of German residential tenants and the low level of supply of
new residential rental properties. In addition, Grand City has a
good liquidity profile with cash resources covering committed
cash outflows for at the next 12 to 18 months.
The stable outlook reflects Grand City's prudent financial
policies as well as our expectation that the company will
continue to reduce the vacancy rate of its overall portfolio as
the acquisition of newly acquired properties becomes a more
marginal activity in light of its increasing size. The stable
outlook also assumes that the company does not undertake any
transformational mergers or acquisitions and at all times
maintains its good liquidity profile.
Grand City's asset base has grown rapidly following its IPO, with
total assets increasing by almost five times since year-end 2012.
Upward pressure on the rating could occur as 1) the company
develops experience and a track record as a larger property
investment company and avoids leveraging transactions or those
that put pressure on cash flows and 2) asset quality improves as
an increasingly larger percentage of the portfolio becomes
stabilized and overall vacancy rates drop. In addition, Moody's
expect the company to maintain its current strong metrics, e.g.
debt/assets around 47% - 48%, and fixed charge cover at least
4.5x.
Conversely, downward pressure on the rating could occur should
vacancy rates rise sustainably, or the company adopts more
aggressive financial or operating practices, or its financial
metrics weaken with fixed charge coverage falling to 4.0x or
less, or the ratio of adjusted debt/total assets rising to 50% or
above on a sustainable basis.
The principal methodology used in this rating was Global Rating
Methodology for REITs and Other Commercial Property Firms
published in July 2010.
TITAN EUROPE 2006-5: S&P Lowers Rating on Class A1 Notes to CCC
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'CCC (sf)' from 'B+
(sf)' its credit rating on Titan Europe 2006-5 PLC's class A1
notes. At the same time, S&P has affirmed its 'D (sf)' ratings
on the class A2, A3, B, C, D, E, and F notes.
The rating actions follow the issuer's failure to pay interest
due on the class A1 notes on the January 2015 interest payment
date (IPD).
CASH FLOW ANALYSIS
Four loans remain in the pool, but only three have been paying
full interest. On the January 2015 IPD, the issuer collected
only EUR2.9 million in borrower interest collections. The
Quartier 206 Shopping Centre loan did not make any payment due to
the forced administration of the property. The forced
administrator has not released any rental income because of
pending capital expenditure measures and tenant improvement costs
in case of a new letting.
The transaction has a combined waterfall. When there are
insufficient interest collections, the principal collected can be
used to service the notes, including prior-ranking expenses.
The transaction's liquidity facility is depleted. There was an
appraisal reduction on Jan. 23, 2015, which reduced the liquidity
facility balance to zero.
According to the January 2015 cash manager report, a total of
EUR3.1 million was available to cover prior-ranking expenses, in
addition to amounts due on the notes. The money collected was
only sufficient to partially pay the swap provider. As a result,
the issuer did not have enough interest and principal collections
to pay prior-ranking expenses and interest on the notes, and
EUR882,062 of unpaid interest was deferred.
As a result of the failure of the class A1 notes to receive full
interest due on the January 2015 IPD, a note event of default
occurred. Following the note event of default, the trustee has
stated that it plans to deliver a note enforcement notice
declaring the notes to be due and repayable.
RATING ACTIONS
S&P's ratings address the timely payment of interest quarterly in
arrears, and the payment of principal no later than the legal
final maturity date in July 2019.
Following the failure to pay interest due on the class A1 notes
on the January 2015 IPD, the creditworthiness of these notes has
deteriorated and they are potentially exposed to further interest
shortfalls in the absence of loan recoveries, in S&P's view. S&P
has therefore lowered to 'CCC (sf)' from 'B+ (sf)' its rating on
the class A1 notes.
In accordance with S&P's criteria, it has not lowered its rating
on this class of notes to 'D (sf)'. This reflects S&P's opinion
that recoveries will still be sufficient to fully repay the class
A1 notes' principal and interest before the legal final maturity
date.
At the same time, S&P has affirmed its 'D (sf)' ratings on the
class A2, A3, B, C, D, E, and F notes because of the continuing
failure to pay interest on any of these classes of notes on the
January 2015 IPD.
Titan Europe 2006-5 is a European commerical mortgage-backed
securities (CMBS) transaction, currently backed by four loans
that are secured on 30 properties in Germany. The transaction
closed in December 2006 and is scheduled to mature in July 2019.
RATINGS LIST
Titan Europe 2006-5 PLC
EUR660.969 mil commercial mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
A1 88828SAC7 CCC (sf) B+ (sf)
A2 XS0277725874 D (sf) D (sf)
A3 88828SAD5 D (sf) D (sf)
B 88828SAE3 D (sf) D (sf)
C 88828SAG8 D (sf) D (sf)
D 88828SAF0 D (sf) D (sf)
E 88828SAA1 D (sf) D (sf)
F 88828SAB9 D (sf) D (sf)
===========
G R E E C E
===========
ELLAKTOR S.A.: S&P Puts 'B+/B' CCRs on CreditWatch Negative
-----------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch with
negative implications its 'B+/B' long- and short-term corporate
credit ratings on Greek concessions and construction group,
Ellaktor S.A.
The CreditWatch placement occurred in response to the rating
action on Greece on Feb. 6, 2015. As a result of the sovereign
rating action, the differential between S&P's ratings on Ellaktor
and the related sovereign is now two notches, the maximum allowed
under S&P's criteria. Therefore, any further downward rating
actions on the Greece sovereign would trigger a similar rating
action on Ellaktor.
In S&P's view, placing the ratings on Ellaktor on CreditWatch
negative also captures the downside risks associated with the
change in the Greek government. Possible scenarios include:
-- A slowdown in the domestic economy impairing traffic
volumes and earnings generation from the group's concession
assets or triggering adverse changes to the group's current
concession agreements;
-- A change in the Greek government's priorities and timing
regarding construction projects in the pipeline, which
could hamper the group's ability to replenish its backlog
as expected; and
-- Risks to the company's funding and liquidity due to its
reliance on Greek banks.
S&P expects to resolve the CreditWatch on the sovereign ratings
by March 13, 2015. S&P would resolve the CreditWatch on Ellaktor
shortly after that on Greece. S&P anticipates that it would
likely take a similar rating action on Ellaktor following any
rating action on Greece.
Independent of any rating action on the Greece sovereign, S&P
could also take a negative rating action on Ellaktor if any of
the abovementioned scenarios materialized and S&P believed that
this could lead to a deterioration in Ellaktor's credit metrics
or liquidity.
=========
I T A L Y
=========
BERICA 6 RESIDENTIAL: S&P Lowers Ratings on 2 Note Classes to BB
----------------------------------------------------------------
Standard & Poor's Ratings Services lowered its credit ratings on
Berica 6 Residential MBS S.r.l.'s class B and C notes. At the
same time, S&P has affirmed its ratings on the class A2 and D
deferrable interest notes.
Upon publishing S&P's updated criteria for Italian residential
mortgage-backed securities (RMBS criteria) and its updated
criteria for rating single-jurisdiction securitizations above the
sovereign foreign currency rating (RAS criteria), S&P placed
those ratings that could potentially be affected "under criteria
observation".
Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
The rating actions follow S&P's credit and cash flow analysis of
the most recent transaction information that S&P has received as
of January 2015. S&P's analysis reflects the application of its
RMBS criteria and its RAS criteria.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as 'moderate'. Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress.
However, as all six of the conditions in paragraph 48 of the RAS
criteria are met, S&P can assign ratings in this transaction up
to a maximum of six notches (two additional notches of uplift)
above the sovereign rating, subject to credit enhancement being
sufficient to pass an "extreme" stress.
As S&P's long-term unsolicited rating on the Republic of Italy is
'BBB-', S&P's RAS criteria cap at 'AA- (sf)' the maximum
potential rating in this transaction for the class A2 notes. The
maximum potential rating for all other classes of notes is 'A
(sf)'.
The transaction features an interest deferral trigger for the
class B and C notes, set at 12% of gross cumulative defaults over
the closing portfolio balance. Gross cumulative defaults have
been steadily increasing since closing in February 2006, and
represent 9.3% of the initial pool balance as of the January 2015
payment date. A trigger breach could result in the possibility
of interest due being deferred on the relevant class of notes.
Credit enhancement has increased for all classes of rated notes
since S&P's previous review.
Class Available credit
enhancement (%)
Jan. 2015 Oct. 2013
A2 13.2 13.1
B 7.2 7.0
C 3.1 2.9
D 1.9 1.7
This transaction features an amortizing reserve fund, which
currently represents 3.2% of the outstanding balance of the
mortgage assets. In October 2011, the originator purchased back
the defaulted loans and the related amount has been credited to
the available cash reserve, for that reason exceeding its target
amount.
Severe delinquencies of more than 90 days at 2.6% are on average
higher for this transaction than S&P's Italian RMBS index.
Defaults are defined as mortgage loans in arrears for more than
12 months in this transaction. Cumulative defaults, at 9.3%, are
also higher than in other Italian RMBS transactions that S&P
rates. Prepayment levels remain low and the transaction is
unlikely to pay down significantly in the near term, in S&P's
opinion.
After applying S&P's RMBS criteria to this transaction, its
credit analysis results show an increase in the weighted-average
foreclosure frequency (WAFF) at all rating levels. The weighted-
average loss severity (WALS) increased at the 'AAA' through 'A'
rating levels, and remained unchanged at lower rating levels.
Rating level WAFF (%) WALS (%)
AAA 17.3 12.8
AA 13.8 9.4
A 10.6 3.9
BBB 8.3 2.0
BB 6.5 2.0
B 4.7 2.0
The increase in the WAFF is mainly due to the higher
concentration penalty that S&P considered under its RMBS criteria
that S&P applied to the transaction. The increase in the WALS is
mainly due to the application of S&P's revised market value
decline assumptions, and S&P's usage of indexed housing
valuations. The WALS remained unchanged at rating levels below
'A' because S&P's RMBS criteria specify a 2% loss severity floor.
The overall effect is an increase in the required credit coverage
for all rating levels.
Following the application of S&P's RAS criteria and its RMBS
criteria, S&P has determined that its assigned rating on each
class of notes in this transaction should be the lower of (i) the
rating as capped by S&P's RAS criteria and (ii) the rating that
the class of notes can attain under S&P's RMBS criteria. In this
transaction, the rating on the class A2 notes are constrained by
the rating on the sovereign.
The class A2 notes have sufficient credit enhancement to
withstand the credit and cash flow stresses that S&P applies at a
'AA-' rating level. These notes also pass all of the conditions
under S&P's RAS criteria, and benefit from enough credit
enhancement to withstand its extreme stress. Consequently, S&P's
RAS criteria cap its rating on this class of notes at a maximum
of six notches above the sovereign rating, or 'AA- (sf)'. S&P
has therefore affirmed its 'AA- (sf)' rating on the class A2
notes.
Due to the proximity of the transaction's cumulative default
ratio to the interest deferral trigger, S&P considers the class B
and C notes' creditworthiness to be commensurate with a 'BB'
rating level. S&P has therefore lowered to 'BB (sf)' from 'BBB
(sf)' its ratings on the class B and C notes.
Due to the proximity of the transaction's cumulative default and
net cumulative default ratios to the interest deferral and net
cumulative default triggers, and their reliance on excess spread,
S&P considers the class D notes' creditworthiness to be
commensurate with a 'B+' rating level. S&P has therefore
affirmed its 'B+ (sf)' rating on the class D notes.
In S&P's opinion, the outlook for the Italian residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 2.55% from 1.50%, when S&P applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation in 2015.
On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Italian RMBS
index to significantly improve in 2015.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth, high unemployment, and fiscal
tightening. On the positive side, S&P expects interest rates to
remain low for the foreseeable future.
Berica 6 Residential MBS is a multi-originator Italian RMBS
transaction, which closed in February 2006 and securitizes first-
ranking mortgage loans. It is backed by mortgage loans granted
to prime borrowers secured by residential properties in Italy.
RATINGS LIST
Class Rating
To From
Berica 6 Residential MBS S.r.l.
EUR1.441 Billion Mortgage-Backed Floating-Rate Notes
(Plus An Overissuance Of EUR8.565 Million Mortgage-Backed
Deferrable-Interest Class D Notes)
Ratings Lowered
B BB (sf) BBB (sf)
C BB (sf) BBB (sf)
Ratings Affirmed
A2 AA- (sf)
D B+ (sf)
MONTEFIBRE SPA: Puts Up 50% Stake in Jilin Jimont for Sale
----------------------------------------------------------
Alessandro Nova and Giorgio Galeazzi, Liquidators of Montefibre
S.p.A., in liquidation and arrangement procedure with creditors,
based in Milan, Via Marco D'Aviano, offers to sell a stake of 50%
of the share capital of Jilin JiMont Acrylic Fiber Co., Ltd.,
located in Jilin City, China.
Base price: 110,000,000 RMB
More details about payments may be requested from the
Liquidators.
The shares are sold in the state of fact and law and which they
are, with the exclusion of any warranty obligation by the
transferor.
Delagated judge: dott. Filippo D'Acquino
Judicial Commissioners: avv. Pierpaolo Galimi, avv. Daniele
Portinaro e dott.sssa Daniela Ortelli
* ITALY: Collapse of 82,000 Firms Affect One Million Jobs
---------------------------------------------------------
ANSA, citing data gathered by the Cerved market-research agency,
reports that some 82,000 Italian firms have gone to the wall
since the start of the global economic crisis in 2008, causing
the loss of around one million jobs.
Cerved on Feb. 16 said that bankruptcies peaked last year when
over 15,000 businesses went belly up, ANSA relates. According to
ANSA, the agency said the number of firms that went out of
business in 2014 climbed to 104,000 when voluntary liquidations
and other non-bankruptcy closures were counted.
===================
K A Z A K H S T A N
===================
HALYK SAVINGS: S&P Affirms 'BB+/B' Ratings; Outlook Negative
------------------------------------------------------------
Standard & Poor's Ratings Services said that it had revised its
outlook on Halyk Savings Bank of Kazakhstan (Halyk Bank) to
negative from stable. At the same time, S&P affirmed its 'BB+/B'
long- and short-term counterparty credit ratings and 'kzAA-'
Kazakhstan national scale rating on the bank.
The rating action reflects S&P's view that the Kazakhstan
government's financial capacity to provide extraordinary support
to systemically important private sector banks might gradually
weaken.
Kazakhstan's economy depends heavily on the oil sector. It
accounts for an estimated 20%-30% of GDP, over 50% of revenues,
and 60% of exports. S&P has significantly lowered its economic
growth outlook for Kazakhstan to 1.5% of GDP in 2015 and 2% in
2016, from 4.3% and 4.5%, because of lower oil prices. The
growth outlook is also dampened by the expected impact on
consumer demand -- the key growth driver in recent years -- from
currency devaluation and external factors, such as the recession
in Russia. S&P now forecasts a current account deficit of more
than 4% of GDP over 2015-2016. S&P expects the National Bank of
Kazakhstan will either allow a gradual depreciation of the tenge
or undertake another devaluation this year, to accommodate lower
oil prices and to ease the tenge's appreciation against the
ruble.
Currently the issuer credit rating on Halyk Bank is one notch
higher than its stand-alone credit profile (SACP), reflecting the
bank's "high" systemic importance in Kazakhstan, as the second-
largest bank by assets and retail and corporate deposits, and its
market share of above 20% in terms of retail deposits.
Since S&P assess the Kazakh government as "supportive," it
believes Halyk Bank has a "high" likelihood of receiving
extraordinary support from the government if needed. "High"
systemic importance means that S&P considers that Halyk Bank's
failure would likely have a highly adverse impact on Kazakhstan's
financial system and the real economy.
S&P's rating action also acknowledges that this less-supportive
economic environment in Kazakhstan is likely to put pressure on
Halyk Bank's new lending and on the creditworthiness of its
borrowers, especially in case of a further tenge devaluation, and
therefore reduce Halyk Bank's capacity to continue accruing
capital internally. Halyk Bank's 2015-2016 operating performance
will likely weaken against very strong 2014 results.
The 'BB+' long-term rating on Halyk Bank remains the highest
among private sector banks S&P rates in Kazakhstan, and reflects
the superior business and financial profiles of the bank versus
those of local peers, even though Halyk Bank will not be totally
immune from the economic slowdown. S&P thinks the bank is well
positioned to sustain such developments, thanks to sufficient
capital levels.
The negative outlook on Halyk Bank reflects the negative outlook
on the long-term local currency sovereign rating on Kazakhstan.
S&P would downgrade Halyk Bank if S&P lowered the long-term local
currency sovereign rating. S&P would no longer be able to
reflect extraordinary government support in the issuer credit
rating on Halyk Bank because the differential between Halyk
Bank's SACP and the sovereign local currency credit rating would
be not wide enough to warrant such support. S&P could also lower
the ratings on Halyk Bank if the improvements seen in its asset
quality in 2014 reversed in a less supportive economic and
operating environment, and therefore led to substantially higher
credit losses.
S&P would revise the outlook on Halyk Bank to stable if S&P
revises the outlook on the sovereign to stable and if the bank's
financial profile, notably asset quality and capital, proves
resilient to weaker growth prospects.
=====================
N E T H E R L A N D S
=====================
EUROSAIL-NL 2007-1: Moody's Cuts Ratings on 2 Note Classes to Ca
----------------------------------------------------------------
Moody's Investors Service confirmed two classes of notes,
upgraded one class of notes and downgraded four classes of notes
in two non-conforming Dutch RMBS transactions: EMF-NL Prime 2008-
A B.V. and Eurosail-NL 2007-1 B.V.
The rating action concludes the review of six classes of notes
placed on review on the 15th of December 2014 because of worse-
than-expected collateral performance.
The rating confirmations primarily reflect the sufficiency of
credit enhancement that offsets the worse-than-expected
collateral performance. The upgrade of the senior note in
Eurosail-NL 2007-1 B.V. reflects the increase in credit
enhancement available for this class of notes and takes into
account the operational risk mitigants in the structure. The
downgrades of the mezzanine and junior notes in Eurosail-NL 2007-
1 B.V. primarily reflects the worse-than-expected collateral
performance and the revision of key collateral assumptions.
For each mortgage portfolio, Moody's has reassessed the lifetime
loss expectation and the MILAN Aaa credit enhancement. Taking
into account the performance of the underlying mortgage portfolio
to date, Moody's has increased its lifetime loss expectation to
10.73% of the original portfolio balance from 7.50% for EMF-NL
Prime 2008-A B.V. and to 8.93% of the original portfolio balance
from 5.50% for Eurosail-NL 2007-1 B.V. The MILAN Aaa CE has
remained at 28% for EMF-NL Prime 2008-A B.V. and increased to 26%
from 24% for Eurosail-NL 2007-1 B.V.
Moody's believes that the presence of hot back-up agreements for
servicing and cash management in these transactions limit the
exposure to operational risk and payment disruption risk. In
addition Eurosail-NL 2007-1 B.V. transaction benefits from a
liquidity facility with Danske Bank A/S.
Moody's rating analysis also took into consideration the exposure
to key transaction counterparties including the roles of account
bank and swap provider. In particular, Moody's assessed the
exposure to Credit Suisse International (A1/P-1) acting as a swap
counterparty in both transactions and to ABN AMRO Bank N.V.
(A2/P-1) acting as an issuer account bank in both transactions.
The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
January 2015.
Factors or circumstances that could lead to an upgrade of the
ratings include (1) performance of the underlying collateral that
is better than Moody's expected, (2) deleveraging of the capital
structure and (3) improvements in the credit quality of the
transaction counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings include (1) performance of the underlying collateral that
is worse than Moody's expected, (2) deterioration in the notes'
available credit enhancement and (3) deterioration in the credit
quality of the transaction counterparties.
List of Affected Ratings:
Issuer: EMF-NL Prime 2008-A B.V.
-- EUR110 million A2 Notes, Confirmed at Aa1 (sf); previously
on Dec. 15, 2014 Aa1 (sf) Placed Under Review for Possible
Downgrade
Issuer: Eurosail-NL 2007-1 B.V.
-- EUR306.25 million A Notes, Upgraded to Aaa (sf); previously
on Nov. 23, 2010 Downgraded to Aa1 (sf)
-- EUR14.525 million B Notes, Confirmed at Aa2 (sf);
previously on Dec. 15, 2014 Aa2 (sf) Placed Under Review
for Possible Downgrade
-- EUR14 million C Notes, Downgraded to A3 (sf); previously on
Dec. 15, 2014 A2 (sf) Placed Under Review for Possible
Downgrade
-- EUR12.775 million D Notes, Downgraded to Caa1 (sf);
previously on Dec. 15, 2014 Ba1 (sf) Placed Under Review
for Possible Downgrade
-- EUR2.45 million E1 Notes, Downgraded to Ca (sf); previously
on Dec. 15, 2014 Caa1 (sf) Placed Under Review for Possible
Downgrade
-- EUR11.2 million ET Notes, Downgraded to Ca (sf); previously
on Dec. 15, 2014 Caa1 (sf) Placed Under Review for Possible
Downgrade
PEARL MORTGAGE 1: Moody's Confirms Ba2 Rating on Class B Notes
--------------------------------------------------------------
Moody's Investors Service confirmed two classes of notes, and
upgraded two classes of notes in two Dutch NHG RMBS transactions:
PEARL Mortgage Backed Securities 1 B.V. (Pearl 1) and PEARL
Mortgage Backed Securities 2 B.V. (Pearl 2).
The rating action concludes the review of four classes of notes
placed on review on the Dec. 15, 2014 because of good performance
and increased credit enhancement.
The rating upgrades primarily reflect the increased credit
enhancement in both transactions. The rating confirmations
reflect the fact that the increased credit enhancement is still
commensurate with the previously assigned ratings.
Moody's maintained the key collateral assumptions for both
transactions at the current level: the lifetime loss expectation
of 0.15% of the original portfolio balance and the MILAN Aaa CE
of 4.7% for Pearl 1, and the lifetime loss expectation of 0.15%
of the original portfolio balance and the MILAN Aaa CE of 4.2%
for Pearl 2.
Moody's rating analysis also took into consideration the exposure
to key transaction counterparties including the roles of account
bank and swap provider. In particular, Moody's assessed the
exposure to BNP Paribas (A1/P-1) acting as a swap counterparty in
both transactions and to Rabobank Nederland (Aa2/P-1) acting as
an issuer account bank in both transactions.
The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
January 2015.
Factors or circumstances that could lead to an upgrade of the
ratings include (1) performance of the underlying collateral that
is better than Moody's expected, (2) deleveraging of the capital
structure and (3) improvements in the credit quality of the
transaction counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings include (1) performance of the underlying collateral that
is worse than Moody's expected, (2) deterioration in the notes'
available credit enhancement and (3) deterioration in the credit
quality of the transaction counterparties.
List of Affected Ratings
Issuer: PEARL Mortgage Backed Securities 1 B.V.
-- EUR13.7 million B Notes, Confirmed at Ba2 (sf); previously
on Dec. 15, 2014 Ba2 (sf) Placed Under Review for Possible
Upgrade
-- EUR64 million S Notes, Upgraded to Aa3 (sf); previously on
Dec. 15, 2014 Baa1 (sf) Placed Under Review for Possible
Upgrade
Issuer: PEARL Mortgage Backed Securities 2 B.V.
-- EUR8.1 million B Notes, Confirmed at Ba2 (sf); previously
on Dec 15, 2014 Ba2 (sf) Placed Under Review for Possible
Upgrade
-- EUR44 million S Notes, Upgraded to Aa2 (sf); previously on
Dec 15, 2014 Baa1 (sf) Placed Under Review for Possible
Upgrade
===========
N O R W A Y
===========
NORSKE SKOG: Bondholders Must Hold Out for Debt Exchange Terms
--------------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that holders of Norske
Skogindustrier ASA's bonds should hold out for better terms on a
debt exchange offer by the distressed paper maker, according to
Societe Generale SA.
According to Bloomberg, the bank is advising investors to reject
a proposal to swap about US$965 million of Norske Skog bonds due
2015, 2016, 2017 and 2033 for longer-dated and lower-ranking
notes. Failure by Europe's third-largest newsprint and magazine
paper maker to win investor approval may leave it without enough
cash to repay bonds maturing next year, Bloomberg says.
"With the new offer, overall valuations are better for 2016 and
2017 notes, but I don't think this is enough to convince
bondholders," Bloomberg quotes Priya Viswanathan, a credit
analyst at Societe Generale in Bangalore, India, as saying. "The
2017 holders in particular are the largest part of the capital
structure and should be able to get a better deal."
Norske Skog is seeking to reduce its debt and push out maturities
on it bonds to avert a liquidity crisis amid a decline in the
paper industry, Bloomberg discloses. Sales have more than halved
since 2008 as consumers switch from newspapers and magazines to
tablets and e-readers, Bloomberg relays.
The Lysaker, Norway-based company increased the amount of cash
it's offering bondholders and extended the deadline for tendering
their securities to Feb. 20, Bloomberg states. Bloomberg notes
that a statement said investors stand to write down as much as
24% of their holdings in the exchange.
Europe's riskiest borrower tabled the new proposal after failing
to obtain sufficient participation in the exchange, Bloomberg
relates. It had already increased its cash offer to creditors
after selling EUR290 million (US$328 million) of new senior
secured bonds due in 2019, up from EUR250 million initially
planned, Bloomberg recounts.
Norske Skogindustrier ASA or Norske Skog, which translates as
Norwegian Forest Industries, is a Norwegian pulp and paper
company based in Oslo, Norway and established in 1962.
* * *
As reported by the Troubled Company Reporter-Europe on
January 26, 2015, Standard & Poor's Ratings Services said that it
had lowered its long-term corporate credit rating on Norske
Skogindustrier ASA to 'CC' from 'CCC+'. At the same time, S&P
lowered the issue ratings on Norske Skog's outstanding senior
unsecured notes to 'C' from 'CCC' and revised the recovery
ratings on the notes to '6' from '5'. S&P placed all these
ratings on CreditWatch with negative implications.
On January 26, 2015, the Troubled Company Reporter-Europe
reported that Moody's Investors Service downgraded Norske
Skogindustrier ASA's ("Norske Skog") Probability of Default
Rating (PDR) to Ca-PD from Caa2-PD as the announced exchange
offer, if executed successfully, would qualify as distressed
exchange under Moody's definition.
===========
R U S S I A
===========
EUROPEAN BEARING: S&P Lowers CCR to 'B+', Then Withdraws Rating
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Russia-based OJSC European Bearing
Corporation (EPK) to 'B+' from 'BB-' and assigned a negative
outlook.
At the same time, S&P lowered the Russia national scale rating to
'ruA' from 'ruAA-'.
S&P subsequently withdrew all the ratings at the company's
request.
The downgrade reflects S&P's expectation of weaker performance
for EPK in 2015, due to its exposure to the Russian economy,
which S&P expects will decline. The company is completely
dependent on the domestic market and, notably, is vulnerable to
lower demand from the local automotive, rail, aerospace, and
defense industries. In addition, about 50% of EPK's debt is
denominated in euros, while its revenues are in rubles, which
will lead to higher leverage given the ruble devaluation.
Moreover, S&P believes the company's access to financing has
deteriorated materially.
Prior to the withdrawal, the negative outlook reflected S&P's
view that the continued volatile market environment poses higher
risks for EPK's operating performance over the near term. S&P
could have lowered the rating in the next 12 months if the
company were unable to maintain adequate liquidity due to weaker
earnings, increased foreign exchange pressures, or limited access
to financing.
TMK OAO: Moody's Says Redemption & Acquisition Credit Neutral
-------------------------------------------------------------
Moody's Investors Service viewed as credit neutral for OAO TMK
(TMK, B1 negative), Russia's largest producer of steel pipe
products for the oil and gas industry, the announcements on
Feb. 12, 2015, that it has:
-- redeemed its US$328.4 million's worth of 5.25% convertible
bonds due 2015, and
-- acquired a 100% interest in ChermetServis-Snabzhenie OOO
(CSS, not rated), a leading Russian steel scrap company,
for RUB2.7 billion
The bonds are convertible into Global Depositary Receipts (GDRs)
each representing four ordinary shares of TMK. TMK will keep
underlying GDRs as treasury shares.
TMK's B1 rating remains unaffected by the transactions.
The redemption of the convertible bonds has improved the
company's maturity profile by reducing 2015 maturities to US$182
million from US$510 million as of Sept. 30, 2014.
Moreover, only about half of the repayment amount was financed by
a new revolving four-year US dollar facility from one of the
leading Russian banks, with the remainder paid out from cash
balances, thereby reducing total debt by the respective amount.
The redemption demonstrates the company's continued ability to
access bank funding while public debt markets remain closed for
Russian corporates. However, OAO TMK's debt remains elevated at
Us$3.5 billion as of Sept. 30, 2014 with substantial maturities
in 2016 amounting to US$855 million. Also, its debt reduction
efforts have reduced the amount of available committed long-term
credit facilities. As of Sept. 30, 2014, TMK had US$37 million of
cash and access to about $876 million of unutilized committed
long-term borrowing facilities, primarily for its Russian
operations.
Moody's notes that roughly 63% of the company's debt and about
47% of its revenue are linked to foreign currencies, which makes
its revenue fairly sensitive to the abrupt ruble devaluation that
took place over the last few months.
Moody's estimate that in 2015 the company will generate around
US$350-US$400 million cash from operations with capex estimated
by the company at above US$200 million in 2015 (30% lower
compared with 2014). However, falling oil prices and reduced rig
count in the US reduce the visibility of 2015 results and
represent major downside risks.
Acquiring CSS enhances TMK's supply chain and will help reduce
its overhead expenses per tonne of scrap.
Prior to the deal, CSS was TMK's scrap steel supplier for several
years. With more than two million tonnes of scrap output per
year, CSS will almost fully cover TMK's scrap needs in Russia.
The steel market in the Commonwealth of Independent States
currently faces a scrap steel deficit of anywhere between 3
million to 19 million tonnes (with a deficit in the Russian
market of up to 10 million tonnes, according to various
estimates).
Moody's note that CSS deal is a related-party transaction as the
scrap supplier used to be part of the SINARA group before the
transaction, which is ultimately controlled by Mr. Dmitriy
Pumpyanskiy. Mr. Pumpyanskiy is a beneficiary of TMK who owns
around a 70% stake in the company.
TMK is Russia's largest producer -- and one of the world's
largest producers -- of steel pipe products for the oil and gas
industry, operating around 28 production sites across the US,
Russia, Romania, Kazakhstan and the Sultanate of Oman. The
largest proportion of TMK's shipments comprises high-margin oil
country tubular goods (OCTG), encompassing tubing, casing and
drill pipes, complemented with line, large-diameter and
industrial pipes as well as entire range of premium connections.
More than half of TMK's sales by volume, are of seamless pipe.
In 2014, TMK shipped approximately 4.4 million tonnes of steel
pipes, including 2.5 million tonnes of seamless pipes. In the
first nine months of 2014 the company reported revenues of
approximately US$4.5 billion and company-adjusted EBITDA of
around US$577 million.
=========
S P A I N
=========
BBVA-8 FTPYME: S&P Affirms 'B-(sf)' Rating on Class C Notes
-----------------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
BBVA-8 FTPYME Fondo de Titulizacion de Activos' class A2(G), B,
and C notes.
Upon publishing S&P's updated criteria for rating single-
jurisdiction securitizations above the sovereign foreign currency
rating (RAS criteria), S&P placed those ratings that could
potentially be affected "under criteria observation".
Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
S&P has used data from the December 2014 investor report to
perform its analysis and has applied its European small and
midsize enterprise (SME) collateralized loan obligation (CLO)
criteria and its current counterparty criteria. S&P has also
applied its RAS criteria.
BBVA-8 FTPYME is a single-jurisdiction cash flow CLO transaction
securitizing a portfolio of SME loans that Banco Bilbao Vizcaya
Argentaria, S.A. originated in Spain. The transaction closed in
July 2008.
CREDIT ANALYSIS
S&P has applied its European SME CLO criteria to determine the
scenario default rates (SDRs)--the minimum level of portfolio
defaults that S&P expects each tranche to be able to withstand at
a specific rating level using CDO Evaluator.
To determine the SDR, S&P adjusted the archetypical European SME
average 'b+' credit quality to reflect these factors: Country,
originator, and portfolio selection.
S&P ranked the originator into the moderate category. Taking
into account Spain's Banking Industry Country Risk Assessment
(BICRA) score of 5, S&P has applied a downward adjustment of one
notch to the 'b+' archetypical average credit quality. Due to
the absence of information on the creditworthiness of the
securitized portfolio compared with the originator's entire loan
book, S&P further adjusted the average credit quality by three
notches.
As a result of these adjustments, S&P's average credit quality
assessment of the portfolio was 'ccc', which S&P used to generate
its 'AAA' SDR of 86%.
"We have calculated the 'B' SDR, based primarily on our analysis
of historical SME performance data and our projections of the
transaction's future performance. We have reviewed the
portfolio's historical default data, and assessed market
developments, macroeconomic factors, changes in country risk, and
the way these factors are likely to affect the loan portfolio's
creditworthiness. As a result of this analysis, our 'B' SDR is
8%," S&P said.
S&P interpolated the SDRs for rating levels between 'B' and 'AAA'
in accordance with its European SME CLO criteria.
RECOVERY RATE ANALYSIS
At each liability rating level, S&P applied a weighted-average
recovery rate (WARR) by considering observed historical
recoveries. As a result of this analysis, S&P's WARR assumptions
in 'AA', 'BBB', and 'B' scenarios were 17%, 20%, and 25%,
respectively.
CASH FLOW ANALYSIS
S&P used the portfolio balance that the servicer considered to be
performing, the current weighted-average spread, and the above
weighted-average recovery rates. S&P subjected the capital
structure to various cash flow stress scenarios, incorporating
different default patterns and interest rate curves, to determine
the rating level, based on the available credit enhancement for
each class of notes under S&P's European SME CLO criteria.
Following S&P's credit and cash flow analysis, it has affirmed
its 'B- (sf)' rating on the class C notes as S&P considers the
available credit enhancement to be commensurate with the
currently assigned rating.
COUNTRY RISK
S&P's long-term rating on the Kingdom of Spain is 'BBB'.
In S&P's opinion, the class B notes do not have sufficient credit
enhancement to withstand the sovereign default stress test. This
hypothetical scenario is derived from S&P's observation of
macroeconomic conditions that occurred after several sovereign
defaults where S&P characterizes the degree of stress as "severe"
in S&P's rating definitions criteria. Therefore, under S&P's RAS
criteria, the class B notes cannot be rated above the sovereign.
Taking into account the results of S&P's credit and cash flow
analysis and the application of its RAS criteria, S&P has
affirmed its 'BBB (sf)' rating on the class B notes.
In S&P's opinion, the class A2(G) notes have sufficient available
credit enhancement to withstand the sovereign default stress
test. Therefore, under S&P's RAS criteria, the class A2(G) notes
can be rated above the sovereign.
Since, according to S&P's RAS criteria, SMEs have a moderate
sensitivity to country risk, the class A2(G) notes can be rated
up to four notches above the rating on the Kingdom of Spain.
In addition, the class A2(G) notes meet all six of the conditions
in paragraph 48 of the RAS criteria. S&P can therefore assign a
rating up to a maximum of six notches (two additional notches of
uplift) above the sovereign rating. Taking into account the
results of S&P's credit and cash flow analysis and the
application of its RAS criteria, S&P has affirmed its 'AA (sf)'
rating on the class A2(G) notes.
RATINGS LIST
Class Rating
BBVA-8 FTPYME, Fondo de Titulizacion de Activos
EUR1.1 Billion Floating-Rate Notes
Ratings Affirmed
A2(G) AA (sf)
B BBB (sf)
C B- (sf)
IM PASTOR 2: Moody's Raises Rating on EUR6.5MM D Notes to Ba2
-------------------------------------------------------------
Moody's Investors Service has upgraded the ratings of eleven
notes and affirmed the ratings of two notes in three Spanish
residential mortgage-backed securities (RMBS) transactions: TDA
PASTOR 1, FTA, IM PASTOR 2, FTH and TDA IBERCAJA 5, FTA.
The rating action concludes the review of eleven notes initiated
on Jan. 23, 2015, following the upgrade of the Spanish country
ceiling to Aa2 from A1
The rating upgrades reflect (1) the increase in the Spanish
local-currency country ceiling to Aa2, (2) the reduction in the
portfolio credit enhancement (MILAN CE) in TDA PASTOR 1, FTA and
IM PASTOR 2, FTH, and (3) the reduction of the expected loss (EL)
assumption in TDA PASTOR 1, FTA.
The affirmations reflect that the current credit enhancement is
sufficient to maintain the current ratings.
The country ceilings reflect a range of risks that issuers in any
jurisdiction are exposed to, including economic, legal and
political risks. On January 20, 2015, Moody's announced a six-
notch uplift between a government bond rating and its country
risk ceiling for Spain. As a result, the maximum achievable
rating for structured finance transactions was increased to Aa2
(sf) from A1 (sf) for Spain.
As part of the review, Moody's has assessed the loan-by-loan
information for the three pools to determine the MILAN CE. On
January 20, Moody's announced that the minimum portfolio CE is no
longer applicable for most EMEA markets following the updates to
its ABS and RMBS rating methodologies. Moody's reduced the MILAN
CE to 8.5% from 10% for IM PASTOR 2, FTH and to 7.5% from 10% for
TDA PASTOR 1, FTA.
Moody's has reassessed its lifetime loss expectation taking into
account the collateral performance of the three transactions to
date. The collateral performance of TDA PASTOR 1, FTA has been
improving since the last review, with the 60+ days delinquencies
decreasing to 0.47% currently, down from 0.65% in March 2014.
Moody's maintains the EL assumptions at 0.68% and 1.50% of
original balance in IM PASTOR 2, FTH and TDA IBERCAJA 5, FTA.
Moody's rating analysis also took into consideration the exposure
to key transaction counterparties including the roles of
servicer, account bank and swap provider.
The conclusion of the rating action reflects the exposure to
CECABANK S.A. (Ba3/NP) acting as swap counterparties in IM Pastor
2, FTH. Moody's concluded that the exposure to CECABANK S.A.
(Ba3/NP) constrains the ratings on class D notes in IM Pastor 2,
FTH.
The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
January 2015.
Factors or circumstances that could lead to an upgrade of the
ratings include (1) further reduction in sovereign risk, (2)
performance of the underlying collateral that is better than
Moody's expected, (3) deleveraging of the capital structure and
(4) improvements in the credit quality of the transaction
counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk, (2)
performance of the underlying collateral that is worse than
Moody's expects, (3) deterioration in the notes' available credit
enhancement and (4) deterioration in the credit quality of the
transaction counterparties.
List of Affected Ratings:
Issuer: IM PASTOR 2, FTH
-- EUR962 million A Notes, Upgraded to Aa2 (sf); previously on
Jan. 23, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR17.3 million B Notes, Upgraded to Aa2 (sf); previously
on Jan. 23, 2015 Baa2 (sf) Placed Under Review for Possible
Upgrade
-- EUR14.2 million C Notes, Upgraded to Baa2 (sf); previously
on Jan. 23, 2015 Ba3 (sf) Placed Under Review for Possible
Upgrade
-- EUR6.5 million D Notes, Upgraded to B1 (sf); previously on
Jan. 23, 2015 B3 (sf) Placed Under Review for Possible
Upgrade
Issuer: TDA IBERCAJA 5, FTA
-- EUR150 million A1 Notes, Upgraded to Aa2 (sf); previously
on Jan. 23, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR1002 million A2 Notes, Upgraded to A1 (sf); previously
on Jan. 23, 2015 A2 (sf) Placed Under Review for Possible
Upgrade
-- EUR32.4 million B Notes, Upgraded to Ba2 (sf); previously
on Jan. 23, 2015 Ba3 (sf) Placed Under Review for Possible
Upgrade
-- EUR10.8 million C Notes, Affirmed Caa1 (sf); previously on
Oct. 9, 2014 Affirmed Caa1 (sf)
-- EUR4.8 million D Notes, Affirmed Caa2 (sf); previously on
Oct. 9, 2014 Upgraded to Caa2 (sf)
Issuer: TDA PASTOR 1, FTA
-- EUR429.8 million A1 Notes, Upgraded to Aa2 (sf); previously
on Jan. 23, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR47.5 million A2 Notes, Upgraded to Aa2 (sf); previously
on Jan. 23, 2015 A1 (sf) Placed Under Review for Possible
Upgrade
-- EUR10.6 million B Notes, Upgraded to Aa3 (sf); previously
on Jan. 23, 2015 Baa2 (sf) Placed Under Review for Possible
Upgrade
-- EUR3 million C Notes, Upgraded to Baa2 (sf); previously on
Jan. 23, 2015 Ba3 (sf) Placed Under Review for Possible
Upgrade
=============
U K R A I N E
=============
* UKRAINE: Proposes Prison Terms for Management of Failed Banks
---------------------------------------------------------------
UkrainianJournal.com reports that President Petro Poroshenko has
proposed that the heads of banks, their end beneficiaries and
other owners be punished by a term of up to five years in prison
for making banks insolvent if the financial damage amounts to
over UAH170,000 for the state or creditors.
According to UkrainianJournal.com, draft law No. 2085 on
amendments to some Ukrainian laws on the responsibility of
persons affiliated with banks was registered in the Ukrainian
parliament on Feb. 10.
===========================
U N I T E D K I N G D O M
===========================
APW ASSET: Goes Into Liquidation
--------------------------------
decanter.com reports that APW Asset Management Ltd, which claims
to manage GBP25 million-worth of fine wine for clients, is set to
become the latest wine investment company to go into liquidation
in the UK.
A letter sent to clients dated February 10 related that Quantuma,
the company that has been managing APW Asset Management's day-
to-day affairs since late last year, has decided to place the
wine investment group in voluntary liquidation, according to
decanter.com.
The report relates that the move follows news that wine storage
firm London City Bond had frozen APW Asset Management's account,
because of overdue charges.
Several wine investment firms have collapsed in the UK in the
past couple of years, the report notes.
The report discloses that it is not known exactly how many
clients APW has on its books or the value of its stock, but the
firm claims on its Web site to be managing wine stocks worth an
estimated GBP25 million, with 'over 2,000 UK customer
portfolios.'
"We are aware of a substantial stock of wine held at a bonded
warehouse that relates to the company's operations and we have
received assurances from the warehouse owner that the stock is
secure and insured," said Quantuma in its letter to creditors,
the report relays. A meeting for creditors has been scheduled
for March 5.
The report notes that Quantuma added that no wine would be
released until liquidators have completed an investigation.
APW Asset Management Ltd was set up in December 2002. It was
originally called Australian Liquid Assets Ltd, changing its name
to Australian Portfolio Wines (UK) Ltd in early 2003. In early
2013, the company name was changed APW Asset Management.
ASTON MARTIN: S&P Lowers CCR to 'B-' on Liquidity Risks
-------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on U.K.-based automotive manufacturer
Aston Martin Holdings (UK) Ltd. (AM) to 'B-' from 'B'. At the
same time, S&P placed the ratings on CreditWatch with negative
implications.
S&P also lowered the senior secured debt rating on the GBP304
million notes issued by Aston Martin Capital Ltd. to 'B-' from
'B'. The recovery rating on these notes is unchanged at '4',
indicating S&P's expectation of average (30%-50%) recovery
prospects for noteholders in the event of a payment default.
Furthermore, S&P lowered the subordinated debt rating of the $165
million 10.25% unsecured subordinated payment-in-kind (PIK) notes
due July 2018, issued by AM, to 'CCC' from 'CCC+'. The recovery
rating on these notes is unchanged at '6', indicating S&P's
expectation of negligible (0%-10%) recovery prospects for
noteholders in the event of a payment default.
The downgrade reflects S&P's view that AM will continue to
demonstrate substantial negative free operating cash flow (FOCF)
during 2015 and 2016, and S&P sees the risk that -- absent
offsetting measures such as reducing capital expenditure (capex)
or raising additional liquidity -- the company will not have
sufficient funding to fully meet it during the next year. Under
this scenario, S&P could lower the ratings again within the next
three months.
S&P expects AM to continue its strategy of developing successor
models to replace, revamp, and update its range of luxury sports
cars, which involves significant capex over the next few years.
The company will need to draw on its available liquidity in order
to fully fund this spending, which will not in S&P's view be
sufficient to bridge the period until new cars are launched and
operating cash flows improve, likely from 2016. This could be
the third occasion in less than two years that additional
liquidity is needed to support capex, as the company has
experienced additional costs and taken longer than expected to
bring its new car models to market. (In 2013, there was a GBP150
million equity injection and in 2014 a US$165 million
subordinated PIK issue.)
S&P views positively the appointment of a new CEO, Andy Palmer,
in September 2014, who S&P believes is well experienced and able
to execute and develop the company's strategy. There is,
however, some uncertainty regarding financial management after
the recent departure of the CFO.
The company's operating results have been weaker than S&P
expected due to lower volumes mainly in China following warranty
recalls, lower average selling prices, and higher costs. For
2014 (year to Dec. 31, 2014), S&P expects reported revenues,
EBITDA, and FOCF to be at similar levels as were reported during
the year to Sept. 30, 2014.
For 2015 and 2016, S&P has updated its own forecasts and its
base-case scenario envisages:
-- Continued pressure on revenues ahead of the launch of new
car models likely in 2016. An improvement in reported
EBITDA, as the impact of lower volumes seen in China in
2014 is not repeated.
-- Continued annual heavy capex and sizable negative FOCF,
leading AM to potentially fully utilize its currently
available liquidity during the next year. Due to large
capitalized development costs which we expense, on an
adjusted basis, S&P expects EBITDA and funds from
operations (FFO) to be negative in 2014 and 2015.
Based on these assumptions, S&P arrives at these credit measures:
-- Negative adjusted FFO to debt.
-- Negative adjusted debt to EBITDA.
During the year to Sept. 30, 2014, AM reported revenues of about
GBP487 million, EBITDA of GBP64 million, and negative FOCF of
GBP115 million (after cash interest expenses). On an adjusted
basis, EBITDA and FFO were negative for the period. Adjusted
debt as at Sept. 30, 2014 was GBP424 million, which was very
similar to reported gross debt, as we do not deduct any cash --
which was GBP74 million -- in S&P's debt calculation. This
increased in March 2014 due to the issue of subordinated PIK
notes of US$165 million, on which interest is accruing at an
annual rate of 10.25%.
AM's business risk profile remains constrained by the company's
high cost structure and reported operating losses, very limited
product range and operating diversity, as well as the cyclical
demand for luxury sports cars. AM also has a niche market
position, compared to far larger and stronger peers. Mitigating
factors include strong brand recognition; a modular production
platform; and above-average growth rates in the super-premium
automotive segment. S&P has revised downwards its business risk
profile assessment to "vulnerable" from "weak."
AM's "highly leveraged" financial risk profile remains
constrained by its negative adjusted EBITDA and FFO and heavily
negative FOCF, rising adjusted debt, and lack of meaningful
leverage metrics. S&P also views AM's financial sponsor
ownership as a constraining factor.
S&P's 'b-' anchor is unchanged, and it no longer applies a
favorable comparable rating analysis modifier.
The CreditWatch placement reflects the risk that S&P could lower
the ratings further within the next three months if, in its
opinion, the company does not take mitigating steps to strengthen
liquidity or lower capex. S&P could affirm the current ratings
if AM takes sufficient action to strengthen liquidity or lower
capex to enable expected negative FOCF to be fully financed
during 2015 and 2016.
ECLIPSE 2007-1: S&P Lowers Rating on Class C Notes to 'D(sf)'
-------------------------------------------------------------
Standard & Poor's Ratings Services has taken various credit
rating actions in Indus (ECLIPSE 2007-1) PLC.
Specifically, S&P has:
-- Raised to 'A+ (sf)' from 'A (sf)' and placed on CreditWatch
negative its rating on the class A notes;
-- Raised to 'BBB+ (sf)' from 'BB+ (sf)' its rating on the
class B notes:
-- Lowered to 'D (sf)' from 'B (sf)' its rating on the class C
notes; and
-- Affirmed its 'D (sf)' ratings on the class D and E notes.
As detailed in the January 2015 cash manager report, the
Workspace Portfolio loan repaid at a loss of GBP17.5 million. In
line with the current waterfall, principal recoveries continue to
be applied sequentially to the class A notes and principal losses
have been applied reverse sequentially up to the class C notes.
Four loans secured on 230 commercial properties in the U.K. back
the transaction. S&P has reviewed their credit quality according
to its criteria for rating European commercial mortgage-backed
securities (CMBS) transactions.
CRITERION LOAN (60.7% OF THE POOL)
The Criterion loan, which matures on July 17, 2015, is the
largest loan in the pool. The securitized loan has an
outstanding balance of GBP120.9 million (86% of the whole loan).
The loan is secured on a multilet mixed-use property in London,
the Criterion Building. The property consists of three
buildings: Jermyn Street (offices and retail), The Verity
Building (restaurant and theater), and The Blomfield Building
Lillywhites).
The property is multilet, with the top five tenants accounting
for 96% of the income and the largest tenant accounting for 60%
of the income. The occupancy rate has remained at 100% since
closing and the weighted-average unexpired lease term to break
option is 14.8 years (until first break).
The most recent valuation of the remaining properties (November
2014) reported a market value of GBP260 million. Based on this
information, the loan exhibits a reported securitized loan-to-
value (LTV) ratio of 55% (against a default covenant of 85%).
S&P has assumed a full loan repayment in its 'B' rating stress
scenario.
NOS 2 AND NOS 3 LOAN (28.5% OF THE POOL)
This is the second-largest loan in the pool and has a securitized
balance of GBP56.7 million, which matures on Jan. 16, 2017.
The loan is secured on a portfolio of 227 U.K. properties (down
from 244 at closing). The portfolio, which is highly granular
(both geographically and in terms of the number of tenants),
comprises mainly secondary retail units. The properties are
currently 80.5% occupied with a weighted-average lease term of
four years until lease break.
The most recent valuation of the remaining properties (October
2012) reported a market value of GBP113.6 million. Based on this
information, the loan exhibits a reported securitized LTV ratio
of 50%.
S&P has assumed a full loan repayment in its 'B' rating stress
scenario.
SOL CENTRAL LOAN (8.4% OF THE POOL)
The loan has a securitized balance of GBP16.8 million and is due
to mature on April 17, 2016.
A mixed-use property in Northampton secures the loan. Sol
Central is an urban entertainment center completed in 2001. It
provides a mix of leisure accommodation (including a multiplex
cinema), a shopping center, and hotel accommodation.
The property is multi-let to a number of tenants with the top
five tenants accounting for 88.6% of the income and the largest
tenant accounting for 26.0% of the income. The property is
currently 82.3% occupied and the weighted-average unexpired lease
term is 10.8 years (until first break).
The most recent valuation of the property (November 2012)
reported a market value of GBP21.8 million. Based on this
information, the whole loan exhibits a reported LTV ratio of 77%.
S&P has assumed a full loan repayment in its 'B' rating stress
scenario.
AMSTERDAM PLACE LOAN (1.5% OF THE POOL)
The loan has a securitized loan balance of GBP4.7 million. The
borrower failed to fully repay all amounts outstanding by the
Oct. 17, 2014 loan maturity date, and the loan is currently in
special servicing.
This loan is secured against Amsterdam Place, which is a single-
office property close to Norwich Airport. The property is 100%
let to The Royal Bank of Scotland PLC for a term of 15 years
expiring in August 2020. The lease incorporates a break option
in August 2015 (0.8 years unexpired).
The most recent valuation of the property (February 2014)
reported a market value of GBP2.2 million. Based on this
information, the whole loan exhibits a reported LTV ratio of
214%.
S&P has assumed principal losses in its 'B' rating stress
scenario.
RATING ACTIONS
S&P's ratings on Indus (ECLIPSE 2007-1)'s notes address the
timely payment of interest and repayment of principal no later
than the January 2020 legal final maturity date.
Although S&P considers the available credit enhancement for the
class A notes to be adequate to mitigate the risk of losses from
the remaining underlying loans in higher stress scenarios, S&P's
current counterparty criteria constrain its ratings on the class
A notes. Under these criteria, S&P can rate the notes in
structured finance transactions above its ratings on related
counterparties if a replacement framework exists and other
conditions are met.
The maximum ratings uplift depends on the type of counterparty
obligation. In this transaction, Barclays Bank PLC (A/Watch
Neg/A-1) is the swap provider. In accordance with S&P's
criteria, this counterparty can support a maximum potential
rating of 'A+ (sf)' for this transaction.
S&P has therefore raised to 'A+ (sf)' from 'A (sf)' and placed on
CreditWatch negative its rating on the class A notes to reflect
the improved credit characteristics of this class of notes
following repayments since closing. The CreditWatch placement
follows S&P's corresponding CreditWatch placement of its long-
and short-term credit ratings on Barclays Bank on Feb. 3, 2015.
S&P considers the available credit enhancement for the class B
notes to be sufficient to mitigate the risk of losses from the
underlying loans in a 'BBB+' rating stress scenario. S&P has
therefore raised to 'BBB+ (sf) from 'BB+ (sf)' its rating on the
class B notes.
The class C notes have experienced losses from a previous loan in
the pool (Workspace Portfolio). S&P has therefore lowered to 'D
(sf)' from 'B (sf)' its rating on the class C notes.
S&P has affirmed its 'D (sf)' ratings on the class D and E notes
as they have experienced principal losses.
RATINGS LIST
Indus (ECLIPSE 2007-1) PLC
GBP894.53 mil commercial mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
A XS0294758064 A+ (sf)/Watch Neg A (sf)
B 45579HAD0 BBB+ (sf) BB+ (sf)
C 45579HAC2 D (sf) B (sf)
D 45579HAB4 D (sf) D (sf)
E 45579HAA6 D (sf) D (sf)
FINDUS PLEDGECO: Moody's Alters Outlook to Positive, Keeps B3 CFR
-----------------------------------------------------------------
Moody's Investors Service affirmed the corporate family rating of
B3 and probability of default rating of B3-PD of Findus Pledgeco,
the parent holding company of Findus Group ("Findus"), as well as
the B3 rating of the GBP410 million equivalent senior secured
notes due 2018 issued by Findus Bondco S.A. The outlook on all
ratings was revised to positive from stable.
The outlook change to positive was driven by Findus's solid
financial performance despite challenges in the retail sector,
which accounts for more than 80% of Findus' sales, and the
adverse impact of exchange rates. The company demonstrated a 2%
year-on-year decline in sales during the financial year ended
September 2014, or 1% increase on a constant currency basis,
despite a 4% decline in volumes. Gross profit and EBITDA margins
remained stable year-on-year at approximately 16.4% and 8%
respectively despite the inflationary increases in raw material
costs due to cost reduction and efficiency improvements.
According to the company, Findus maintained or increased its
market share in key categories it its main markets.
The B3 rating continues to reflect Findus's strong market
position in the UK, Sweden and Norway, the balance between
private label and well-established brands and strong
relationships with key retailers. The ratings remain constrained
by product concentration, with around two-thirds of sales coming
from fish and seafood, exposure to stagnant volumes and pricing
pressure in the retail sector and limited free cash flow
generation.
The weakness in the retail sector in Findus's key markets is
expected to continue in 2015, due to consolidation and intense
competition among retailers, including from discounters, combined
with softness in demand. Moody's expects Findus' ratings to be
supported by continued ability to improve operational efficiency,
cost savings and product innovations. The company's Moody's
adjusted gross leverage as of the end of September 2014 at 5.6x
places it in the middle of the single-B leverage band and Moody's
expect it to de-lever further in 2015, although at a rather
limited pace, given the aforementioned limited free cash flow
generation in the next 12-18 months.
The company's liquidity is adequate, comprising as of the end of
September 2014 of a cash balance of GBP60 million and a GBP60
million undrawn revolving credit facility, excluding utilization
for guarantees of GBP10 million. Liquidity is supported by the
absence of near-term debt maturities and a springing single
financial maintenance covenant of minimum EBITDA subject to RCF
drawdown.
The positive outlook reflects Moody's expectation that Findus
will be able to realise operational cost savings and price
increases which will help to offset the effect of lack of volumes
and pressure on margins.
Upward pressure on the rating could materialize if debt/EBITDA
falls, and remains sustainably below 5.5x. Downward pressure on
the rating could arise if there were a deterioration in the
company's operating performance that results in (i) debt/EBITDA
rising sustainably above 6.0x, or (ii) a deteriorating liquidity
profile, potentially through continued negative free cash flow or
reduced covenant headroom.
The principal methodology used in these ratings was Global
Packaged Goods published in June 2013. Other methodologies used
include Loss Given Default for Speculative-Grade Non-Financial
Companies in the U.S., Canada and EMEA published in June 2009.
Headquartered in the UK, Findus Group is one of the largest
European seafood and fish processors. The company was formed
from the combination of the UK branded fish producer Young's
(created in 1805) and Findus, a Scandinavian food company
(created in 1905). Findus Group is principally a producer of
fish and seafood with operations in the UK (frozen and chilled),
France, Sweden and Norway. Findus also produces and sells
vegetables in the Nordic region, France and Spain.
TESCO PLC: Plans to Cut Up to 10,000 Jobs Following Sales Slump
---------------------------------------------------------------
Graham Ruddick at The Telegraph reports that up to 10,000 jobs
could go at Tesco as boss Dave Lewis wields the axe in an attempt
to turnaround Britain's biggest retailer.
According to The Telegraph, the scale of the job losses
highlights the challenge facing the company as it tries to
recover from a slump in sales and profits.
The Telegraph understands that up to 6,000 jobs will go from
Tesco's head offices and 43 stores that it is closing, while the
rest of the jobs are at risk from a dramatic overhaul of how the
company runs its stores.
Mr. Lewis wants to remove an entire layer of management from
Tesco shops, The Telegraph discloses.
Tesco is the biggest retailer in the country and the biggest
private sector employer. It employs more than 310,000 staff
across 3,330 stores.
The company began consultations with staff at the end of January,
The Telegraph relays. Head office employees have been offered
the chance to apply for voluntary redundancy, The Telegraph
notes. The final number of job losses will be determined by the
result of the consultation process and whether in-store staff
accept alternative roles, The Telegraph states.
Tesco PLC is a multinational grocery and general merchandise
retailer headquartered in Cheshunt, Hertfordshire, England,
United Kingdom.
WREXHAM'S BANK: Closing Store to Close Next Month
-------------------------------------------------
wrexham.com reports that Wrexham's Bank clothing store has been
announced as one of 20 stores across the country that will be
closed.
The fashion retailer, which operates 84 stores and employs 1,555
staff nationally, fell into administration last month, according
to wrexham.com. Uncertainty has surrounded the company's future
ever since, however the search is still on to find a buyer for
the business, the report relates.
The Wrexham branch on Eagles Meadow will close on March 1 -- the
Chester store is also due to close later this month, the report
relates.
The report discloses that the remaining 64 stores across the
country and the website will continue operating.
Accountancy firm Deloitte were appointed as administrators of
Bank Fashion just six weeks after the chain was sold to a
subsidiary of Hilco, a specialist retail investor, the report
notes.
The report relays that a statement released last month by
Deloitte partner and joint administrator Bill Dawson said: "Bank
has struggled in a highly competitive segment of the retail
industry and has been loss-making for a number of years. A
review of the business has determined that a solvent turnaround
would not be possible and so its director has sought the
appointment of Joint Administrators."
* UK: Level of Corporate Insolvencies Drops, Figures Show
---------------------------------------------------------
InsolvencyJournal.ie reports that recently released statistical
data from the Insolvency Service in the United Kingdom has shown
a continuance in the fall in the level of corporate insolvencies.
The level of Creditors' Voluntary Liquidations in England and
Wales decreased to the lowest annual total since 2008,
InsolvencyJournal.ie says.
The number of Administrations was at its lowest since 2004, while
Receiverships and Company Voluntary Arrangements declined to
their lowest level since 2007, InsolvencyJournal.ie discloses.
However, Compulsory Liquidations increased marginally compared
with 2013, InsolvencyJournal.ie notes.
Based on further statistics and research undertaken by the
Insolvency Service, the sectors with the highest number of
liquidations continues to be the same since Q2 2010, with the
sectors being construction, wholesale and retail trade,
accommodation and food service activities and administrative and
support activities, InsolvencyJournal.ie relays.
Vincent Sorohan, Senior Manager in Deloitte's Restructuring
Services Team, as cited by InsolvencyJournal.ie, said "Overall,
the number of companies going through an insolvency process in
the United Kingdom is now almost down to pre-financial crisis
levels with a combination of low interest rates and falling
inflation assisting with helping to keep insolvencies low."
===============
X X X X X X X X
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* Large Companies with Insolvent Balance Sheets
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Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
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*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 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 * * *