/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/150331.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, March 31, 2015, Vol. 16, No. 63 Headlines A U S T R I A HETA ASSET: Gov't Won't Leave Carinthia in Lurch Over Guarantees B E L G I U M SOBELMAR ANTWERP: U.S. Trustee Has Issue With Venue B U L G A R I A CORPORATE COMM'L: Gov't Officials Accompany Bankruptcy Officers STARA ZAGORA: S&P Affirms 'BB+' ICR; Outlook Stable * BULGARIA: Wave of Bankruptcies May Hit Dairy Products Sector C Y P R U S SUEK PLC: Moody's Affirms 'Ba3' CFR; Outlook Negative G E R M A N Y TUI AG: S&P Affirms 'BB-' CCR on Debt Redemption; Outlook Stable I R E L A N D AURIUM CLO I: Moody's Rates EUR10.75-Mil. Class F Notes 'B2' IRISH BANK: Quinns In Talks to Settle EUR4.5BB Loan Case PERMANENT TSB: S&P Maintains 'B+' Rating on CreditWatch Negative I T A L Y BANCA CARIGE: S&P Keeps 'B-' CCR on CreditWatch Negative BERICA 6: Moody's Cuts Rating on EUR8.565MM Class D Notes to Ca BPM SECURITISATION 2: Moody's Affirms Ba2 Rating on Cl. C Notes ENEL SPA: Moody's Affirms 'Ba1' Subordinated Debt Ratings N E T H E R L A N D S OSX BRASIL: OSX 3 Unit Fails to Repay US$560.1-Mil. Debt STORM 2015-I: Fitch Rates Class E Floating-Rate Notes 'BBsf' R U S S I A UTAIR: Moscow Court Upholds Alfa Bank's US$22.3-Mil. Claim S L O V A K R E P U B L I C VAHOSTAV-SK: Opposition Files Complaint Over Restructuring S P A I N AVANZA SPAIN: Moody's Reviews 'B3' CFR for Downgrade U K R A I N E DTEK ENERGY: Moody's Lowers CFR to 'Ca', Outlook Negative U N I T E D K I N G D O M AA BOND: S&P Gives Prelim. BB- Rating on GBP735MM Class B2 Notes BRIGHTHOUSE GROUP: S&P Revises Outlook to Stable & Affirms B- CCR CELESTE MORTGAGE 2015-1: S&P Assigns B Rating to Class F Notes GALA ELECTRIC: Moody's Raises CFR to 'B2', Outlook Stable PENDRAGON PLC: Moody's Lifts CFR to Ba2; Outlook Stable PENDRAGON PLC: S&P Raises Rating to 'BB-'; Outlook Stable SHIELD HOLDCO: S&P Raises CCR to 'B+' on Positive Operating Trend STANDARD CHARTERED: S&P Rates Proposed 7% Tier 1 Notes 'BB' X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* ============= A U S T R I A ============= HETA ASSET: Gov't Won't Leave Carinthia in Lurch Over Guarantees ---------------------------------------------------------------- Michael Shields and Angelika Gruber at Reuters report that Finance Minister Hans Joerg Schelling on March 27 said Austria's federal government will not leave the province of Carinthia in the lurch over its more than EUR10 billion (US$11 billion) debt guarantees for "bad bank" Heta. While financial watchdog FMA, which took over Heta this month and suspended its debt repayments, was in charge of the issue, Mr. Schelling, as cited by Reuters, said he was open to discussions on letting Carinthia borrow via the federal treasury to help finance its guarantees over time, or buy back Heta debt. He played down prospects that the FMA could simply annul Carinthia-backed debt at Heta, thus making the provincial guarantees moot, because creditors being "bailed in" cannot by law be treated worse than in the case of an insolvency, Reuters relates. According to Reuters, a Heta insolvency would quickly drag down Carinthia, which has a EUR2 billion annual budget, casting Austria into uncharted waters because there is no legislation in place on how to handle an unprecedented provincial bankruptcy. Heta Assset Resolution AG is a wind-down company owned by the Republic of Austria. Its statutory task is to dispose of the non-performing portion of Hypo Alpe Adria, nationalized in 2009, as effectively as possible while preserving value. ============= B E L G I U M ============= SOBELMAR ANTWERP: U.S. Trustee Has Issue With Venue --------------------------------------------------- William K. Harrington, U.S. Trustee for Region 2, objects to debtor Sobelmar Antwerp N.V., et al.'s motion to use collateral to the extent that the Debtors are seeking a finding that venue is appropriate in the U.S. Bankruptcy Court for the District of Connecticut, Hartford Division. According to the U.S. Trustee, the Debtors have not established any evidentiary basis for the Court to find that venue in the district is proper. Furthermore, the U.S. Trustee, says venue should not be determined as a first-day matter with limited notice and before an official committee of unsecured creditors is appointed and before any party-in-interest has had an opportunity to examine whether venue is proper, the U.S. Trustee asserts. Therefore, the U.S. Trustee asks that the Cash Collateral Motion be denied to the extent that the Debtors seek a finding that venue is proper in the Connecticuit district. The U.S. Trustee is represented by: Abigail Hausberg, Esq. Trial Attorney Office of the United States Trustee Giaimo Federal Building, Room 302 150 Court Street New Haven, CT 06510 Tel: (203) 773-2210 Filing in the U.S. As reported in the March 25, 2015 edition of the Troubled Company Reporter, Vladimir Terechtchenko, owner of 50.2 percent of the equity interests of Sobelmar Antwerp N.V., et al., and the managing director, explains that because, at any particular time, the Debtors' primary assets -- the vessels -- are in international waters or foreign ports, there is no single logical location for an insolvency filing. After considering the possibility of filings in Belgium and Germany, the Debtors concluded that the United States provided the most meaningful opportunity due to, among other reasons, the extraterritorial reach of the automatic stay and the practical enforceability of the stay against creditors such as HSH with business operations in the United States. The Debtors were also aware of the commencement of Chapter 11 cases by numerous other international maritime transportation companies for similar reasons, including recent filings by Taiwan-based TMT Shipping (Houston), Athens-based Excel Maritime (New York), Bermuda-based Nautilus Shipping (New York), Athens- based Omega Navigation (Houston), and Amsterdam-based Marco Polo Seatrade (New York). About Sobelmar Antwerp Sobelmar Antwerp N.V., a Belgium corporation provides worldwide seaborne transportation services, operating a fleet of four handysize bulk carriers. The vessels Brasschaat, Vyritsa, Kovdor, and Zarachensk, are owned that are all Marshall Islands corporations. Sobelmar Antwerp N.V. and its affiliates sought Chapter 11 bankruptcy protection (Bankr. D. Conn. Lead Case No. 15-20423) in Hartford, Connecticut, in the United States on March 17, 2015. The Debtors have approximately $66.2 million in assets and $63 million in liabilities as of Dec. 31, 2014. The Debtors tapped Bracewell & Giuliani LLP, in Hartford, Connecticut, as counsel. The formal schedules of assets and liabilities are due March 31, 2015. =============== B U L G A R I A =============== CORPORATE COMM'L: Gov't Officials Accompany Bankruptcy Officers --------------------------------------------------------------- StandartNews reports that Bulgarian Finance Minister Vladislav Goranov, Deputy Chief Prosecutor Borislav Sarafov and Interior Ministry Secretary Georgi Kostov accompanied bankruptcy officers, Lazar Iliev and Rosen Angelchiev, into the office of the defunct Corporate Commercial Bank on March 28. They were also accompanied by Bank Deposit Guarantee Fund Chair Radoslav Milenkov, StandartNews relays. "The responsibility for the work of the provisional officers is already that of the government," StandartNews quotes Mr. Goranov as saying upon entering the bank building on "Garibaldi" square in downtown Sofia. Mr. Goranov, as cited by StandartNews, said that they could totally rely on the support of all public authorities. About Corporate Commercial Bank AD Corporate Commercial Bank AD is the fourth largest bank in Bulgaria in terms of assets, third in terms of net profit, and first in terms of deposit growth. Bulgaria's central bank placed Corpbank under its administration and suspended shareholders' rights in June 2014 after a run drained the bank of cash to meet client demands. STARA ZAGORA: S&P Affirms 'BB+' ICR; Outlook Stable --------------------------------------------------- Standard & Poor's Ratings Services affirmed its 'BB+' long-term issuer credit rating on the Bulgarian City of Stara Zagora. The outlook is stable. Rationale The rating on Stara Zagora is constrained by S&P's view of the evolving-but-unbalanced institutional framework under which Bulgarian cities operate and the weak economy, with low wealth levels in an international context. Although S&P acknowledges the strengthening of the city's budgeting procedures, it still regards its financial management as weak, due to the limited track record of tight fiscal policy and developing plans regarding long-term financial planning. The rating is supported by the city's very low debt burden and low contingent liabilities. S&P views the city's liquidity as adequate. S&P also believes that the city has average budgetary flexibility, mostly reflecting its large autonomy to set taxes, but partly offset by restricted expenditure flexibility and average budgetary performance. S&P continues to assess Stara Zagora's stand-alone credit profile (SACP) at 'bb+', at the same level as the issuer credit rating. S&P views Stara Zagora's economy as weak. Although the city benefits from its proximity to the largest energy complex in Bulgaria, the city's economic wealth is relatively low. S&P estimates Bulgaria's national GDP per capita at about a modest US$7,500 in 2013, and S&P assumes that real GDP will increase at about 1% on average over 2015-2017. Moreover, the city suffers from a declining trend in its population, which constrains our assessment of the city's budgetary flexibility to average. In S&P's opinion, the city's large potential to raise revenues is counterbalanced by its aim to make the city more attractive to residents and business. Stara Zagora has a right to increase almost all local taxes, albeit within nationally legislated limits. In S&P's view, though, the city will be reluctant to raise taxes and charges ahead of the municipal election scheduled for October 2015, especially after an increase in the property transaction tax rate by 50% starting from 2014. Moreover, the city has limited leeway to reduce spending, especially on public services and infrastructure development. The city faces large infrastructure needs, which it started to address in 2013 with hefty cofinancing from EU funds. S&P anticipates further strong investment activity over its forecast horizon for 2015-2017, but S&P believes these investments will be focused on projects benefitting from high EU subsidization and low municipal cofinancing requirements. Stara Zagora's budgetary performance and liquidity are volatile, in S&P's view. This reflects the evolving, but still unbalanced, institutional framework for Bulgarian cities and the small size of the city's budget. "We assess the city's budgetary performance as average. In our base case, we expect the city to maintain a solid budgetary performance with an operating balance at about 9% of operating revenues and a slight deficit after capital accounts of 0.9% of total revenues in 2013-2017 on average. In 2014, the city exceeded its budget and forecast substantially, as both operating revenues and capital transfers came in much higher than expected and operating expenditures could be reduced, while still maintaining high capital expenditure levels. With an average operating surplus of 8.2% of operating revenues and slightly negative but nearly balanced after capital accounts on average in 2015-2017, the city could continue its high investments, in our opinion," S&P added. As of 2014, S&P projects a further decrease in Stara Zagora's debt levels thanks to the city management's aim to repay existing debt and focus heavily on subsidized projects, which would require only minimal financial contributions from the city itself. Under S&P's base case, it assumes the city's tax- supported debt will decrease to a low 6.1% of consolidated operating revenues by year-end 2016, from about 28% in 2013. Contingent liabilities are low and limited to the obligations of a few health care institutions and a municipal public transport company. S&P considers financial management as weak, in a global context, due to the city's limited track record of tight fiscal policy, but consider that there has been an improvement in the city's budgeting and that its long-term financial planning is developing. LIQUIDITY S&P assess Stara Zagora's liquidity as adequate. Although its liquidity coverage is exceptional -- with average cash on accounts now exceeding annual debt service -- it remains volatile. Also, S&P views the city's access to external liquidity as limited. S&P expects that the city's average cash on accounts will stay at about Bulgarian lev (BGN) 10 million (EUR5.1 million), comfortably covering debt service due within the next 12 months. S&P estimates this at about BGN7.2 million or 18.4% of operating revenues. Nevertheless, S&P expects the city's liquidity position to remain volatile, because its cash holdings are small and future exposure to short-term debt is difficult to predict. S&P anticipates a further improvement of the liquidity position should the city execute plans to decrease its exposure to short- term funding from the FLAG (Fund for Local Authorities and Governments) from 2014 onward. The city will use a bank guarantee to claim a larger share of project prefinancing from the central government, which should reduce the need for bridge financing. Stara Zagora's access to external liquidity also remains limited in the context of Bulgaria's relatively weak banking sector and shallow capital market. S&P assigns a Banking Industry Country Risk Assessment score of '7' to the Bulgarian domestic banking sector ('1' being the lowest risk, '10' being the highest risk; see "Banking Industry Country Risk Assessment Update: March 2015," published March 6, 2015, on RatingsDirect). OUTLOOK The stable outlook reflects S&P's outlook on the sovereign and incorporates its view of the city's own credit fundamentals, based on S&P's expectations of solid budgetary performance, low debt levels, and adequate liquidity. S&P could raise the rating on Stara Zagora if S&P raised the rating on Bulgaria and, at the same time, the city improves the visibility and transparency of its budgeting and financial planning. This should result in more predictable financial performance and debt levels, as well as lead S&P to assess the city's overall management as satisfactory. Furthermore, S&P would have to observe that the city can maintain sound liquidity on average. S&P could lower the rating on the city if it lowered the rating on Bulgaria. Alternatively, S&P could lower the rating on the city, even if the sovereign rating remained unchanged, if the city materially deviated from its financial targets and reported persistent high deficits after capital accounts, leading to a rising debt burden and pressure on the city's liquidity. 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 Rating Rating To From Stara Zagora (City of) Issuer credit rating Foreign and Local Currency BB+/Stable/-- BB+/Stable/-- Senior Unsecured Local Currency BB+ BB+ * BULGARIA: Wave of Bankruptcies May Hit Dairy Products Sector -------------------------------------------------------------- Novinite.com reports that dairy producers in Bulgaria have warned about a wave of bankruptcies in the sector. Sales of cheese, yellow cheese, butter, and other dairy products have slumped by 30%, with Bulgarian products languishing in storage facilities, Novinite.com says, citing reports of private TV station Nova TV. According to Novinite.com, the Russian embargo on Western food imports has resulted in shops in Bulgaria being inundated with European goods at dumping prices. Simeon Prisadashki, deputy Chairman of the Bulgarian Association of Dairy Processors draws attention to the fact that dairy processing companies in Bulgaria import cheap raw material, Novinite.com relates. He notes that Bulgaria imports fresh raw milk mostly from Poland, Hungary, Germany, and Romania, Novinite.com relays. According to Novinite.com, retailers claim that imports of dairy products and eggs have dropped by 10% from the levels in 2013. =========== C Y P R U S =========== SUEK PLC: Moody's Affirms 'Ba3' CFR; Outlook Negative ----------------------------------------------------- Moody's Investors Service confirmed coal producer SUEK PLC's Ba3 corporate family rating and Ba3-PD probability of default rating, as well as the Ba3 (LGD3, 48%) rating of the senior unsecured rouble-denominated bonds issued by SUEK Finance, a limited liability company incorporated under the laws of the Russian Federation. The outlook on the ratings is negative. This concludes the review for downgrade initiated by Moody's on Dec. 23, 2014. Moody's previously placed SUEK's ratings on review in a combined decision to place 45 Russian non-financial corporates on review for downgrade, reflecting the severe and rapid deterioration in the operating environment in Russia and the heightened risk of a more prolonged and acute economic downturn than originally anticipated. The confirmation reflects Moody's view that SUEK's competitive cost profile should continue to improve on the back of the rouble's 42% devaluation in 2014. These cost improvements should largely offset the negative effects of falling steam coal prices in SUEK's export markets, into which the company sold 48% of its 2014 coal production, generating 73% of its revenue for the same period. The Ba3 CFR reflects restraints from (1) falling steam coal prices in sea-borne markets; (2) SUEK's high level of dependency on external financing, against the background of Russian borrowers' limited access to international capital markets and increased borrowing costs; (3) SUEK's limited diversification as a result of its exposure to a single commodity, steam coal; (4) sizeable railway and sea freight expenses make up a significant part of the company's costs; (5) the ongoing need to participate in competitive auctions for mining licenses, which is typical for companies in the mining sector; and (6) risks related to the company's concentrated ownership structure, including related- party transactions and/or pro-shareholder finance policies. However, these constraints are partially offset by (1) the company's growing role as a global thermal coal producer; (2) its competitive operating costs, which will likely improve further on the back of abrupt rouble devaluation in 2014-early 2015; (3) its vast coal reserves and fairly simple geology; (4) its well- diversified domestic and international customer base; (5) the resilience of its domestic sales due to the proximity of its mines to its power generation customers; and (6) its control over a considerable portion of its transportation infrastructure (including ports in Vanino and Murmansk), such that it is positioned to efficiently service Pacific and Atlantic export markets. Steam coal prices remain under pressure with API2 index (benchmark for prices in the Atlantic region) falling to about US$60/tonne in March 2015 from about US$80/tonne in the beginning of 2014 and Australia Newcastle prices (benchmark for the Pacific region) falling to about US$65/tonne in March 2015 from about US$90/tonne in the beginning of 2014. Rationale for the negative outlook: The negative outlook is in line with the rating agency's global outlook on steam coal, primarily reflecting weakening sea-borne steam coal prices and supply/demand imbalances. The suppressed prices in the export markets can lead to the company's leverage (as measured by Moody's-adjusted debt/EBITDA) staying above the downgrade trigger of 3.5x on a sustained basis (Moody's-adjusted debt/EBITDA stood at 3.7x as of 31 December 2014 compared with 3.8x as of 31 December 2013). Moreover, the company has about $1.5 billion of credit facilities maturing in 2016 (represented by pre-export facilities (PXF), rouble bonds and bilateral facilities), which pose additional risks to the company's liquidity profile. Moody's notes, however, that Russian corporates continue to enjoy fairly good access to syndicate facilities with Western banks while public capital markets remain largely closed. This access should allow the company to timely refinance its PXF tranches, which represent the predominant share of 2016 maturities. Also, the rating agency estimates that SUEK will have to refinance only about 50%-65% of its debt maturing in 2016 as it continues generating solid operating cash flows. The company has already started addressing its 2016 maturities in a pro-active way. What could change the rating up/down: Negative pressure could be exerted on the rating if (1) SUEK's gross debt/EBITDA were to sustainably exceed 3.5x; (2) it were unable to generate positive free cash flow; or (3) its liquidity profile and liquidity management were to deteriorate. An upgrade of the company is unlikely given the negative outlook on its ratings. However, the rating outlook could stabilize if SUEK's leverage were to improve, such that Moody's-adjusted debt/EBITDA falls below 3.5x on a sustainable basis, which could be triggered by steam coal prices stabilization in the sea-borne markets, provided the company retains its competitive cost position. Outlook stabilization would require SUEK to improve its liquidity profile, which would include addressing material refinancing risk related to 2016 maturities. Positive pressure could develop if (1) the macroeconomic environment in Russia were to stabilize; (2) steam coal prices in the export markets were to recover sustainably; and (3) SUEK were able to achieve leverage, as measured by Moody's-adjusted debt/EBITDA, of below 2.5x. Positive rating pressure would also be dependent on the company's ability to maintain a sound liquidity profile. The principal methodology used in these ratings was Global Mining Industry published in August 2014. Other methodologies used include Loss Given Default for Speculative-Grade Non-Financial Companies in the U.S., Canada and EMEA published in June 2009. SUEK is a Cyprus-registered holding company of Russia's largest producer of thermal coal and one of the world's top thermal coal producers. SUEK has 5.6 billion tonnes of proven and probable reserves, or a 50-year reserve life. In 2014 the company sold 95.4 million tonnes (2013: 92.6 million tonnes) of coal; of this figure 48% (2013: 46%) represented exports, 52% of which were to the Asia-Pacific market and 48% to the Atlantic market. On a revenue basis, the company's exports in 2014 represented 74% (2013: 71%) of its net sales of coal. SUEK currently operates 17 opencast and 12 underground mines in seven geographic regions in Siberia and the Russian Far East. In addition, the company owns rail infrastructure, rail rolling stock, Vanino Bulk Terminal (a coal terminal at Vanino in the Sea of Japan), a 37.49% stake in the voting shares of the ice-free Murmansk Commercial Seaport in the northwest of Russia and Maly Port. The company's principal ultimate beneficiary is Mr. Andrey Melnichenko. ============= G E R M A N Y ============= TUI AG: S&P Affirms 'BB-' CCR on Debt Redemption; Outlook Stable ---------------------------------------------------------------- Standard & Poor's Ratings Services said that it has affirmed its 'BB-' long-term corporate credit rating on German tour operator TUI AG. The outlook is stable. S&P also affirmed its 'BB-' issue rating on TUI's senior unsecured debt instruments. The recovery ratings on these instruments remain at '3', indicating S&P's expectation of meaningful recovery (50%-70%; higher half of the range) in the event of a payment default. Furthermore, S&P affirmed its 'B' issue rating on the group's subordinated perpetual notes. The recovery rating of '6' indicates S&P's expectation of negligible recovery (0%-10%) after a default. S&P expects to withdraw its ratings on the convertible debt and the perpetual notes upon their full redemption. The affirmation reflects S&P's view of TUI's improving leverage ratios, although S&P maintains its assessment of its financial risk profile as "significant." TUI's share price has risen to almost EUR17 per share, as of mid- March 2015, from about EUR13.5 per share in December 2014. This enabled TUI to exercise a soft call option that triggered the conversion of almost all of its convertible bond debt into equity; investors would have otherwise received less-than-market values for their bonds. The conversion led to TUI's reported gross financial debt decreasing by more than EUR800 million compared with the level as of the fiscal year ended Sept. 30, 2014. Furthermore, to reduce the group's financing costs, and supported by the additional financial headroom, TUI decided to call its EUR300 million perpetual notes, 50% of which S&P regards as equity. The redemption will become effective as of April 30, 2015. S&P forecasts that all of these transactions will lead to lower Standard and Poor's-adjusted leverage metrics for TUI. On average for 2015-2017, S&P expects that debt to EBITDA will improve to 2.5x-2.7x from about 2.8x-3.0x and that funds from operations (FFO) to debt will reach 28%-29%, up from 25%-26%. However, these changes would not be material enough for S&P to adjust its "significant" financial risk assessment. TUI's "weak" business risk profile is constrained by the group's exposure to the cyclicality and strong seasonality of the global tourism industry. Typically, about 40% of the group's sales and more than 100% of annual underlying EBITDA are generated in the fourth quarter of the fiscal year. These weaknesses are partly offset by the strong recognition of the TUI brand and the group's portfolio of brands, such as Riu Hotels and Robinson Club. In light of the time and capital that it takes to build strong brands, S&P believes that TUI is better protected from competition than many other smaller or lesser- known travel companies. The group's large size puts it in a favorable negotiating position with hotel owners. It also enables it to offer exclusive locations, such as hotels or clubs that are not available at competitors. For these locations, TUI has much higher pricing flexibility. In addition, the group's geographic diversification enables it to redirect customers to alternative destinations in the event of regionally isolated events. The stable outlook reflects S&P's expectation that the group will continue to generate a solid operating performance, leading to leverage ratios commensurate with its "significant" financial risk assessment. S&P also anticipates that the group will have at least "adequate" liquidity. S&P would likely lower its ratings on TUI if unexpected operating setbacks or an aggressive financial policy led to FFO to debt of less than 20%, adjusted debt to EBITDA exceeding 4x, or adjusted EBITDA to interest coverage of less than 3x, all on a prolonged basis. S&P could also consider lowering the ratings if it anticipated that TUI's liquidity would deteriorate to "less than adequate." S&P could raise its ratings if TUI posts stronger-than-expected growth in revenues, profits, and cash flows, particularly following the closing of the Tui Travel acquisition at the end of 2014. S&P could also consider an upgrade if it saw further evidence of the business model's resistance to severe economic downturns or the emergence of low-probability or high-impact events, such as terrorist attacks or natural disasters. Another factor that might lead S&P to raise its ratings is if FFO to debt exceeded 30% and debt to EBITDA remained less than 3x on a sustainable basis, provided that the financial policy supports this. ============= I R E L A N D ============= AURIUM CLO I: Moody's Rates EUR10.75-Mil. Class F Notes 'B2' ------------------------------------------------------------ Moody's Investors Service assigned the following definitive ratings to notes issued by Aurium CLO I Limited: -- EUR179,500,000 Class A Senior Secured Floating Rate Notes due 2029, Definitive Rating Assigned Aaa (sf) -- EUR33,500,000 Class B Senior Secured Floating Rate Notes due 2029, Definitive Rating Assigned Aa2 (sf) -- EUR18,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2029, Definitive Rating Assigned A2 (sf) -- EUR15,500,000 Class D Senior Secured Deferrable Floating Rate Notes due 2029, Definitive Rating Assigned Baa2 (sf) -- EUR21,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2029, Definitive Rating Assigned Ba2 (sf) -- EUR10,750,000 Class F Senior Secured Deferrable Floating Rate Notes due 2029, Definitive Rating Assigned B2 (sf) Moody's definitive rating of the rated notes addresses the expected loss posed to noteholders by legal final maturity of the notes in 2029. The ratings reflect the risks due to defaults on the underlying portfolio of loans given the characteristics and eligibility criteria of the constituent assets, the relevant portfolio tests and covenants as well as the transaction's capital and legal structure. Furthermore, Moody's is of the opinion that the collateral manager, Spire Partners LLP ("Spire Partners"), has sufficient experience and operational capacity and is capable of managing this CLO. Aurium CLO is a managed cash flow CLO. At least 90% of the portfolio must consist of secured senior loans or senior secured bonds and up to 10% of the portfolio may consist of unsecured senior loans, second-lien loans, high yield bonds and mezzanine loans. The portfolio is expected to be approximately 80% ramped up as of the closing date and to be comprised predominantly of corporate loans to obligors domiciled in Western Europe. The remainder of the portfolio will be acquired during the seven month ramp-up period in compliance with the portfolio guidelines. Spire Partners will manage the CLO. It will direct the selection, acquisition and disposition of collateral on behalf of the Issuer and may engage in trading activity, including discretionary trading, during the transaction's four-year reinvestment period. Thereafter, purchases are permitted using principal proceeds from unscheduled principal payments and proceeds from sales of credit risk and credit improved obligations, and are subject to certain restrictions. In addition to the six classes of notes rated by Moody's, the Issuer will issue EUR 30,520,000 of subordinated notes. Moody's has not assigned rating to this class of notes. The transaction incorporates interest and par coverage tests which for the most part, if triggered, divert interest and principal proceeds to pay down the notes in order of seniority. The exception is the Class F Par Coverage Test which, if triggered, diverts interest proceeds to pay down the Class F Notes first and once the Class F Notes have been fully repaid, the remaining notes in order of seniority. The rated notes' performance is subject to uncertainty. The notes' performance is sensitive to the performance of the underlying portfolio, which in turn depends on economic and credit conditions that may change. Spire Partner's investment decisions and management of the transaction will also affect the notes' performance. Moody's modeled the transaction using CDOEdge, a cash flow model based on the Binomial Expansion Technique, as described in Section 2.3 of the "Moody's Global Approach to Rating Collateralized Loan Obligations" rating methodology published in February 2014. The cash flow model evaluates all default scenarios that are then weighted considering the probabilities of the binomial distribution assumed for the portfolio default rate. In each default scenario, the corresponding loss for each class of notes is calculated given the incoming cash flows from the assets and the outgoing payments to third parties and noteholders. Therefore, the expected loss or EL for each tranche is the sum product of (i) the probability of occurrence of each default scenario and (ii) the loss derived from the cash flow model in each default scenario for each tranche. Moody's used the following base-case modeling assumptions: - Par Amount: EUR300,000,000 - Diversity Score: 35 - Weighted Average Rating Factor (WARF): 2820 - Weighted Average Spread (WAS): 4.10% - Weighted Average Coupon (WAC): 6.25% - Weighted Average Recovery Rate (WARR): 43.0% - Weighted Average Life (WAL): 8 years. As part of the base case, Moody's has addressed the potential exposure to obligors domiciled in countries with local currency country risk ceiling (LCC) of A1 or below. As per the portfolio constraints, exposures to countries with local currency country risk ceiling rating of A1 or below cannot exceed 10%, with exposures to countries local currency country risk ceiling rating of Baa1 to Baa3 further limited to 10%. Following the effective date, and given these portfolio constraints and the current sovereign ratings of eligible countries, the total exposure to countries with a LCC of A1 or below may not exceed 10% of the total portfolio. As a worst case scenario, a maximum 10% of the pool would be domiciled in countries with LCC of Baa1 to Baa3. The remainder of the pool will be domiciled in countries which currently have a LCC of Aa3 and above. Given this portfolio composition, the model was run with different target par amounts depending on the target rating of each class of notes as further described in the methodology. The portfolio haircuts are a function of the exposure size to peripheral countries and the target ratings of the rated notes and amount to 1.50% for the Class A notes, 1.00% for the Class B notes, 0.75% for the Class C notes and 0% for Classes D, E and F. Together with the set of modelling assumptions above, Moody's conducted an additional sensitivity analysis, which was an important component in determining the ratings assigned to the rated notes. This sensitivity analysis includes increased default probability relative to the base case. Below is a summary of the impact of an increase in default probability (expressed in terms of WARF level) on each of the rated notes (shown in terms of the number of notch difference versus the current model output, whereby a negative difference corresponds to higher expected losses), holding all other factors equal: Percentage Change in WARF: WARF + 15% (to 3243 from 2820) Ratings Impact in Rating Notches: - Class A Senior Secured Floating Rate Notes: 0 - Class B Senior Secured Floating Rate Notes: -2 - Class C Senior Secured Deferrable Floating Rate Notes: -2 - Class D Senior Secured Deferrable Floating Rate Notes: -2 - Class E Senior Secured Deferrable Floating Rate Notes: -1 - Class F Senior Secured Deferrable Floating Rate Notes: 0 Percentage Change in WARF: WARF +30% (to 3666 from 2820) - Class A Senior Secured Floating Rate Notes: -1 - Class B Senior Secured Floating Rate Notes: -3 - Class C Senior Secured Deferrable Floating Rate Notes: -3 - Class D Senior Secured Deferrable Floating Rate Notes: -2 - Class E Senior Secured Deferrable Floating Rate Notes: -1 - Class F Senior Secured Deferrable Floating Rate Notes: -2 The principal methodology used in this rating was "Moody's Global Approach to Rating Collateralized Loan Obligations" published in February 2014. IRISH BANK: Quinns In Talks to Settle EUR4.5BB Loan Case -------------------------------------------------------- Peter Flanagan at The Irish Times reports that representatives for the Quinns and Irish Bank Resolution Corporation have been in talks for some time to settle their EUR4.5 billion case against the former Anglo Irish Bank and the State. A deal would end a bitter legal battle that has been one of the most contentious cases to come out of the financial crash, The Irish Times notes. The family is suing IBRC over loans worth some EUR2.4 billion over alleged illegalities, The Irish Times discloses. However, last week, the Supreme Court ruled the Quinns could not rely on alleged illegality by IBRC as part of their case, The Irish Times relays. Once the Quinn-IBRC case is resolved, it will free up around EUR1.1 billion to be repaid to the state from the IBRC liquidation, The Irish Times notes. Some EUR1.6 billion is owed to IBRC's unsecured creditors, The Irish Times discloses. The bulk of it, EUR1.1 billion, is owed to the State for money paid out to IBRC customers whose savings were guaranteed by the State at the time of the liquidation, The Irish Times states. The notion that this money could be repaid in full before the budget next October is said to be optimistic at best, according to The Irish Times. Junior bondholders are next in line to be repaid, if there is money available, The Irish Times says. According to The Irish Times, while talks are continuing, it is understood that no framework for agreement has been made as of yet. If talks fail, the court case is scheduled for June, The Irish Times states. About Irish Bank Resolution Irish Bank Resolution Corp., the liquidation vehicle for what was once one of Ireland's largest banks, filed a Chapter 15 petition (Bankr. D. Del. Case No. 13-12159) on Aug. 26, 2013, to protect U.S. assets of the former Anglo Irish Bank Corp. from being seized by creditors. Irish Bank Resolution sought assistance from the U.S. court in liquidating Anglo Irish Bank Corp. and Irish Nationwide Building Society. The two banks failed and were merged into IBRC in July 2011. IBRC is tasked with winding them down and liquidating their assets. In February, when Irish lawmakers adopted the Irish Bank Resolution Corp., IBRC was placed into a special liquidation in the Irish High Court to complete liquidation and distribution of the two banks' assets. IBRC's principal asset as of June 2012 was a loan portfolio valued at some EUR25 billion (US$33.5 billion). About 70 percent of the loans were to Irish borrowers. Some 5 percent of the portfolio was under U.S. law, according to a court filing. Total liabilities in June 2012 were about EUR50 billion, according to a court filing. Most assets in the U.S. have been sold already. IBRC is involved in lawsuits in the U.S. IBRC was granted protection under Chapter 15 of the U.S. Bankruptcy Code in December 2013. Kieran Wallace and Eamonn Richardson of KPMG have been named the special liquidators. PERMANENT TSB: S&P Maintains 'B+' Rating on CreditWatch Negative ---------------------------------------------------------------- Standard & Poor's Ratings Services said that it maintained on CreditWatch with negative implications its 'B+' long-term counterparty credit rating on Ireland-based Permanent TSB PLC (PTSB). At the same time, S&P affirmed the 'B' short-term rating. S&P views the announcements about PTSB's capital plan, as well as the agreement in principle on the restructuring plan, as positive developments. Nevertheless the group's commitment to the European Central Bank (ECB) to raise EUR525 million in additional capital (EUR400 million common equity plus EUR125 million additional Tier 1 securities) has to be executed in a relatively short timeframe. The ongoing CreditWatch placement therefore reflects the continued possibility that the group may not be able to complete the capital raise in the indicated timeframe. Successful completion of the capital raise, coupled with execution of the outlined deleveraging commitments as part of the restructuring plan, will substantially reduce downside risks to S&P's combined assessment of PTSB's capital and risk positions. S&P further notes a significant improvement in PTSB's 2014 results, with the statutory pretax loss narrowing to EUR48 million compared with a pretax loss of EUR668 million in 2013. This was largely due to an impairment write-back on customer loans of EUR41 million compared to an impairment charge of EUR927 million in 2013. The number of customers in arrears continued to decline through the course of 2014. S&P also notes that PTSB's liquidity position has improved with reduced usage of ECB funding, the retirement of a EUR3.1 billion own use bond in late 2014, and the repayment of a EUR1.4 billion medium-term note in early March 2015. S&P expects to resolve the CreditWatch when the group successfully executes its capital-raising commitments. At the time of resolution S&P expects to review all stand-alone factors in the context of the capital raise, restructuring plan, and ongoing developments in the group's business and financial profiles. S&P could lower the long-term rating on PTSB if the group failed to execute its capital plan by the indicated timeframe. S&P could affirm all the ratings and remove them from CreditWatch if it concludes that its concerns over the long-term rating on PTSB have been adequately addressed. ========= I T A L Y ========= BANCA CARIGE: S&P Keeps 'B-' CCR on CreditWatch Negative -------------------------------------------------------- Standard & Poor's Ratings Services kept its 'B-' long-term counterparty credit and 'CC' subordinated debt ratings on Italy- based Banca Carige SpA (Carige) on CreditWatch with negative implications, where they were originally placed on Oct. 30, 2014. At the same time, S&P affirmed its 'C' short-term rating on Carige. The CreditWatch status reflects the execution risk S&P still associates with the plan Carige has announced to enhance its capital. On March 19, 2015, Carige announced that the European Central Bank (ECB) had said that it required Carige to reach a minimum 11.5% common equity Tier 1 (CET1) ratio by July 2015, from 8.7% as of December 2014, pro forma the disposal of two insurance subsidiaries. Carige has also released a new business plan aiming at strengthening its capital position, improving its risk profile, and accelerating the turnaround process initiated last year. This updated capital plan aims to enable Carige to cover the EUR814 million shortfall resulting from the ECB stress test and comply with the regulatory request to increase its CET1 to 11.5%. In particular, Carige decided to raise to EUR850 million from EUR500 million to EUR650 million the capital increase it had previously announced as part of its business plan. The bank still plans to dispose of its private banking and consumer finance businesses, as it previously announced. Carige also announced last October the disposal of its insurance subsidiaries (Carige Vita Nuova and Carige Assicurazioni) for EUR310 million; this is EUR170 million below the book value. This transaction is pending regulatory approval. S&P acknowledges that the syndicate underwriting the capital increase has extended its preliminary cover up to EUR850 million. However, Carige has not yet signed a firm, unconditional underwriting agreement because the proposed capital increase is still subject to approval by the extraordinary shareholders' meeting. Therefore, the successful completion of Carige's capital-enhancing plan is still exposed to some execution risk, in S&P's view. S&P's view of the execution risk also draws on Carige's track record in implementing capital-enhancing actions; among other things, S&P notes that Carige's highly indebted main shareholder, Fondazione Carige, has in the past expressed a preference for recapitalization plans that did not weaken its influence, which in S&P's view delayed some of the bank's earlier capital-raising plans. That said, Fondazione Carige announced that it had reached an agreement to reduce its stake to about 3% from 13.5%, which could smooth the capital-raising approval process. Successfully completing the capital-enhancing plan would significantly reduce downside risk to S&P's assessment of Carige's solvency. That said, S&P anticipates that Carige's solvency will likely continue to be constrained by its poor asset quality and weak preprovision profitability, given S&P's view of the high economic risk prevailing in Italy. S&P continues to assess Carige's stand-alone credit profile (SACP) at 'ccc+'. The rating on Carige continues to incorporate one notch for extraordinary government support. This reflects S&P's view that there is a "moderate" likelihood that Carige would receive extraordinary financial support from the Italian government if needed. S&P will resolve the CreditWatch placement in the next few months, once Carige's ability to implement the remedial actions it has announced becomes clearer. S&P could lower the long-term rating if it concludes that Carige is unlikely to complete its announced capital increase in the next few months and if S&P considers that extraordinary government support measures are also unlikely to materialize in a timely manner. The latter could lead S&P to revise its view of the amount of extraordinary government support S&P incorporates in its ratings on Carige. S&P understands that institutions that cannot cover the capital shortfalls identified in the ECB stress test in the defined period of time could receive state aid if it is deemed necessary to preserve the stability of the financial system. S&P could affirm the long-term rating and remove it from CreditWatch if it perceives that Carige will successfully complete its announced capital increase by end of July 2015, thereby mitigating downside pressures to S&P's capital assessment. S&P anticipates that poor asset quality and weak preprovision profitability will limit the benefit Carige gains from its capital-raising exercise. S&P could also affirm the rating if it concludes that Carige is unlikely to complete its recapitalization plan but it receives government support that S&P considers sufficient to ease the pressure on its business and financial risk profiles. BERICA 6: Moody's Cuts Rating on EUR8.565MM Class D Notes to Ca --------------------------------------------------------------- Moody's Investors Service upgraded the ratings of nine notes, kept two of these notes on review for upgrade, confirmed the rating of one note and downgraded the ratings of six notes in six Italian mortgage-backed securities (RMBS) transactions: Sestante Finance S.r.l., Sestante Finance S.r.l. - Series 2004, Sestante Finance S.r.l. - Series 2005, Sestante Finance S.r.l. - Series 2006, Berica 6 Residential MBS S.r.l. and Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1). The rating actions conclude the placement of the ratings on review for upgrade of nine notes initiated on January 23, 2015, following the upgrade of the Italian country ceiling to Aa2 from A2. The rating actions also conclude the placement of the ratings on review for downgrade of seven notes in Berica 6 Residential MBS S.r.l. and Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) following the deterioration in collateral performance. The rating upgrades reflect (1) the upgrade of the Italian local currency country risk ceiling to Aa2 and (2) the updates to Moody's structured finance rating methodologies to incorporate the new Counterparty Risk ("CR") Assessment for banks. The placement on review for upgrade of two notes reflects the rating review actions of banks resulting from Moody's revised bank methodology. The confirmation reflects Moody's view that the available credit enhancement is sufficient to maintain the current rating on the affected note. The downgrades reflects the worse than anticipated performance in the transactions Berica 6 Residential MBS S.r.l. and Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) which has also resulted in an increase of the key collateral assumptions. Reduced country risk: The country ceilings reflect a range of risks that issuers in any jurisdiction are exposed to, including economic, legal and political risks. On 20 January 2015, Moody's announced a six- notch uplift between a government bond rating and its country risk ceiling for Italy. As a result, the maximum achievable rating for structured finance transactions increased to Aa2 (sf) from A2 (sf) for Italy. Counterparty risk exposure and updates to Moody's structure finance rating methodologies: The rating actions took into consideration the notes' exposure to relevant counterparties, such as servicers, account banks or swap providers. Moody's incorporated the updates to its structured finance methodologies in its analysis of the transactions affected by the rating actions (see "Moody's updates several structured finance rating methodologies in light of its new counterparty risk assessment for banks", published on 16 March 2015). Moody's now matches banks' exposure in structured finance transactions to the CR Assessment for commingling risk, and to the bank deposit rating when analyzing set-off risk. Moody's has introduced a recovery rate assumption of 45% for both exposures. Moody's considered how the liquidity available in the transactions and other mitigants support continuity of note payments, in case of servicer default, using the CR Assessment as a reference point for servicers or cash mangers. Moody's also assessed the default probability of each transaction's account bank providers by referencing the bank's deposit rating. Moody's analysis considered the risks of additional losses on the notes if they were to become unhedged following a swap counterparty default by using the CR Assessment as reference point for swap counterparties. In addition Moody's uses internal guidance on the CR Assessments to assess the rating impact on outstanding structured finance transactions. The internal guidance is in line with the guidance published in its updated bank rating methodology and its responses to frequently asked bank methodology-related questions. The placement on review for upgrade of Class A1 and A2 notes in Sestante Finance S.r.l. - Series 2006 reflect the expected improvement in the credit quality of Banca Popolare dell'Emilia Romagna s.c.a.r.l. which acts as the collection account bank in the transaction. Moody's review of global bank ratings will not affect the other ratings reviewed if the final ratings on the banks are in line with Moody's preliminary indications (see "Moody's reviews global bank ratings", published on March 17, 2015). Revision of key collateral assumptions: Moody's has reassessed its lifetime loss expectation, taking into account the transactions' underlying collateral performance to date. The portfolios in Berica 6 Residential MBS S.r.l., Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) and Sestante Finance S.r.l. - Series 2006 show a performance worse than expected, with outstanding defaults that continue to increase. As a result, Moody's has increased its Expected Loss (EL) assumption for Berica 6 Residential MBS S.r.l. to 6.65% from 6.07% over the original pool balance, to 7.90% from 6.72% in Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) and to 11.00% from 10.49% in Sestante Finance S.r.l. - Series 2006. Moody's has also increased the MILAN CE in Berica 6 Residential MBS S.r.l. to 17.0% from 14.7% and in Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) from 12.3% to 18.5%. Moody's quantitative analysis incorporates the ratings' sensitivity to increases in key collateral assumptions. The increases included stresses between 1.25x and 1.50x of the current EL assumption and 1.2x MILAN CE. Moody's sensitivity analysis would typically expect to see the ratings fall by no more than one to three notches using these stressed assumptions. The principal methodology used in these ratings was "Moody's Approach to Rating RMBS Using the MILAN Framework", published in January 2015. Please see the Credit Policy page on www.moodys.com for a copy of this methodology. Factors or circumstances that could lead to an upgrade of these ratings include (1) further decrease in sovereign risk; (2) better-than-expected performance of the underlying collateral; (3) deleveraging of the capital structure; and (4) improvements in the credit quality of the transaction counterparties above the preliminary indication of outcome ratings, after Moody's concluded its review under the bank rating methodology (see "Moody's reviews global bank ratings", published on 17 March 2015). Factors or circumstances that could lead to a downgrade of these ratings include (1) an increase in sovereign risk; (2) worse- than-expected performance of the underlying collateral; (3) deterioration in the notes' available credit enhancement; and (4) deterioration in the credit quality of the transaction counterparties. List of Affected Ratings: Issuer: Berica 6 Residential MBS S.r.l. -- EUR1185 million Class A2 Notes, Confirmed at A3 (sf); previously on Dec 10, 2014 A3 (sf) Placed Under Review for Possible Downgrade -- EUR42.8 million Class B Notes, Downgraded to Ba3 (sf); previously on Dec 10, 2014 Ba2 (sf) Placed Under Review for Possible Downgrade -- EUR28.6 million Class C Notes, Downgraded to Caa3 (sf); previously on Dec 10, 2014 B3 (sf) Placed Under Review for Possible Downgrade -- EUR8.565 million Class D Notes, Downgraded to Ca (sf); previously on Dec 10, 2014 Caa2 (sf) Placed Under Review for Possible Downgrade Issuer: Capital Mortgage S.r.l. (Capital Mortgages Series 2007-1) -- EUR1736 million Class A1 Notes, Downgraded to Baa2 (sf); previously on Jan 23, 2015 Baa1 (sf) Placed Under Review for Possible Downgrade -- EUR644 million Class A2 Notes, Downgraded to Baa2 (sf); previously on Jan 23, 2015 Baa1 (sf) Placed Under Review for Possible Downgrade -- EUR74 million Class B Notes, Downgraded to B3 (sf); previously on Jan 23, 2015 B1 (sf) Placed Under Review for Possible Downgrade Issuer: Sestante Finance S.r.l. -- EUR351.22 million Class A1 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR21 million Class A2 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR17.17 million Class B Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A3 (sf) Placed Under Review for Possible Upgrade -- EUR13.36 million Class C Notes, Upgraded to Baa2 (sf); previously on Jan 23, 2015 Ba3 (sf) Placed Under Review for Possible Upgrade Issuer: Sestante Finance S.r.l. - Series 2004 -- EUR575.3 million Class A Notes, Upgraded to Aa3 (sf); previously on Jan 23, 2015 A3 (sf) Placed Under Review for Possible Upgrade -- EUR34.4 million Class B Notes, Upgraded to Ba1 (sf); previously on Jan 23, 2015 B1 (sf) Placed Under Review for Possible Upgrade Issuer: Sestante Finance S.r.l. - Series 2005 -- EUR791.9 million Class A Notes, Upgraded to A3 (sf); previously on Jan 23, 2015 Baa2 (sf) Placed Under Review for Possible Upgrade Issuer: Sestante Finance S.r.l. - Series 2006 -- EUR342.25 million Class A1 Notes, Upgraded to Ba1 (sf) and Remains On Review for Possible Upgrade; previously on Jan 23, 2015 Ba3 (sf) Placed Under Review for Possible Upgrade -- EUR228.17 million Class A2 Notes, Upgraded to Ba1 (sf) and Remains On Review for Possible Upgrade; previously on Jan 23, 2015 Ba3 (sf) Placed Under Review for Possible Upgrade BPM SECURITISATION 2: Moody's Affirms Ba2 Rating on Cl. C Notes --------------------------------------------------------------- Moody's Investors Service upgraded the ratings of twelve notes and confirmed the rating of one note in five Italian mortgage- backed securities (RMBS) transactions: Argo Mortgage 2 S.r.l., BP Mortgages S.r.l. Series 2007-2, BPM Securitisation 2 Srl, Leone Arancio Finance S.r.l., BSS Securitisation 1 S.r.l. The rating actions conclude the placement of the ratings on review for upgrade of thirteen notes initiated on Jan. 23, 2015, following the upgrade of the Italian country ceiling to Aa2 from A2. The rating upgrades reflect (1) the upgrade of the Italian local currency country risk ceiling to Aa2; and (2) the updates to Moody's structured finance rating methodologies to incorporate the new Counterparty Risk ("CR") Assessment for banks. The confirmation reflects Moody's view that the available credit enhancement is sufficient to maintain the current ratings on the affected notes. 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 Italy. As a result, the maximum achievable rating for structured finance transactions increased to Aa2 (sf) from A2 (sf) for Italy. The rating actions took into consideration the notes' exposure to relevant counterparties, such as servicers, account banks or swap providers. Moody's incorporated the updates to its structured finance methodologies in its analysis of the transactions affected by the rating actions (see "Moody's updates several structured finance rating methodologies in light of its new counterparty risk assessment for banks," published on March 16, 2015. Moody's now matches banks' exposure in structured finance transactions to the CR Assessment for commingling risk, and to the bank deposit rating when analyzing set-off risk. Moody's has introduced a recovery rate assumption of 45% for both exposures. Moody's considered how the liquidity available in the transactions and other mitigants support continuity of note payments, in case of servicer default, using the CR Assessment as a reference point for servicers or cash managers. Moody's also assessed the default probability of each transaction's account bank providers by referencing the bank's deposit rating. Moody's analysis considered the risks of additional losses on the notes if they were to become unhedged following a swap counterparty default by using the CR Assessment as reference point for swap counterparties. In addition, Moody's uses internal guidance on the CR Assessments to assess the rating impact on outstanding structured finance transactions. The internal guidance is in line with the guidance published in its updated bank rating methodology and its responses to frequently asked bank methodology-related questions. The rating review placements of certain banks resulting from Moody's revised bank methodology, will not affect the ratings in these five transactions, if the final ratings on the banks are in line with Moody's preliminary indications. Moody's has reassessed its lifetime loss expectation, taking into account the transactions' underlying collateral performance to date. The portfolios in BPM Securitisation 2 Srl and BP Mortgages S.r.l Series 2007-2 show deteriorating growth rate in defaults. As a result, Moody's increased its Expected Loss (EL) assumption for BPM Securitisation 2 Srl to 1.65% from 1.52% of the original pool balance and, in BP Mortgages S.r.l Series 2007-2, to 5.76% from 5.41%. Moody's has also increased the MILAN CE in BP Mortgages S.r.l Series 2007-2 to 14.25% from 12.5% and in BPM Securitisation 2 Srl, to 11.2% from 10%. The increased EL assumptions resulted in a higher Minimum EL Multiple which corresponds to the MILAN CE floor according to Moody's methodology for rating RMBS transactions using the MILAN framework. Moody's has decreased the MILAN CE in BSS Securitisation 1 S.r.l to 22% from 23.5%, reflecting the stabilization in collateral trends and improving average loan-to-value of the securitized pool. Moody's key collateral assumptions remain unchanged for Argo Mortgage 2 S.r.l and Leone Arancio Finance S.r.l, as the pools' performance remains in line with Moody's assumptions. Moody's quantitative analysis incorporates the ratings' sensitivity to increases in key collateral assumptions. The increases included stresses between 1.25x and 1.50x EL in line with the current EL assumption, and 1.2x MILAN CE. Moody's sensitivity analysis would typically expect to see the ratings fall by no more than one to three notches using these stressed assumptions. The results of this analysis limited the potential upgrade of the ratings on the Class C notes in Argo Mortgage 2 S.r.l., the Class B notes in BPM Securitisation 2 Srl and the Class B notes in BP Mortgages S.r.l. Series 2007-2. The principal methodology used in these ratings was "Moody's Approach to Rating RMBS Using the MILAN Framework," published in January 2015. Factors that would lead to an upgrade or downgrade of the ratings: Factors or circumstances that could lead to an upgrade of the ratings include (1) further decrease in sovereign risk; (2) better-than-expected performance of the underlying collateral; (3) deleveraging of the capital structure; and (4) improvements in the credit quality of the transaction counterparties above the preliminary indication of outcome ratings, after Moody's concluded its review under the bank rating methodology. Factors or circumstances that could lead to a downgrade of the ratings include (1) an increase in sovereign risk; (2) worse- than-expected performance of the underlying collateral; (3) deterioration in the notes' available credit enhancement; and (4) deterioration in the credit quality of the transaction counterparties. Issuer: Argo Mortgage 2 S.r.l. -- EUR808.3 million A Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR26.8 million B Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR29.35 million C Notes, Upgraded to A3 (sf); previously on Jan 23, 2015 Baa2 (sf) Placed Under Review for Possible Upgrade Issuer: BP Mortgages S.r.l. Series 2007-2 -- EUR1382 million A2 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR28.2 million B Notes, Upgraded to A1 (sf); previously on Jan 23, 2015 Baa1 (sf) Placed Under Review for Possible Upgrade -- EUR36.2 million C Notes, Upgraded to Baa1 (sf); previously on Jan 23, 2015 Baa3 (sf) Placed Under Review for Possible Upgrade Issuer: BPM Securitisation 2 Srl -- EUR1574.6 million A2 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR40.3 million B Notes, Upgraded to A2 (sf); previously on Jan 23, 2015 Baa3 (sf) Placed Under Review for Possible Upgrade -- EUR50.4 million C Notes, Confirmed at Ba2 (sf); previously on Jan 23, 2015 Ba2 (sf) Placed Under Review for Possible Upgrade Issuer: BSS Securitisation 1 S.r.l. -- EUR72.6 million A-2 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR40.8 million B Notes, Upgraded to A2 (sf); previously on Jan 23, 2015 Baa2 (sf) Placed Under Review for Possible Upgrade Issuer: Leone Arancio Finance S.r.l. -- EUR2332 million A1 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade -- EUR2176.55 million A2 Notes, Upgraded to Aa2 (sf); previously on Jan 23, 2015 A2 (sf) Placed Under Review for Possible Upgrade ENEL SPA: Moody's Affirms 'Ba1' Subordinated Debt Ratings --------------------------------------------------------- Moody's Investors Service changed to stable from negative the outlook on the Baa2/(P)Baa2 senior unsecured and the Ba1 subordinated debt ratings of Enel S.p.A. following the announcement of the group's 2015-2019 Strategic Plan. The ratings have been affirmed. At the same time, Moody's affirmed the Baa2/(P)Baa2 senior unsecured ratings of guaranteed subsidiaries Enel Investment Holding B.V., Enel Finance International N.V. and the debt it has assumed of Enel Finance International S.A., and the Prime-2 (P-2) short-term rating of Enel Finance International N.V.. Moody's has also affirmed the Baa2/(P)Baa2 ratings of Enel-owned Endesa S.A. and its guaranteed subsidiaries, International Endesa B.V. and Endesa Capital, S.A.; as well as the P-2 ratings of Endesa and International Endesa. The outlook on all these ratings has also been changed to stable from negative. "Our decision to stabilize the outlook on Enel's ratings primarily reflects the group's progress in restoring financial flexibility against the background of some improvement in the macroeconomic and regulatory backdrop in its core European markets of Italy and Spain. It also takes account of the strategic focus of its new plan to direct investment towards non- commodity exposed businesses," says Niel Bisset, a Moody's Senior Vice President and lead analyst for Enel. The rating actions (1) factor in the group's scale and business mix, which should continue to underpin cash flow generation against the background of continuing weakness in power generation markets in Italy and Spain; and (2) take account that the plan provides for, inter alia, higher capital expenditure over 2015-19. Although risks to profitability remain, Moody's estimates that Enel should nevertheless be able to carry out its plan while maintaining a financial profile consistent with guidance for the Baa2 rating. Enel reduced debt levels in 2014 thanks to the monetization of EUR2 billion of regulatory receivables in Spain and asset disposal proceeds net of investments of EUR1.7 billion. In combination with the reclassification of EUR620 million of financial liabilities associated with assets held for sale, these measures more than offset adverse foreign exchange movements, and had the effect of reducing reported net debt to EUR37.4 billion at end-2014, from EUR39.7 billion at end-2013. On a like-for-like basis, recurring EBITDA declined by approximately 2% to EUR15.5 billion. As a result, Moody's estimates that the group's financial flexibility overall improved slightly in 2014 with funds from operations/net debt recovering from 18.6% in 2013, to between 19% and 20%, in line with guidance for the rating. The action also takes account of the slowly improving euro area macro-environment, although this is more pronounced in Iberia (20% of group EBITDA) than Italy (40%). It also recognizes reduced regulatory uncertainty in Enel's two largest markets. In Spain, for example, fiscal and regulatory measures taken in 2012- 14 have almost eliminated the structural imbalance between revenues and costs of the electricity system, and reduced the likelihood of further heavy cuts to utilities' revenues. The group's Baa2 ratings are based on its scale and diversity which is reflected in leading positions across the energy `value chain' in many different markets and geographies. The wide range of businesses helps limit the negative effect on earnings from deterioration in any one business line or region. Earnings volatility is also mitigated by the gradual rise in contribution from regulated or contracted activities, which Moody's estimate accounted for approximately 70% of 2014 EBITDA, and a reducing reliance on commodity-linked earnings which accounted for the balance. Moody's expects that shift in mix to continue gradually over the next few of years, reflecting both the allocation of capital investment, as well as planned disposals. Overall Moody's views the plan as positive for business risk because it continues the group's diversification by geography and into contracted/regulated activities. On the downside, higher capex implies additional uncertainty on execution, and there is the risk that a timing mismatch where minority buy-outs are carried out ahead asset disposals could increase leverage. However, the Baa2 rating factors in Moody's expectation that management will calibrate investment outflows according to disposal realisations, as well as the shift towards more granular investment projects as a risk mitigant. From the financial risk perspective Moody's notes that the group targets EBITDA in the region of EUR15 billion in 2015 and 2016, which is based on (1) improved performance in Latin America and renewables offsetting an expected decline in earnings from Italian generation and electricity distribution; and (2) earnings dilution from planned disposals. The Baa2 rating factors in the risk that EBITDA could fall short of target if, for example, the recovery in Latin America falls short of plan, achieved domestic power prices in Italy are lower than forecast or the regulatory settlement in Italy is more onerous than expected. The stable outlook factors in that although credit metrics could weaken a little in 2015, they should nevertheless remain aligned with guidance for the rating, if at the lower end of the range, before firming again from 2016. Moody's guidance for the Baa2 rating includes funds from operations (FFO)/net debt of around 20% and retained cash flow (RCF)/net debt in the mid-teens, and takes account of the dilutive effect of sizeable minorities in core businesses. The affirmation of Endesa's ratings follows that of its 70.14% ultimate parent, Enel. Its Baa2 ratings are based upon its business and financial profile, as well as its integral position within the broader Enel group. They take account of (1) its position as a leading player in the Iberian market, following the divestment of its Latin American assets, both in terms of reduced scale and narrower geographic diversity; (2) the macroeconomic, political and regulatory challenges for utilities in its core Iberian markets; and (3) the company's high proportion of regulated businesses and strong liquidity position, which provide protection against volatile market conditions. Enel's ratings could be upgraded in the event that macroeconomic and operating conditions were to strengthen more than expected such that profitability and cash flow growth were to result in a sustainable improvement in the group's financial profile as would be reflected in credit metrics including FFO/net debt in the mid- 20s in percentage terms, and RCF/net debt in the high teens. The ratings could be downgraded if recent deleveraging momentum were to be reversed whether because a significant downturn in the company's operating environment and performance, or higher than expected debt-funded investment were to result in a deterioration in the group's financial profile such that FFO/net debt and RCF/net debt weakened to the mid to upper-teens and low double digits in percentage terms respectively. The following ratings were affirmed: Issuer: ENEL S.p.A. -- Issuer Rating, Affirmed Baa2 -- Junior Subordinated Regular Bond/Debenture (Foreign Currency), Affirmed Ba1 -- Junior Subordinated Regular Bond/Debenture (Local Currency), Affirmed Ba1 -- Subordinate Regular Bond/Debenture (Foreign Currency), Affirmed Ba1 -- Subordinate Regular Bond/Debenture (Local Currency), Affirmed Ba1 -- Senior Unsecured Bank Credit Facility (Local Currency), Affirmed Baa2 -- Senior Unsecured Medium-Term Note Program (Local Currency), Affirmed (P)Baa2 -- Senior Unsecured Regular Bond/Debenture (Local Currency), Affirmed Baa2 -- Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 Issuer: ENEL Investment Holding B.V. -- Backed Senior Unsecured Medium-Term Note Program (Local Currency), Affirmed (P)Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Local Currency), Affirmed Baa2 Issuer: ENEL Finance International N.V. -- Backed Senior Unsecured Commercial Paper (Local Currency), Affirmed P-2 -- Backed Senior Unsecured Medium-Term Note Program (Local Currency), Affirmed (P)Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 Issuer: ENEL Finance International S.A.. (assumed by ENEL Finance International N.V.) -- Backed Senior Unsecured Regular Bond/Debenture (Local Currency), Affirmed Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 Issuer: Endesa S.A. -- Short-Term Rating (Foreign Currency), Affirmed P-2 Issuer: Endesa Capital, S.A. -- Backed Senior Unsecured Medium-Term Note Program (Local Currency), Affirmed (P)Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Local Currency), Affirmed Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 Issuer: International Endesa B.V. -- Backed Senior Unsecured Commercial Paper (Foreign Currency), Affirmed P-2 -- Backed Senior Unsecured Regular Bond/Debenture (Local Currency), Affirmed Baa2 -- Backed Senior Unsecured Regular Bond/Debenture (Foreign Currency), Affirmed Baa2 Outlook Actions: Issuer: ENEL S.p.A. -- Outlook, Changed To Stable From Negative Issuer: ENEL Investment Holding B.V. -- Outlook, Changed To Stable From Negative Issuer: ENEL Finance International N.V. -- Outlook, Changed To Stable From Negative Issuer: Endesa Capital, S.A. -- Outlook, Changed To Stable From Negative Issuer: International Endesa B.V. -- Outlook, Changed To Stable From Negative The methodologies used in these ratings were Unregulated Utilities and Unregulated Power Companies published in October 2014, and Government-Related Issuers published in October 2014. Headquartered in Rome, Italy, Enel SpA is one of the world's leading energy providers. It reported group turnover of EUR75.8 billion and EBITDA of EUR15.8 billion in 2014. Headquartered in Madrid, Spain, is the 70.14%-owned Spanish electric and gas subsidiary of Enel. It reported group turnover of EUR21.5 billion and EBITDA of EUR3.1 billion in 2014. ===================== N E T H E R L A N D S ===================== OSX BRASIL: OSX 3 Unit Fails to Repay US$560.1-Mil. Debt -------------------------------------------------------- Luciana Bruno at Reuters reports that Brazil's bankrupt ship-leasing company OSX Brasil SA said on March 18 it had been notified by Nordic Trustee that its subsidiary OSX 3 had failed to pay a debt of US$560.1 million on time. Nordic Trustee works on behalf of OSX creditors to make sure corporate debts are honored, Reuters discloses. Creditors approved OSX's bankruptcy plan in December, Reuters recounts. OSX-3 is a floating production, storage and offloading ship (FPSO) that Brazilian oil company Oleo e Gas uses to manage production at its Tubarao Martelo oil field northeast of Rio de Janeiro in the offshore Campos Basin. Oleo e Gas depends on Tubarao Martelo to keep the company's plans for production alive after filing the biggest bankruptcy protection petition in Latin American history in October 2013, Reuters notes. Oleo e Gas said on March 16 it had suspended payments for OSX-3 for six months because it had failed to come to an agreement with OSX over future payments to use the vessel, Reuters relays. OSX, as cited by Reuters, said in a March 18 filing it was considering what options to take in light of the notification and would take appropriate measures to protect its rights. About OSX3 Leasing OSX3 Leasing B.V. engages in engineering, construction, installation and commissioning of Floating Production Storage and Offloading Units. The company serves offshore petroleum exploration and production companies. The company is based in the Netherlands. OSX3 Leasing B.V. operates as a subsidiary of OSX Brasil S.A. About OSX Brasil Brazilian shipbuilding firm OSX Brasil SA, controlled by businessman Eike Batista, filed for protection from creditors on November 2013 on liabilities of BRL5.34 billion (US$2.30 billion). OSX Brasil filed for bankruptcy -- called "judicial recovery" in Brazil -- after Oleo e Gas Participacoes SA, formerly known as OGX Petroleo e Gas Participacoes, filed for bankruptcy on Oct. 30, 2013. OSX had outstanding debts of around US$2.2 billion as of June 30, 2013, including dollar-and real-denominated loans and bonds held by a mix of banks, investors and government institutions, such as Brazil's Merchant Marine Fund, according to The Wall Street Journal. The move on Nov. 11 at a Rio de Janeiro court follows a default and bankruptcy filing the prior month for Mr. Batista's flagship oil firm OGX Petroleo e Gas Participacoes SA, n/k/a Oleo e Gas, according to the WSJ report. The firm went public in 2008 for US$4.1 billion but failed to produce nearly any of the up to 10.8 billion barrels it claimed to have. STORM 2015-I: Fitch Rates Class E Floating-Rate Notes 'BBsf' ------------------------------------------------------------ Fitch Ratings has assigned Storm 2015-I B.V.'s notes final ratings, as follows: -- EUR1,900 million Class A floating-rate notes: 'AAAsf'; Outlook Stable -- EUR46 million Class B floating-rate notes: 'AAsf'; Outlook Stable -- EUR38 million Class C floating-rate notes: 'A-sf'; Outlook Stable -- EUR38 million Class D floating-rate notes: 'BBsf'; Outlook Stable -- EUR20.2 million Class E floating-rate notes: 'BBsf'; Outlook Stable This transaction is a true sale securitization of Dutch prime residential mortgage loans, originated and sold by Obvion N.V. (not rated). Since May 2012, Obvion has been 100% owned by Rabobank Group and has an established track record as a mortgage lender and issuer of securitizations in the Netherlands. The ratings address timely payment of interest, including the step-up margin accruing from the payment date falling in June 2021, and full repayment of principal by legal final maturity in accordance with the transaction documents. KEY RATING DRIVERS Concentrated Counterparty Exposure This transaction relies strongly on the creditworthiness of Rabobank, which fulfils a number of roles, including collection account provider, issuer account provider, cash advance facility provider and commingling guarantor. In addition, it acts as back- up swap counterparty. NHG Loans The portfolio comprises 29.2% of loans that benefit from the national mortgage guarantee scheme (Nationale Hypotheek Garantie or NHG). No reduction in foreclosure frequency for the NHG loans was applied, since historic data provided did not show a clear pattern of lower defaults for NHG loans. Fitch was also provided with data on historical claims, which enabled the agency to determine a compliance ratio assumption. In the absence of credit to the NHG guarantee, the ratings on the class A notes remain unchanged. Market Average Portfolio This is a 71-month seasoned portfolio consisting of prime residential mortgage loans, with a weighted average (WA) original loan-to-market-value (OLTMV) of 89.1% and a WA debt-to-income ratio (DTI) of 28.9%, both of which are typical for Fitch-rated Dutch RMBS transactions and in line with previous STORM transactions. The purchase of further advances into the pool is allowed after closing, subject to certain conditions. Robust Performance Past performance of transactions in the STORM series, as well as data received on Obvion's loan book, indicate solid historical performance in terms of low arrears and losses. Since September 2011, loans 90+ days in arrears on Obvion's mortgage book have increased to 0.6% at December 2014 from 0.3%. While relatively high compared with historical levels, in absolute terms arrears levels remain low. Unchanged Structure The transaction structure involving separate waterfalls, cash advance facility, a reserve fund, a margin-guaranteed total return swap is unchanged from previous Fitch-rated STORM transactions. RATING SENSITIVITIES Unexpected increases in the default rate and loss severity on defaulted loans could produce loss levels higher than Fitch's assumptions and could result in negative rating actions on the rated notes. Fitch evaluated the sensitivity of the ratings to increased credit losses over the life of the transaction. In particular, Fitch's analysis found that an increase of 30% of the default probabilities assigned to the underlying obligors could result in a downgrade of one notch for the class A notes, two notches for the all other classes of notes. A decrease of 30% of the assumed recovery rates could result in a downgrade of two notches for the class A notes, four notches for the class B and C notes, while class D and E notes would not be rated. Key Rating Drivers and Rating Sensitivities are further described in the new issue report, available at www.fitchratings.com or by clicking on the link above. =========== R U S S I A =========== UTAIR: Moscow Court Upholds Alfa Bank's US$22.3-Mil. Claim ---------------------------------------------------------- RosBusinessConsulting, citing TASS, reports that the Moscow Arbitration Court upheld Alfa Bank's claim on March 26 and ordered UTair airline to pay US$22.3 million. "The decision has not taken effect yet and may be appealed to a higher court," RBC quotes a court's representative as saying. On March 17, the Moscow Arbitration Court upheld another Alfa Bank's claim to recover the debt of US$11.7 million from UTair, including US$304,600 of penalty, RBC recounts. The judgment was imposed despite the airline's request to postpone the court session due to negotiations concerning out-of- court settlement between litigants, RBC notes. On March 12, Alfa Bank filed a law suit seeking the bankruptcy of UTair, whose loan debt to the bank amounted to US$8.75 million, RBC relays. The claimant insisted on the monitoring procedure implementation for UTair, RBC states. In the latter half of 2014, due to reduced air travel demand and the ruble devaluation UTair was in dire financial straits, RBC recounts. Its debt, including aircraft leases, reached RUB167 billion (US$2.9 billion) by mid-December, which included the bank debt of RUB63.6 billion (US$1.1 billion), leasing company debt of RUB85.2 billion (US$1.48 billion), and bond debt of about RUB16 billion (US$278.8 million), RBC discloses. According to RBC, UTair was also purporting to seek government guarantees for debt restructuring. In February, the government entered the airline into the strategic companies' registry, RBC relays. Moreover, UTair CEO Andrei Martirosov announced that the company was preparing documents for governmental guarantees on loans of RUB10 billion (US$74 million) and more. In recent months, the air carrier has been pressured by creditors, RBC relates. The most pressing of them is Alfa Bank, which has already seized UTair's property, RBC notes. UTair Aviation is an airline with its head office at Khanty- Mansiysk Airport in Russia. It operates scheduled domestic and some international passenger services, scheduled helicopter services (e.g. from Surgut) plus extensive charter flights with fixed-wing aircraft and helicopters in support of the oil and gas industry across Western Siberia. ============================= S L O V A K R E P U B L I C ============================= VAHOSTAV-SK: Opposition Files Complaint Over Restructuring ---------------------------------------------------------- The Slovak Spectator reports that opposition MPs Igor Matovic, Daniel Lipsic and Lubomir Galko have filed a criminal complaint against an unknown perpetrator concerning the restructuring of Vahostav-SK. According to The Slovak Spectator, the MPs said at a press conference on March 25 Vahostav's statutory body committed several crimes, including deliberate bankruptcy, damaging creditors, thwarting bankruptcy and settlement proceedings, preferential treatment of creditors and fraud. Mr. Matovic said there is a suspicion that a huge fraud has been committed involving EUR100 million -- which equals the amount that will not be paid to creditors due to the company's restructuring, The Slovak Spectator relays. A company that is aware that it is unable to pay its liabilities cannot choose which creditors will see their claims settled, The Slovak Spectator notes. "We've got information that Vahostav's management has been selecting claims that will be settled and those that won't. The worst card has ended up in the hands of small entrepreneurs," The Slovak Spectator quotes Mr. Matovic as saying. Separately, the Christian Democratic Movement have also announced that they are filing a complaint with the General Prosecutor's Office concerning alleged damaging of creditors, The Slovak Spectator relates. According to The Slovak Spectator, Vahostav is planning to pay 15% of the money it owes to fellow construction companies and self-employed individuals, which would amount to some EUR15.7 million. Meanwhile, secured creditors, notably banks, should see their claims settled in full, The Slovak Spectator states. In total, Vahostav is set to clear 32.3% of its outstanding debt, or EUR43.9 million, as part of its restructuring, The Slovak Spectator discloses. The firm's total debt stands at over EUR136 million, The Slovak Spectator says. It is envisaged that Vahostav will begin to pay off its debt next year, according to The Slovak Spectator. The opposition claims that the restructuring of the construction company which has won several state commissions appears to have been deliberate in order to allow it to avoid paying its debts vis-a-vis small firms and self-employed individuals, Vahostav-SK relates. Vahostav-SK is a Slovak construction company. ========= S P A I N ========= AVANZA SPAIN: Moody's Reviews 'B3' CFR for Downgrade ---------------------------------------------------- Moody's Investors Service placed Avanza Spain S.A.U.'s B3 corporate family rating and B2-PD probability of default rating on review for downgrade. Concurrently, Moody's has placed on review for downgrade the B2 rating of Avanza's EUR315 million of senior secured fixed rate bonds due 2018 issued by AG Spring Finance Limited (Senior Secured Notes), and the Caa1 rating of its EUR175 million of senior unsecured fixed rate bonds due 2019 issued by AG Spring Finance II Limited (Senior Notes, and together with the Senior Secured Notes, the Notes). Avanza is the ultimate holding company of the subsidiary guarantors to the group's senior credit facilities. The rating review reflects the risks associated with Avanza's tender offer and consent solicitation exercise launched on March 19, 2015. The Offer sets out Avanza's proposal to purchase 100% of its outstanding Notes and remove substantially all of the existing covenants from the financing. Avanza intends to use the proceeds received from a new loan to fund the purchase of the Notes. The new loan is expected to have a shorter maturity than the outstanding Notes. If Avanza receives majority consent, this would be credit negative for any non- consenting noteholders as the outstanding Notes would no longer benefit from protective covenants under the financing, and the maturity date of the new loan could have a shorter maturity than the Notes. The position of the holders of the Senior Secured Notes and the Senior Notes who do not consent could be further weakened if 90% of the respective outstanding noteholders consent, allowing Avanza to release the associated loan guarantees and collateral. The review will focus on any changes in the terms of the outstanding noteholders' obligations relative to their current position, including changes in the subordination arrangements and the protective covenants as a result of the Offer. Moody's will also look at the impact on Avanza's credit profile of the terms and conditions of the new loan. The ratings could be confirmed if the Offer is not executed by Avanza and there is no change in the existing terms and conditions of the Notes. Moody's would likely downgrade the ratings on the Notes, potentially by more than one notch, if there remain Notes outstanding after execution of the Offer. The extent of any downgrade would depend on the terms and conditions of the new loan and its impact on the position of the remaining Notes in the capital structure. The principal methodology used in these ratings was Global Surface Transportation and Logistics Companies published in April 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 Madrid, Avanza is a leading provider of bus transportation services in Spain, and is wholly owned by Grupo ADO, the second largest bus company in Mexico with a fleet of over 6,000 buses. Avanza has four principal lines of business: urban, suburban and long-distance bus services, and bus terminals, representing 40%, 44%, 11% and 5% of revenue in 2013, respectively. Avanza is the largest privately owned bus transportation operator in the urban and suburban bus transportation markets in Spain and the second largest long- distance bus transportation operator in Spain, in each case in terms of fleet. ============= U K R A I N E ============= DTEK ENERGY: Moody's Lowers CFR to 'Ca', Outlook Negative --------------------------------------------------------- Moody's Investors Service downgraded to Ca from Caa3 the corporate family rating and to Ca-PD from Caa3-PD the probability of default rating of DTEK ENERGY B.V. Moody's has also downgraded to Ca from Caa3 the senior unsecured bond ratings of DTEK Finance B.V. and DTEK Finance Plc, fully owned finance subsidiaries of DTEK. The outlook on all ratings remains negative. The rating action reflects Moody's view that DTEK's default is likely, given its stressed liquidity position. The rating action follows Moody's decision, on March 24, 2015, to (1) downgrade the Government of Ukraine's sovereign (government bond) rating to Ca from Caa3 with a negative outlook, and (2) lower the country's foreign-currency bond country ceiling to Caa3 from Caa2. For additional information on sovereign ratings. The downgrade of DTEK's ratings reflects Moody's expectation that, on the back of the operating environment and closed capital markets in Ukraine, DTEK's stressed liquidity position will persist over the next 12 months and the company will have to restructure the majority of its debt. The Ca ratings factor in the likelihood of substantial loss that may be incurred by the company's creditors as a result of a debt restructuring. An exchange offer announced by DTEK on March 23, 2015 for the USD200 million Notes due April 28, 2015 is a step towards the restructuring. Moody's will very likely see this transaction upon completion as a distressed exchange and hence a default. DTEK's liquidity position is stressed owing to the company's exposure to Ukraine's weak operating environment and the high foreign currency risk. Given the currency mismatch between its foreign-currency denominated debt and limited export revenues (just around 10% of total revenue), the company breached its financial covenants on a number of credit facilities as at end- December 2014 on the back of the significant local currency depreciation. A number of creditors provided waivers to the breach of covenants. Waivers from others have yet to be obtained; creditors under such facilities are entitled to accelerate all amounts outstanding, but so far none have. Consequently, borrowings of UAH16.1 billion were reclassified from non-current to current liabilities, with reported short-term financial debt obligations of UAH32.6 billion far exceeding unrestricted cash reserves of UAH5.4 billion as at end-December 2014. The currency mismatch between cash reserves and debts increases the risk of cash insufficiency given the risk of further local currency devaluation. DTEK remains dependent on access to external funding, which is not available, given continuing political instability and geopolitical tensions. However, Moody's understand that the company is in contact with foreign banks to negotiate new long- term facilities. The company's ratings continue to be constrained by the fact that DTEK's capacity to service its foreign currency debt is subject to any actions that may be taken by the Ukrainian government to preserve the country's foreign-exchange reserves and earnings. On the positive side, DTEK's ownership of a large, vertically integrated utility group that is not overleveraged compared to its utility peers provides some support to the value of the company. The outlook on the ratings is negative, which reflects (1) DTEK's stressed liquidity and the likelihood of default and substantial loss for the company's creditors; (2) the pressures of the weak economic environment reflected in Ukraine's sovereign rating of Ca with a negative outlook and the consequent risk of a downgrade of the foreign-currency bond country ceiling. Given the negative outlook, Moody's does not expect upward pressure on DTEK's ratings until the company manages to improve its liquidity position so that it is able to meet debt payments on a timely basis. At the same time, Moody's notes that, as DTEK's integrated electric utility business is focused on Ukraine, the company's ratings remain dependent on further developments at the sovereign level. Conversely, downward pressure could be exerted on DTEK's ratings if DTEK fails to improve its liquidity or if there is a downgrade of Ukraine's sovereign rating and/or lowering of the foreign- currency bond country ceiling. The principal methodology used in these ratings was Unregulated Utilities and Unregulated Power Companies published in October 2014. Other methodologies used include Loss Given Default for Speculative-Grade Non-Financial Companies in the U.S., Canada and EMEA published in June 2009. Headquartered in Kyiv, DTEK ENERGY B.V. (previously DTEK Holdings B.V. before completion of restructuring and name change on Sep. 22, 2014) is one of the major energy companies in Ukraine and part of a financial and industrial group System Capital Management (SCM). DTEK generated revenue of UAH93.0 billion, or US$7.8 billion, including heat tariff compensation, in 2014. =========================== U N I T E D K I N G D O M =========================== AA BOND: S&P Gives Prelim. BB- Rating on GBP735MM Class B2 Notes ---------------------------------------------------------------- Standard & Poor's Ratings Services assigned its preliminary 'BB- (sf)' credit rating to AA Bond Co. Ltd.'s GBP735 million fixed-rate secured class B2 notes. The transaction is a corporate securitization of the operating business of the Automobile Association group (the AA group). The AA group operates a roadside assistance service in the U.K. and Ireland, and also provides complementary services such as insurance, driving services, and home emergency response. Breakdown services are provided either through a membership model or as part of a business service agreement, whereby the services are provided to the underlying customer base of the AA group's corporate clients. Business customers typically include fleet operators and motor manufacturers. The AA group is also a U.K. personal lines insurance broker, particularly for motor and home insurance. AA Bond Co.'s issuance of its class B2 notes forms part of a two- stage redemption of its existing class B notes. This will occur as: -- Firstly, on the class B2 notes' issue date, the issuer will retain the notes' gross proceeds in an escrow account. In addition, as a condition for the issuance of the notes, the borrower, AA Senior Co. Ltd. (AA) will deposit in the escrow account additional cash so that the class B2 notes' principal and interest are fully cash collateralized. At this point, the class B2 notes have exclusive security over the escrow account only. Secondly, on or around the class B2 notes' closing date -- July 31, 2015 -- the escrow cash is released to the issuer to advance a new B2 secured issuer-borrower loan to the AA. The AA, in turn, applies the proceeds from the loan to fully repay the existing class B loan plus accrued interest and applicable premium, with the issuer correspondingly redeeming the class B notes. From this point, the class B2 notes' security package changes from the escrow cash to the operating assets of the AA, granted under the issuer deed of charge. In addition, the class B2 notes will have indirect benefit over all the shares in AA Intermediate Co Ltd. (the topmost entity in the securitization group) held by Topco (outside the corporate securitization). If the conditions for releasing the escrow cash for the above are not met, the cash will be applied instead to fully redeem the class B2 notes together with accrued interest, and the existing class B notes will remain outstanding. From the closing date, the class B2 notes will rank pari passu with any further class B notes issued and will be subordinated to class A-level debt (including the class A1, A2, A3, A4 notes and senior bank facilities). The class B2 notes' source of payment is interest and principal received under the B2 loan, which has a bullet structure and is due in 2022. If not repaid at maturity, the loan continues to accrue interest with both interest and principal due, but is only payable if the class A notes' restricted payment conditions permit. An example of this would be the blocking of payments to the B2 loan if the A1 level-debt fails to refinance in 2018. The class B2 notes are structured as a bullet note due in 2043 but with interest and principal due and payable to the extent received under the B2 loan. Therefore, if the B2 loan is repaid upon maturity, the class B2 notes will also be redeemed in 2022. S&P's analysis focuses on scenarios in which the loans underlying the transaction are not refinanced at their maturities. S&P therefore considers the class B2 notes as accruing interest after the earliest failure to refinance the class A-level debt and receiving no further payments until all of the class A-level debt is fully repaid (in accordance with the restricted payment provisions). The class B2 notes do not benefit from a liquidity facility. However, S&P considers that the notes' deferrable nature represents an acceptable mitigant to the risk of non-payment prior to note maturity. The class B2 notes have a number of features that improve credit quality compared with the notes they are refinancing: -- Issuer requirement to pay the class B2 notes' interest and principal only to the extent received under the B2 loan. This removes potential note events of default on redemption of the senior debt, providing a longer tail period to fully repay accrued interest and principal. The borrower general covenants, which are related to the control of assets and liabilities, can survive the redemption of the class A- level debt. This extends the covenants that are in place while the class A-level debt is outstanding to the transaction's full life. Improved expected pricing, which reduces the amount of interest up to expected maturity. However, the class B2 notes have these key weaknesses compared with the class A notes and other corporate securitizations that S&P rates through the borrower's insolvency: -- The obligor documentation permits further debt without necessarily preserving, in S&P's view, the class B2 notes' access to cash flows. This reduces the extent to which S&P can rely on long-dated cash flows for the purpose of assessing the credit quality of the class B2 notes as per S&P's corporate securitization methodology. S&P's assessment of the business risk profile of the borrower and its operating subsidiaries is 'Satisfactory'. This reflects the borrowing group's leading position in the U.K. roadside assistance market, strong brand recognition, high member retention rates, resilience to macroeconomic cycles, and above- average profitability. The borrowing group's limited geographic diversification offsets these factors to an extent. S&P's corporate securitization methodology typically considers only cash flows generated by the secured assets commensurate with the business risk profile, and therefore does not assume external funds to be available to make repayments. S&P's cash flow analysis therefore relies on the documented deferral, cash trap, and sweep mechanisms for repayment. As such, the entire cash flow generated by the securitization is used to repay the loans and notes in the capital structure, rather than for purposes benefitting the equity holders. However, to the extent that cash can be diverted for other uses or access to the cash flow can change, S&P takes this into consideration when determining the amount of cash available for debt service. According to S&P's analysis, the documented tests in place regarding the incurrence of further debt are not sufficiently prescriptive to forecast the impact of the evolving capital structure on the cash flows available to the class B2 notes. S&P is therefore able to place significantly less reliance on long term cash flow analysis for the class B2 notes. As a result, S&P's rating on the class B2 notes is limited by the borrowing group's creditworthiness. S&P has therefore assigned its 'BB- (sf)' rating to the class B2 notes. At the same time as refinancing the existing class B notes, S&P understands that part of the existing bank debt will be prepaid from general corporate cash. The terms of the partial bank repayment are such that -- while S&P recognizes the commitment of the AA to make the payment -- S&P has also considered scenarios in which the payment is not made. S&P understands that failure to make the payment would be equivalent to a loan event of default and result in the early instigation of debt repayment via a cash sweep. In light of this, whether the bank debt is repaid as intended or not, is not material to S&P's analysis. S&P will therefore only take into account the reduced debt in its base case scenario when the partial prepayment of the existing bank debt is executed. As part of the broader refinancing scenario outlined above, S&P has provided confirmation that its ratings on the outstanding class A notes would not be negatively impacted if executed as presented to S&P by the AA. The transaction blends a corporate securitization of the operating business of the AA group with a subordinated high-yield issuance. BRIGHTHOUSE GROUP: S&P Revises Outlook to Stable & Affirms B- CCR ----------------------------------------------------------------- Standard & Poor's Ratings Services revised its outlook on U.K.- based rent-to-own retailer BrightHouse Group Ltd. to stable from positive, and affirmed its 'B-' long-term corporate credit rating on the company. At the same time, S&P affirmed its 'B-' issue rating on BrightHouse's GBP220 million senior secured notes. The recovery rating on these notes is '3', indicating S&P's expectation of meaningful (50%-70%; lower half of the range) recovery prospects in the event of a payment default. The outlook revision reflects S&P's view that the risk of tightening regulations has increased and might put more pressure on the company's business model. Like all consumer-credit companies in the U.K., BrightHouse will need to apply for full permission authorization from the Financial Conduct Authority (FCA) in the period from April 2015 to June 2015, in order to continue its operations. If the company doesn't obtain full permission it will not be able to continue operations after April 2016, when its interim permission expires. At the same time, it is possible that the FCA will likely increase compliance and reporting requirements on companies operating in the rent-to-own industry. Although S&P expects that BrightHouse as the resources to adjust to new standards as they arise, more generally, it is possible that a material change in regulations could potentially put pressure on its business model. The stable outlook reflects S&P's view that new store openings will support growth of the group's EBITDA, despite the tough retail operating environment in the U.K. The stable outlook also assumes that notwithstanding regulatory risks, the group's core operations will not likely be materially impacted. S&P also factors in that the group will be able to maintain "adequate" liquidity, with sufficient cash on hand to finance new store openings and more than 15% headroom under its covenant. S&P could lower the rating if it saw regulatory changes that limit BrightHouse's ability to operate with its current business model or that have a significant negative impact on its operating performance or margins. S&P could also take a negative rating action if despite high capital expenditure, the company's growth plan does not materialize, which would cause the headroom under the covenant to decline to less than 15%. A mismanagement of working capital or a higher rise in capital expenditure than S&P currently anticipates, leading to substantially negative reported free operating cash flow (FOCF), could also trigger a negative rating action. S&P could raise the rating if it believed that regulatory risks had diminished significantly. Rating upside could also arise if S&P's adjusted debt-to-EBITDA ratio for the group fell to less than 5x on a sustainable basis and if FOCF generation improved significantly, owing to sustained positive business growth trends, and an ensuing improvement in adjusted EBITDA over time. CELESTE MORTGAGE 2015-1: S&P Assigns B Rating to Class F Notes -------------------------------------------------------------- Standard & Poor's Ratings Services assigned its credit ratings to Celeste Mortgage Funding 2015-1 PLC's class A, B, C, D, E, and F notes. At closing, Celeste Mortgage Funding 2015-1 also issued unrated notes. At closing, the issuer purchased the beneficial interest in a portfolio of U.K. residential mortgages from the beneficial title seller (Basinghall Mortgage Finance No.1 Ltd.), using the proceeds from the issuance of the rated and unrated notes. The proceeds were also used to fund a credit reserve fund. The GBP254.67 million pool (as of Dec. 31, 2014) comprises first- lien U.K. buy-to-let residential mortgages owned by Basinghall Mortgage Finance No.1. The originators are Basinghall Finance Ltd. (96.3%) and GMAC RFC Ltd. (3.7%). The collateral pool comprises first-lien U.K. buy-to-let residential mortgage loans, 1.86% of which have previous county court judgments (CCJ). The portfolio's weighted-average current loan-to-value (LTV) ratio is 77.68% (according to our methodology, which includes haircuts to valuations when the valuation method was not a full surveyor valuation). The class A to F notes' interest rate is equal to three-month British pound sterling LIBOR plus a class-specific margin. As the notes' interest is based on an index of three-month sterling LIBOR, there is a basis risk mismatch. This is because the underlying collateral contains loans that are linked to the seller's standard variable rate, the Bank of England Base Rate (BBR), or three-month sterling LIBOR (that resets at a different reset date to the notes). As a result, S&P stresses the historical difference between the index paid on the assets and the liabilities. S&P's analysis then uses the percentiles of the resulting distribution according to table 20 of its U.K. residential mortgage-backed securities (RMBS) criteria. This transaction does not benefit from a swap to hedge interest rate or basis risk. The issuer pays interest according to the interest payment priority. Under the transaction documentation, interest payments on all classes of notes (excluding the senior class of notes), can be deferred if the issuer has insufficient funds. Consequently, any interest deferral would not constitute an event of default. However, S&P's ratings address the timely interest and ultimate principal payments on the notes. While all classes of notes were able to pass S&P's cash flow stresses under these assumptions, if a class of notes were to defer interest, S&P would lower its rating on that class of notes to 'D (sf)'. S&P's ratings reflect its assessment of the transaction's payment structure, cash flow mechanics, and the results of our cash flow analysis to assess whether the notes would be repaid under stress test scenarios. Subordination and the credit reserve fund available amount provide credit enhancement to the notes. Taking these factors into account, S&P considers the available credit enhancement for the notes to be commensurate with the assigned ratings. RATINGS LIST Celeste Mortgage Funding 2015-1 PLC GBP258.157 Residential Mortgage-Backed Floating-Rate Notes Class Rating Amount (mil. GBP) A AAA (sf) 161.905 B AA (sf) 29.275 C A (sf) 23.929 D BBB (sf) 10.692 E BB (sf) 9.164 F B (sf) 3.819 G NR 6.364 H NR 9.419 Subordinated notes NR 3.590 NR--Not rated. GALA ELECTRIC: Moody's Raises CFR to 'B2', Outlook Stable --------------------------------------------------------- Moody's Investors Service upgraded Gala Electric Casinos Plc's corporate family rating to B2 from B3, and the probability of default rating to B2-PD from B3-PD. Concurrently, the rating agency upgraded the rating of the GBP275 million senior notes due 2019 to Caa1 from Caa2 and the rating of the GBP350 million senior secured notes due 2018 (GBP315 million outstanding) issued by Gala Group Finance Plc to B1 from B2. The outlook on all ratings is stable. The upgrade of Gala's CFR to B2 largely reflects the sound operating performance recorded in financial year 2014 and throughout the first quarter 2015, combined with several debt prepayments from asset divestitures. The upgrade also reflects Moody's expectation that the company will be able to manage its regulatory and tax exposure owing mainly to continued growth in the online division and adequate cost control. The action positively views the voluntary liquidation of the Propco entity after the sale of the entire property portfolio. Despite slightly negative like-for-like performance at Coral Retail, FY2014 reported revenues and EBITDA (pro forma for the divestiture of the casino division) both increased by approximately 14%, owing to the positive growth trajectory of the online division, roll out of new licenses for Eurobet Italy and stabilization of Gala Retail. The first quarter of 2015 confirmed this trend. During this period, Gala prepaid GBP35 million of its senior secured notes due in 2018. Gala also prepaid a large portion of the PropCo debt with the proceeds from the sale of properties owned by Propco, in a creditor voluntary liquidation (CVL) since March 2015. All these events led to a decrease in Moody's-adjusted leverage to 5.9x from 7.7x at the end of FY2013 (including the ring-fenced Propco debt), an increase in the EBIT to interest expense ratio to 1.2x from 0.9x and improved free cash flow generation. Gala will face several difficulties in the UK and to a lesser extent in Italy, dictated by new regulatory measures introduced by the Department of Culture, Media and Sport (DCMS) and the ABB Code, the point of consumption tax and the increase in taxation for gaming machines. However, Moody's expects that Gala will be able to mitigate the negative effect of the anticipated regulatory and fiscal headwinds via organic growth (mainly online) and cost saving initiatives stabilizing its adjusted leverage ratio in the region of 6x. Moody's considers Gala's near-term liquidity position to be good, underpinned by cash reserves of GBP177.5 million as of Jan. 17, 2015 and GBP65.5 million available under its revolving credit facility. Moody's expects that the company's cash reserves will increase by the end of the year given the seasonality of its cash flows, with working capital requirements generally peaking in the first three quarters of the year before reversing in the fourth quarter. The stable outlook reflects Moody's expectation that the company will be able to mitigate the impact of the new regulation and taxation in the countries it operates. It also incorporates an assumption that the company preserves a satisfactory liquidity profile at all times, and that there will be no further materially adverse regulations and/or taxation changes or releveraging M&A activities. The company is currently weakly positioned in the B2 category. Positive pressure on the ratings could arise if the company materially improves its operating performance, with adjusted leverage falling below 5.0x and meaningful positive free cash flow. Any potential upgrade would also include an assessment of the regulatory and tax environment. Negative pressure could materialize if Moody's adjusted leverage were to rise above 6.0x on a sustainable basis, or if the company's EBIT/interest coverage ratio were to decline below 1x. The rating could also come under pressure if criteria set for the stable outlook were not met. The principal methodology used in these ratings was Global Gaming rating methodology published in June 2014. Other methodologies used include Loss Given Default for Speculative-Grade Non- Financial Companies in the U.S., Canada and EMEA published in June 2009. Gala Electric Casinos Plc has its registered office in Nottingham, England. Through its subsidiaries it owns and operates a diversified gaming company (revenues from continuing operations of GBP1.26 billion for the last 12 month ending 17 January 2015), with business activities mainly in the UK. Following the closing of a restructuring in June 2010, funds managed by the principal investors (Apollo Global Management, Cerberus Capital Management, Park Square Capital and Anchorage Capital Partners) indirectly hold a majority in Gala shares. PENDRAGON PLC: Moody's Lifts CFR to Ba2; Outlook Stable ------------------------------------------------------- Moody's Investors Service upgraded the corporate family rating of Pendragon PLC to Ba3 from B1 and its probability of default rating to Ba3-PD from B1-PD. At the same time, Moody's has upgraded the rating on the company's GBP175 million notes to Ba3 (LGD3) from B1 (LGD3). The outlook on the ratings is stable. "We are upgrading Pendragon's ratings to Ba3 because of its strong operating performance, which has resulted in improvements to the company's quantitative credit profile, and the favorable industry dynamics which support ongoing revenue and profit growth and stable credit metrics over the next 12-18 months," says David Beadle, a Moody's Vice President - Senior Analyst and lead analyst for Pendragon. Moody's calculates that Pendragon's gross adjusted leverage has fallen to 4.7x for the fiscal year 2014 ended 31 December, and its interest coverage (as measured by EBITA/Interest) has improved to 2.7x. Pendragon's Ba3 rating recognizes (1) the cyclical nature of new and used car sales (representing 57% of the company's reported underlying gross profit in fiscal 2014); (2) the linkage between new car sales and the aftersales segment, the key profit generator for the company; and (3) the company's principal focus on the UK market, which leaves it exposed to economic conditions in the country. However, these factors are partially offset by stable used car volumes and three years of strong growth in new car registrations which will mechanically lead to increases in the up to six year old car parc going forward, the company's strategic initiatives to increase the reach of after-sales and used sales to older cars, as well as its leading market position in the very fragmented UK auto retailing market. In addition, the rating incorporates the company's favorable brand mix, with its key premium and volume-led brands (Stratstone and Evans Halshaw, respectively) which consistently generate similar reported underlying operating profits. The rating is also supported by the company's ongoing commitment to balanced financial policies and to not exceed a reported net leverage range of 1.0x-1.5x, which it is currently below. On March 25, 2015 Pendragon announced that is has agreed to acquire the trade and certain assets of a Lexus dealership located in Glendale, California, USA. Total consideration is estimated at USD 48.5 million (GBP32.5 million) and will be settled in cash on completion from Pendragon's existing resources, subject to completion accounts and receipt of manufacturer agreements. In the context of the group's overall scale this is a minor acquisition and is in line with management's strategy of selectively adding marques and outlets which can leverage existing operations. As such, Moody's consider the transaction credit neutral, particularly bearing in mind that earlier in 2015, Pendragon received GBP24.0 million in respect of its disposal of its investment in King Arthur Properties. Taking account of the two transactions net reported debt increases only modestly while (reported and adjusted) gross debt is unchanged. Moody's consider Pendragon's liquidity profile to be adequate. The company's cash and cash equivalents amounted to GBP91.4 million as of 31 December 2014, compared to GBP58.4 million a year earlier. Moody's expect that Pendragon will continue to have sufficient availability under its committed revolving credit facility maturing in 2017 notwithstanding the scheduled step- downs in availability from GBP 125 million currently to GBP105 million and GBP 88.75 million in December 2015 and 2016 respectively. The stable outlook on the rating reflects our belief that the industry outlook and dynamics -- particularly in respect of after-sales and used car volumes -- are supportive of further growth in Pendragon's revenues and operating profits. It also reflects our expectation that the company will continue to adopt balanced financial policies resulting in stable credit metrics over the next 12-18 months. Although not expected in the short term, the rating and/or outlook could be positively affected if Pendragon continues to improve its operating performance and credit metrics, as well as maintain a balanced financial policy. Quantitatively, Moody's could consider upgrading the rating if debt/EBITDA was sustained below 4.0x and EBITA/interest was sustained above 3.5x. The rating and/or outlook could be negatively affected if Pendragon's liquidity or operating performance were to weaken, or if the company were to undertake an aggressive financial policy such that debt/EBITDA exceeded 5.0x or if EBITA/interest was below 2.5x The principal methodology used in this rating was Global Retail Industry published in June 2011. Other methodologies used include Loss Given Default for Speculative-Grade Non-Financial Companies in the U.S., Canada and EMEA published in June 2009. Pendragon PLC, headquartered in Nottingham, England, is the UK's leading automotive retailer by revenues, according to the company, with around 225 franchises, and posted revenues of GBP4.0 billion in fiscal 2014. PENDRAGON PLC: S&P Raises Rating to 'BB-'; Outlook Stable --------------------------------------------------------- Standard & Poor's Ratings Services said that it raised its rating on U.K.-based auto retailer Pendragon PLC to 'BB-' from 'B+'. The outlook is stable. At the same time, S&P raised its issue ratings on the company's debt to 'BB-'. The upgrade reflects S&P's view that Pendragon will sustain stronger credit metrics and demonstrate more stable profitability than in the past. This is based on S&P's expectation that the company will maintain its recent improvement in credit metrics and stability of profitability while the company continues to execute its growth strategy in the U.K. and in the U.S., including an acquisition announced on March 25, 2015. In 2014, Pendragon benefited from market growth in the U.K. Revenues grew 3.9% year-on-year, largely driven by a 5.9% bump in used car sales, while new car sales were up 2.7%. The U.K. new car retail market grew by 9.3% in 2014, the second consecutive year of strong growth after sluggish performance over 2008-2012. Coupled with slightly improved margins, the company's 2014 credit metrics exceeded S&P's expectations, with adjusted funds from operations (FFO) to debt of 18% (compared to S&P's forecast of 13%-15%) and adjusted debt to EBITDA of 3.5x (compared to S&P's forecast of 4x). At the end of 2014, Pendragon's adjusted debt was GBP627 million, including GBP375 million of operating leases and GBP52 million of unfunded pension liabilities. S&P do not adjust for stock financing lines. Likewise, S&P do not net any cash from the group's reported debt. Pendragon also paid dividends and bought back shares totaling GBP13 million in 2014. This was more than double the level seen a year earlier, but S&P do not expect shareholder remuneration to continue to grow at the same pace. S&P expects dividends to increase at least in line with profits, subject to the company's leverage target of 1.0x-1.5x on a reported basis. S&P continues to assess Pendragon's financial risk profile as "aggressive." S&P expects revenue growth to stabilize. New car volumes have recovered to pre-crisis levels and therefore industry forecasters are expecting market growth to stabilize in the next few years. LMC Automotive expects new car growth to increase by 1.3% in 2015 and then remain largely flat over the medium term. The used car market follows the same trend as new car registrations with a lag time of about three years, and therefore the used car and aftersales market should continue to benefit from the increase in the car parc (the number of cars on the road) over recent years. The aftermarket segment is characterized by significantly higher margins than motor sales and S&P considers that its expansion should allow Pendragon to keep steady profitability and a stable cash conversion rate. S&P continues to assess Pendragon's business risk profile as "weak," reflecting its exposure to cyclical automotive end markets and its relatively weak bargaining power with automakers, owing to the company's heavy dependence on automakers in a fragmented auto retail industry. At the same time, S&P believes that Pendragon's leading position in the U.K. market and brand- diversified revenue stream helps to mitigate the group's historically average profitability. S&P applies a one-notch upward adjustment for its comparable rating analysis, reflecting S&P's view that Pendragon's business risk profile is at the stronger end of the range for its "weak" category. S&P's base case for Pendragon assumes: -- U.K. GDP growth at 2.7% in 2015 and 2.5% in 2016. -- In line with the industry, revenue growth to be lower over S&P's forecast period than in 2014, at around 1-2% per year, mostly underpinned by growth in used car sales. -- Margins to decline slightly due to the higher volumes in new car sales, with margins in other sectors remaining fairly stable. S&P anticipates adjusted EBITDA margins of about 4% over S&P's forecast period. Based on these assumptions, S&P arrives at these credit measures over its forecast period of 2015-2017: -- Adjusted FFO to debt of 15%-17%; -- Adjusted debt to EBITDA of 3.5x-4x; and -- Adjusted EBITDA interest coverage of about 2.5x-3x. The stable outlook reflects S&P's view that Pendragon will continue to benefit from steady fundamentals in the U.K. auto retailing market, and successfully execute its growth strategy and other initiatives to maintain its leadership position. S&P considers credit metrics of adjusted FFO to debt above 15% and adjusted debt to EBITDA below 4x as commensurate with the current rating. S&P could lower the rating if Pendragon's credit metrics were to decline -- specifically, if adjusted debt to EBITDA were to deteriorate to close to or more than 5x and the adjusted FFO-to- debt ratio were to fall to about 12%. This could happen because of worse-than-anticipated operating performance or higher capex and acquisition spending than S&P expects. S&P believes that there is currently limited likelihood of an upgrade. S&P would consider raising the rating if Pendragon were able to deliver a combination of sustainably improved profitability and credit metrics: specifically, adjusted EBITDA margins of comfortably above 4%, adjusted EBITDA to debt of below 4x, and adjusted FFO to debt of more than 20%. S&P would also look for positive free operating cash flow and less volatility in operating performance. SHIELD HOLDCO: S&P Raises CCR to 'B+' on Positive Operating Trend ----------------------------------------------------------------- Standard & Poor's Ratings Services said that it had raised its long-term corporate credit and issue ratings on U.K.-based software security company Shield Holdco Ltd. to 'B+' from 'B'. The outlook is stable. S&P's '3' recovery rating on the senior secured term loans remains unchanged, indicating its expectation of meaningful (50%- 70%) recovery of principal in the event of a payment default. The upgrade follows very strong organic billings growth at Sophos over the past 12 months, which meaningfully exceeded S&P's base case expectations. This was particularly notable in the mature endpoint security segment, where Sophos has reversed the negative trend and returned to growth. S&P expects this growth will continue -- it estimates organic billings growth of more than 10% in fiscal year 2016 ending March. This is thanks to a combination of a dedicated channel-led sales strategy, Sophos' increasing US presence, and the increasing number, and sophistication, of IT security threats which will likely increase businesses' spending on IT and data security. The upgrade also reflects S&P's anticipation that Sophos' will continue to increase its cash flows due to a combination of higher billings, lower exceptional costs, and declining capital expenditure (capex). S&P therefore forecasts that Sophos' free operating cash flow (FOCF) to debt will exceed 5% including the accruing preferred equity certificates (PECs), and be more than 10% excluding these PECs. While these instruments do not meet S&P's criteria for equity treatment, it notes positively their relatively good track record since the leveraged buyout by APAX, meaning they were neither redeemed nor sold to a third party. Given that APAX has been the controlling shareholder for more than four years, S&P assess that the risks related to these facilities are relatively low as APAX will likely be looking for an exit strategy over the medium term. In S&P's view, Sophos benefits from a number of advantages compared with some of its 'B' rated software peers. These include relatively strong growth prospects for its main products, a recurring subscription-based business model, and the highly sticky nature of its products. This is reflected in the company's comparatively high customer retention. Further advantages are the relatively strong FOCF, and cash interest coverage. S&P forecasts cash interest coverage will come in at about 4x in fiscal 2015, and nearly 5x on a cash EBITDA basis (taking into account the billings rather than reported revenues). Nevertheless, S&P's assessment of Sophos' business risk profile remains constrained by the highly competitive and fragmented information technology security market. The company faces competition from far larger and better capitalized players, which can potentially invest or acquire any superior research and development (R&D) capabilities, while the costs for customers to switch to another provider are low. In addition, Sophos has limited diversity, high operating leverage, and meaningful reputational risks. The stable outlook reflects S&P's anticipation that Sophos' billings will continue to grow organically over the next 12 months, supporting growth in EBITDA and FOCF. S&P views the possibility of any rating upside over the next 12 months as limited, due to Sophos' ownership by a sponsor, as well as the company's focus on growth -- both of which S&P thinks may prevent meaningful deleveraging. S&P could raise the rating if Sophos sustainably improves its financial risk profile, for example, through an IPO and the maintenance of a more conservative financial policy. S&P could lower the rating if Sophos releverages the balance sheet, leading to EBITDA cash interest coverage declining below 4x. S&P may also lower the rating if operating trends weaken meaningfully, resulting in a decline in billings. STANDARD CHARTERED: S&P Rates Proposed 7% Tier 1 Notes 'BB' ----------------------------------------------------------- Standard & Poor's Ratings Services assigned its 'BB' long-term issue rating to the proposed 7% trigger, additional Tier 1 notes by Standard Chartered PLC (SCPLC; A-/Stable/A-2). The issue rating is subject to our review of the final issuance documentation. S&P is assigning an issue rating to these notes in accordance with its criteria for hybrid capital instruments. The rating reflects S&P's assessment of SCPLC's unsupported group credit profile of 'a' and S&P's approach, which involves deducting: -- One notch because the notes are contractually subordinated; -- Two notches because S&P expects the notes to have Tier 1 regulatory capital status; -- One notch because the notes contain a contractual write- down clause; -- One notch because the notes contain a mandatory, going- concern conversion feature and S&P expects the bank will maintain a common equity Tier 1 (CET1) ratio (calculated on a fully loaded Basel III basis) that is 300-700 basis points above the 7% conversion trigger. At the end of 2014, SCPLC reported a 10.7% CET1 ratio; and -- One notch because the notes are issued by a nonoperating holding company (NOHC), where S&P sees potential structural subordination and consider it unclear that the NOHC would avoid defaulting on this instrument if SCPLC was to default on an equivalent hybrid instrument. S&P's view of these notes as having "intermediate" equity content is based on several factors. In particular, S&P expects that they will be regulatory Tier 1 capital instruments and will have no coupon step-up. In addition, the notes can absorb losses on a going-concern basis through the principal conversion feature and the non-payment of coupons, which are fully discretionary. =============== X X X X X X X X =============== * Large Companies with Insolvent Balance Sheets ----------------------------------------------- Total Shareholders Total Equity Assets Company Ticker (US$MM) (US$MM) ------- ------ ------ ------ AA LTD 2968492Z LN -1456621510 4737064769 AA PLC 1023859D SW -1456621510 4737064769 AA PLC AAL S2 -1456621510 4737064769 AA PLC AA/ TQ -1456621510 4737064769 AA PLC AA/ IX -1456621510 4737064769 AA PLC AAAAL S1 -1456621510 4737064769 AA PLC AA/ EB -1456621510 4737064769 AA PLC 2XA GR -1456621510 4737064769 AA PLC AA/GBX EU -1456621510 4737064769 AA PLC AA/GBX EO -1456621510 4737064769 AA PLC AA/ LN -1456621510 4737064769 AA PLC AA/EUR EO -1456621510 4737064769 AA PLC AAL BQ -1456621510 4737064769 AA PLC AA/EUR EU -1456621510 4737064769 AA PLC AAL L3 -1456621510 4737064769 AA PLC AAL B3 -1456621510 4737064769 AARDVARK TMC LTD 1768297Z LN -1779177.627 149732584.7 ABBOTT MEAD VICK 648824Q LN -1685905.65 168264096.2 ABF GRAIN PRODUC 1276922Z LN -48465868.55 670357516.4 ACCIONA INMOBILI 4029797Z SM -201626913.2 1629582757 ACEROS PARA LA 1656Z SM -263940.0005 119468482.1 ACTUACIONES ACTI AGR SM -102379482.8 427577243.8 ADRIA AIRWAYS 54757Z SV -51858436.56 134746896.3 ADRIA CABLE BV 4044453Z NA -62348693.94 188829025.3 ADVANCE DISPLAY ADTP PZ -3015579018 2590008061 AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4 AEA TECHNOLO-FPR AATF LN -251538429 142000079.4 AEA TECHNOLO-NPR AATN LN -251538429 142000079.4 AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4 AEA TECHNOLOGY AAT PO -251538429 142000079.4 AEA TECHNOLOGY AAT IX -251538429 142000079.4 AEA TECHNOLOGY EAETF US -251538429 142000079.4 AEA TECHNOLOGY AAT VX -251538429 142000079.4 AEA TECHNOLOGY G AAT LN -251538429 142000079.4 AEA TECHNOLOGY G 0884036D EU -251538429 142000079.4 AEA TECHNOLOGY G AAT PZ -251538429 142000079.4 AEA TECHNOLOGY G AEATF US -251538429 142000079.4 AEA TECHNOLOGY G 1005182D GR -251538429 142000079.4 AEA TECHNOLOGY G AATGBP EO -251538429 142000079.4 AEA TECHNOLOGY G 0884037D EO -251538429 142000079.4 AEGEK AEGEK EU -128229637.2 337519032.3 AEGEK AEGEK GA -128229637.2 337519032.3 AEGEK AGEKF US -128229637.2 337519032.3 AEGEK AEGEK EO -128229637.2 337519032.3 AEGEK AGK GR -128229637.2 337519032.3 AEGEK AEGEK PZ -128229637.2 337519032.3 AEGEK S.A. 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214098163.1 ZUCCHI,VINCENZO ZUCM S2 -1962546.592 214098163.1 ZUCCHI,VINCENZO ZUC EU -1962546.592 214098163.1 ZUCCHI,VINCENZO ZUC EO -1962546.592 214098163.1 ZURICH EMPLOYMEN 1292298Z LN -571647918 152143800.5 ZVON ENA HOLDING ZVHR PZ -304033160.5 774883403.9 ZVON ENA HOLDING ZVHR EO -304033160.5 774883403.9 ZVON ENA HOLDING ZVHR SV -304033160.5 774883403.9 ZVON ENA HOLDING ZVHR EU -304033160.5 774883403.9 ZWINGER OPCO 6 B 3821644Z NA -103722296.7 611138495.1 ********* Monday's edition of the TCR delivers a list of indicative prices for bond issues that reportedly trade well below par. Prices are obtained by TCR editors from a variety of outside sources during the prior week we think are reliable. Those sources may not, however, be complete or accurate. The Monday Bond Pricing table is compiled on the Friday prior to publication. Prices reported are not intended to reflect actual trades. Prices for actual trades are probably different. Our objective is to share information, not make markets in publicly traded securities. Nothing in the TCR constitutes an offer or solicitation to buy or sell any security of any kind. It is likely that some entity affiliated with a TCR editor holds some position in the issuers' public debt and equity securities about which we report. Each Tuesday edition of the TCR contains a list of companies with insolvent balance sheets whose shares trade higher than US$3 per share in public markets. At first glance, this list may look like the definitive compilation of stocks that are ideal to sell short. Don't be fooled. Assets, for example, reported at historical cost net of depreciation may understate the true value of a firm's assets. A company may establish reserves on its balance sheet for liabilities that may never materialize. The prices at which equity securities trade in public market are determined by more than a balance sheet solvency test. Each Friday's edition of the TCR includes a review about a book of interest to troubled company professionals. All titles are available at your local bookstore or through Amazon.com. Go to http://www.bankrupt.com/booksto order any title today. ********* S U B S C R I P T I O N I N F O R M A T I O N Troubled Company Reporter-Europe is a daily newsletter co- published by Bankruptcy Creditors' Service, Inc., Fairless Hills, Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman, Editors. Copyright 2015. All rights reserved. ISSN 1529-2754. This material is copyrighted and any commercial use, resale or publication in any form (including e-mail forwarding, electronic re-mailing and photocopying) is strictly prohibited without prior written permission of the publishers. Information contained herein is obtained from sources believed to be reliable, but is not guaranteed. The TCR Europe subscription rate is US$775 per half-year, delivered via e-mail. Additional e-mail subscriptions for members of the same firm for the term of the initial subscription or balance thereof are US$25 each. For subscription information, contact Peter Chapman at 215-945-7000 or Nina Novak at 202-362-8552. * * * End of Transmission * * *