/raid1/www/Hosts/bankrupt/TCREUR_Public/150609.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, June 9, 2015, Vol. 16, No. 112
Headlines
A R M E N I A
ARDSHINBANK CJSC: Moody's Assigns Ba2(cr) CR Assessment Rating
A Z E R B A I J A N I
INTERNATIONAL BANK: Moody's Assigns Ba2(cr) CR Assessment Rating
B E L A R U S
BELAGROPROMBANK JSC: Moody's Assigns B3(cr) Assessment Rating
F R A N C E
SPIE BONDCO 3: Moody's Puts 'B2' CFR on Review for Upgrade
G E O R G I A
BANK OF GEORGIA: Moody's Assigns Ba2(cr) CR Assessment Rating
G R E E C E
GREECE: Scope for Compromise in Bailout Talks Narrows
GREECE: Fitch Retains CCC Rating on Decision to Bundle 4 Payments
I R E L A N D
ORWELL PARK: Moody's Rates EUR12MM Class E Notes 'B2'
ULSTER BANK IRELAND: Moody's Cuts Sr. Unsec. MTN Rating to (P)Ba1
I T A L Y
ILVA: Former CEO Refuses to Answer Judge's Questions
MONTE DEI PASCHI: Moody's Says Bond Amendments Credit Positive
REITALY FINANCE: S&P Assigns Prelim. BB Rating to Class E Notes
SOCIETA ITALIANA: S&P Affirms Then Withdraws 'B' Corp. Rating
UNIPOL BANCA: Moody's Affirms Ba2 Deposit Rating; Outlook Stable
K A Z A K H S T A N
HALYK SAVINGS: Moody's Assigns Ba1(cr) CR Assessment Rating
N E T H E R L A N D S
INTERXION HOLDING: Moody's Affirms B1 CFR, Outlook Stable
JUBILEE CLO 2015-XV: Moody's Rates EUR27MM Class E Notes Ba2
R U S S I A
RUSSIAN BELGOROD: Fitch Assigns 'BB' IDR, Outlook Stable
T A J I K I S T A N
BANK ESKHATA: Moody's Assigns B2(cr) CR Assessment Rating
T U R K E Y
BURSA MUNICIPALITY: Fitch Affirms 'BB' IDR, Outlook Positive
U K R A I N E
NUCLEAR FUEL: President Says Bankruptcy Likely on Lack of Funds
OTP BANK: Moody's Assigns Caa2(cr) CR Assessment Rating
PEOPLENET: Kyiv Court Commences Bankruptcy Case
UKRAINE: Committee Refuses to Revise Debt Restructuring Proposal
U N I T E D K I N G D O M
SANTANDER UK: Moody's Assigns Ba2(hyb)Rating to GBP750MM Note
U Z B E K I S T A N
HAMKORBANK: Moody's Assigns Ba3(cr) CR Assessment Rating
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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A R M E N I A
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ARDSHINBANK CJSC: Moody's Assigns Ba2(cr) CR Assessment Rating
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Moody's Investors Service assigned Counterparty Risk Assessments
(CR Assessments) to three Armenian banks. It has assigned CR
Assessments of Ba2(cr) to ArdshinBank CJSC and VTB Bank (Armenia)
and B1(cr) to Armeconombank (Armenian Economy Devt Bank).
Concurrently, Not-Prime (cr) short-term CR Assessments have been
assigned to all of the banks.
This announcement follows the publication of the rating agency's
new bank rating methodology.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same likelihood of support uplift as applied to deposit
ratings. As a result, the CR Assessment of all three Armenian
banks are one notch higher than their long-term local currency
deposit ratings.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
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A Z E R B A I J A N I
=====================
INTERNATIONAL BANK: Moody's Assigns Ba2(cr) CR Assessment Rating
----------------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
(CR Assessments) to six Azerbaijani banks, following the
publication of the rating agency's new bank rating methodology:
-- Ba2(cr) to International Bank of Azerbaijan
-- Ba3(cr) to OJSC Bank of Baku and VTB Bank (Azerbaijan)
-- B1(cr) to UniBank Commercial Bank, Joint Stock Commercal
Bank Respublika and OJSC Xalq Bank
Concurrently, Not-Prime(cr) short-term CR Assessments have been
assigned to all the above-mentioned banks.
Moody's has also affirmed the ratings and assessments of
International Bank of Azerbaijan, UniBank Commercial Bank and
Joint Stock Commercal Bank Respublika and changed the outlooks on
their long-term debt ratings to stable from positive, given the
challenging operating environment in Azerbaijan (Baa3 stable),
that pressures the banks' financial fundamentals. Other bank-
specific reasons for the affirmations that partly offset the weak
operating environment can be found below, under "Bank Specific
Factors".
At the same time, Moody's has withdrawn, for its own business
reasons, the outlook on the International Bank of Azerbaijan
subordinated debt ratings.
OPERATING ENVIRONMENT
The recent slump in oil prices has put downward pressure on the
country's GDP growth, creating an operating environment that
exerts pressure on the banks' fundamentals. Azerbaijan's economy
is heavily dependent on the hydrocarbon sector, which accounts
for 40% of nominal GDP and more than 70% to total consolidated
government revenues. As such, Moody's forecasts that GDP growth
will slow down to 1% in 2015, based on its current assumption of
oil prices at roughly 55 $/bbl this year. This has a negative
spillover effect on the non-oil sector, including the banking
system, through a slowdown of economic activity. However, Moody's
acknowledges that government spending initiatives and the sizable
pool of accumulated foreign assets (at 70% of GDP) -- which serve
as a buffer against external shocks -- partly mitigate the
pressure. The devaluation of the local currency by 25% on 21
February 2015 replenished the state budget as it reduced fiscal
pressure from lower oil revenues. However, it had negative effect
on the Azeri banking sector.
Moody's forecasts flat lending growth in 2015 at around 0%
(excluding the devaluation effect) on the back of the slowdown in
economic activity and the lack of local currency (manat)
liquidity. Azeri banks appear unwilling to extend more local-
currency loans in this environment, which will result in a
widening of banks' short open foreign-currency positions;
furthermore, customers are unwilling to take on foreign-currency
risks. Moody's anticipates a negative trend in asset quality
following the manat devaluation, as most Azeri banks' foreign-
currency loans (40% of gross loans as of 1 March 2015) were
granted to borrowers that do not have foreign-currency revenues,
as well as the seasoning of the banks' loan book amidst the
slowdown in lending and higher inflation expectations that will
worsen the population's purchasing power.
Furthermore, Moody's projects higher provisioning needs in the
next 12 months with average credit costs of around 3% of gross
loans, putting pressure on banks' profitability and
capitalization. The immediate negative effect on system-wide
capitalization from the revaluation of FX assets is estimated at
around 2 percentage points. However, despite the negative trend
in capitalization, most banks' loss-absorption cushion is
sufficient to absorb expected losses under Moody's central
stress-test assumptions. On the funding side, the devaluation
weakened depositors confidence with significant shifts into FX,
which widened the mismatch between banks' FX assets and FX
liabilities. At the same time, Azeri banks have moderate
refinancing risk, given their relatively moderate dependence on
market funding and sufficient FX liquidity.
BANK SPECIFIC FACTORS:
International Bank of Azerbaijan:
The affirmation of International Bank's of Azerbaijan (IBA) b3
BCA and adjusted BCA, Ba3 long-term deposit and senior unsecured
debt ratings with a stable outlook, as well as B1 subordinated
debt and Not-Prime short-term deposit ratings reflects the bank's
announced recapitalization measures, which support its loss-
absorption capacity following the negative effects from the manat
devaluation and expected higher provisioning needs.
IBA received timely capital support in the form of an AZN250
million subordinated loan from the Central Bank of Azerbaijan
(CBAR) on February 27, 2015, which enabled it to maintain
regulatory total Capital Adequacy Ratio (CAR) at 12.02% as of
April 1, 2015. According to the initial capital raising plan, AZN
100 million Tier 1 injection was approved by shareholders in
January 2015, out of which AZN 51 million has been already paid
by the Ministry of Finance in March 2015. Furthermore, on
April 2, 2015, shareholders approved an additional AZN200 million
capital injection to be provided by end-2015. Subject to the
completion of the targeted capital injections, Moody's assumes
that IBA's capital buffer will be sufficient to absorb expected
losses under its central stress-scenario. At the same time, the
bank's ratings remain constrained by worsening asset quality,
high single-name loan concentrations, and modest core
profitability.
Moody's believes that there is very high likelihood of government
support for IBA, resulting in three notches of uplift from the
bank's BCA of b3. This is based on the controlling ownership by
the government, strong market position as the largest bank in
Azerbaijan (with the market share of 35% in system-wide assets)
and nationwide domestic franchise, and track record of support.
UniBank Commercial Bank:
The affirmation of UniBank's b2 BCA and adjusted BCA, B2 long-
term deposit ratings with a stable outlook, and Not-Prime short-
term deposit rating reflects sound core profitability and
capitalization, providing an ample loss-absorption cushion
against the expected increase in credit costs. At the same time,
UniBank's ratings are constrained by pressure on asset quality
given the recent growth in the consumer lending segment and
foreign-currency exposure to unhedged borrowers (35% of loans
denominated in FX as of year-end 2014) that are vulnerable to the
recent manat devaluation.
Unibank's non-performing loans (NPLs, overdue more than 90 days)
increased to 6.8% as of year-end 2014 from 3.1% in 2013 given the
loan book seasoning amidst the challenging operating environment
and the slowdown in retail lending growth. Moody's expects that
the worsening of households' purchasing power amid higher
inflation expectations, the recent manat devaluation and
potential increase in unemployment imply that the negative trend
in lending will continue. Credit costs amounted to 3% of gross
loans in 2014, and Moody's expects them to increase to around 7%
in 2015 (which is still below those of the Russian consumer
players, with an average cost of risk of 20%).
At the same time, Unibank has robust recurring earnings
generation with pre-provision income (PPI) to average assets of
8.75% owing to a high net interest margin (NIM) of 15.4% as of
year-end 2014. Although PPI is likely to decrease given the
narrowing NIM on the back of slowdown in lending and higher
funding costs, as well as the reduction in commissions related to
loan issuance, Moody's still believes that PPI will provide an
adequate buffer against expected increase in credit losses.
Unibank's total CAR of 17% and Tier 1 of 15% under Basel as of
year-end 2014 was under pressure from the manat devaluation.
However, following the deleveraging and reduction in off-balance
sheet exposures, the bank was able to keep regulatory total CAR
at 16.3% and Tier 1 at 13.2% as of 1 April 2015. The bank intends
to maintain a total CAR not lower than 15% in the future.
Joint Stock Commercal Bank Respublika:
The affirmation of Respublika's b2 BCA and adjusted BCA, B2 long-
term deposit ratings with a stable outlook and Not-Prime short-
term deposit rating reflects its currently satisfactory loss-
absorption buffer and sufficient liquidity cushion. At the same
time, Respublika's ratings are constrained by the expected
worsening of asset quality given the high share of FX exposures
that put pressure on profitability and capitalization, and high
deposit concentrations.
Bank Respublika reported historically low NPLs (overdue more than
90 days) of 1.2% as of year-end 2014 (0.5% as of year-end 2013),
which are below that of sector average. Its credit quality
metrics have been supported by the diversified loan book
structure with adequate single-name concentrations and relatively
low-risk appetite with moderate growth rates in the past.
However, the high share of foreign-currency loans at 44% of loan
book at year-end 2014 exposes the bank to risk of asset-quality
deterioration following the recent local-currency devaluation.
Moody's anticipates an increase in the bank's credit costs to
around 4.5% as of year-end 2015 on the back of the revaluation of
existing reserves for FX loans; and the initiated loan
restructuring process owing to weakening borrowers'
creditworthiness, as most of them do not have foreign-currency
revenues. Given that PPI/total assets amounted to 3.3% as of
year-end 2014 according to management's data, Moody's expects
that the bank's bottom-line profitability will be around zero in
2015. Bank Respublika's capitalization remains adequate, despite
pressure from the local-currency devaluation: total CAR was 18.5%
and Tier 1 12.3% as of Q1 2015 (19.2% and 10.9% respectively as
of year-end 2014). The bank's capital buffer is adequate to
withstand potential stress under Moody's central scenario.
Upward rating momentum on the ratings of International Bank of
Azerbaijan, UniBank and Joint Stock Respublika is currently
limited, constrained by challenging operating environment in
Azerbaijan.
Downward rating pressure could occur if (1) the macroeconomic
environment deteriorates such that banks are required to create
additional loan loss reserves beyond the level currently
anticipated by Moody's; or (2) there is significant deterioration
in the banks' asset quality and consequently profitability,
leading to a material erosion of capitalization levels.
CR ASSESSMENTS:
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same support assumptions as applied to deposit ratings.
As a result, the CR Assessment of all six banks are one notch
higher than their deposit ratings.
Assignments:
Issuer: International Bank of Azerbaijan
-- Counterparty Risk Assessment, Assigned Ba2(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: Joint Stock Commercal Bank Respublika
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: OJSC Bank of Baku
-- Counterparty Risk Assessment, Assigned Ba3(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: OJSC XALQ BANK
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: UniBank Commercial Bank
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: VTB Bank (Azerbaijan)
-- Counterparty Risk Assessment, Assigned Ba3(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Affirmations:
Issuer: International Bank of Azerbaijan
-- Adjusted Baseline Credit Assessment, Affirmed b3
-- Baseline Credit Assessment, Affirmed b3
-- ST Deposit Rating , Affirmed NP
-- Subordinate Regular Bond/Debenture, Affirmed B1
-- Senior Unsecured Regular Bond/Debenture, Affirmed Ba3 STA
-- LT Deposit Rating, Affirmed Ba3 STA
Issuer: Joint Stock Commercal Bank Respublika
-- Adjusted Baseline Credit Assessment, Affirmed b2
-- Baseline Credit Assessment, Affirmed b2
-- ST Deposit Rating, Affirmed NP
-- LT Deposit Rating, Affirmed B2 STA
Issuer: UniBank Commercial Bank
-- Adjusted Baseline Credit Assessment, Affirmed b2
-- Baseline Credit Assessment, Affirmed b2
-- ST Deposit Rating, Affirmed NP
-- LT Deposit Rating, Affirmed B2 STA
Outlook Actions:
Issuer: International Bank of Azerbaijan
-- Outlook, Changed To Stable From Positive
Issuer: Joint Stock Commercal Bank Respublika
-- Outlook, Changed To Stable From Positive
Issuer: UniBank Commercial Bank
-- Outlook, Changed To Stable From Positive
The principal methodology used in these ratings was Banks
published in March 2015.
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B E L A R U S
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BELAGROPROMBANK JSC: Moody's Assigns B3(cr) Assessment Rating
-------------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
to three Belarusian banks. It has assigned CR Assessments of
B3(cr) to Belagroprombank JSC, Belinvestbank and Minsk Transit
bank.
Concurrently, Not-Prime (cr) short-term CR Assessments have been
assigned to all of the banks.
This announcement follows the publication of the rating agency's
new bank rating methodology.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same likelihood of support uplift as applied to deposit
ratings.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
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F R A N C E
===========
SPIE BONDCO 3: Moody's Puts 'B2' CFR on Review for Upgrade
----------------------------------------------------------
Moody's Investors Service placed all ratings of Spie BondCo 3
S.C.A. under review for upgrade, including the corporate family
rating of B2, probability of default rating (PDR) of B2-PD, and
the B2 rating of the senior secured facilities due 2017-2018
issued by SPIE S.A. and Clayax Acquisition 4 SAS.
The decision to place the ratings under review follows Spie's
announcement on June 1, 2015 that it has launched an initial
public offering (IPO) on the regulated market of Euronext Paris.
As part of the intended IPO, Spie expects to raise gross proceeds
of approximately EUR700 million. The funds will -- in addition to
new banking facilities the company has put in place -- be applied
towards debt redemption and refinancing of the existing debt. The
execution of the IPO as proposed will lead to a material
reduction in net debt and further strengthening of free cash
flows due to reduction in interest expenses. Spie has said it
anticipates its net (reported) leverage to reduce to or less than
2.5x by year-end 2015 -- down from around 4.8x at FY2014 on a pro
forma basis for the refinancing in January 2015 -- should the
transaction be successful. Similarly Moody's estimates that
adjusted debt-to-EBITDA will decline to around 5.0x in 2015 on a
pro forma basis for the IPO from 6.3x at FY2014 on a pro forma
basis for the refinancing in January 2015.
The IPO is expected to close on June 8, 2015 and the price is
expected to be determined on June 9, 2015. Shares are expected to
start trading on June 10, 2015 and the settlement is expected to
occur on June 11, 2015.
During the review process, Moody's will assess the implications
of the proposed debt reduction and refinancing on the company's
financial profile, as well as its financial policy objectives
post-IPO. If the IPO goes ahead as scheduled, Moody's will likely
upgrade the CFR.
Before placing the ratings on review, Moody's had indicated that
positive rating pressure could arise if the company (1) de-levers
its balance sheet leading to a Moody's adjusted gross debt/EBITDA
substantially below 6.0x on a sustainable basis; (2) improves its
EBITA/interest towards 2.5x; and (3) RCF/net debt ratio
significantly above 10%.
Conversely, negative pressure could arise if (1) gross Moody's
adjusted gross debt/EBITDA ratio approaches 7.0x; (2) EBITA/
interest declines substantially below 2.0x; or (3) RCF/net debt
deteriorates towards 7.5%. Any significant debt-financed
acquisition may also put negative pressure on the ratings.
The principal methodology used in these ratings was Business and
Consumer Service Industry published in December 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
Headquartered in France, Spie is a leading European multi-
technical services provider serving both the private and public
sector. The company specializes in electrical and mechanical
engineering, and heating, ventilation and air conditioning (HVAC)
services, accounting for majority of its sales, as well as
specialized services to the Oil & Gas, Communications, and
Nuclear sectors. Spie operates in nearly 550 locations in 35
countries, with France as its largest market, accounting for 46%
of its revenues in 2014.
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G E O R G I A
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BANK OF GEORGIA: Moody's Assigns Ba2(cr) CR Assessment Rating
-------------------------------------------------------------
Moody's Investors Service assigned Ba2(cr)/ Not-Prime(cr)
Counterparty Risk Assessments (CR Assessments) to Bank of Georgia
and TBC Bank.
This announcement follows the publication of the rating agency's
new bank rating methodology on March 16, 2015.
CR assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails, and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
assesses the likelihood of support to determine the extent of the
uplift in the CR Assessment.
As a result, the CR Assessment of Ba2(cr)/ Not-Prime(cr) for the
two Georgian banks is one notch higher than their Ba3 local-
currency deposit ratings, reflecting Moody's view that
authorities are likely to honor the operating obligations the CR
Assessment refers to in order to preserve a bank's critical
functions and reduce potential for contagion.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
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G R E E C E
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GREECE: Scope for Compromise in Bailout Talks Narrows
-----------------------------------------------------
Simon Nixon at The Wall Street Journal reports that no one can be
sure how the Greek drama will end, not least because it is no
longer clear who, if anyone, is in control.
According to The Journal, both sides have been bombarded for
months by well-meaning advice to show flexibility and compromise
to avoid an economic calamity in Greece and a geopolitical
disaster for the eurozone and the world. Instead, positions have
hardened to the point where the scope for compromise now looks
vanishingly small, The Journal notes.
Last week, Greece's creditors offered what was effectively a
take-it-or-leave-it deal to unlock Greece's bailout cash before
the program expires at the end of the month, The Journal
recounts. Some eurozone officials had been hopeful that Prime
Minister Alexis Tsipras would use a speech in the Greek
Parliament to signal his willingness to accept the terms on
offer, The Journal says. Instead, he called the proposal absurd
and vowed to reject many of its key demands, The Journal relays.
The creditors had clearly underestimated the scale of opposition
to the proposals within Mr. Tsipras's Syriza party and
overestimated his willingness or ability to confront the party's
left wing, according to The Journal. For his part, Mr. Tsipras
appears to have overestimated how much flexibility he could
expect from a process involving three independent, rules-based
institutions with different mandates acting on behalf of 17
sovereign governments, each with its own political agenda, The
Journal says. He called last week's creditor proposal an
"unpleasant surprise" -- though the terms were broadly the same
ones that the creditors have been demanding since June 2014, when
the current bailout review began, The Journal recounts.
The creditors, led by the International Monetary Fund, insist
that deep reforms to pensions and the public sector are essential
to rectify deep structural problems built up during the boom
years when Athens chased easy growth by raising pensions and
civil-service wages to unaffordable, near-German levels, The
Journal discloses.
Yet creditors argue that successive Greek governments opted for
the low-hanging fruit of tax hikes rather than implementing
difficult overhauls of the civil service and pensions, The
Journal notes.
According to The Journal, for the creditors, reforms designed to
broaden the tax base and put the pension system back on a
sustainable footing are essential to Greece's long-term recovery
and the current crisis may be the last, best chance to achieve
this.
GREECE: Fitch Retains CCC Rating on Decision to Bundle 4 Payments
-----------------------------------------------------------------
Greece's decision to bundle four payments due to the
International Monetary Fund (IMF) this month highlights the
extreme pressure on government funding, Fitch Ratings says. It
does not have direct implications for Greece's 'CCC' sovereign
rating.
Greece has informed the IMF that it plans to bundle four
repayments, totaling around EUR1.5 billion, into one payment, now
due on June 30. The IMF said that members can ask to bundle
principal payments falling due in a calendar month "to address
the administrative difficulty of making multiple payments in a
short period." The first of the bundled payments is worth just
over EUR300 million.
Fitch's ratings reflect the risk of default to private rather
than official sector creditors, so delaying repayment to the IMF
is not in and of itself a ratings default. Nevertheless,
bundling this month's repayments illustrates the pressure that a
lack of market or official funding and tight liquidity conditions
for Greek banks are putting on Greece's sovereign liquidity.
Fitch's 'CCC' sovereign rating, affirmed last month, indicates
that default on privately held bonds is a real possibility.
The risk that Greece misses its larger IMF payment at end-June
cannot be discounted. The prospect of fiscal disbursements from
Greece's official creditors is highly uncertain. The Greek
government has not accepted the proposals presented by the
institutions (the European Commission, European Central Bank, and
IMF) this week. If the two sides do agree a deal, it will meet
political opposition from elements of Syriza most hostile to the
institutions' proposals for pensions and public sector wages.
Time constraints mean Fitch expects that an agreement would take
the form of a further extension of Greece's existing program
beyond end-June and partial disbursements, conditional on Greece
demonstrating its commitment to its terms. These funds would
primarily be used to meet redemptions, which will rise sharply in
July and August as bonds held by the Eurosystem fall due, as well
as enabling Greece to fund a small ongoing deficit.
Missing the larger end-June payment to the IMF would be credit
negative. If no outline agreement between Greece and the
institutions were in place, it would increase the risk that the
ECB restricts Emergency Liquidity Assistance (ELA) to Greek
banks. This may ultimately lead to restrictions on the banking
sector to reduce liquidity strains, including capital controls.
The risk of capital controls is reflected in Fitch's 'B-' Country
Ceiling for Greece, which is just one notch above the sovereign
IDR.
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I R E L A N D
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ORWELL PARK: Moody's Rates EUR12MM Class E Notes 'B2'
-----------------------------------------------------
Moody's Investors Service assigned the following definitive
ratings to notes issued by Orwell Park CLO Limited:
-- EUR243,000,000 Class A-1 Senior Secured Floating Rate Notes
due 2029, Definitive Rating Assigned Aaa (sf)
-- EUR42,000,000 Class A-2 Senior Secured Floating Rate Notes
due 2029, Definitive Rating Assigned Aa2 (sf)
-- EUR24,000,000 Class B Senior Secured Deferrable Floating
Rate Notes due 2029, Definitive Rating Assigned A2 (sf)
-- EUR21,500,000 Class C Senior Secured Deferrable Floating
Rate Notes due 2029, Definitive Rating Assigned Baa2 (sf)
-- EUR25,000,000 Class D Senior Secured Deferrable Floating
Rate Notes due 2029, Definitive Rating Assigned Ba2 (sf)
-- EUR12,000,000 Class E 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 definitive 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, Blackstone / GSO
Debt Funds Management Europe Limited, has sufficient experience
and operational capacity and is capable of managing this CLO.
Orwell Park CLO Limited is a managed cash flow CLO. At least 90%
of the portfolio must consist of secured senior obligations and
up to 10% of the portfolio may consist of unsecured senior loans,
second lien loans, mezzanine obligations, high yield bonds and/or
first lien last out loans. The portfolio is expected to be 63%
ramped up as of the closing date and to be comprised
predominantly of corporate loans to obligors domiciled in Western
Europe. This initial portfolio is partly acquired by way of
participations which are required to be elevated as soon as
reasonably practicable. The remainder of the portfolio will be
acquired during the six month ramp-up period in compliance with
the portfolio guidelines.
Blackstone/GSO Debt Funds Management Europe Limited 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 impaired
obligations, and are subject to certain restrictions.
In addition to the six classes of notes rated by Moody's, the
Issuer has issued EUR 47,500,000 of subordinated notes. Moody's
has not assigned a rating to this class of notes.
The transaction incorporates interest and par coverage tests
which, if triggered, will divert interest and principal proceeds
to pay down the 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. Blackstone / GSO Debt Funds
Management Europe Limited'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: EUR 400,000,000
- Diversity Score: 34
- Weighted Average Rating Factor (WARF): 2750
- Weighted Average Spread (WAS): 4.00%
- Weighted Average Coupon (WAC): 5.25%
- Weighted Average Recovery Rate (WARR): 41.5%
- Weighted Average Life (WAL): 8 years.
Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:
Percentage Change in WARF: WARF + 15% (to 3163 from 2750)
Ratings Impact in Rating Notches:
- Class A-1 Senior Secured Floating Rate Notes: 0
- Class A-2 Senior Secured Floating Rate Notes: -2
- Class B Senior Secured Deferrable Floating Rate Notes: -2
- Class C Senior Secured Deferrable Floating Rate Notes: -2
- Class D Senior Secured Deferrable Floating Rate Notes: -1
- Class E Senior Secured Deferrable Floating Rate Notes: 0
Percentage Change in WARF: WARF +30% (to 3575 from 2750)
Ratings Impact in Rating Notches:
- Class A-1 Senior Secured Floating Rate Notes: -1
- Class A-2 Senior Secured Floating Rate Notes: -3
- Class B Senior Secured Deferrable Floating Rate Notes: -3
- Class C Senior Secured Deferrable Floating Rate Notes: -2
- Class D Senior Secured Deferrable Floating Rate Notes: -1
- Class E Senior Secured Deferrable Floating Rate Notes: -1
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
ULSTER BANK IRELAND: Moody's Cuts Sr. Unsec. MTN Rating to (P)Ba1
-----------------------------------------------------------------
Moody's Investor Service upgraded Ulster Bank Limited's (UBL)
long-term deposit and issuer ratings to A3 and assigned a stable
outlook. Moody also upgraded the bank's standalone baseline
credit assessment (BCA) to b1 from b3 and downgraded its adjusted
BCA to ba1 from baa3. Moreover, the agency assigned Counterparty
Risk Assessment (CR Assessment) of A3(cr)/Prime-2(cr) to UBL.
Additionally, Moody's confirmed Ulster Bank Ireland Limited's
(UBIL) -- UBL's Irish subsidiary -- Baa3 long-term deposit rating
and downgraded the bank's senior unsecured MTN rating to (P)Ba1
from (P)Baa3, and assigned a stable outlook. The agency also
upgraded the bank's BCA to b2 from b3 and downgraded its adjusted
BCA to ba1 from baa3. Finally, Moody's assigned a CR Assessment
of Baa1(cr)/Prime-2(cr) to UBIL.
This rating action reflects the implementation of Moody's new
bank rating methodology, specifically the advance Loss Given
Failure (LGF) analysis, and revision of affiliate and government
support assumptions.
This rating action concludes the review initiated on March 17,
2015 for UBL and on March 19, 2015 for UBIL.
Moody's says that the upgrades of UBL and UBIL's BCAs were driven
by the material improvements in their solvency, profitability and
funding. Although the banks' asset quality metrics remain weak,
and worse than those of some domestic peers, they are improving
and the agency anticipates further improvements over the outlook
period.
Owing to the large capital injections made by the parent bank,
Royal Bank of Scotland plc (RBS - A3/A3 Stable, ba1) and return
to profitability in 2014, UBL and UBIL now benefit from strong
regulatory capital ratios, with Common Equity Tier 1 ratios of
15.7% and 17.3%, respectively, at end-2014, which are among the
highest in their peer group.
After seven years of operating losses, both banks returned to
profitability in 2014, which was bolstered by write-backs on
their problem loan portfolios. Owing to that, both UBL and UBIL
recorded net income of GBP1.9bn and EUR1.9bn respectively, versus
losses of GBP4.1bn and EUR4.3bn, respectively, in 2013. The
rating agency notes that both banks have materially restructured
their operations and are in the process of restoring their
business model. As such, Moody's expects pre-provision
profitability to gradually improve, although it does not
anticipate the banks to benefit from further large write-backs
during the outlook period.
UBL and UBIL have also materially improved their funding and
liquidity positions in the last year, owing to the significant
loan deleveraging and increased focus on improving the quality of
deposits. These elements have substantially reduced the banks'
funding gap (with gross loan-to-deposit ratios declining to 170%
(2013: 193%) for UBL and 193% (2013: 224%) for UBIL) and reliance
on parent funding. In contrast to its Irish subsidiary, Moody's
notes that UBL does not manage its liquidity on a standalone
basis, as it is included in the RBS UK Defined Liquidity Group.
In the agency's view, this makes the funding and liquidity
profile of UBL stronger than that of UBIL and is the main driver
of the difference in the two banks' BCAs.
While the agency recognizes the improvement in UBL and UBIL's
risk profile, as their problem loans declined by 20.1% and 14.8%,
respectively, year-on-year, their problem loan ratios remain
high, at 42.9% and 43.5%, respectively, at end-2014. Despite the
expectation of further improvements in asset quality metrics,
which have continued in the first five months of 2015, through
the sale of some legacy assets portfolios, Moody's believes that
asset quality will remain weak over the outlook period and will
continue to weigh on the banks' credit profiles.
The downgrade of both banks' adjusted BCAs to ba1 from baa3 was
driven by the change in the reference point used to calculate the
amount of parental support uplift.
Before the rating actions, Moody's used RBS's long-term deposit
rating as the reference point to arrive to UBL and UBIL's
adjusted BCAs, implying that both banks might indirectly benefit
from the UK government support in case of need. Following the
introduction of the Bank Recovery and Resolution Directive (BRRD)
in the European Union, and in accordance with the agency's new
bank rating methodology, Moody's now uses the parent's BCA of ba1
as the reference point and assigns government support in a
separate step.
However the agency expects that RBS will continue to maintain a
high level of commitment toward UBL and UBIL.
Moody's says that the upgrade of UBL's deposit and issuer
ratings, the confirmation of UBIL's deposit rating and the
downgrade of its senior unsecured MTN rating result from the
downgrade of the banks' adjusted BCA, the introduction of the
rating agency's LGF analysis, and revised government support
assumptions.
RBS, UBL and UBIL are subject to the BRRD, which Moody's
considers to be an Operational Resolution Regime. The rating
agency's standard assumptions, which are applied to the three
banks, assume residual tangible common equity of 3% and losses
post-failure of 8% of tangible banking assets, a 25% run-off in
junior wholesale deposits, a 5% run-off in preferred deposits,
and a 25% probability of deposits being preferred to senior
unsecured debt.
As RBS and UBL are based in the UK, Moody's considers both banks
as being part of the same resolution perimeter. Consequently, the
LGF analysis of the two banks is based upon the UK balance sheet.
Under these assumptions, UBL's deposits and issuer ratings are
likely to face extremely low loss-given-failure, due to the loss
absorption provided by the large amount of subordinated debt and,
potentially, by senior unsecured debt should deposits be treated
preferentially in a resolution, as well as the substantial volume
of deposits themselves. This results in three notches of uplift
from the adjusted BCA for both deposits and senior debt ratings.
At the same time, Moody's says that the introduction of the BRRD
has demonstrated a reduction in the willingness of EU governments
to bail-out banks, and this led to a lower expectation of
government support. The rating agency now expects a moderate
probability of government support for the deposits and senior
debt of UBL, in line with that for RBS, resulting in a further
one-notch uplift to UBL's deposit and debt ratings.
Being based in Ireland, UBIL is not part of the UK resolution
perimeter. Under the assumptions described above, UBIL's deposits
are likely to face low loss-given-failure, resulting in a rating
of a notch above the adjusted BCA. Conversely, UBIL's senior debt
holders are likely to face moderate loss-given-failure, resulting
in a rating at the same level of the adjusted BCA, due to the
more limited amount of subordinated instruments which would
protect senior unsecured debt and deposit in a resolution.
Moody's does not consider UBIL to be a systemically important
bank. As such, the rating agency expects a low probability of
government support for UBIL's deposits, resulting in no further
uplift.
The stable outlooks on all ratings incorporate Moody's
expectation that the favorable operating environment will allow
UBL and UBIL to continue strengthening their credit fundamentals.
The successful disposal of legacy exposures should further
improve their asset quality and reduce their wholesale funding
needs. The stable outlooks are in line with the outlook on the
parent company, RBS.
As part of the actions, Moody's has assigned a A3(cr)/Prime-2(cr)
CR Assessment to UBL and a Baa1(cr)/Prime-2(cr) CR Assessment to
UBIL, four and three notches respectively above their adjusted
BCA. UBL and UBIL's CR Assessments are driven by the banks' ba1
adjusted BCA, by substantial bail-in-able debt and deposits
likely to support the operating obligations and by government
support, which is equivalent to that applied to deposits in each
case.
The CR Assessment, which is not a rating, reflects an issuer's
probability of defaulting on certain bank operating liabilities,
such as covered bonds, derivatives, letters of credit and other
contractual commitments. In assigning the CR Assessment, Moody's
evaluates the issuer's standalone strength and the likelihood,
should the need arise, of affiliate and government support, as
well as the anticipated seniority of counterparty obligations
under Moody's advanced Loss Given Failure framework. The CR
Assessment also assumes that authorities will likely take steps
to preserve the continuity of a bank's key operations, maintain
payment flows, and avoid contagion should the bank enter a
resolution.
Moody's says that UBL and UBIL's deposit and debt ratings could
be upgraded if the banks continue to strengthen their credit
fundamentals and reduce the amount of legacy and nonperforming
assets on their balance sheets. A positive change in the banks'
adjusted BCA would likely affect all instrument ratings.
UBL and UBIL's ratings could be downgraded should they be loss-
making in 2015 or a deterioration in asset quality metrics. A
downward movement in UBIL's adjusted BCA would likely result in
downgrades to all instrument ratings.
LIST OF AFFECTED RATINGS
Downgrades:
Issuer: Ulster Bank Ireland Limited
-- Senior Unsecured Medium-Term Note Program, Downgraded to
(P)Ba1 from (P)Baa3
-- Adjusted Baseline Credit Assessment, Downgraded to ba1 from
baa3
Issuer: Ulster Bank Limited
-- Adjusted Baseline Credit Assessment, Downgraded to ba1 from
baa3
Upgrades:
Issuer: Ulster Bank Ireland Limited
-- Baseline Credit Assessment, Upgraded to b2 from b3
Issuer: Ulster Bank Limited
-- Long-term Deposit Rating, Upgraded to A3 stable from Baa3
Rating under Review
-- Issuer Rating, Upgraded to A3 stable from Baa3 Rating under
Review
-- Short-term Deposit Rating, Upgraded to P-2 from P-3
-- Baseline Credit Assessment, Upgraded to b1 from b3
Confirmations:
Issuer: Ulster Bank Ireland Limited
-- Long-term Deposit Rating, Confirmed at Baa3, outlook changed
to stable from Rating under Review
-- Short-term Deposit Rating, Confirmed at P-3
-- Senior Unsecured Deposit Program, Confirmed at P-3
-- Senior Unsecured Commercial Paper, Confirmed at P-3
-- Senior Unsecured Medium-Term Note Program, Confirmed at
(P)P-3
Assignments:
Issuer: Ulster Bank Ireland Limited
-- Counterparty Risk Assessment, Assigned P-2(cr)
-- Counterparty Risk Assessment, Assigned Baa1(cr)
Issuer: Ulster Bank Limited
-- Counterparty Risk Assessment, Assigned A3(cr)
-- Counterparty Risk Assessment, Assigned P-2(cr)
Outlook Actions:
Issuer: Ulster Bank Ireland Limited
-- Outlook, Changed To Stable From Rating Under Review
Issuer: Ulster Bank Limited
-- Outlook, Changed To Stable From Rating Under Review
The principal methodology used in these ratings was Banks
published in March 2015.
=========
I T A L Y
=========
ILVA: Former CEO Refuses to Answer Judge's Questions
-----------------------------------------------------
ANSA reports that Fabio Riva, former chief executive at the
troubled ILVA steel plant in southern Italy, refused to answer a
judge's questions on June 8.
Mr. Riva, whose family owned the polluting giant now being
administered by the Italian government, was extradited last week
from Britain and returned to Italy on June 5, ANSA relates.
According to ANSA, police allege environmental crimes and
fraudulent bankruptcy against Riva, after the ILVA plant was
blamed in high cancer levels in the area around the plant.
Riva has denied any wrongdoing and was legally permitted to
refuse to answer questioning, ANSA notes.
The Italian government put ILVA under special administration in
2013 after judges seized more than EUR8 billion in assets from
the Riva family, who owned the company, ANSA recounts.
Italy's high court later overturned the seizure but other funds
and parts of the plant itself were at times seized in the
longrunning case, ANSA relays.
Premier Matteo Renzi has said that the government hopes to sell
the Taranto plant, following an environmental cleanup, ANSA
discloses.
MONTE DEI PASCHI: Moody's Says Bond Amendments Credit Positive
--------------------------------------------------------------
Moody's Investors Service announced that certain proposed
amendments to the contractual agreements of the covered bonds
issued by Banca Monte dei Paschi di Siena S.p.A. (the issuer,
deposits B3 negative, adjusted baseline credit assessment caa2)
materially lessen default and refinancing risk and are thus
credit positive for these covered bonds.
The main contractual amendment is the modification of the
repayment provisions of the covered bonds, such that the bonds
will become conditional pass-through bonds if the issuer
defaults. This means that post-issuer default, if insufficient
funds are available to the guarantor to repay the covered bonds
when they reach their initial maturity date, the repayment will
be limited to the amount of funds available to the guarantor. The
repayment of the remaining outstanding amount of these then pass-
through covered bonds would be extended to future payment dates.
Moody's understands that the amendments are subject to
noteholders' consent.
Moody's analysed the proposed amendments and concluded that the
amendments, if implemented as proposed, would materially reduce
the default and refinancing risk in Banca Monte dei Paschi di
Siena's Covered Bond Programme.
Based on this analysis, Moody's further expects that the change,
if implemented as proposed, will lead to a change of Moody's
Timely Payment Indicator (TPI) assessment of the covered bond
program to "Very High" from "Probable". As a result, all other
variables being equal, following Moody's methodology on rating
covered bonds, the ratings of the covered bonds would be
positively impacted and could be upgraded to Baa1 on review for
upgrade from Baa3 on review for downgrade. The review for upgrade
would be due to the pending assignment of a Counterparty Risk
(CR) Assessment to Banca Monte dei Paschi di Siena. Once
assigned, the CR Assessment is expected to lead to a higher CB
Anchor for Moody's covered bond rating analysis and would
therefore have a positive impact on Moody's covered bond rating
analysis for the issuer's covered bonds.
Moody's opinion addresses only the credit impact associated with
the proposed amendment, and Moody's is not expressing any opinion
as to whether the amendment has, or could have, other non-credit
related effects that may have a detrimental impact on the
interests of note holders and/or counterparties.
The principal methodology used in this rating analysis was
"Moody's Approach to Rating Covered Bonds", published in March
2015.
REITALY FINANCE: S&P Assigns Prelim. BB Rating to Class E Notes
---------------------------------------------------------------
Standard & Poor's Ratings Services assigned preliminary credit
ratings to REITALY Finance S.r.l.'s class A to E notes. At
closing, REITALY Finance will also issue unrated class X notes.
The notes will be secured on an Italian commercial mortgage loan
that Goldman Sachs International Bank originated in March 2015.
The loan refinances REITALY Fund's all-equity purchase of 25
retail assets in Italy. REITALY Fund is a real estate investment
fund managed by AXA REIM SGR SpA. Apollo Management International
LLP and AXA own REITALY Fund's units.
S&P considers that the portfolio can sustain net cash flows of
EUR19.4 million in a 'B' rating scenario. This implies an
initial interest coverage ratio of about 2.2x at the capped rate.
S&P's net recovery value for the asset is about EUR205 million,
representing a 30% haircut (discount) to the open market
valuation.
"We evaluated the underlying real estate collateral securing the
loan in order to generate this expected case value. Our analysis
focused on sustainable property cash flows and capitalization
rates. We assumed that a real estate workout would be required
throughout the seven-year tail period needed to repay noteholders
if the borrower were to default. The tail period is the period
between the maturity date of the loan and the transaction's final
maturity date. We then determined the recovery proceeds for the
loan by applying a recovery proceeds rate at each rating
category. This analysis begins with the adoption of base market
value declines and recovery rate assumptions for different rating
levels. At each rating category, we adjusted the base recovery
rates to reflect specific property, loan, and transaction
characteristics," S&P said.
"We compared the derived recovery proceeds with the proposed
capital structure. We considered that the credit enhancement
available to the class A notes is sufficient to pass a
hypothetical sovereign default stress. Consequently, the
preliminary rating on this class of notes is higher than the
'BBB-' rating on the Italian sovereign. The preliminary rating
on all other classes of notes is capped at the sovereign rating,
and the available credit enhancement for each class of notes is
commensurate with our preliminary ratings on the class A, B, C,
D, and E notes," S&P added.
RATINGS LIST
Preliminary Ratings Assigned
REITALY Finance S.r.l.
EUR182.2 Million Commercial Mortgage-Backed Floating-Rate Notes
Class Prelim. Prelim.
rating amount
(mil. EUR)
A A (sf) 109.3
B BBB- (sf) 33.3
C BBB- (sf) 12.4
D BB+ (sf) 17.7
E BB (sf) 9.4
X1 NR 0.2
X2 NR 0.1
NR--Not rated.
SOCIETA ITALIANA: S&P Affirms Then Withdraws 'B' Corp. Rating
-------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B' long-term
corporate credit rating on Italy-based construction company
Societa Italiana per Condotte d'Acqua S.p.A. At the same time,
S&P removed the rating from CreditWatch, where it placed it on
April 24, 2015, with positive implications.
S&P subsequently withdrew its rating on Condotte at the company's
request.
The outlook at the time of withdrawal was stable.
The affirmation of S&P's rating on Condotte and the removal of
the company from CreditWatch with positive implications reflects
S&P's view that short-term debt will weigh on liquidity.
The CreditWatch positive status reflected management's plans to
extend its debt maturity profile by the issuance of a EUR300
million bond. However, the company is no longer pursuing this
transaction which S&P expects will constrain liquidity.
At the time of the withdrawal, the outlook was stable and
reflected S&P's expectations that Condotte's credit ratios will
continue to be commensurate with an "aggressive" financial risk
profile and adjusted funds from operations to debt of above 12%.
UNIPOL BANCA: Moody's Affirms Ba2 Deposit Rating; Outlook Stable
----------------------------------------------------------------
Moody's Investors Service confirmed Unipol Banca's Ba2/Not Prime
deposit ratings, and assigned a stable outlook. This rating
action reflects the affirmation of the bank's caa1 standalone
baseline credit assessment (BCA), the lowering of the adjusted
BCA to b2 from ba2, and the implementation of Moody's new bank
rating methodology and specifically the advanced Loss Given
Failure (LGF) analysis. Furthermore, Moody's assigned to Unipol
Banca a Ba2 senior unsecured rating, with stable outlook, and a
Counterparty Risk Assessment (CR Assessment) of Ba2(cr)/Not
Prime(cr).
This rating action concludes the review initiated on March 17,
2015.
Moody's said that the confirmation of Unipol Banca's BCA reflects
the bank's still very weak asset quality, profitability, and
capital, as well as ongoing support from its parent Unipol Gruppo
Finanziario S.p.A. (UGF, rated Ba2 stable).
Moody's noted that in 2014 Unipol Banca reached a level of
problem loans of around 28% of gross loans, and 160% of equity
and loan loss reserves; this is only partially compensated by a
substantial EUR900 million guarantee for part of its problem
loans from UGF, which is equivalent to around 29% of these (see
notes 1 and 2 at the end of this press release).
Additionally, Moody's said that, despite the guarantee, Unipol
Banca's cost of credit has been very high; in 2013 and 2014 it
was 291 bp and 182 bp of gross loans respectively. This high
level of cost of credit was the main driver of the EUR300 million
and EUR85 million net losses reported by the bank in the last two
years, which are equivalent to 1.7% and 0.7% of the bank's
tangible assets respectively.
In recent years, UGF has concentrated capital at the holding
company level, leaving Unipol Banca's own capital at a relatively
low level. Moody's noted that Unipol Banca traditionally had a
Core Tier 1 (CT1) ratio under Basel 2 and a Common Equity Tier 1
(CET1) ratio under Basel 3 of around 8% (equivalent to Moody's
Tangible Common Equity over adjusted risk-weighted assets of 7.8%
in 2014), very close to the regulatory minimum. In years when
Unipol Banca's CT1/CET1 ratio reduced to a level below 8%
following substantial losses, UGF has injected capital to restore
levels to around 8%. Moody's said it believes that this level of
capitalisation is very low relative to the bank's poor asset
quality and profitability.
Moody's also notes that the BCA incorporates some ongoing support
that Unipol Banca receives from UGF. This includes operational
support for the bank as well as maintaining capital at an
adequate level when necessary, the guarantee on problem loans and
some funding.
Moody's says that the confirmation of Unipol Banca's Ba2 deposit
ratings, and the assignment of a Ba2 senior unsecured debt
rating, result from the downgrade of the adjusted BCA to b2, and
from the introduction of the rating agency's Loss Given Failure
(LGF) analysis.
Moody's said that Unipol Banca's strategic importance for UGF has
reduced, reflected by UGF management's public statements in 2015
that it would be willing to dispose of the bank if the
opportunity arises. As a result, the rating agency says that it
has reduced its assessment of potential affiliate support to high
from very high. This reduction has led to a reduction in uplift
from affiliate support to two notches, from five notches
previously. Accordingly, this has led to a three-notch downgrade
of the bank's adjusted BCA, to b2 from ba2.
Unipol Banca is subject to the EU Bank Resolution and Recovery
Directive (BRRD), which Moody's considers to be an Operational
Resolution Regime. The rating agency's standard assumptions,
which are applied to Unipol Banca, assume residual tangible
common equity of 3% and losses post-failure of 8% of tangible
banking assets, a 25% run-off in junior wholesale deposits, a 5%
run-off in preferred deposits, and a 25% probability of deposits
being preferred to senior unsecured debt. Moody's said that for
Unipol Banca it excludes from tangible banking assets those loans
that are covered by the group's guarantee.
Under these assumptions, Unipol Banca's deposits and senior
unsecured debt are likely to face extremely low loss-given-
failure, due to the loss absorption provided by subordinated debt
and, potentially, by senior unsecured debt should deposits be
treated preferentially in a resolution, as well as the
substantial volume of deposits themselves. This provides three
notches of uplift for deposits and senior unsecured above the b2
adjusted BCA.
However, Moody's said that a small reduction in volume of
deposits and senior unsecured instrument, or a small increase in
tangible banking assets, would lead to very low loss-given-
failure, and that the notches of uplift would be reduced to two.
The outlook on the deposit and senior unsecured rating is stable,
reflecting the modest economic recovery in Italy, which may lead
to some stabilisation of Unipol Banca's financial fundamentals,
as well as the stable outlook on UGF's senior debt ratings.
As part of the actions, Moody's has assigned a Ba2(cr)/Not
Prime(cr) CR Assessment to Unipol Banca, three notches above the
b2 adjusted BCA. Unipol Banca's CR Assessment is driven by the
bank's b2 adjusted BCA, and by substantial bail-in-able debt and
deposits likely to support the operating obligations.
The CR Assessment, which is not a rating, reflects an issuer's
probability of defaulting on certain bank operating liabilities,
such as covered bonds, derivatives, letters of credit and other
contractual commitments. In assigning the CR Assessment, Moody's
evaluates the issuer's standalone strength and the likelihood,
should the need arise, of affiliate and government support, as
well as the anticipated seniority of counterparty obligations
under Moody's Advanced Loss Given Failure framework. The CR
Assessment also assumes that authorities will likely take steps
to preserve the continuity of a bank's key operations, maintain
payment flows, and avoid contagion should the bank enter a
resolution.
Unipol Banca's Ba2 deposit ratings might be upgraded in the event
of an upgrade to UGF's Ba2 long-term senior debt rating. An
upgrade might also result from a substantial increase in the
bank's core capital ratios, and a significant improvement in the
bank's asset quality and recurring profitability, leading to a
higher BCA.
A downgrade of UGF, a reduction in support and commitment from
UGF towards Unipol Banca, a small reduction in volume of deposits
and senior unsecured instrument, or a small increase in tangible
banking assets could lead to a downgrade of Unipol Banca's
deposit and senior debt ratings. Failure to stabilise or improve
profitability and asset quality, or a reduction of the bank's
core capital ratios, could also result in a downgrade in the caa1
BCA.
Note 1: Unless noted otherwise, data in this report is sourced
from company reports and Moody's Banking Financial Metrics.
Note 2: Problem loans include non-performing loans (sofferenze),
watchlist (incagli), restructured (ristrutturati), and past-due
(scaduti); Moody's adjust these numbers and only incorporate 30%
of the watchlist category as an estimate of those over 90 days
overdue.
Affirmations:
-- Baseline Credit Assessment, Affirmed caa1
-- Short-Term Deposit Rating (Local and Foreign Currency),
Affirmed NP
Downgrades:
-- Adjusted Baseline Credit Assessment, Downgraded to b2 from
ba2
Confirmations:
-- Senior Unsecured Deposit Rating (Local and Foreign
Currency), Confirmed at Ba2
Assignments:
-- Senior Unsecured Regular Bond/Debenture, Assigned Ba2
-- Counterparty Risk Assessment, Assigned Ba2(cr)/NP(cr)
Outlook:
-- Outlook, Changed To Stable From Rating Under Review
The principal methodology used in these ratings was Banks
published in March 2015.
===================
K A Z A K H S T A N
===================
HALYK SAVINGS: Moody's Assigns Ba1(cr) CR Assessment Rating
-----------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
to 10 Kazakhstan banks. It has assigned CR Assessments of Ba1(cr)
to Halyk Savings Bank of Kazakhstan, Ba2(cr) to SB Sberbank JSC;
Ba3(cr) to Kaspi Bank JSC; B1(cr) to Kazkommertsbank, Bank
CenterCredit and Eurasian Bank; B2(cr) to Kazinvestbank and BTA
Bank; and B3(cr) to ATF Bank. Concurrently, Not-Prime(cr) short-
term CR Assessments have been assigned to all above-mentioned
banks and ForteBank JSC, where a long-term CR Assessment was
assigned earlier this year. This announcement follows the
publication of the rating agency's new bank rating methodology.
Moody's has also affirmed the ratings and assessments of
Kazkommertsbank, Bank CenterCredit and ATF Bank. The outlooks on
the long-term deposit and senior unsecured debt ratings remain
stable for Bank CenterCredit and Kazkommertsbank and negative for
ATF Bank. At the same time Moody's has withdrawn, for its own
business reasons, the outlooks on these banks' subordinated debt
ratings.
Kazkommertsbank:
The affirmation of Kazkommertsbank's caa1 baseline credit
assessment (BCA), Caa1 senior unsecured debt, Caa2 subordinated
debt and Caa3(hyb) junior subordinated debt ratings reflects the
bank's adequate reported capital adequacy (the bank reported a
Tier 1 ratio of 11.96% at year-end 2014) and low reliance on
market funding. At the same time, the ratings are constrained by
the bank's very weak asset quality with: (1) a high level of
problem loans; (2) high share of non-core assets, mainly illiquid
land plots; (3) a high share of loans denominated in foreign
currencies (51% at year-end 2013); and (4) high single-name loan
concentrations.
Kazkommertsbank's local and foreign currency deposit ratings were
also affirmed at B2/Not-Prime, two notches above the bank's BCA.
Moody's incorporates a high level of government support into
these ratings given the bank's systemic importance as reflected
in its having the largest market share of assets and deposits.
Bank CenterCredit:
The affirmation of Bank CenterCredit's b3 BCA and Caa2 (hyb)
junior subordinated debt ratings reflects the bank's gradually
declining nonperforming loan ratio following problem loans work
out, stabilising core recurring profitability benefitting from
established position in the local SME and retail market segments,
and moderate reliance on market funding. At the same time, the
ratings remain constrained by (1) vulnerability of its asset
quality to local currency devaluation and weakening
creditworthiness of borrowers' amid the challenging economic
environment, (2) modest capital buffer in the context of expected
high provisioning needs, and (3) volatile deposit base prone to
panic-driven customer behaviour.
Bank CenterCredit's local and foreign currency deposit ratings
were also affirmed at B2/Not-Prime, one notch above the bank's
BCA, incorporating Moody's assessment of a moderate probability
that government support would be extended to the bank's
depositors if a systemic crisis occurred. This is based on the
material market share of the bank in total banking assets at 6%
and retail customer deposits at 7.5% as of 1 January 2015.
National scale deposit rating affirmed at B1.kz.
ATF Bank:
The affirmation of ATF Bank's caa2 BCA, Caa2 senior unsecured
debt and Ca (hyb) junior subordinated debt ratings reflects the
bank's adequate liquidity profile with low reliance on market
funding and high share of liquid assets. At the same time, the
ratings are constrained by the bank's weak profitability and,
most importantly, very weak asset quality profile with the level
of problem loans(impaired loans in corporate and SME segments and
loans overdue by more than 90 days in the retail segment) at 43%
of gross loans as of year-end 2014. In Moody's view, there is a
high risk that these problem loans require additional loan loss
reserves beyond the 23% the bank reported as of year-end 2014.
Moody's also notes a high share of loans denominated in foreign
currencies - at above 50% - as of year-end 2014.
ATF Bank's local and foreign currency deposit ratings were also
affirmed at Caa1/Not-Prime, one notch above the bank's BCA.
Moody's incorporates a low level of government support into these
ratings given the bank's systemic importance as reflected in its
market share of assets and deposits.
Upward rating momentum on the ratings of Kazkommertsbank, Bank
CenterCredit and ATF Bank could develop from (1) a material
improvement of these banks' asset quality profiles, including a
significant reduction in problem loans; (2) a sustained
improvement in profitability; and/or (3) improved loan loss
reserve coverage of problem loans.
Downward rating pressure could emerge if (1) the macroeconomic
environment deteriorates such that banks are required to create
additional loan loss reserves beyond the level currently
anticipated by Moody's; (2) there is significant deterioration in
the banks' revenue and profitability; and/or (3) the Kazakhstan
tenge materially weakens against the US dollar, leading to a
deterioration in capital adequacy ratios and asset quality given
the high proportion of the banks' loans denominated in foreign
currencies.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than the likelihood of default and the expected
financial loss suffered in the event of default and (2) apply to
counterparty obligations and contractual commitments rather than
debt or deposit instruments. The CR Assessment is an opinion of
the counterparty risk related to a bank's covered bonds,
contractual performance obligations (servicing), derivatives
(e.g., swaps), letters of credit, guarantees and liquidity
facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same support assumptions as applied to deposit ratings.
As a result, the CR Assessment of all above mentioned banks are
one notch higher than their deposit ratings.
Issuer: ATF Bank
-- Counterparty Risk Assessment, Assigned B3(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: Bank CenterCredit
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: BTA Bank
-- Counterparty Risk Assessment, Assigned B2(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: Eurasian Bank
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: ForteBank JSC
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: Halyk Savings Bank of Kazakhstan
-- Counterparty Risk Assessment, Assigned NP(cr)
-- Counterparty Risk Assessment, Assigned Ba1(cr)
Issuer: Kaspi Bank JSC
-- Counterparty Risk Assessment, Assigned NP(cr)
-- Counterparty Risk Assessment, Assigned Ba3(cr)
Issuer: Kazinvestbank
-- Counterparty Risk Assessment, Assigned B2(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: Kazkommertsbank
-- Counterparty Risk Assessment, Assigned B1(cr)
-- Counterparty Risk Assessment, Assigned NP(cr)
Issuer: SB Sberbank JSC
-- Counterparty Risk Assessment, Assigned NP(cr)
-- Counterparty Risk Assessment, Assigned Ba2(cr)
Affirmations:
Issuer: ATF Bank
-- Adjusted Baseline Credit Assessment, Affirmed caa2
-- Baseline Credit Assessment, Affirmed caa2
-- Deposit Rating, Affirmed NP
-- Junior Subordinated Regular Bond/Debenture, Affirmed
Ca (hyb)
-- Senior Unsecured Regular Bond/Debenture, Affirmed Caa2 NEG
-- Senior Unsecured Deposit Rating, Affirmed Caa1 NEG
Issuer: Bank CenterCredit
-- Adjusted Baseline Credit Assessment, Affirmed b3
-- Baseline Credit Assessment, Affirmed b3
-- Deposit Rating, Affirmed NP
-- Junior Subordinated Regular Bond/Debenture, Affirmed
Caa2 (hyb)
-- Senior Unsecured Deposit Rating, Affirmed B2 STA
-- Senior Unsecured Deposit Rating, Affirmed B1.kz
Issuer: Kazkommertsbank
-- Adjusted Baseline Credit Assessment, Affirmed caa1
-- Baseline Credit Assessment, Affirmed caa1
-- Deposit Rating, Affirmed NP
-- Backed Junior Subordinated Regular Bond/Debenture, Affirmed
Caa3 (hyb)
-- Subordinate Regular Bond/Debenture, Affirmed Caa2
-- Senior Unsecured Medium-Term Note Program, Affirmed (P)Caa1
-- Senior Unsecured Regular Bond/Debenture, Affirmed Caa1 STA
-- Senior Unsecured Deposit Rating, Affirmed B2 STA
Outlook Actions:
Issuer: ATF Bank
-- Outlook, Remains Negative
Issuer: Bank CenterCredit
-- Outlook, Remains Stable
Issuer: Kazkommertsbank
-- Outlook, Remains Stable
The principal methodology used in these ratings was Banks
published in March 2015.
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N E T H E R L A N D S
=====================
INTERXION HOLDING: Moody's Affirms B1 CFR, Outlook Stable
---------------------------------------------------------
Moody's Investors Service confirmed the B1 foreign and domestic
corporate family ratings of Interxion Holding N.V. (Interxion),
as well as its B2 senior secured rating and B1-PD probability of
default ratings. The ratings have been taken off of review
following termination of Interxion's definitive merger agreement
with TelecityGroup plc (unrated). The rating outlook has been
revised to stable from ratings under review for upgrade.
Removal of Interxion's ratings from review for upgrade reflects
termination of the transaction to merge with TelecityGroup, which
would have increased the company's scale and diversity of its
market and customer reach. The binding agreement for the merger
was terminated by TelecityGroup as it has agreed to merge with
Equinix.
While the combination of Equinix and TelecityGroup will create a
large competitor, it will also provide Interxion with an
opportunity to be the only alternative provider of data centre
services in a number of markets. Still, Moody's believes that a
number of global customers may be attracted by the
Equinix/TelecityGroup combination, to Interxion's disadvantage.
The stable outlook reflects continued favorable supply/demand
dynamics in the data centre services space, Interxion's
significant market presence in Europe and strong revenue and cash
flow generation.
Prior to being placed on review for upgrade related to the
TelecityGroup transaction, the outlook for Interxion's ratings
was positive, reflecting strengthening of Interxion's positioning
within its B1 rating category, as well as the expectation that
the scale of Interxion's business was moving closer to the
inflection point where its organic growth strategy could be self-
financed, which would reflect in improved financial metrics.
However, given the drive to continue investing in expansion, this
inflection point is in the more distant future. While there may
be quarters where leverage may reduce due to a lull in expansion
activity, over the long-run the company will continue to pursue
debt funded growth.
Moody's notes that Interxion's expansion strategy underpinned by
strong demand for its services has been successful in the past
and expects this to continue. The agency further acknowledges
that this strategy is capital-intensive and pressures Interxion's
free cash flow metrics. The company has also increased its
leverage to 4.9x Debt/EBITDA in 2014, which is material for the
rating category; positively, it declined to 4.6x Debt/EBITDA for
the twelve months ending 31 March 2015. All ratios include
Moody's standard adjustments.
Upward ratings pressure could develop if demand and supply
dynamics continue to support pricing and high utilization rates
in the medium term, leading to an adjusted Debt/EBITDA ratio
towards 3.5x and positive free cash flow generation.
Negative ratings pressure could emerge if the company is unable
to sustain levels of profitability and utilization rates such
that adjusted Debt/EBITDA were to trend above 5.0x.
The principal methodology used in these ratings was Global
Communications Infrastructure Rating Methodology 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.
Interxion Holding N.V. is a provider of carrier-neutral internet
data-centre services and leases out collocation space in 39 data
centres located in 11 European countries, providing its customers
with power, cooling and a secure environment to house their
servers, network, storage and IT infrastructure. Interxion
reported last 12-months revenues for the period ending March 31,
2015 of EUR352 million and total assets of EUR1.189 billion as at
March 31, 2015.
JUBILEE CLO 2015-XV: Moody's Rates EUR27MM Class E Notes Ba2
------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Jubilee CLO 2015-
XV B.V.:
-- EUR252,750,000 Class A Senior Secured Floating Rate Notes
due 2028, Definitive Rating Assigned Aaa (sf)
-- EUR60,250,000 Class B Senior Secured Floating Rate Notes due
2028, Definitive Rating Assigned Aa2 (sf)
-- EUR26,000,000 Class C Deferrable Mezzanine Floating Rate
Notes due 2028, Definitive Rating Assigned A2 (sf)
-- EUR23,500,000 Class D Deferrable Mezzanine Floating Rate
Notes due 2028, Definitive Rating Assigned Baa2 (sf)
-- EUR27,000,000 Class E Deferrable Junior Floating Rate Notes
due 2028, Definitive Rating Assigned Ba2 (sf)
-- EUR15,250,000 Class F Deferrable Junior Floating Rate Notes
due 2028, Definitive Rating Assigned B2 (sf)
Moody's definitive rating of the rated notes addresses the
expected loss posed to noteholders by the legal final maturity of
the notes in 2028. The definitive 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, Alcentra Limited
("Alcentra"), has sufficient experience and operational capacity
and is capable of managing this CLO.
Jubilee CLO is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and senior secured
floating rate notes and up to 10% of the portfolio may consist of
unsecured loans, second-lien loans, mezzanine obligations and
high yield bonds. The bond bucket gives the flexibility to
Jubilee CLO to hold bonds if Volcker Rule is changed. The
portfolio is expected to be 65% ramped up as of the closing date
and to be comprised predominantly of corporate loans to obligors
domiciled in Western Europe.
Alcentra 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 issued EUR46.0m of subordinated notes, which is not rated.
The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.
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. Alcentra'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. As such, Moody's
encompasses the assessment of stressed scenarios.
Moody's used the following base-case modeling assumptions:
- Par amount: EUR 437,775,000
- Diversity Score: 36
- Weighted Average Rating Factor (WARF): 2820
- Weighted Average Spread (WAS): 4.10%
- Weighted Average Recovery Rate (WARR): 42%
- Weighted Average Life (WAL): 8 years.
Moody's has analyzed the potential impact associated with
sovereign related risk of peripheral European countries. As part
of the base case, Moody's has addressed the potential exposure to
obligors domiciled in countries with local currency country risk
ceiling of A1 or below. Following the effective date, and given
the portfolio constraints and the current sovereign ratings in
Europe, such exposure may not exceed 10% of the total portfolio.
As a result and in conjunction with the current foreign
government bond ratings of the eligible countries, as a worst
case scenario, a maximum 5% of the pool would be domiciled in
countries with A3 and a maximum of 5% of the pool would be
domiciled in countries with Baa3 local currency country ceiling
each. The remainder of the pool will be domiciled in countries
which currently have a local or foreign currency country ceiling
of Aaa or Aa1 to Aa3. Given this portfolio composition, the model
was run with different target par amounts depending on the target
rating of each class as further described in the methodology. The
portfolio haircuts are a function of the exposure size to
peripheral countries and the target ratings of the rated notes
and amount to 0.75% for the Class A notes, 0.50% for the Class B
notes, 0.38% for the Class C notes and 0% for Classes D, E and F.
Together with the set of modeling assumptions above, Moody's
conducted additional sensitivity analysis, which was an important
component in determining the definitive rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:
Percentage Change in WARF: WARF + 15% (to 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 Deferrable Mezzanine Floating Rate Notes: -2
- Class D Deferrable Mezzanine Floating Rate Notes: -2
- Class E Deferrable Junior Floating Rate Notes: -1
- Class F Deferrable Junior Floating Rate Notes: 0
Percentage Change in WARF: WARF +30% (to 3666 from 2820)
Ratings Impact in Rating Notches:
- Class A Senior Secured Floating Rate Notes: -1
- Class B Senior Secured Floating Rate Notes: -3
- Class C Deferrable Mezzanine Floating Rate Notes: -4
- Class D Deferrable Mezzanine Floating Rate Notes: -2
- Class E Deferrable Junior Floating Rate Notes: -1
- Class F Deferrable Junior Floating Rate Notes: -1
Given that the transaction allows for corporate rescue loans
which do not bear a Moody's rating or Credit Estimate, Moody's
has also tested the sensitivity of the ratings of the notes to
changes in the recovery rate assumption for corporate rescue
loans within the portfolio (up to 5% in aggregate). This analysis
includes haircuts to the 50% base recovery rate which we assume
for corporate rescue loans if they satisfy certain criteria,
including having a Moody's rating or Credit Estimate.
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
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R U S S I A
===========
RUSSIAN BELGOROD: Fitch Assigns 'BB' IDR, Outlook Stable
--------------------------------------------------------
Fitch Ratings has assigned the Russian Belgorod Region Long-term
foreign and local currency Issuer Default Ratings of 'BB' and a
Short-term foreign currency IDR of 'B'. The agency has also
assigned the region's National Long-term rating at 'AA-(rus)'.
The Outlooks on the Long-term ratings are Stable.
The agency has also assigned the region's senior unsecured debt a
Long-term local currency rating of 'BB' and a National Long-term
rating of 'AA-(rus)'.
KEY RATING DRIVERS
The 'BB' rating reflects the region's sound operating
performance, moderate direct debt and strong well-diversified
economy. The ratings also take into account exposure to
contingent risk, the evolving institutional framework for Russian
subnationals as well as the nationwide economic downturn, which
could negatively influence the region's financials.
Fitch expects the region will continue to demonstrate sound
budgetary performance over the medium term. The operating
balance will account for around 10% of operating revenue in 2015-
2017 backed by continuous control of operating spending and tax-
driven growth of operating revenue. In 2014 the operating
balance improved to 11% of operating revenue after a temporary
drop to 2.6% in 2013. The restoration was supported by 7%
cutbacks in operating spending.
Fitch assumes the scale of the budget deficit before debt will be
moderate over the medium term. In 2015, the deficit will likely
to increase to 7% of total revenue from low 1.4% in 2014. This
year Belgorod plans to complete the construction of a perinatal
centre, for which it already received federal funding in 2014.
For 2016-2017 the agency expects the deficit to be around 3%-5%
of total revenue on the back of moderate capital expenditure at
10%-12% of total spending.
In Fitch's view, the region's direct risk will remain moderate at
below 55% of current revenue by end-2017. In 2014, the direct
risk moderately increased to 51% of current revenue from 48% one
year earlier. The region has a smooth and relatively long
maturity profile in comparison with national peers, although debt
coverage (direct risk to current balance) of seven years in 2014
was still above the average debt maturity of four years.
The region's creditworthiness remains constrained by the
institutional framework for local and regional governments (LRGs)
in Russia. The predictability of Russian LRGs' budgetary policy
is hampered by frequent reallocation of revenue and expenditure
responsibilities between the tiers of government. A new tax
regime for large corporates (formation of consolidated groups and
use of advanced depreciation) introduced in 2012-2013 negatively
affected Belgorod's corporate income tax, which dropped 2x in
2013 compared with 2011.
Contingent liabilities accounted for around 25% of Belgorod's
current revenue. Most of this refers to guarantees (RUB11.5bn)
that the region provided to support regionally important
enterprises, largely operating in agriculture. In addition,
Fitch considers RUB4.8bn of debt at public road company
Obldorsnab as direct risk as Belgorod provides a subsidy to the
company to repay principal and interests on this loan.
The region has a well-diversified economy based on agriculture,
mining and food processing. Its wealth indicators are strong
with GRP per capita at 140% of the national median in 2013. The
regional economy grew by 2.2% yoy in 2014 outpacing national weak
growth of 0.6%. Fitch notices that the national economic
downturn could have a negative impact on the region's economic
development in 2015.
RATING SENSITIVITIES
An improved national economic context leading to a sustainable
operating balance and debt coverage in line with the region's
average maturity profile could lead to an upgrade.
Growth in direct risk to above 70% of current revenue, coupled
with a weak close to zero current margin, could lead to a
downgrade.
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T A J I K I S T A N
===================
BANK ESKHATA: Moody's Assigns B2(cr) CR Assessment Rating
---------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
(CR Assessments) of B2(cr)/ Not Prime(cr) to OJSC Bank Eskhata.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that CR Assessments (1) consider only the
risk of default rather than expected loss; and (2) apply to
counterparty obligations and contractual commitments rather than
debt or deposit instruments. The CR assessment is an opinion of
the counterparty risk related to a bank's covered bonds,
contractual performance obligations (servicing), derivatives
(e.g., swaps), letters of credit, guarantees and liquidity
facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same likelihood of support uplift as applied to deposit
ratings.
As a result, the B2(cr) CR Assessment of Bank Eskhata is one
notch higher than its local currency bank deposit rating,
reflecting Moody's view that authorities are likely to honor the
operating obligations the CR Assessment refers to in order to
preserve a bank's critical functions and reduce potential for
contagion.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
===========
T U R K E Y
===========
BURSA MUNICIPALITY: Fitch Affirms 'BB' IDR, Outlook Positive
------------------------------------------------------------
Fitch Ratings has revised the Metropolitan Municipality of
Bursa's Outlook to Positive from Stable and affirmed its Long-
term foreign and local currency Issuer Default Ratings at 'BB'
and National Long-term rating at 'AA-(tur)'.
The affirmation reflects Bursa's continued strong operating
performance (above 40% in 2014) and expenditure discipline with a
realisation rate just below the 100% of the budgeted amount,
leading to a reduction of its debt stock.
The revision of the Outlook reflects that in line with Fitch's
expectation, the new Law on 6360 has boosted Bursa's tax revenue
base, increasing operating revenue by 35% yoy. Coupled with
improving financial planning and budget discipline, the payback
ratio continued to decline below five years to 2.9 years for a
second consecutive year. This led to a budget surplus before
debt variation for the first time since 2007.
KEY RATING DRIVERS
Bursa's rating reflects high debt levels, significant but
decreasing unhedged foreign currency exposure and moderate capex
investments, which are balanced by its strong operating
performance, due to its well diversified strong local economy
base.
Since 2013 Bursa has not taken on new foreign currency-
denominated debt. This is in line with Fitch's expectations and
demonstrates the city's commitment to reducing its FX
liabilities. In 2014, Bursa's FX debt decreased to 59.5%, from
63.7% of its total debt, both due to a reduced absolute amount in
FX and the lira's appreciation against the euro by 6.4% yoy. At
end 2014, Bursa's direct debt had declined by 2.4% to
TRY1,104.5bn for the first time since 2009, mainly due to the
improving budgetary, fiscal and capex planning.
Bursa's unhedged foreign currency-denominated debt exposes the
city to FX risk. All of its FX debt is euro-denominated and the
lender portfolio consists of multilaterals. The weighted average
maturity of its total debt was 10.2 years, well above its debt to
current revenue with 2.9 years.
The city accomplished the majority of its capital-intensive metro
line construction (East-West Line by 40km) by 2013. From 2015
onwards, the administration plans to invest in tram wagons to
meet demand during peak hours. Fitch projects capex will account
for below 40% of total expenditure on average in 2015-2017.
Bursa's indirect risk doubled to TRY401.2 m at end-2014, mainly
because of the increase in public services due to Law 6360, which
increased Bursa's size. The municipality has three majority-
owned companies and two public entities, and debt at these five
public sector entities (PSEs) is self-supporting. Similar to
other Turkish metropolitan municipalities, Bursa supports its
PSEs with regular capital injections.
RATING SENSITIVITIES
Sustainable reduction of overall risk, continued large operating
surpluses as a result of the tax revenue boost by Law 6360 and
continued strong budgetary performance, with operating
expenditure within budget and prudent debt management would be
positive for the Long-term IDRs and National Ratings.
KEY ASSUMPTIONS
Fitch forecasts tax revenues will increase by 14% with an
expected inflation rate of 8% annually on average, and a
continuation of the expenditure discipline leading to strong
operating margins above 40% in 2015-2017. Fitch also assumes
Bursa's debt payback ratio will decline to about three years on
average in 2015-2017, supported by improved budgetary and
financial planning.
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U K R A I N E
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NUCLEAR FUEL: President Says Bankruptcy Likely on Lack of Funds
---------------------------------------------------------------
Interfax-Ukraine reports Yuriy Nedashkovsk, president of
Energoatom, predicts Ukrainian-Russian joint venture - private
joint-stock company Nuclear Fuel Fabrication Plant, will go
bankrupt.
"Nuclear Fuel Fabrication Plant is eating its last money, and I
think that in the near term it will start bankruptcy procedure,"
Interfax-Ukraine quotes Mr. Nedashkovsk as saying.
Mr. Nedashkovsky, as cited by Interfax-Ukraine, said Russia did
not fulfill its liabilities on the conditions of the transfer of
fuel assembly production technology.
According to Interfax-Ukraine, Mr. Nedashkovsk said "Ukraine
cannot finance without receiving the technology, and Russians
simply did not fulfill their liabilities as far as I know. The
condition was the transfer of the technology . . . The technology
should be transferred without any restrictions and without
pegging it to Russian enrichment facilities. They started
restricting all these and did not pass the technologies. Of
course, Ukraine does not see the necessity of investing in the
enterprise in the future."
In July 2014, Deputy Energy and Coal Industry Minister of Ukraine
Vadym Ulida said that some conditions of the agreement signed by
Nuclear Fuel Concern and Russia's OJSC TVEL on the construction
of the nuclear fuel fabrication plant did not suit Ukraine,
Interfax-Ukraine recounts. He said Ukraine had questions about
the format of cooperation and license conditions, Interfax-
Ukraine notes.
OTP BANK: Moody's Assigns Caa2(cr) CR Assessment Rating
-------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
(CR Assessments) to seven Ukrainian banks. It has assigned CR
Assessments of Caa2(cr) to OTP Bank (Ukraine), Subsidiary Bank
Sberbank of Russia, Prominvestbank and Pivdennyi Bank, JSCB, and
Caa3(cr) to Ukreximbank, First Ukrainian International Bank, PJSC
and Bank Finance and Credit JSC. Concurrently, Not-Prime (cr)
short-term CR Assessments have been assigned to all the banks.
This announcement follows the publication of the rating agency's
new bank rating methodology.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment is one
notch above the bank's adjusted baseline credit assessment (BCA),
which represents the rating agency's view of the probability of a
bank failing on its obligations without considering government
support. Moody's then adds the same likelihood of support uplift
as applied to deposit ratings. However, none of the Ukrainian
banks covered in this announcement benefits from government
support as the government's capacity to support the banks in case
of need is very limited.
As a result, the CR Assessment of Caa3(cr) for Ukreximbank, First
Ukrainian International Bank and Bank Finance and Credit JSC and
Caa2(cr) for Prominvestbank and Pivdennyi Bank, JSCB are one
notch higher than their deposit ratings. The CR Assessments of
Caa2(cr) for the foreign-owned banks OTP Bank (Ukraine) and
Subsidiary Bank Sberbank of Russia, capped by the local currency
deposit ceiling of Caa2, benefit from affiliate support and are
aligned with their deposit ratings.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
PEOPLENET: Kyiv Court Commences Bankruptcy Case
-----------------------------------------------
Interfax-Ukraine reports that the business court of Kyiv on
May 27 opened a case on the bankruptcy of private joint-stock
company Telesystems of Ukraine, which provides CDMA mobile
communications services under the PeopleNet brand, under a claim
of I.K. Initiative LLC.
I.K. Initiative filed a claim to the court asking it to open a
bankruptcy case, as the defender had a debt of UAH372,000 and was
not able to repay it, Interfax-Ukraine relates.
The court decided to open the bankruptcy case and recognize the
claims of the creditor, Interfax-Ukraine relays. The court also
introduced a moratorium on the satisfaction of creditor claims
and introduced the asset management procedure, Interfax-Ukraine
discloses.
Arbitration manager Anatoliy Leschenko has been appointed as
property manager, Interfax-Ukraine recounts. Before July 17,
2015, the manager is to submit reports on the consideration of
claims of the creditors and compile a register of claims of the
debtors' creditors, Interfax-Ukraine notes. Before July 27,
2015, the manager is to conduct a stocktaking of assets,
Interfax-Ukraine states.
The next court hearing is scheduled for August 17, Interfax-
Ukraine says.
UKRAINE: Committee Refuses to Revise Debt Restructuring Proposal
----------------------------------------------------------------
Interfax-Ukraine reports that the ad hoc committee, representing
Ukraine's international commercial creditors, has refused to
change its proposal on the restructuring of Ukraine's debt, which
the Finance Ministry still considers unacceptable.
"The committee's proposal to offload their sovereign claims into
the books of the National Bank of Ukraine is unacceptable as it
assumes using the National Bank of Ukraine's reserves, in clear
violation of Ukrainian law, and more generally in clear
contradiction with Central Banks best practices,"
Interfax-Ukraine quotes a statement issued by the Finance
Ministry as saying.
The statement said the ministry reiterated the need for the
creditors to enter into a dialogue regarding appropriate burden
sharing by creditors, consistent with the International Monetary
Fund's EFF program, Interfax-Ukraine notes.
Ukrainian Finance Minister Natalie Jaresko expressed her
willingness to meet directly with the creditors and encouraged
the committee to remove artificial and counterproductive barriers
to more constructive dialogue, Interfax-Ukraine says.
After the IMF endorsed a new four-year extended fund facility for
Ukraine for US$17.5 billion, the Finance Ministry started
consultations on debt restructuring with creditors for about
US$23 billion on March 13 to save about US$15.3 billion on
payments while the program remains in effect, Interfax-Ukraine
relays.
Ukraine has engaged Lazard Freres SAS as a financial adviser and
White&Case as a legal adviser, Interfax-Ukraine discloses. The
creditors committee has been formed of five major holders of the
Ukrainian debt, advised by Blackstone and Weil Gotshal, Interfax-
Ukraine relates.
According to Interfax-Ukraine, the Ukrainian Finance Ministry has
said repeatedly that, to attain the IMF program's targets, not
only should the debt clearance deadlines be extended, but also,
part of these debts should be written off and the interest should
be lowered, except for the loan participation notes issued by
Oschadbank, Ukreximbank, and Ukrzaliznytsia.
However, the major holders of Ukrainian bonds are unwilling to
agree to the cancellation of the principal debt, arguing that the
size of the debt relief proposed is too big, Interfax-Ukraine
states. Russia has also demanded the repayment of its
US$3 million loan to Ukraine by the end of 2015, refusing to
agree to its restructuring, Interfax-Ukraine relays.
According to Interfax-Ukraine, the committee of creditors
expressed their disappointment with the result of talks held on
June 5. The committee, as cited by Interfax-Ukraine, said that
its latest proposal made in May means the reduction of payments
on the debt by US$15.8 billion, which is even more than the IMF
requires (US$15.3 billion in four years).
===========================
U N I T E D K I N G D O M
===========================
SANTANDER UK: Moody's Assigns Ba2(hyb)Rating to GBP750MM Note
-------------------------------------------------------------
Moody's Investor Service assigned a Ba2(hyb) rating to the high
trigger additional tier 1 (AT1) GBP750 million note issued by
Santander UK Group Holdings plc (HoldCo -- rated Baa2/Positive),
the holding company of Santander UK plc (SAN UK -- rated A2 under
review for upgrade/A2 Positive, baa1). The outlook on this rating
is stable.
This perpetual non-cumulative AT1 security ranks junior to all
liabilities of Santander UK Group, including subordinated
liabilities other than parity securities, and ranks senior to
common shares and existing mandatory convertible notes. Coupons
may be cancelled on a non-cumulative basis at the issuer's
option, and on a mandatory basis subject to the availability of
distributable items and regulatory discretion. The principal of
the security will be fully and permanently written-down if
Santander UK Group's fully loaded consolidated Basel III Common
Equity Tier 1 (CET1) capital ratio falls below 7%.
The Ba2(hyb) rating assigned to the security is based on multiple
risks including the likelihood of Santander UK Group's capital
ratio reaching the conversion trigger, the likelihood of coupon
suspension on a non-cumulative basis, the probability of a bank-
wide failure and loss severity, if any or all of these events
occur. Moody's assesses the probability of a trigger breach using
an approach that is model-based, incorporating the firm's
creditworthiness, its most recent CET1 level, and qualitative
considerations particularly with regard to how the bank may
manage its CET1 level on a forward-looking basis. Moody's
approach to rating high-trigger contingent capital securities is
described in its "Banks" rating methodology, published in March
2015.
SAN UK has a Baseline Credit Assessment (BCA) of baa1, which
incorporates the bank's overall intrinsic credit strength and the
most recently published group-level fully loaded Basel III CET1
ratio, which was 11.6% at end-1Q2015. SAN UK's BCA, its group-
level fully loaded CET1 ratio and some forward-looking
assumptions on its regulatory ratio were used as inputs to the
model, which corresponds to an output of Ba1(hyb).
The model output was then compared to the issuer's non-viability
security rating, Ba1(hyb), which is positioned based on Moody's
advanced Loss Given Failure (LGF) analysis and also captures both
the probability of impairment associated with non-cumulative
coupon suspension as well as the probability of a bank failure.
Therefore, the "high trigger" security rating is not constrained
by the bank's non-viability security rating. An additional notch
was applied to the model outcome to take into account the full
and permanent write-down of the principal, leading to a final
rating of Ba2(hyb).
In addition, Moody's ran a model sensitivity analysis on
Santander UK Group that factors in changes to the Group-level
CET1 ratio. The outcome of this sensitivity analysis confirms
that a Ba2(hyb) rating is resilient under the main plausible
scenarios.
The rating of Santander UK Group's AT1 note could be upgraded if
the bank's BCA baa1 is raised more than a notch or if the bank
materially improves its CET1 ratio.
Conversely, downward pressure on the rating of this instrument
could develop if SAN UK' BCA was adjusted downward or if its
consolidated group-level fully loaded CET1 ratio were to decline
substantially on a sustained basis. In addition, Moody's would
also reconsider the rating in the event of an increased
probability of a coupon suspension.
The principal methodology used in this rating was Banks published
in March 2015.
===================
U Z B E K I S T A N
===================
HAMKORBANK: Moody's Assigns Ba3(cr) CR Assessment Rating
--------------------------------------------------------
Moody's Investors Service assigned Counterparty Risk Assessments
(CR Assessments) to 11 Uzbek banks. It has assigned CR
Assessments of Ba3(cr) to Hamkorbank; B1(cr) to National Bank of
Uzbekistan, Asaka Bank, Alokabank Joint-Stock Commercial Bank,
Ipoteka Bank, Ipak Yuli Bank, Savdogar Bank, and Uzbek-Turkish
Bank; B2(cr) to Asia Alliance Bank and InFinBank; and B3(cr) to
Agrobank. Concurrently, Not Prime(cr) short-term CR Assessments
have been assigned to all of the banks.
This announcement follows the publication of the rating agency's
new bank rating methodology.
CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.
In most cases, the starting point for the CR Assessment -- which
is an assessment of the ability to avoid defaulting on its
operating obligations -- is one notch above the bank's adjusted
baseline credit assessment (BCA), which represents the rating
agency's view of the probability of a bank failing on its
obligations without considering government support. Moody's then
adds the same uplift due to the likelihood of government support
as applied to deposit ratings. However, in the case of the
higher-rated government-owned Uzbek banks the CR Assessments do
not benefit from the additional one notch of government support
that the rating agency imputes in their deposit ratings.
As a result, the B1(cr) CR Assessments of National Bank of
Uzbekistan, Asaka Bank and Alokabank are aligned with these
banks' deposit ratings. At the same time, Ba3(cr) CR Assesment of
Hamkorbank, B1(cr) CR Assessments of Ipoteka Bank, Ipak Yuli
Bank, Savdogar Bank, and Uzbek-Turkish Bank, B2(cr) CR
Assessments of Asia Alliance Bank and InFinBank, and B3(cr) CR
Assessment of Agrobank are one notch higher than these banks'
deposit ratings.
The principal methodology used in these ratings/analysis was
Banks published in March 2015.
===============
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 -3387310342 2941216446
AA PLC AAL BQ -3387310342 2941216446
AA PLC AA/ TQ -3387310342 2941216446
AA PLC AA/ IX -3387310342 2941216446
AA PLC AAAAL S1 -3387310342 2941216446
AA PLC AA/ EB -3387310342 2941216446
AA PLC 2XA GR -3387310342 2941216446
AA PLC AA/GBX EU -3387310342 2941216446
AA PLC AA/GBX EO -3387310342 2941216446
AA PLC AA/ LN -3387310342 2941216446
AA PLC 1023859D SW -3387310342 2941216446
AA PLC AAL B3 -3387310342 2941216446
AA PLC AAL S2 -3387310342 2941216446
AA PLC AAL L3 -3387310342 2941216446
AA PLC AA/EUR EU -3387310342 2941216446
AA PLC AA/EUR EO -3387310342 2941216446
AA PLC-SUB SHS 1253131D LN -3387310342 2941216446
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
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ADVANCE DISPLAY ADTPEUR EO -3015579018 2590008061
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AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4
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AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN LN -251538429 142000079.4
AEA TECHNOLOGY AAT PO -251538429 142000079.4
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AEGEK AGEKF US -129281233.7 283727598.7
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AEGEK S.A.-RTS AEGEPR GA -129281233.7 283727598.7
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AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFRICA OFFSHORE AOSA NO -280249984 357512992
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*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 2015. All rights reserved. ISSN 1529-2754.
This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.
Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.
The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail. Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each. For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.
* * * End of Transmission * * *