/raid1/www/Hosts/bankrupt/TCREUR_Public/150728.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, July 28, 2015, Vol. 16, No. 147
Headlines
A R M E N I A
ARMENIA: Fitch Affirms 'B+' LT Currency IDRs; Outlook Stable
A U S T R I A
CONSTANTIA FLEXIBLES: S&P Assigns 'B+' CCR, Outlook Stable
F R A N C E
TECHNICOLOR SA: Moody's Affirms 'B1' Corporate Family Rating
G E R M A N Y
SCHAEFFLER GROUP: S&P Assigns 'BB-' CCR, Outlook Stable
G R E E C E
GREECE: Creditors Arrive in Athens for Bailout Talks
I C E L A N D
LANDSVIRKJUN: S&P Raises ICR to 'BB+', Outlook Stable
I R E L A N D
ADAGIO IV CLO: Moody's Assigns B2 Rating to Class F Notes
I T A L Y
FINARVEDI SPA: Moody's Assigns (P)B1 CFR, Outlook Stable
SNAI SPA: S&P Assigns 'B-' Rating to EUR110MM Sr. Sec. Notes
K A Z A K H S T A N
SAMEK INTERNATIONAL: Parent Commences Rehabilitation Process
N E T H E R L A N D S
LEOPARD CLO II: Moody's Affirms Caa2 Rating on Class C Notes
LEOPARD CLO V: S&P Raises Ratings on 2 Note Classes to CCC+
P O R T U G A L
BANCO ESPIRITO: Former Chief Executive Put Under House Arrest
LUSITANO MORTGAGES 7: S&P Affirms BB- Rating on Class B Notes
R U S S I A
AMB BANK: Put Under Provisional Administration, License Revoked
BUMERANG BANK: Bank of Russia Halts Provisional Administration
GAZPROM OAO: S&P Affirms 'BB+/B' CCRs, Outlook Negative
KIROV REGION: Fitch Affirms 'BB-' Long-Term Currency IDRs
KOSTROMA REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
MOSSTROYECONOMBANK CJSC: Bank of Russia Revokes Banking License
NIZHNIY NOVGOROD: Fitch Affirms 'BB' Long-Term Currency IDRs
RYAZAN REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
TRUST CAPITAL: Bank of Russia Ends Provisional Administration
TULSKII PROMYSHLENNIK: Provisional Administration Term Revised
VOLGOGRAD REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
S P A I N
IBERCAJA BANCO: Fitch Affirms 'BB+' LT Issuer Default Rating
VALENCIA HIPOTECARIO 2: Fitch Affirms 'CCC' Rating on Cl. D Notes
U K R A I N E
UKRAINE: Makes US$120MM Debt Interest Payment, Averts Default
U N I T E D K I N G D O M
CO-OPERATIVE GROUP: S&P Raises CCR to 'BB', Outlook Stable
CO-ORDINATED DEVELOPMENT: Buyer Found for Bladnoch Distillery
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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ARMENIA: Fitch Affirms 'B+' LT Currency IDRs; Outlook Stable
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Fitch Ratings has affirmed Armenia's long-term foreign and local
currency Issuer Default Ratings (IDRs) at 'B+' with a Stable
Outlook. Fitch has also affirmed the issue ratings on Armenia's
senior unsecured foreign and local currency bonds at 'B+'. The
Country Ceiling has been affirmed at 'BB-' and the Short-term
foreign currency IDR at 'B'.
KEY RATING DRIVERS
The 'B+' rating reflects the following factors:
Armenia's ratings are currently supported by its relatively
stable fiscal position and indicators of governance better than
its 'B' rating peers. However, the country remains heavily
exposed to the severe economic downturn in Russia (BBB-
/Negative).
Latest national indicators on economic activity suggest Armenia's
economic growth is better than Fitch previously anticipated. As a
result, we have revised upwards our real GDP forecast for 2015 to
+1.5% from -0.5%, followed by growth of 2.5% and 2.9% in 2016 and
2017, respectively. Growth will be mainly constrained by weak
private consumption against a lower trend in net remittance
receipts.
Armenia's large exposure to Russia increases risks to its growth
prospects and balance of payments and weighs on the rating as a
result. Russia is an important source of Armenia's net receipts
of workers' remittances (80%, 2014) and export revenues (20%,
2014). Remittances, which accounted for 13% of Armenia's GDP in
2014 and are a key driver of private consumption, fell 40% year-
on-year in the first five months of 2015.
Armenia's external finances are weaker than the median of its 'B'
range rating peers. Net external debt to GDP is high (42.6% vs
'B' median of 14.4%, 2014) and the current account deficit plus
net FDI is large (-4.6% vs 'B' median of -2.7%, 2014). Pressures
on the external finances have subsided in recent months. Foreign
reserves up to June 2015 picked up 22.6% from February levels,
helped by the issuance of a USD500m Eurobond back in March. The
dram has stabilized against the dollar following a 17%
depreciation between October 2014 and February 2015.
A degree of support for Armenia's rating is provided by the
sovereign's public finances. Armenia's fiscal deficit (2% of GDP,
2014) is less than half the 'B' median deficit (4.5% of GDP,
2014), and gross public debt-to-GDP (46.6%, 2014) is slightly
below the 'B' median (47.8%). In addition, Armenia's debt profile
benefits from a lower interest-to-revenue ratio than its peers.
However, these positive characteristics are offset by the
sovereign's large share of foreign currency debt.
The government deficit for 2015 is likely to come in at 3.5% of
GDP, compared with the objective of 2.3% of GDP in the original
budget, reflecting the weakening of the economy. A major
objective is to increase government revenues, which are currently
low, and an increase in excise duties is currently before
parliament. However, tax increases and similar measures will
likely face strong social and political challenges, as the recent
protests against higher consumer electricity charges
demonstrates.
Armenia's geopolitical environment is a constraint on the rating.
The latent conflict with Azerbaijan over the disputed Nagorno-
Karabakh region entails the tail risk of escalating into a full-
scale conflict. No resolution is expected in the short term.
Armenia's close relations with Russia have been strengthened
further by Armenia's accession to the Eurasian Economic Union
(EEU). After a hiatus in relations with the EU following
Armenia's abrupt decision to join the EEU, the EU adopted a
mandate in May for new negotiations with Armenia on improving the
relationship.
Economic policy is supported by strong relations with the IMF,
which act as a policy anchor. Armenia is in a 38-month Extended
Fund Facility with the IMF approved in March 2014.
RATING SENSITIVITIES
The Stable Outlook reflects Fitch's assessment that upside and
downside risks to the rating are currently balanced.
The main risk factors that, individually or collectively, could
trigger positive rating action are:
-- A further easing of external pressures, for example an
increase in foreign reserves and/or an improvement in the
Russian economy.
-- A decline in the debt-to-GDP ratio consistent with credible
fiscal policies and robust GDP growth.
The main risk factors that, individually or collectively, could
trigger negative rating action are:
-- A renewed worsening of economic conditions in Russia or a
more severe spillover than expected.
-- A renewed deterioration of foreign exchange reserves.
-- Fiscal slippage leading to a significant rise in the debt-to-
GDP ratio.
KEY ASSUMPTIONS
Fitch assumes that Armenia will continue to enjoy broad social
and political stability and there will be no significant
worsening in tensions with Azerbaijan surrounding Nagorno-
Karabakh.
Fitch also assumes that the global economy performs broadly in
line with Fitch's global Economic Outlook and that the US Federal
Reserve interest rate hike expected for later in 2015 will not
lead to disorderly market conditions that disrupt access to
financial markets for emerging economies like Armenia.
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A U S T R I A
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CONSTANTIA FLEXIBLES: S&P Assigns 'B+' CCR, Outlook Stable
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Standard & Poor's Ratings Services assigned its 'B+' long-term
corporate credit rating to Constantia Flexibles Holding GmbH, the
immediate parent of Austria-based flexible packaging manufacturer
Constantia Flexibles GmbH. The outlook is stable.
At the same time, S&P assigned its 'B' issue rating to the
EUR1,211 million senior secured facilities, including to the
EUR125 million senior secured revolving credit facility (RCF).
These ratings are in line with the preliminary ratings S&P
assigned on Feb. 6, 2015.
The rating on Constantia Flexibles reflects S&P's assessment of
its business risk profile as "fair" and its financial risk
profile as "aggressive" as S&P's criteria define these terms.
S&P understands that the buyers, led by Wendel, financed the
acquisition of Constantia Flexibles for approximately EUR2.3
billion with cash equity and by placing EUR1,211 million in
first-lien term loans, including one tranche in euros (EUR1,011
million, under which the company drew down about EUR886 million
and has a EUR125 million senior secured RCF available with the
same seniority as the term loan) and another tranche in U.S.
dollars equivalent to about EUR200 million.
S&P's assessment of the business risk profile as "fair" is partly
based on Constantia Flexibles' market position as the world's
fourth-largest flexible packaging and labels supplier, in a very
fragmented and competitive industry.
The group enjoys leading positions in a diverse set of growing
segments such as food foil and pharmaceuticals blister packaging,
as well as beer and in-mold labels. These end-markets have
favorable long-term growth prospects supported by the growing
demand for smaller and premium flexible packaging for food and
beverages; increasing substitution of flexible for rigid
packaging; increasing demand from the expanding middle class in
emerging markets; and rising standards in health care, which
supports the growth of pharmaceutical packaging.
The company benefits from its positioning in the higher-margin
premium packaging segments and customized products, which allows
it to compete with larger peers and achieve EBITDA margins that
S&P views as average for the packaging industry as a whole.
Constantia Flexibles also has a proven business model based on
its proximity to and longstanding relationships with customers.
The group has a track record of stable profitability; the
correlation with economic cycles is somewhat limited due to the
largely non-discretionary nature of pharmaceuticals, food, and
beverage end-use products.
These strengths are partly offset by Constantia Flexibles' high
degree of exposure to the cost of volatile key raw materials such
as aluminum and plastic films. The group is also a price
follower, although it does have a good track record of passing on
costs to customers with a three-to-six-month lag. The group also
has a relatively smaller scale of operations compared with some
of its packaging peers, in S&P's view, as well as some geographic
concentration of revenues -- more than 60% of sales are in
Western Europe. That said, this is partly mitigated by its
diverse global client base and strong product diversity.
S&P's business risk assessment also incorporates its view of the
global packaging industry's "intermediate" risk and "low" country
risk.
S&P's base-case assumptions for the company have not changed
materially since it assigned the preliminary rating on Feb. 6,
2015. S&P continues to anticipate revenue growth of 4%-5% in
2015 and 2016 as a result of stable pricing and higher volumes,
based on strong demand for processed food, confectionary, and
(less so) continued growth from the pharmaceutical and labels
business; and improving margins as a result of procurement
optimization and the implementation of cost reduction measures,
leading to a Standard & Poor's-adjusted EBITDA margin of about
14%-15% for the next two years.
Based on these assumptions, S&P arrives at these credit measures:
-- Weighted-average adjusted debt to EBITDA of about 5x;
-- Weighted-average FFO to debt of over 13%;
-- Positive discretionary cash flow generation; and
-- Robust EBITDA interest coverage of over 4x.
The rating on Constantia Flexibles also reflects the application
of a one-notch negative adjustment for S&P's comparable ratings
analysis. S&P reviews the company's credit characteristics in
aggregate compared with peers. In particular S&P forecasts that
over the next two years Constantia Flexibles's credit metrics
will remain at the lower end of the range we consider to be
commensurate with an "aggressive" financial risk profile.
S&P views Constantia Flexibles' financial policy as "neutral."
This is because S&P anticipates that Wendel will be a supportive
long-term shareholder that will not seek to extract returns
through recapitalization or dividends until significant
deleveraging has been completed. As a result of this assessment,
S&P's adjusted debt metrics are net of surplus cash, which S&P
views as substantially available for the repayment of debt.
The outlook is stable. S&P anticipates that the group will
exhibit a moderate reduction in leverage over the next 12-18
months and maintain Standard & Poor's-adjusted FFO to debt of
above 12%. S&P expects that Constantia Flexibles will be able to
generate positive free operating cash flows and strengthen
margins over the next 12 months, as operations benefit from
revenue growth in the group's main markets and cost curtailment.
S&P could lower the ratings if the company's operating
performance declined materially beyond S&P's base case as a
result of pressure on sales prices, or lower-than-expected demand
for the company's products. S&P could also lower the ratings if
the company enacts sizable debt-funded acquisitions or
shareholder distributions, which could cause S&P to reassess the
group's financial policy. Specifically, S&P could lower the
rating if there is pressure on the group's liquidity or if it
views the group's financial risk profile as likely to fall into
the "highly leveraged" category, with the FFO-to-debt ratio
falling below 10% on a sustainable basis.
S&P could raise the ratings by one notch if it saw sustainable
improvements in the financial risk profile toward the mid-range
of the "aggressive" category.
These improving credit measures could include, for example,
leverage falling toward 4.5x and the FFO-to-debt ratio
sustainably rising above 16%, supported by sound positive free
operating cash flows.
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F R A N C E
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TECHNICOLOR SA: Moody's Affirms 'B1' Corporate Family Rating
------------------------------------------------------------
Moody's Investors Service affirmed Technicolor S.A.'s corporate
family rating at B1, probability of default rating at B1-PD, and
the B1 rating for the senior secured term loan issued by Tech
Finance & Co S.C.A. The rating affirmation follows the company's
announcement that it has entered into an agreement with Cisco
Systems, Inc. (A1/stable) to acquire its Connected Devices
Division for a total consideration of EUR550 million. The outlook
remains stable.
RATINGS RATIONALE
The affirmation of Technicolor's B1 rating was driven by the
strategic rationale of the transaction, as it will strengthen
Technicolor's positioning in its core activities of Connected
Home. Additional turnover and profits will help offset the
significant decline of profits of the technology division.
However, this transaction will lead to a weakening of
Technicolor's capital structure, driven by increased
indebtedness, and the rating agency believes that there are
significant integration risks in order to make the new structure
work. In essence, Technicolor is replacing a very visible and
stable business (license income) with businesses that are more
cyclical and -- for the newly combined Connected Home division --
have a limited track record of operating profitability so far.
The B1 CFR is supported by (1) the increased scale and market
shares (15% as estimated by Technicolor) in Technicolor's
Connected Home division, which Moody's expects to compensate at
least partially for Technicolor's declining MPEG2 licensing
revenues, (2) the highly complementary geographic sales split and
product portfolios of Cisco Connected Devices, with Technicolor's
current operations, which Moody's expects to generate substantial
cost savings and other synergies; (3) a successfully concluded
turnaround in the existing Connected Home division; (4) the
stable performance of the group's Entertainment Service division,
which is generating positive cash flows; (5) a track record of
deleveraging the group's balance sheet over the past four years;
and (6) the company's commitment to maintain a conservative
capital structure in order to preserve its current rating.
However, these positives are partly offset by (1) the execution
risk of turning around the declining sales of Cisco Connected
Devices; (2) possible delays and the occurrence of additional
costs in the process of achieving the targeted synergies and
integrating the acquired assets; (3) decreasing revenues,
profitability and cash flow generation in the Technology segment,
reflecting primarily the expiry of MPEG2 licensing revenues,
which will drop to nil in 2017 (accounting for 45% of revenues in
Technicolor's Technology division in 2014); (4) ongoing declines
in Standard Definition DVD activity, partially offset by growth
in the Blu-ray segment, as well as by expansion in the company's
Production Services activities; and (5) the strong
competitiveness of the set up box industry and the risk of
technological change in its different markets, as network
architecture shifts to an all IP infrastructure opening the way
for new equipment entrants.
Moody's considers Technicolor to have a sound liquidity profile,
with strong positive free cash flow generation, a significant
cash balance of EUR381 million at the end of June 2015 and very
limited debt maturities over the next 18 months as a result of
continued debt reduction in 2014. Technicolor has access to a
EUR100 million revolving credit facility maturing in July 2018,
with good covenant headroom. Interest payments have been reduced
by approximately EUR25 million per annum owing to two re-pricing
transactions in 2014 and in 2015, when also the company's
covenants were reset. The rating agency assumes that the USD450
million cash component of the transaction will be financed with
long-term debt instruments and rank in line with the outstanding
rated debt obligations.
RATIONALE FOR THE STABLE OUTLOOK
The stable outlook reflects the sound rationale of the announced
transaction, which should help grow the Connected Home's segment
EBITDA to above EUR 200 million by the end of 2016. However, the
transaction will also increase Technicolor's indebtedness by more
than EUR 400 million while Technicolor faces significant
integration risks. Technicolor's market leading positions in its
Entertainment Services division, the strengthening of its post
production activities and the improved performance of its
existing Connected Home division also support the stable outlook.
WHAT COULD CHANGE THE RATING -- UP/DOWN
Technicolor's rating could be upgraded once the company has (1)
integrated successfully Cisco's Connected Devices division as
evidenced by the achievement of the targeted synergies; (2)
maintained the recent performance in its Entertainment Services
divisions; and (3) developed additional profits in its Technology
segment from new licensing agreements. Quantitatively,
expectations of sustained leverage below 4.0x, based on Moody's-
adjusted figures, excluding the estimated EBITDA contribution
from the MPEG2 licensing agreement, could lead to an upgrade
(Moody's estimates the pro forma debt/EBITDA ratio excluding
MPEG2 above 4.5x as per FYE 2015).
Negative rating pressure could develop if Technicolor failed to
sustain debt/EBITDA in the range of 4.5x -5.0x, also excluding
the MPEG2 contribution. A weakening of the company's liquidity
could also put pressure its rating.
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.
Technicolor S.A., headquartered in Issy-les-Moulineaux, France,
is a leading provider of solutions for the creation, management,
delivery and access of video for the Communication, Media &
Entertainment industries operating in three business segments:
Technology, Entertainment Services and Connected Home. The
largest of these in terms of earnings is the Technology segment.
Total revenues for 2014 were approximately EUR3.4 billion.
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G E R M A N Y
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SCHAEFFLER GROUP: S&P Assigns 'BB-' CCR, Outlook Stable
-------------------------------------------------------
Standard & Poor's Ratings Services said that it had assigned its
'BB-' long-term corporate credit rating to Schaeffler AG
(formerly INA Beteiligungs GmbH), the new operating company of
the Schaeffler group, the Germany-based automotive component and
systems and industrial bearings manufacturer. The outlook is
stable.
At the same time S&P affirmed all its ratings on the Schaeffler
group and its debt.
The Schaeffler group reorganized its group structure in late
2014. Schaeffler AG (formerly INA Beteiligungs GmbH) is the new
company heading operating activities and has been the main new
reporting entity since the publication in March 2015 of the full-
year 2014 results.
S&P factors into its 'BB-' corporate credit rating S&P's
assessment of Schaeffler AG's stand-alone credit profile (SACP)
at 'bb' and S&P's group credit profile (GCP) assessment of
Schaeffler Verwaltung Zwei GmbH at 'bb-'. Schaeffler Verwaltung
Zwei holds a 83.3% stake in Schaeffler AG. Schaeffler AG's
contribution in terms of revenues, earnings, and cash flow is
fundamental to the Schaeffler group. In applying S&P's group
rating methodology, it views Schaeffler AG as a "core" entity
within the group, and S&P therefore equalizes the corporate
credit rating on Schaeffler AG with that on Schaeffler Verwaltung
Zwei.
S&P's assessment of Schaeffler AG's SACP at 'bb' reflects S&P's
assessment of its business risk profile as "satisfactory" and its
financial risk profile as "aggressive." S&P assess Schaeffler
AG's financial risk profile at the higher end of the aggressive
category, as S&P expects it will have about EUR3.5 billion lower
debt at year end 2015 compared with that of the overall group.
S&P assesses Schaeffler AG's business risk profile as
"satisfactory" under S&P's criteria, reflecting Schaeffler AG's
leading market positions, strong profitability, excellent
operating and technological capabilities, wide geographic reach.
and customer diversity. A key business risk is the group's
exposure to the volatile and competitive, albeit fairly
entrenched, automotive component and systems markets and
industrial bearings markets. As a result of the shareholder
structure, S&P applies its group rating methodology to Schaeffler
AG. S&P classifies it as a "core" subsidiary of the Schaeffler
group because it is fully integrated and provides 100% of the
group's sales and EBITDA. Furthermore, Schaeffler AG pays
dividends to the holding level to finance the significant
leverage associated with the acquisition of tire manufacturer
Continental AG. Although S&P's assessment of Schaeffler AG's
SACP is one notch higher than the GCP for the group, reflecting
lesser leverage at the operating company, S&P equalizes its
corporate credit rating on Schaeffler AG with S&P's 'bb-' GCP for
the Schaeffler group as a result of S&P's group rating
methodology.
S&P assesses the Schaeffler group's financial risk profile as
"aggressive" under S&P's criteria, owing to a high debt burden
following the 2008 acquisition of Continental. S&P expects that
the Schaeffler group's Standard & Poor's-adjusted debt, which
includes junior debt at the holding company Schaeffler
Verwaltungs GmbH, will be around EUR11.0 billion at year-end
2015, which results in aggressive credit metrics, including
adjusted debt to EBITDA of about 4.5x and funds from operations
(FFO) to debt of about 10%.
For the operating company, Schaeffler AG, S&P expects that
adjusted debt will be about EUR7.5 billion at year-end 2015.
Schaeffler AG's credit ratios should therefore sit at the higher
end of the "aggressive" financial profile range at year-end 2015.
The stable outlook reflects S&P's opinion that the Schaeffler
group will maintain a strong operating performance in 2015-2016,
including an adjusted EBITDA margin of approximately 18%. S&P
views an FFO-to-adjusted debt ratio of above 12% and adjusted
debt to EBITDA of less than 5x (at the group level) as
commensurate with our 'BB-' rating.
S&P would likely lower the rating if the Schaeffler group
meaningfully underperforms S&P's base-case expectations.
S&P could raise the rating if the Schaeffler group further
deleverages. This could occur if the group's credit profile
strengthens to FFO to debt of 15%-20% and debt to EBITDA of 4.0x-
4.5x.
RATINGS LIST
New Rating
Schaeffler AG
Corporate Credit Rating BB-/Stable/--
Ratings Affirmed
Schaeffler Holding Finance B.V.
Schaeffler Verwaltung Zwei GmbH
Corporate Credit Rating BB-/Stable/--
Schaeffler AG
Senior Secured BB-
Recovery Rating 3L
Schaeffler Finance B.V.
Senior Secured BB-
Recovery Rating 3L
Senior Unsecured B
Recovery Rating 6
Schaeffler Holding Finance B.V.
Senior Secured B
Recovery Rating 6
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G R E E C E
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GREECE: Creditors Arrive in Athens for Bailout Talks
----------------------------------------------------
BBC News reports that negotiators from Greece's creditors have
begun arriving in Athens to start technical discussions on a
third multi-billion euro bailout deal.
Negotiators from Greece's creditors have begun arriving in Athens
to start technical discussions on a third multi-billion euro
bailout deal, BBC relates.
According to BBC, Olga Gerovasili said that senior negotiating
staff would only arrive in Athens on Thursday, July 30, or later.
Negotiators were initially expected to arrive last week, BBC
notes.
But Ms. Gerovasili, as cited by BBC, said there was "no reason"
for the delay, adding it was up to Greece's creditors as to when
talks began.
"Plan B"
The talks come as it emerged former finance minister
Yanis Varoufakis told a group of investors in London that a
five-man team under his leadership worked on a contingency plan
to create euro liquidity if the European Central Bank (ECB) cut
off emergency funding to the Greek financial system, BBC relays.
Greek newspaper Kathimerini reported Mr. Varoufakis as saying in
a phone call that a small team in the governing Syriza party had
prepared plans to secretly copy online tax codes, BBC relates.
It said the "Plan B" was devised to allow the government to
introduce a parallel payment system if the banking system was
closed down, which would have seen the return of the drachma,
according to BBC.
Mr. Varoufakis, as cited by BBC, said passwords used by Greeks to
access their online tax accounts were to have been copied
secretly and used to issue new Pin numbers for every taxpayer to
be used in transactions with the state.
Mr. Varoufakis told the Daily Telegraph the quotes were accurate
but accused the Greek press of trying to make it look as if he
planned a return to the drachma from the start, BBC discloses.
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I C E L A N D
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LANDSVIRKJUN: S&P Raises ICR to 'BB+', Outlook Stable
-----------------------------------------------------
Standard & Poor's Ratings Services raised its long-term issuer
credit ratings on Iceland-based electricity generation and
transmission company Landsvirkjun to 'BB+' from 'BB'. At the
same time, S&P affirmed its short-term 'B' ratings on the
company. The outlook is stable.
The upgrade follows S&P's upgrade of Iceland. In S&P's view,
this means that the Icelandic government's ability to support
Landsvirkjun in a financial stress scenario has strengthened.
The gradual removal of capital controls in Iceland would have a
minimal direct effect on Landsvirkjun, which already has access
to foreign capital markets.
S&P bases its ratings on Landsvirkjun on the company's stand-
alone credit profile (SACP), which we assess at 'b+', reflecting
its "fair" business risk profile, "highly leveraged" financial
risk profile, and a one-notch upward adjustment for S&P's
"positive" comparable ratings analysis, according to its
criteria. The long-term rating also includes two notches of
uplift, based on S&P's opinion that there is a "very high"
likelihood that the Icelandic government would provide timely and
sufficient extraordinary support to Landsvirkjun in the event of
financial distress.
Landsvirkjun's "fair" business risk profile is constrained by
Iceland's "moderately high" country risk, and the "moderately
high" industry risk of unregulated power and gas companies.
Landsvirkjun's business risk profile is constrained by its high
customer and geographic concentration, and exposure to the
aluminum sector for revenue and cash flow generation.
Landsvirkjun's earnings and cash flow are exposed to volatile
commodity prices because about 50% of power sales are linked to
aluminum prices through power supply contracts with aluminum
smelters.
These constraints are, however, mitigated by Landsvirkjun's
position as the dominant power producer in Iceland and its low-
cost renewable-generation asset base. Its long-term pay-or-take
contracts with customers provide some earnings predictability,
which mitigates concentration risk and exposure to aluminum
prices.
S&P's assessment of Landsvirkjun's financial risk profile as
"highly leveraged" reflects the company's high debt levels. This
comes from its significant debt-funded capital investments in
recent years, resulting in weak cash flow coverage ratios.
Although S&P forecasts a gradual improvement, it believes that
credit measures will remain weak in the near term with funds from
operations (FFO) to debt at about 11%, and debt to EBITDA at
about 6.5x.
S&P applies an upward adjustment of one notch, reflecting its
"positive" comparable ratings analysis for the company. This
reflects S&P's view that Landsvirkjun's FFO-to-debt ratio is at
the upper end of S&P's "highly leveraged" category; that interest
coverage is strong for the financial risk profile; and that there
is ongoing support from the Icelandic government (the owner),
which has requested very modest dividends from Landsvirkjun over
the past few years.
S&P's base case assumes:
-- EBITDA margins of about 75% in 2015 and 2016, slightly
lower than the 80% in 2014. Power prices will likely
continue to face pressure due to low aluminum prices,
mitigated by price hedges. Volumes in 2015 are expected to
recover slightly compared to 2014, although pressured by
low water reservoirs during the first half of the year.
-- FFO well in excess of capital expenditure (capex) and
dividends leading to further debt reduction, although only
by a modest amount relative to the overall high level of
debt.
-- Capex for 2015 in line with 2014 followed by increasing
capex in 2016 as a result of an expansion project related
to a new customer contract.
Based on these assumptions, S&P arrives at these credit measures
for 2015 and 2016:
-- FFO to debt of about 10%-12%.
-- Debt to EBITDA of about 6.0x-7.0x.
-- FFO cash interest coverage of about 3.4x-3.9x.
The stable outlook reflects that on Iceland and S&P's assumption
of an unchanged SACP for Landsvirkjun in the near term. Despite
pressure from low aluminum prices, S&P assumes that
Landsvirkjun's FFO will far exceed its committed investments in
the short term and that dividend payments will be modest.
Although S&P anticipates this to result in positive free cash
flow, it believes that any improvement in credit measures would
be minor in the next year, including FFO to debt of about 11%.
S&P could raise the ratings on Landsvirkjun if it was to revise
its assessment of its SACP upward by one notch. This could
result from a strengthening of the company's credit measures, for
example if the company continues to generate positive free cash
flow and pay down debt, leading to FFO to debt of at least 12% on
a sustainable basis. S&P could also raise the ratings on
Landsvirkjun if it raised the local currency rating on Iceland,
provided S&P's assessment of the "very high" likelihood of
support remained unchanged.
S&P would likely lower the ratings on Landsvirkjun if S&P lowered
the local currency rating on Iceland, as this would indicate the
government's reduced ability to provide extraordinary support to
Landsvirkjun. S&P could also lower the ratings on Landsvirkjun
if S&P revised its assessment of the company's SACP downward by
two notches to 'b-', although S&P currently sees such a scenario
as unlikely.
=============
I R E L A N D
=============
ADAGIO IV CLO: Moody's Assigns B2 Rating to Class F Notes
---------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Adagio IV
CLO Limited:
EUR200,500,000 Class A-1 Senior Secured Floating Rate Notes
due 2029, Assigned (P)Aaa (sf)
EUR5,000,000 Class A-2 Senior Secured Fixed Rate Notes due
2029, Assigned (P)Aaa (sf)
EUR39,200,000 Class B-1 Senior Secured Floating Rate Notes due
2029, Assigned (P)Aa2 (sf)
EUR7,000,000 Class B-2 Senior Secured Fixed Rate Notes due
2029, Assigned (P)Aa2 (sf)
EUR18,000,000 Class C Deferrable Mezzanine Floating Rate Notes
due 2029, Assigned (P)A2 (sf)
EUR18,600,000 Class D Deferrable Mezzanine Floating Rate Notes
due 2029, Assigned (P)Baa2 (sf)
EUR25,200,000 Class E Deferrable Junior Floating Rate Notes due
2029, Assigned (P)Ba2 (sf)
EUR11,700,000 Class F Deferrable Junior Floating Rate Notes due
2029, Assigned (P)B2 (sf)
Moody's issues provisional ratings in advance of the final sale
of financial instruments, but these ratings only represent
Moody's preliminary credit opinions. Upon a conclusive review of
a transaction and associated documentation, Moody's will endeavor
to assign definitive ratings. A definitive rating (if any) may
differ from a provisional rating.
RATINGS RATIONALE
Moody's provisional rating of the rated notes addresses the
expected loss posed to noteholders by the legal final maturity of
the notes in 2029. The provisional 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, AXA Investment
Managers, Inc., has sufficient experience and operational
capacity and is capable of managing this CLO.
Adagio IV is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and secured senior
bonds and up to 10% of the portfolio may consist of unsecured
senior obligations, second-lien loans, mezzanine obligations and
high yield bonds. The portfolio is expected to be approximately
70% ramped up as of the closing date and to be comprised
predominantly of corporate loans to obligors domiciled in Western
Europe.
AXA 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 and credit improved obligations, and are subject to
certain restrictions.
In addition to the eight classes of notes rated by Moody's, the
Issuer will issue EUR37,100,000 of subordinated notes, which will
not be rated.
The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.
Factors that would lead to an upgrade or downgrade of the rating:
The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. AXA's investment decisions
and management of the transaction will also affect the notes'
performance.
Loss and Cash Flow Analysis:
Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
February 2014. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche. As such,
Moody's encompasses the assessment of stressed scenarios.
Moody's used these base-case modeling assumptions:
Par amount: EUR 350,000,000
Diversity Score: 36
Weighted Average Rating Factor (WARF): 2750
Weighted Average Spread (WAS): 4.00%
Weighted Average Coupon (WAC): 5.25%
Weighted Average Recovery Rate (WARR): 42%
Weighted Average Life (WAL): 8 years.
As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local a currency
country risk ceiling (LCC) of A1 or below. As per the portfolio
constraints, exposures to countries with a LCC of A1 or below
cannot exceed 10%, with exposures to countries with LCCs of Baa1
to Baa3 further limited to 5%. Following the effective date, and
given these portfolio constraints and the current sovereign
ratings of eligible countries, the total exposure to countries
with a LCC of A1 or below may not exceed 10% of the total
portfolio. As a worst case scenario, a maximum 5% of the pool
would be domiciled in countries with LCCs of Baa1 to Baa3 while
an additional 5% would be domiciled in countries with LCCs of A1
to A3. The remainder of the pool will be domiciled in countries
which currently have a LCC of Aa3 and above. Given this
portfolio composition, the model was run with different target
par amounts depending on the target rating of each class of notes
as further described in the methodology. The portfolio haircuts
are a function of the exposure size to peripheral countries and
the target ratings of the rated notes and amount to 0.75% for the
Class A notes, 0.50% for the Class B notes, 0.38% for the Class C
notes and 0% for Classes D, E and F.
Stress Scenarios:
Together with the set of modeling assumptions above, Moody's
conducted additional sensitivity analysis, which was an important
component in determining the provisional rating assigned to the
rated notes. This sensitivity analysis includes increased
default probability relative to the base case. Below is a
summary of the impact of an increase in default probability
(expressed in terms of WARF level) on each of the rated notes
(shown in terms of the number of notch difference versus the
current model output, whereby a negative difference corresponds
to higher expected losses), holding all other factors equal:
Percentage Change in WARF: WARF + 15% (to 3163 from 2750)
Ratings Impact in Rating Notches:
Class A-1 Senior Secured Floating Rate Notes: 0
Class A-2 Senior Secured Fixed Rate Notes: 0
Class B-1 Senior Secured Floating Rate Notes: -2
Class B-2 Senior Secured Fixed Rate Notes: -2
Class C Deferrable Mezzanine Floating Rate Notes: -2
Class D Deferrable Mezzanine Floating Rate Notes: 0
Class E Deferrable Junior Floating Rate Notes: -1
Class F Deferrable Junior Floating Rate Notes: -1
Percentage Change in WARF: WARF +30% (to 3575 from 2750)
Class A-1 Senior Secured Floating Rate Notes: -1
Class A-2 Senior Secured Fixed Rate Notes: -1
Class B-1 Senior Secured Floating Rate Notes: -3
Class B-2 Senior Secured Fixed 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: -2
Class F Deferrable Junior Floating Rate Notes: -3
Methodology Underlying the Rating Action:
The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in February 2014.
=========
I T A L Y
=========
FINARVEDI SPA: Moody's Assigns (P)B1 CFR, Outlook Stable
--------------------------------------------------------
Moody's Investors Service has assigned a first time provisional
corporate family rating (CFR) of (P)B1 to Finarvedi S.p.A., the
holding company for the Arvedi group of companies.
Concurrently, Moody's has assigned a provisional rating of (P)B1
to the new EUR300 million Senior Unsecured Notes due 2022, to be
issued by Finarvedi S.p.A. The outlook on all ratings is stable.
At closing, proceeds from the notes together with cash on the
balance sheet and EUR195 million of new 3 year committed credit
lines will be used to refinance existing debts and pay
transaction fees.
Moody's issues provisional ratings in advance of the completion
of the transaction and these ratings reflect Moody's preliminary
credit opinion regarding the transaction only. Upon a conclusive
review of the final documentation, Moody's will endeavor to
assign a definitive rating to the notes. Moody's will base its
definitive rating on the final capital structure including
evidence of executed legal documents in relation to the proposed
transaction and refinancing. A definitive rating may differ from
a provisional rating.
RATINGS RATIONALE
The (P)B1 CFR is constrained by Finarvedi's (1) exposure to
cyclical demand trends, particularly automotive and construction.
In addition to HRC Acciaieria Arvedi sells a large portion of its
production to group companies for the production of tubes; (2)
lack of geographical diversity with approximately 60% of its
sales by volume destined to Italy; (3) pressure on prices, which,
for the most commoditized products, have been declining since the
last quarter of 2014, with limited sign of recovery in 2015; (4)
high capital expenditure historically driven by the development
of the new ESP technology. Over the next two years, capex will
be driven by the redevelopment of the newly acquired Siderurgica
Triestina and will stress free cash flow; and (5) relatively high
pro forma Moody's-adjusted leverage of 4.7x at closing.
However, these negatives are partially offset by Finarvedi's (1)
strong underlying market demand. The company will continue to
benefit from strong demand from the automotive industry and
capital goods in Europe, which should drive output up and sustain
the capacity utilization ratio; (2) leading market position in
Italy, where the competitive environment from domestic players
has eased; (3) strong improvement in profitability. Arvedi Group
has been able to capitalize on higher demand as evidenced by LTM
Q1 2015 EBITDA to restore its margins to historical average after
a dip in 2012 and despite lost revenues and profits because of
the fire event in 2014. The Arvedi group can also rely on highly
profitable stainless steel operations that are a strong
contributor to the group's profitability and cash generation; (4)
proprietary technology that results in higher quality finished
products and lower manufacturing costs compared with traditional
electric arc furnaces or blast furnaces. This provides the
company with additional flexibility; (5) strong and stable family
shareholding who has been supportive of the business in the past
and have followed a conservative financial policy. Moody's
assumes that the company will follow a conservative financial
policy over the coming years.
The company's performance in 2014 was good despite a fire that
halted production for 40 days and the company has continued to
strongly perform over Q1 2015. Moody's believes that the company
will be able to continue to grow its volumes and profitability in
2015 to meet its guidance. Demand in European market remains
sustained with growth expected from automotive and capital goods
sectors. Prices will remain under pressure though, which could
limit profitability growth expected by the company.
The Arvedi group used to mainly operate two divisions producing
carbon steel products and stainless steel products. The core of
the business remains the carbon steel production, mainly hot
rolled coils. The Arvedi group can also rely on highly
profitable stainless steel operations that are strong contributor
to the group's profitability and cash generation. At the end of
2014, Arvedi group, through its special purpose vehicle
Siderurgica Triestina (ST), acquired a pig iron business from
Lucchini S.p.A. and Servola S.p.A. out of administration. Over
the next three years ST will become an important part of the
group's activity, developing raw material production (pig iron)
for the benefit of the carbon steel division and cold rolled
coils capacity in order to improve the product mix into higher
specifications. While Moody's recognizes the opportunities that
the integration and improvement of ST's operations brings to the
company in terms of earnings growth and revenue diversification,
there are also the risks attached to the costs and execution of
the needed turnaround of the Servola site.
At closing and pro forma for the EUR100 million EIB loan issuance
which was fully drawn during the course of June 2015, Finarvedi's
adjusted leverage would stand at 4.7x and is relatively high for
the rating category. Considering the company's expected growth
in EBITDA and the contractual amortization on the remaining
medium and short-term debt, Moody's expects a slight deleveraging
by the end of 2015.
Liquidity Profile
Liquidity is deemed adequate with EUR55.1 million of cash on the
balance sheet post transaction. The company can also rely on the
availability under factoring and sale of receivables facilities,
and a pool of uncommitted bilateral facilities. The relative
weakness of the company's liquidity profile is that it mostly
uses short-term uncommitted lines to finance its operational
needs. Moody's notes that Arvedi Group's liquidity is also
supported by the EUR100 million loan granted by the EIB. This
loan should be used to partly fund the development capex of the
company. Without the funding from EIB, the high amount of
development capex would stress the company's cash generation,
with FCF expected to reduce significantly in 2015 and 2016 though
still be marginally positive.
STRUCTURAL CONSIDERATIONS
The senior unsecured notes are rated (P)B1, in line with the CFR,
reflecting the limited amount of secured debt ranking ahead of
the notes in Finarverdi's overall capital structure, notably of
the existing EUR120.8 million of bilateral loans, which are
secured. Because of the relatively low amount of secured
obligations in the total debt and the pari passu position of all
unsecured obligations, it does not create any notching of the
unsecured debt, which represents the vast majority of the
company's obligations. Moody's notes that the EUR300 million
notes will be guaranteed by the issuer's main subsidiaries.
Finally the EIB loan is also unsecured and ranks pari passu with
the new EUR300 million notes. The EIB loan is borrowed by
Acciaieria Arvedi and Siderurgica Triestina and guaranteed by
Finarverdi S.p.A. Finally, the company will have to meet certain
financial covenants under the EIB loan. Under the current
trading and full year expectations Moody's does not expect any
issue for the company to meet those covenants.
RATIONALE FOR THE STABLE OUTLOOK
The stable outlook assumes that the Arvedi group will be able to
maintain its current operating performance, EBITDA margins and
cash flow generation. The outlook also incorporates Moody's
expectation that the company's leverage at the end of 2015 would
be below 4.5x and that the company will not embark on any
transformative acquisitions or debt-funded shareholder
distributions.
WHAT COULD CHANGE THE RATING UP
Upward pressure on the rating would develop if (1) the company is
able to further diversify its geographical reach; (2) Moody's-
adjusted leverage is sustainably below 4.0x debt/EBITDA; (3) the
company's free cash flow is positive on a sustainable basis; (4)
EBIT margin grows above 5%; and (5) the liquidity profile
improves.
WHAT COULD CHANGE THE RATING DOWN
Conversely downward pressure on the rating would develop if (1)
the company is not able to successfully issue the EUR300million
unsecured notes and refinance its capital structure as proposed ;
(2) the liquidity profile deteriorates; (3) free cash flow is
negative over a sustained period of time; (4) EBIT margin
decreases below 3%; and (5) Moody's-adjusted leverage exceeds 5x.
PRINCIPAL METHODOLOGIES
The principal methodology used in these ratings was Global Steel
Industry published in October 2012. Other methodologies used
include Loss Given Default for Speculative-Grade Non-Financial
Companies in the U.S., Canada and EMEA published in June 2009.
CORPORATE PROFILE
Founded in 1963 by Giovanni Arvedi, the Arvedi group is an
Italian based manufacturer of black, pickled and galvanized hot
rolled coils, carbon and stainless steel tubes, re-rolled
stainless precision strip and in the marketing of steel products.
Thanks to an in house developed manufacturing process --Endless
Strip Production (ESP) and In-line Strip Production (ISP)- the
group produces steel of high quality and at a lower average cost
than traditional blast furnace or EAFs. In 2014 the company
produced 3.4 million tons of steel products, with revenues at
EUR2.1 billion and adjusted EBITDA at EUR194 million.
SNAI SPA: S&P Assigns 'B-' Rating to EUR110MM Sr. Sec. Notes
------------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B-' long-term
issue rating to EUR110 million in senior secured notes due in
2018 issued by Italy-based gaming company SNAI SpA
(B-/Stable/--). The recovery rating on the notes is '3',
reflecting S&P's expectation of meaningful recovery (50%-70%;
higher half of the range) for noteholders in the event of a
payment default.
All other ratings on SNAI remain unchanged.
S&P has assigned the ratings following SNAI's announcement of the
notes' issuance and planned use of the proceeds to partially
refinance existing debt at Cogemat S.p.A., an Italian gaming
competitor that SNAI has indicated it will acquire and integrate.
SNAI announced the transaction on May 15, 2015, and expects it to
close in September 2015. S&P also understands that SNAI intends
to upsize its existing revolving credit facility (RCF) to
EUR55 million from EUR30 million, to increase liquidity resources
for the enlarged group.
S&P thinks the partial refinancing will have a neutral effect on
SNAI's capital structure.
S&P thinks the Cogemat transaction will benefit SNAI's business
risk profile, in terms of increased size and scale, and
complementary geographic coverage in northern Italy. However,
SNAI's "weak" business risk profile continues to reflect S&P's
assessment of below-average profitability, which S&P thinks is
unlikely to improve with the integration of Cogemat. S&P sees
limited scope for synergies, because SNAI and Cogemat operate in
different regions and will continue to operate under their
existing brands, at least for a time.
===================
K A Z A K H S T A N
===================
SAMEK INTERNATIONAL: Parent Commences Rehabilitation Process
------------------------------------------------------------
Alliance News reports that Max Petroleum PLC on July 27 said it
has started a rehabilitation process under Kazakh law for its
Samek International LLP subsidiary.
The process in the country is similar to the Company Voluntary
Arrangement in the UK and provides the company with protection
against creditors and will provide a framework for Samek to reach
an agreement with its creditors on a repayment timetable,
Alliance News notes.
Max Petroleum shares are currently suspended, Alliance News
discloses.
Samek International LLP engages in exploration and production of
oil and natural gas in Kazakhstan.
=====================
N E T H E R L A N D S
=====================
LEOPARD CLO II: Moody's Affirms Caa2 Rating on Class C Notes
------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on this note
issued by Leopard CLO II B.V.:
EUR22 mil. (current outstanding amount of EUR7.9 mil.) Class B
Senior Secured Deferrable Floating Rate Notes due 2019,
Upgraded to Aaa (sf); previously on Oct 1, 2014 Upgraded to
A2 (sf)
Moody's has also affirmed the ratings on these notes:
EUR15 mil. (current outstanding amount of EUR15.2 mil.) Class C
Senior Secured Deferrable Floating Rate Notes due 2019,
Affirmed Caa2 (sf); previously on Oct 1, 2014 Affirmed
Caa2 (sf)
EUR8.25 mil. (current outstanding amount of EUR11.4 mil.) Class
D Senior Secured Deferrable Floating Rate Notes due 2019,
Affirmed Ca (sf); previously on Oct 1, 2014 Affirmed Ca (sf)
Leopard CLO II B.V., issued in April 2004, is a Collateralised
Loan Obligation ("CLO") backed by a portfolio of mostly high
yield senior secured European loans. The portfolio is managed by
M&G Investment Management Limited. The transaction passed its
reinvestment period in April 2009.
RATINGS RATIONALE
The upgrade to the rating is primarily the result of the
deleveraging that has occurred over the last four payment dates
since last rating action in October 2014 which was based on
August 2014 data.
The Class A-2 notes have fully redeemed their outstanding amount
of EUR8.5 million. The Class B notes have amortized
approximately by EUR14.0 million or 63.8% of the closing balance.
As a result, the class B over-collateralization (OC) ratio has
increased to 194.9% in June 2015 from 139.6% in August 2014. The
class C and class D are currently failing their over-
collateralization and interest coverage tests and both are
accruing deferred interest.
The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR25.6 million,
defaulted par of EUR2.8 million, a weighted average default
probability of 25.3% (consistent with a WARF of 4,449), a
weighted average recovery rate upon default of 44.9% for an Aaa
liability target rating and a diversity score of 7 and a weighted
average spread of 3.31%.
The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For an Aaa liability target rating,
Moody's assumed a recovery of 50% of the 85.6% of the portfolio
exposed to first-lien senior secured corporate assets upon
default and of 15% of the remaining non-first-lien loan corporate
assets upon default. In each case, historical and market
performance and a collateral manager's latitude to trade
collateral are also relevant factors. Moody's incorporates these
default and recovery characteristics of the collateral pool into
its cash flow model analysis, subjecting them to stresses as a
function of the target rating of each CLO liability it is
analyzing.
Methodology Underlying the Rating Action:
The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014.
Factors that would lead to an upgrade or downgrade of the rating:
In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a 5% lower weighted average recovery rate in
the portfolio. There was no impact on the model generated
outputs compared to the base-case results.
This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties because of embedded ambiguities.
Additional uncertainty about performance is due to these:
Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes'
ratings. Amortization could accelerate as a consequence of
high loan prepayment levels or collateral sales by the
collateral manager or be delayed by an increase in loan amend-
and-extend restructurings. Fast amortization would usually
benefit the ratings of the notes beginning with the notes
having the highest prepayment priority.
Around 40% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit
estimate as described in "Updated Approach to the Usage of
Credit Estimates in Rated Transactions", published in October
2009.
Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes
have defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries
and the manager's decision whether to work out or sell
defaulted assets can also result in additional uncertainty.
Moody's analyzed defaulted recoveries assuming the lower of
the market price or the recovery rate to account for potential
volatility in market prices. Recoveries higher than Moody's
expectations would have a positive impact on the notes'
ratings.
Long-dated assets: The presence of assets that mature beyond the
CLO's legal maturity date exposes the deal to liquidation risk
on those assets. Moody's assumes that, at transaction
maturity, the liquidation value of such an asset will depend
on the nature of the asset as well as the extent to which the
asset's maturity lags that of the liabilities. Liquidation
values higher than Moody's expectations would have a positive
impact on the notes' ratings.
Lack of portfolio granularity: The performance of the portfolio
depends to a large extent on the credit conditions of a few
large obligors, especially when they default. Because of the
deal's low diversity score and lack of granularity, Moody's
supplemented its typical Binomial Expansion Technique analysis
with a simulated default distribution using Moody's CDOROM
software and an individual scenario analysis.
In addition to the quantitative factors that Moody's explicitly
modeled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available
to rating committees, including macroeconomic forecasts, input
from other Moody's analytical groups, market factors, and
judgments regarding the nature and severity of credit stress on
the transactions, can influence the final rating decision.
LEOPARD CLO V: S&P Raises Ratings on 2 Note Classes to CCC+
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Leopard CLO V B.V.'s class VFN, A, B, C-1, C-2, D, E-1, E-2, and
R Combo notes. At the same time, S&P has affirmed its 'CCC-
(sf)' rating on the class F notes.
The rating actions follow S&P's credit and cash flow analysis of
the transaction using data from the trustee report dated May 29,
2015 and the application of S&P's relevant criteria.
"We conducted our cash flow analysis to determine the break-even
default rate (BDR) for each rated class of notes. The BDR
represents our estimate of the maximum level of gross defaults,
based on our stress assumptions, that a tranche can withstand and
still fully repay the noteholders. We used the portfolio balance
that we consider to be performing, the reported weighted-average
spread, and the weighted-average recovery rates that we
considered to be appropriate. We applied various cash flow
stress scenarios using our standard default patterns, levels, and
timings for each rating category assumed for each class of notes,
combined with different interest stress scenarios as outlined in
our criteria," S&P said.
"Our review of the transaction highlights that the class VFN and
A notes, which we rate based on the timely payment of interest
and ultimate repayment of principal and rank pari passu, have
amortized to a note factor (the current notional amount divided
by the notional amount at closing) of approximately 22%. The
transaction has also been deleveraging because the class E and F
notes' par value tests are failing. This has resulted in higher
available credit enhancement for all classes of notes since our
previous review on June 17, 2014," S&P said.
S&P has observed a decrease in the transaction's weighted-average
spread to 3.87% from 3.99% and an increase in its weighted-
average life. However, S&P has also observed a slight positive
migration in the portfolio's credit quality with a decrease in
'CCC' rated assets (debt obligations of obligors rated 'CCC+',
'CCC', or 'CCC-') and defaulted assets.
The issuer has entered into a currency option agreement with
Royal Bank of Scotland PLC (BBB+/Stable/A-2). In S&P's opinion,
the documented downgrade provisions do not fully comply with
S&P's current counterparty criteria. Therefore, in S&P's cash
flow analysis, it has assumed that there are no currency options
in the transaction in rating scenarios that are above the long-
term issuer credit rating on the counterparty plus one notch.
Under S&P's non-sovereign ratings criteria and following the
stresses that S&P applies by not giving credit to currency
options, the results of S&P's cash flow analysis indicate that
the class VFN, A, and B notes can sustain defaults at higher
ratings than those currently assigned. S&P's cash flow results
show that the available credit enhancement for the class VFN, A,
and B notes is commensurate with a 'AAA (sf)' rating. S&P has
therefore raised to 'AAA (sf)' from 'AA+ (sf)' its ratings on the
class VFN and A notes, and to 'AAA (sf)' from 'AA-(sf)' its
rating on the class B notes.
Due to the class VFN and A notes' amortization, S&P considers the
increased credit enhancement for the class C-1, C-2, D, E-1, and
E-2 notes to be commensurate with higher ratings than those
previously assigned. S&P has therefore raised its ratings to
'AA (sf)' from 'A- (sf)' on the class C-1 and C-2 notes, to 'BB+
(sf)' from 'BB- (sf)' S&P's rating on the class D notes, and to
'CCC+ (sf) from 'CCC (sf)' its rating on the class E-1 and E-2
notes.
S&P's cash flow analysis indicates that the available credit
enhancement for the class F notes is commensurate with the
currently assigned rating. S&P has therefore affirmed its
'CCC- (sf)' rating on the class F notes. These notes are
currently deferring interest due to the failure of the class E
par value test. The deferred interest is capitalized and accrues
interest.
The class R Combo notes comprise class C-2 (70%) and E-2 (30%)
components. Their rated balance has decreased to EUR6.62 million
from EUR10.0 million through interest distributions from their
components. The results of S&P's cash flow analysis indicate
that the class R combo notes can sustain the stresses that it
applies at a 'AA+ (sf)' rating level. S&P has therefore raised
to 'AA+ (sf)' from 'BBB+ (sf)' its rating on the R Combo notes.
Leopard CLO V is a cash flow collateralized loan obligation (CLO)
transaction that securitizes loans to primarily speculative-grade
corporate firms.
RATINGS LIST
Leopard CLO V B.V.
EUR430 Million Floating- And Fixed-Rate Notes
Class Rating
To From
Ratings Raised
VFN AAA (sf) AA+ (sf)
A AAA (sf) AA+ (sf)
B AAA (sf) AA- (sf)
C-1 AA (sf) A- (sf)
C-2 AA (sf) A- (sf)
D BB+ (sf) BB- (sf)
E-1 CCC+ (sf) CCC (sf)
E-2 CCC+ (sf) CCC (sf)
R Combo AA+ (sf) BBB+ (sf)
Rating Affirmed
F CCC- (sf)
===============
P O R T U G A L
===============
BANCO ESPIRITO: Former Chief Executive Put Under House Arrest
-------------------------------------------------------------
Peter Wise at The Financial Times reports Ricardo Espirito Santo
Salgado, the former chief executive of Banco Espirito Santo, the
lender at the head of the Portuguese business empire that
collapsed last year in one of Europe's largest financial
failures, has been placed under house arrest.
According to the FT, the prosecutor-general's office said in a
statement on July 25 Mr. Salgado, 71, is being held under police
guard at his home in Cascais, an Atlantic resort near Lisbon,
while prosecuting magistrates investigate his suspected
involvement in a series of alleged crimes.
The statement said the alleged offences include forgery, fraud,
breach of trust, tax fraud, corruption and money laundering, the
FT relays.
It said Mr. Salgado had been made an "arguido", or formal
suspect, along with five others, in a case officially designated
"Universe Espirito Santo", the FT relates.
The house arrest of the former patriarch of the ruined family
business dynasty is the most serious legal step taken against
Mr. Salgado since the Bank of Portugal intervened last August to
rescue BES with a EUR4.9 billion bailout that split the failed
lender into "good" and "bad" banks, the FT notes.
Criminal and civil proceedings in the Espirito Santo case are
expected to last for several years and will include claims from
savers, investors and others whose losses have unofficially been
estimated at about EUR10 billion, the FT says.
Appearing before a parliamentary hearing into the case in
December, Mr. Salgado denied any wrongdoing, saying "no one in
management or from my family took a penny", the FT recounts.
The prosecutor-general's office, as cited by the FT, said five
police investigations into the case are under way. A total of 73
separate complaints by people who say they suffered losses caused
by BES or the Espirito Santo group have also been appended to the
police investigations, the FT discloses.
About Banco Espirito Santo
Banco Espirito Santo is a private Portuguese bank based in
Lisbon, Portugal. It is 20% owned by Espirito Santo Financial
Group.
In August 2014, Banco Espirito Santo was split into "good"
and "bad" banks as part of a EUR4.9 billion rescue of the
distressed Portuguese lender that protects taxpayers and senior
creditors but leaves shareholders and junior bondholders holding
only toxic assets. A total of EUR4.9 billion in fresh capital
was injected into this "good bank", which will subsequently be
offered for sale. It has been renamed "Novo Banco", meaning new
bank, and will include all BES's branches, workers, deposits and
healthy credit portfolios.
In August 2014, Espirito Santo Financial Portugal, a unit fully
owned by Espirito Santo Financial Group, filed under Portuguese
corporate insolvency and recovery code.
Also in August 2014, Espirito Santo Financiere SA, another entity
of troubled Portuguese conglomerate Espirito Santo International
SA, filed for creditor protection in Luxembourg.
In July 2014, Portuguese conglomerate Espirito Santo
International SA filed for creditor protection in a Luxembourg
court, saying it is unable to meet its debt obligations.
LUSITANO MORTGAGES 7: S&P Affirms BB- Rating on Class B Notes
-------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'BBB+ (sf)' from
'A (sf)' its credit rating on Lusitano Mortgages No. 7 Ltd.'s
class A notes. At the same time, S&P has affirmed its 'BB- (sf)'
rating on the class B notes.
Upon publishing S&P's updated criteria for Portuguese residential
mortgage-backed securities (RMBS criteria), it placed those
ratings that could potentially be affected "under criteria
observation".
Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.
The rating actions follow S&P's credit and cash flow analysis of
the most recent transaction information that it has received as
of April 2015. S&P's analysis reflects the application of its
RMBS criteria.
Credit enhancement has remained stable since S&P's previous
review.
Class Available credit
enhancement (%)
A 27.44
B 8.30
This transaction features an amortizing reserve fund, which
currently represents 3.61% of the outstanding balance of the
notes and is at its target level. The reserve fund can be used
to pay items senior to, and including, the class A and B notes'
interest. It cannot be used to clear the principal deficiency
ledger.
Severe delinquencies of more than 90 days at 1.31% are on average
higher for this transaction than S&P's Portuguese RMBS index.
Although total arrears have remained stable over the last year,
defaults in transactions originated by Novo Banco have
historically underperformed S&P's index. Defaults are defined as
mortgage loans in arrears for more than 360 days in this
transaction. Cumulative defaults, at 6.26%, are also higher than
in other Portuguese RMBS transactions that S&P rates. Prepayment
levels remain low and the transaction is unlikely to pay down
significantly in the near term, in S&P's opinion.
After applying S&P's RMBS criteria to this transaction, its
credit analysis results show an increase in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS) for each rating level.
Rating level WAFF (%) WALS (%)
AAA 49.45 44.29
AA 37.72 40.45
A 31.23 32.60
BBB 23.00 28.14
BB 14.70 24.89
B 12.35 21.82
The increase in the WAFF is mainly due to the geographic
concentration and the use of the weighted-average original loan-
to-value (OLTV) ratio in the WAFF calculation. A penalty of
1.25x is applied on 58.64% of the pool as province concentration
in Grande Lisboa, Setubal, and Grande Porto exceeds the limit set
by the RMBS criteria. In addition to this, 45.76% of the pool is
located in Lisbon, which attracts a 1.10x penalty unless the
previous 1.25x province penalty is already applied. The
weighted-average OLTV ratio of Lusitano Mortgages No. 7 is very
high, with 98% of the outstanding pool balance having an OLTV
ratio of above 80%, with about 40% having an OLTV ratio above
90%. This means that, in line with S&P's RMBS criteria, most of
the pool is penalized, as its OLTV ratio is above the 73%
threshold. At the same time, seasoning partially offsets the
negative effect of geographic concentration and the weighted-
average OLTV ratio. This is because S&P's updated criteria give
greater credit to well-seasoned pools. Lusitano Mortgages No. 7
has a weighted-average seasoning of 8.24 years, which means that
most of the loans will have a 0.5x adjustment.
The increase in the WALS is mainly due to the application of
S&P's revised market value decline assumptions and the indexing
of its valuations under its RMBS criteria. The overall effect is
an increase in the required credit coverage for each rating
level.
Lusitano Mortgages No. 7's class B notes feature an interest
deferral trigger, which is based on cumulative collateral
defaults as a proportion of the original collateral balance.
This protects the more senior classes of notes in stressful
scenarios. Cumulative defaults currently represent 6.26% of the
initial pool balance, compared with the trigger level of 19.80%.
Following the application of S&P's RMBS criteria, its current
counterparty criteria, and considering its criteria for rating
single-jurisdiction securitizations above the sovereign foreign
currency rating (RAS criteria), S&P has determined that its
assigned rating on each class of notes in this transaction should
be the lower of (i) the rating as capped by S&P's RAS criteria,
(ii) the rating that the class of notes can attain under S&P's
RMBS criteria, and (iii) the rating as capped by S&P's current
counterparty criteria.
In this transaction, S&P's unsolicited long-term rating on the
Republic of Portugal (BB/Positive/B) constrains S&P's ratings on
the class A and B notes.
Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.
S&P's RAS criteria designate the country risk sensitivity for
RMBS as "moderate". Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress.
However, as not all of the conditions in paragraph 44 of the RAS
criteria are met, S&P cannot assign any additional notches of
uplift to the ratings in this transaction.
The class A notes have sufficient available credit enhancement to
withstand the stresses that are commensurate with a 'BBB+' rating
level under S&P's RMBS criteria. These notes can withstand the
severe stress under S&P's RAS criteria, and are consequently
eligible for a four-notch rating uplift above the sovereign. S&P
has therefore lowered to 'BBB+ (sf)' from 'A (sf)' its rating on
the class A notes.
The class B notes fail our RAS stress, and are therefore
ineligible for a rating uplift above S&P's rating on the
sovereign. They have sufficient available credit enhancement to
withstand the stresses that are commensurate with a 'BB-' rating
level under S&P's RMBS criteria. S&P has therefore affirmed its
'BB- (sf)' rating on the class B notes.
S&P also considers credit stability in its analysis. To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8% for one- and three-year
horizons. This did not result in S&P's rating deteriorating
below the maximum projected deterioration that it would associate
with each relevant rating level, as outlined in S&P's credit
stability criteria.
In S&P's opinion, the outlook for the Portuguese residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view. S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation for the
remainder of 2015 and 2016.
On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in our Portuguese RMBS
index to significantly improve in 2015.
S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks. These
include weak economic growth and high unemployment. On the
positive side, S&P expects interest rates to remain low.
Lusitano Mortgages No. 7 is a Portuguese RMBS transaction, which
closed in September 2008. The transaction securitizes a pool of
first-ranking residential mortgage loans that Novo Banco
(formerly BES) originated.
RATINGS LIST
Lusitano Mortgages No. 7 Ltd.
EUR1.957 Billion Mortgage-Backed Floating-Rate Notes And
Floating-Rate Notes
Class Rating
To From
Rating Lowered
A BBB+ (sf) A (sf)
Rating Affirmed
B BB- (sf)
===========
R U S S I A
===========
AMB BANK: Put Under Provisional Administration, License Revoked
---------------------------------------------------------------
The Bank of Russia, by its Order No. OD-1770 dated July 24, 2015,
revoked the banking license of Moscow-based credit institution
AMB Bank PJSC.
The Bank of Russia took such an extreme measure -- revocation of
the banking license -- due to the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations,
the application of measures envisaged by the Federal Law "On the
Central Bank of the Russian Federation (Bank of Russia)" and
taking into account a real threat to the creditors' and
depositors' interests.
Both management and owners of the credit institution did not take
any effective measures to bring its activities back to normal.
Due to the bad assets of the credit institution, it was
impossible to perform financial rehabilitation of AMB Bank (PJSC)
with the participation of the state corporation Deposit Insurance
agency on reasonable economic terms.
By its Order No. OD-1771, dated July 24, 2015, the Bank of Russia
appointed a provisional administration to AMB Bank PJSC for the
period until the appointment of a receiver pursuant to the
Federal Law "On the Insolvency (Bankruptcy)" or a liquidator
under Article 23.1 of the Federal Law "On Banks and Banking
Activities". In accordance with federal laws, the powers of the
credit institution's executive bodies are suspended.
AMB Bank is a member of the deposit insurance system. The
revocation of the banking license is an insured event as
stipulated by Federal Law No. 177-FZ "On the Insurance of
Household Deposits with Russian Banks" in respect of the bank's
retail deposit obligations, as defined by legislation.
As of July 1, 2015, AMB Bank PJSC was ranked 186th by assets in
the Russian banking system.
BUMERANG BANK: Bank of Russia Halts Provisional Administration
--------------------------------------------------------------
Due to the ruling of the Arbitration court of the Vologda Region,
dated July 6, 2015, on recognizing insolvent (bankrupt) the
credit institution Joint-Stock Company Commercial Bank of Social
Development Bumerang, and appointing a receiver in compliance
with Clause 3 of Article 18927 of the Federal Law "On the
Insolvency (Bankruptcy)", the Bank of Russia took a decision
(Order No. 1738, dated July 22, 2015) to terminate from
July 23, 2015, the activity of the provisional administration of
Commercial Bank of Social Development Bumerang, appointed by Bank
of Russia Order No. OD-1110, dated May 20, 2015, "On the
Appointment of the Provisional Administration to Manage the
Credit Institution Joint-Stock Company Commercial Bank of Social
Development Bumerang or JSC KomSotsbank Bumerang (the City of
Cherepovets, Vologda Region) Due to the Revocation of Its Banking
Licence".
GAZPROM OAO: S&P Affirms 'BB+/B' CCRs, Outlook Negative
-------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+/B' long- and
short-term foreign currency corporate credit ratings and 'BBB-/A-
3' long- and short-term local currency corporate credit ratings
on Russian oil company Gazprom OAO. The outlook is negative.
S&P has revised its assessment of Gazprom's stand-alone credit
profile to 'bbb' from 'bbb-', since S&P revised its assessment of
its financial risk profile to "modest" from "intermediate."
In S&P's revised base-case scenario, it assumes that the
volatility in Gazprom's cash flow metrics will be lower than S&P
previously anticipated, due to the pricing mechanism in some of
its contracts partially mitigating the impact of the decline in
oil prices. S&P believes this should allow Gazprom to avoid a
material weakening of its credit metrics, which S&P previously
anticipated.
This has not resulted in a rating change, however, as the ratings
on Gazprom continue to be capped by those on the Russian
Federation (foreign currency BB+/Negative/B; local currency
BBB-/Negative/A-3), since S&P sees a risk of the government's
negative intervention.
KIROV REGION: Fitch Affirms 'BB-' Long-Term Currency IDRs
---------------------------------------------------------
Fitch Ratings has affirmed Russian Kirov Region's Long-term
foreign and local currency Issuer Default Ratings (IDRs) at
'BB-', with Negative Outlooks, and its Short-term foreign
currency IDR at 'B'. The agency has also affirmed the region's
National Long-term rating at 'A+(rus)' with a Negative Outlook.
The Negative Outlook reflects Fitch's expectations that direct
risk will continue to grow, driven by a persistent budget deficit
and as the current balance will not restore to positive in the
medium term. The affirmations reflect the region's key stable
credit metrics over the past six months, weak budgetary
performance, moderate direct risk and modest economic profile.
KEY RATING DRIVERS
Fitch expects that Kirov's operating performance will remain weak
in the medium term. The agency forecasts a marginal improvement
in the operating balance towards 2% of operating revenue (2014:
0.6%) while the current balance will remain negative. The
improvement will be supported by better than expected collection
of corporate income tax in 1H15 and cost-cutting measures
undertaking by the region's government. However, the headroom for
significant improvement in financial performance is low.
Fitch forecasts the region's direct risk will continue growing in
the medium term. Fitch anticipates that the deficit before debt
variation will average 8% of total revenue in 2015-2017 that will
lead to direct risk increase beyond 70% of current revenue by
end-2017 (2014: 54%). In 2014, direct risk increased to 54% from
47% in 2013. However, the adverse effect of this increase will be
partly mitigated by a structural improvement in the region's debt
profile.
The proportion of market debt decreased to 34% at end-June 2015
from 66% at end-2014 as Kirov received state support in the form
of a RUB5.9bn federal budget loan and refinanced part of its
maturing bank loans. The new budget loan has three-year maturity
and bears 0.1% interest rate, which will help Kirov to save on
interest expenses over the medium term.
The region's economic profile is weaker than the average Russian
region. Gross regional product per capita was 65% of the national
median in 2013. The economy is diversified. The top 10 taxpayers
contributed less than 20% of the region's tax revenue in 2014.
The major taxpayers are spread across various sectors of the
economy, which makes the region's tax proceeds less vulnerable to
the economic cycle.
RATING SENSITIVITIES
Growth of direct risk above 70% of current revenue and low
operating balance insufficient for interest payments would lead
to a downgrade.
KOSTROMA REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
-----------------------------------------------------------
Fitch Ratings has affirmed the Russian Kostroma Region's Long-
term foreign and local currency Issuer Default Ratings (IDRs) at
'B+' with Negative Outlooks, Short-term foreign currency IDR at
'B' and National Long-term rating at 'A-(rus)' with a Negative
Outlook. Kostroma region's outstanding senior unsecured domestic
bonds have been affirmed at 'B+' and 'A-(rus)'.
The affirmation and Negative Outlook reflect pressure on the
ratings due to persistently high refinancing risk and Fitch's
expectation that the region's budgetary performance will be weak.
KEY RATING DRIVERS
The 'B+' rating reflects the region's material direct risk, with
considerable refinancing needs concentrated during next 12
months. The ratings also factor in its ongoing fiscal deficit and
below average metrics of local economy. We expect operating
performance in 2015-2017 will remain weak, with an operating
balance of 2% of operating revenue and a negative current balance
due to increasing interest expenses. Sluggish tax proceeds are
likely to be mitigated by the stable inflow of federal transfers,
which we expect to be 28% of operating revenue in 2015-2017.
The region's 2014 budgetary performance deteriorated below
Fitch's expectations. The operating balance declined to 0.2% of
operating revenue in 2014, from a sound 7.5% in 2013. This was
caused by continued pressure on opex and lower than expected tax
collection amid a tough economic environment.
Fitch expects the region's direct risk to continue rising and
account for 93% of current revenue by end-2015, driven by a
RUB2bn fiscal deficit (10% of total revenue) amid sluggish
operating revenue growth. Fitch expects the region's deficit to
narrow in 2016-2017, but to still represent 6%-8% of total
revenue. Direct risk rose in 2014 to RUB15.9 billion or 86% of
current revenue at end-2014 (2013: RUB11.7 billion and 67%). This
was to fund a widening deficit of 17.6% of total revenue (2013:
deficit of 10.5%).
A large part of Kostroma's debt is short term, with 36% of total
direct risk (RUB5.5 billion) maturing in 2015 and a further 57%
(RUB8.8 billion) of outstanding debt due in 2016-2017. Fitch
expects the region's current balance for 2015-2017 to be in
negative territory, leading to more capital market funding. Fitch
believes the region will be able to attain the required funding
in advance of the existing debt maturity dates.
Refinancing risk is partly mitigated by the region's reliance on
federal budget loans, which accounted for 40% of direct risk at 1
July 2015. We believe maturing federal budget loans are likely to
be rolled over. According to Kostroma, the federal government
will likely provide an additional RUB3.8 billion to the regional
budget in 2015 for refinancing of maturing bank loans and deficit
financing.
Kostroma's tax base has historically been modest, limiting its
own fiscal capacity. Fitch forecasts a 3.5% contraction of
national GDP in 2015, and believes the region will also face a
slowdown of economic activity, which would contain tax revenue
proceeds.
RATING SENSITIVITIES
The region's inability to curb growth of total indebtedness,
accompanied by persistent refinancing pressure and a negative
operating balance, would lead to a downgrade.
MOSSTROYECONOMBANK CJSC: Bank of Russia Revokes Banking License
---------------------------------------------------------------
The Bank of Russia, by its Order No. OD-1772 dated July 24, 2015,
revoked the banking license of Moscow-based credit institution
MOSSTROYECONOMBANK or CJSC M BANK.
The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the failure of the credit
institution to comply with federal banking laws and Bank of
Russia regulations, repeated application within a year of
measures envisaged by the Federal Law "On the Central Bank of the
Russian Federation (Bank of Russia)", and considering real threat
posed to the creditors' and depositors' interests.
CJSC M BANK deposited funds in low-quality assets. As a
corollary, the Bank of Russia repeatedly requested the credit
institution to create loan loss provisions adequate to the risks
assumed. The management and owners of the bank did not take
efficient measures to normalize its activities. Due to the bank's
low quality assets it was found impossible to effect a financial
rehabilitation of M BANK assisted by the state corporation
Deposit Insurance Agency on reasonable economic terms.
By its Order No. OD-1773, dated July 24, 2015, the Bank of Russia
has appointed a provisional administration to M BANK for the
period until the appointment of a receiver pursuant to the
Federal Law "On the Insolvency (Bankruptcy)" or a liquidator
under Article 23.1 of the Federal Law "On Banks and Banking
Activities". In accordance with federal laws, the powers of the
credit institution's executive bodies are suspended.
CJSC M BANK is a member of the deposit insurance system. The
revocation of banking license is an insured event envisaged by
Federal Law No. 177-FZ "On Insurance of Household Deposits with
Russian Banks" regarding the bank's obligations on household
deposits determined in accordance with the legislation.
According to the financial statements, as of July 1, 2015,
CJSC M BANK ranked 112th by assets in the Russian banking system.
NIZHNIY NOVGOROD: Fitch Affirms 'BB' Long-Term Currency IDRs
------------------------------------------------------------
Fitch Ratings has affirmed the Russian City of Nizhniy Novgorod's
Long-term foreign and local currency Issuer Default Ratings
(IDRs) at 'BB' with Negative Outlooks, Short-term foreign
currency IDR at 'B' and National Long-term rating at 'AA-(rus)'
with a Negative Outlook.
The affirmation and Negative Outlook reflects strong pressure on
the ratings due to persistence of high refinancing risk and
expectation of a weak budgetary performance.
KEY RATING DRIVERS
The 'BB' rating reflects the city's ongoing fiscal deficit and
refinancing pressure from the large proportion of short-term bank
loans in the city's direct risk structure. The ratings also
factor in the city's developed local economy, and moderate,
albeit growing, direct risk.
The short-term maturity profile of Nizhniy Novgorod's debt is a
risk, as the city will have to repay about 80% of its direct risk
by end-2015. During August-December 2015 the city needs to
refinance RUB4.65 billion of bank loans, and additionally borrow
about RUB2 billion for deficit financing. To meet this
obligation, the city has already contracted several credit lines
with Sberbank (BBB-/Negative/F2) totaling RUB5 billion with one-
year maturity and bearing 13.15% annual interest rate. This
mitigates immediate refinancing pressure, but given short-term
maturity of new credit lines, refinancing risk remains and just
shifts to 2016.
Fitch expects the city's direct risk will grow to RUB8.5 billion
by end-2015 from RUB6.8 billion in 2014. Fitch forecast a deficit
of RUB2 billion in 2015 and averaging RUB1.3 billion for 2016-
2017, extending the deficit trend since 2008. Despite absolute
growth in direct debt, it should remain moderate and below 45% of
current revenue by end-2017.
Fitch expects the operating performance in 2015-2017 will remain
weak, with the operating balance hovering at 2% of operating
revenue and a negative current balance. The city's budgetary
performance deteriorated in 2014, when the operating balance
declined to 1% of operating revenue from a sound 6% one year
later. This was caused by both continued pressure on operating
expenditure and lower than expected tax collection amid a
negative macroeconomic environment.
Fitch expects tax revenue to decline by 8.8% in 2015 due to both
the sluggish economy and the cut in the share of personal income
tax (PIT) allocated to the city to 18pp in 2015 from 23pp in
2014. An increase in current transfers from the regional budget
will compensate for the PIT share decline in 2015. However, the
bulk of current transfers is earmarked for financing delegated
responsibilities of the region, mainly public employees'
salaries, and will cause a respective increase in operating
expenditure.
With a population of above one million, the city is the capital
of Nizhniy Novgorod region (BB/Negative/B), one of the top 15
Russian regions by gross regional product, providing an
industrialized and diversified tax base. The city receives only
modest general-purpose financial aid from the region as its
budget capacity is higher than the average municipality in the
region. About half of the city's operating revenue comes from
taxes, which are under pressure due to the worsening of the
national economic environment. Fitch forecasts a 3.5% contraction
of national GDP in 2015, and believes the city will also face a
slowdown in its economic activity, which would lead to a
deterioration of the city's self-financing capacity.
RATING SENSITIVITIES
A downgrade may result from the inability to ease refinancing
pressure by lengthening the debt maturity profile coupled with
weak budgetary performance with a continuously negative current
balance.
RYAZAN REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
---------------------------------------------------------
Fitch Ratings has revised Russian Ryazan Region's Outlook to
Stable from Negative and affirmed the region's Long-term foreign
and local currency Issuer Default Ratings (IDR) at 'B+', Short-
term foreign currency IDR at 'B' and National Long-term rating at
'A(rus)'.
The region's outstanding senior unsecured domestic bond issues
have been affirmed at Long-term local currency 'B+' and National
Long-term 'A(rus)'.
KEY RATING DRIVERS
The Outlook revision reflects the following rating drivers and
their relative weights:
High:
Fitch expects Ryazan region's operating surplus to be 6%-7% of
operating revenue in 2015-2017, which will be sufficient to cover
interest payments. This compares with our previous expectation of
3%-4%. Fitch's revised forecasts are based on the region's
resilient tax base, with an expected tax revenue increase of 4%
yoy in 2015, and on continued operating spending (opex)
restraint. Ryazan's operating balance improved to 7% of operating
revenue in 2014, from 3% in 2013, as the region reined back opex
to a 1% increase in 2014, compared with an average 8%-9% in 2010-
2013.
The region's 2014 full-year deficit before debt variation
narrowed materially to 6% of total revenue from 18% a year
earlier, driven by capex cut to 12% of total spending, from 19%
in 2013. Fitch expects the deficit before debt variation to
continue shrinking in the medium term, to 2%-3% of total revenue,
underpinned by reduced capex and opex control.
Fitch expects the region's direct risk to be stable at 78% of
current revenue in 2015 and 75% in 2016-2017. In 1H15 direct risk
stabilized at RUB26.9 billion. Debt management improved in 2013-
2015, which resulted in extended debt maturity and greater debt
diversification. At end-June 2015 debt stock was 50% federal
budget loans, followed by bank loans (41%) and domestic bonds
(9%).
The region's debt coverage and debt servicing ratios remain weak,
while subsidized federal budget loans received in 1H15 have
partly offset refinancing needs on maturing bonds. The region
repaid matured domestic bonds of RUB625 million in June 2015,
half of which were through federal budget loans contracted at
subsidized rates. Following the repayment, the region's immediate
refinancing needs to end-2015 are limited to RUB2.9 billion worth
of federal budget loans. Fitch expects the region to negotiate an
extension of the federal budget loans coming due in 2015.
Medium:
Ryazan region's administration expects the local economy to
continue to grow 1.5%-3% annually in 2015-2017. According to the
administration's estimates, the local economy expanded 1.7% in
real terms in 2014, which exceeded the estimated real growth of
the Russian GDP of 0.6%. The region's economy is modest in the
national context but is fairly diversified and benefits from
close proximity to Moscow, the country's capital and its largest
market.
Ryazan region's ratings also reflect the following key rating
drivers:
Russia's institutional framework for local and regional
governments is a constraint on the region's ratings. It has a
shorter track record of stable development than many of its
international peers. The predictability of Russian LRGs'
budgetary policy is constrained by the continuous reallocation of
revenue and expenditure responsibilities within government tiers.
RATING SENSITIVITIES
Increased total indebtedness with net overall risk above 90% of
total revenue, accompanied by persistent refinancing pressure and
a negative current balance, would lead to a downgrade.
A positive rating action could result from improvement of the
region's fiscal performance, leading to a smaller budget deficit
consistently below 5% of total revenue and improved debt coverage
ratio (as measured by direct risk/current revenue) of less than
70% on a sustained basis.
TRUST CAPITAL: Bank of Russia Ends Provisional Administration
-------------------------------------------------------------
Due to the ruling of the Arbitration Court of the city of Moscow
of July 9, 2015 on the forced liquidation of credit institution
Joint-Stock Company Commercial Bank Trust Capital Bank and
appointing a liquidator in compliance with Clause 3 of Article
18927 of the Federal Law "On the Insolvency (Bankruptcy)", the
Bank of Russia took a decision (Order No. 1720, dated July 29,
2015) to terminate from July 21, 2015 the activity of the
provisional administration of the credit institution Joint-Stock
Company Commercial Bank Trust Capital Bank appointed by Bank of
Russia Order No. OD-1044, dated May 13, 2015, "On the Appointment
of the Provisional Administration to Manage the Moscow-Based
Credit Institution Joint-Stock Company Commercial Bank Trust
Capital Bank or JSC CB Trust Capital Bank Due to the Revocation
of its Banking Licence".
TULSKII PROMYSHLENNIK: Provisional Administration Term Revised
--------------------------------------------------------------
In compliance with Clause 2 of Article 18926 of the Federal Law
"On the Insolvency (Bankruptcy)" and due to the revocation of the
banking license of Tula-based credit institution BANK TULSKII
PROMYSHLENNIK PJSC (Order No. OD-1790, dated July 27, 2015) the
Bank of Russia took a decision (Order No. OD-1791, dated
July 27, 2015):
-- to rule that the provisional administration of TULSKII
PROMYSHLENNIK appointed by Bank of Russia Order No. OD-1776,
dated July 24, 2015, shall exercise its functions envisaged by
Article 18932 of the Federal Law "On the Insolvency (Bankruptcy)"
and other powers defined by the Federal Laws "On Insolvency
(Bankruptcy)" and "On Banks and Banking Activities' and Bank of
Russia regulations under them;
-- to rule that in accordance with Clause 3 of Article 18927 of
the Federal Law "On Insolvency (Bankruptcy)" the provisional
administration of TULSKII PROMYSHLENNIK shall function for a term
until the arbitration court adjudication on the recognition of
bankruptcy and initiation of bankruptcy proceedings (appointment
of a receiver) or until the arbitration court adjudication on the
appointment of a liquidator becomes valid.
-- Alexander V. Vasin, deputy head of the banking supervision
section of the Tula Division, has been appointed as a head of the
provisional administration of TULSKII PROMYSHLENNIK.
The provisional administration of TULSKII PROMYSHLENNIK includes
A.M. Badziyev, P.S. Musayeva, M.Ye. Voronova, I.V. Samonina,
Yu.K. Savinkova, D.P. Kolesnik, A.A. Zaburunnov, A.M. Shepeleva,
O.V. Resh, M.Ye. Demyanenko, A.A. Sosin, I.D. Yeliseyeva, I.A.
Ksenofontov, I.A. Murushkina, L.A. Borisenko, I.P. Strokov, O.V.
Shcherbakova and A.N. Davidenko.
VOLGOGRAD REGION: Fitch Affirms 'B+' Long-Term Currency IDRs
------------------------------------------------------------
Fitch Ratings has affirmed Volgograd Region's Long-term foreign
and local currency Issuer Default Ratings (IDR) at 'B+', Short-
term foreign currency IDR at 'B' and National Long-term rating at
'A(rus)'. The Outlooks on the Long-term ratings are Stable.
The region's outstanding senior unsecured domestic bond issues
have been affirmed at 'B+' and 'A(rus)'.
The affirmation reflects Fitch's unchanged baseline scenario
regarding Volgograd's budgetary performance and the region's key
stable credit metrics over the last six months.
KEY RATING DRIVERS
The ratings reflect Volgograd's low operating balance and
persistent budget deficit leading to growth of direct risk. The
ratings also factor in moderate refinancing pressure and low
contingent liabilities.
Fitch expects the region will consolidate its operating balance
at about 2% of operating revenue in 2015-2017 (2014: 1%), amid
stagnation of operating revenue and cost control measures
undertaken by the regional government. Volgograd recorded 15%
growth of tax revenue in 1H15, driven by corporate income tax
payments from export-oriented producers and import-substituting
enterprises. Fitch expects tax growth for 2015 to be offset by a
decline in current transfers from the federal budget.
Fitch forecasts current balance to remain at a negative 3% of
current revenue in the medium term, in line with its average in
2013-2014, due to high interest payment. The latter will be 2.5x
operating balance in 2015-2017 (2014: 3.9x). Fitch expects the
region's deficit before debt variation will remain close to 9% of
total revenue in 2015-2017, extending the deficit trend of prior
years. Volgograd plans to issue five-year RUB9 billion bonds in
2015 to fund its budget deficit.
Fitch expects Volgograd's direct risk will rise to RUB48.4
billion by end-2015 or 70% of current revenue (2014: RUB40.8
billion, 57%). By end-2017, direct risk may further grow towards
80%. Positively, the region's debt portfolio is diversified and
comprises three-year bank loans (25%), five-year bond issues
(36%) and subsidized budget loans (39%).
The region's refinancing needs are moderate: RUB14.2 billion or
35% of direct risk matures in 2015-2016. Fitch expects that the
maturing budget loans (RUB2.6 billion) will be rolled over by the
federal government while market debt (RUB11.6 billion) will be
refinanced by new bonds and bank loans.
Volgograd region has an industrialized economy with a strong but
concentrated tax base. The top 10 taxpayers are subsidiaries of
large national companies operating in oil & gas, power
generation, transportation and financial sectors. They
contributed 42% of total tax revenue in 2013-2014, which makes
the region's revenue vulnerable to economic cycles. Fitch expects
the Russian economy will contract 3.5% in 2015, which could
negatively affect the region's economic prospects.
RATING SENSITIVITIES
The region's inability to curb continuous growth of total
indebtedness, accompanied by persistent high refinancing pressure
and a negative current balance, would lead to a downgrade.
Additional support from the federal government leading to a
stabilization of indebtedness and improvement of the operating
balance sufficient to cover interest payments could lead to an
upgrade.
=========
S P A I N
=========
IBERCAJA BANCO: Fitch Affirms 'BB+' LT Issuer Default Rating
------------------------------------------------------------
Fitch Ratings has affirmed Ibercaja Banco S.A.'s Long-term Issuer
Default Rating (IDR) at 'BB+', with a Positive Outlook, and
Viability Rating (VR) at 'bb+'. At the same time, Fitch has
affirmed the bank's Short-term IDR at 'B'.
The Outlook on the Long-term IDR is Positive, reflecting Fitch's
view that Ibercaja Banco's IDRs and VR could be upgraded once
capitalisation is strengthened to more robust levels. This
process could also be supported by further asset quality
improvements.
KEY RATING DRIVERS
IDRS AND VR
Ibercaja Banco's IDRs are driven by the bank's stand-alone credit
profile, as captured in the VR. The VR reflects the bank's
leading retail franchise in its home regions, which provides it
with pricing power and a solid retail deposit funding base, and
improving, albeit still weak, asset quality metrics. At the same
time the VR factors in Ibercaja Banco's modest core banking
earnings, some legacy real estate exposures, and weaker
capitalization than many peers'.
The bank has a leading retail franchise in the northern region of
Aragon, where it has a strong deposit market share. Nationally,
the bank's market share for deposits is, however, 3.2%. The
bank's insurance and asset management franchises in Spain provide
diversification and stability to the group's revenues and
business model.
Ibercaja Banco still has some legacy real estate exposures in the
form of loans to developers (9.1% of gross loans at end-1Q15) and
foreclosed real estate properties (1.5% of total assets) that
weaken its overall asset quality metrics. However, the bank's
end-1Q15 NPL ratio of 10.4%, while high by international
standards, was below the domestic average of 12.1%.
This improving asset quality trend should also provide some
relief to reported net profits in the form of lower provisioning
needs. We expect lower loan impairment charges, combined with
some modest lending growth, to mitigate lower contribution from
carry trade revenues and increased margin pressure caused by
persistently low interest rates.
Ibercaja Banco's capitalization is just acceptable for its risk
profile and is vulnerable to shocks from unreserved problem
assets (NPLs and foreclosed assets) as these still represented a
high 116% of Fitch Core Capital (FCC) at end-1Q15. When
calculating the FCC-to-risk weighted assets ratio, Fitch deducts
the group's insurance subsidiaries' net asset value of the total
equity rather than risk-weighting their assets. The EUR407
million of state-owned cocos included in its regulatory CET1
ratio (11.5% at end-1Q15) will be repaid by end-2017.
SUPPORT RATING AND SUPPORT RATING FLOOR
Ibercaja Banco's Support Rating (SR) of '5' and Support Rating
Floor (SRF) of 'No Floor' reflect Fitch's belief that senior
creditors of the bank can no longer rely on receiving full
extraordinary support from the sovereign in the event that the
bank becomes non-viable.
Fitch views the EU's Bank Recovery and Resolution Directive
(BRRD) and Single Resolution Mechanism (SRM) are now sufficiently
progressed to provide a framework for resolving banks that is
likely to require senior creditors participating in losses, if
necessary, instead of or ahead of a bank receiving sovereign
support. BRRD has been effective in EU member states since 1
January 2015, including minimum loss absorption requirements
before resolution financing or alternative financing (eg,
government stabilization funds) can be used. Full application of
BRRD, including the bail-in tool, is required from January 1,
2016. BRRD was transposed into the Spanish legislation on
June 18, 2015, with full implementation from January 1, 2016.
SUBORDINATED DEBT AND OTHER HYBRID SECURITIES
The bank's newly issued subordinated debt (ISIN: ES0244251007)
-- rated 'BB' -- is notched down one level from the bank's VR of
'bb+' for loss severity because of lower recovery expectations
relative to senior unsecured debt. These securities are
subordinated to all senior unsecured creditors.
RATING SENSITIVITIES
IDRS AND VR
Ibercaja Banco's IDRs are sensitive to changes to the bank's VR.
The VR (and hence IDRs) could be upgraded if the bank continues
to reduce the total volume of problem assets, while maintaining
its earnings generation capacity, and thus providing relief to
capital. Similarly, a material issuance of capital instruments
could trigger an upgrade of the VR.
In contrast, the VR and the Long-term IDR of the bank could be
downgraded if there is any unforeseen deterioration of asset
quality and/or a material weakening of profitability.
SUPPORT RATING AND SUPPORT RATING FLOOR
An upgrade to the SR and upward revision to the SRF would be
contingent on a positive change in the sovereign's propensity to
support its banks. While not impossible, this is highly unlikely
in Fitch's view.
SUBORDINATED DEBT AND OTHER HYBRID SECURITIES
Subordinated debt ratings are sensitive to changes in Ibercaja
Banco's VR and therefore to the same factors that would determine
a change in the VR.
The rating actions are as follows:
Ibercaja Banco:
Long-term IDR: affirmed at 'BB+'; Outlook Positive
Short-term IDR: affirmed at 'B'
Viability Rating: affirmed at 'bb+'
Support Rating: affirmed at '5'
Support Rating Floor: affirmed at 'No Floor'
Subordinated debt: assigned 'BB'
VALENCIA HIPOTECARIO 2: Fitch Affirms 'CCC' Rating on Cl. D Notes
-----------------------------------------------------------------
Fitch Ratings has affirmed the Valencia Hipotecario series, three
Spanish RMBS transactions originated by Banco de Valencia (now
CaixaBank, S.A.; BBB/Positive/F2).
KEY RATING DRIVERS
Stable Performance
The affirmations reflect the robust performance of the
securitized portfolios. Cumulative gross defaults remain limited
and stand at between 0.4% (VH1) and 2.8% (VH3) of the initial
pool, an increase of between 12bp (VH1) and 39bp (VH3) compared
with 12 months ago. Late stage arrears (mortgages with at least
three monthly payments overdue) show marginal improvements,
currently between 0.8% (VH1) and 1.3% (VH2) of the current pool,
a decrease of between 15bp (VH1) and 66bp (VH2) compared with 12
months ago. Both indicators are below Fitch's Spanish RMBS index,
where gross defaults and late stage arrears are 5% and 1.5%,
respectively.
While Fitch views the performance of all three transactions as
above average compared with the Fitch-rated Spanish RMBS
portfolio, the agency notes that the performance of VH1 has been
stronger than that of VH2 and VH3. Fitch believes that this is
due to the higher seasoning of the deal (the average year of
origination in VH1 is 2001, compared with 2004 in VH3's case),
stronger borrower financial condition as measured by the weighted
average debt to income ratio (47.7% in VH1, compared to 62.4% and
72.7% in VH2 and VH3, respectively), and lower exposure to
adverse borrower and loan characteristics such as mortgage tenors
beyond 30 years (4.19% in VH1 compared to 16.86% and 29.85% in
VH2 and VH3, respectively).
Reserve Fund Replenishments
The transactions' structures allow for the full provisioning of
defaulted loans, which are defined as loans in arrears by more
than 18 months. Since January 2015, gross excess spread and
recoveries have been sufficient to fully cover period defaults,
leading to replenishments of the respective reserve funds. As of
June 2015 the cash reserves of VH1, VH2 and VH3 were between
84.9% (VH3) and 99.9% (VH1) of the respective target levels.
Sufficient Credit Enhancement (CE)
VH1 may switch to pro-rata in the next 12 months as the relevant
triggers are close to being met. We do not expect the necessary
pro-rata triggers to be met for the other deals in the near
future. However, Fitch believes that available CE is sufficient
to withstand the associated rating stresses, which is reflected
in the affirmations.
Maturity Extensions
Fitch has analyzed the extent of maturity extensions that have
taken place. The peak in number of maturity extensions occurred
during 2010-2012. Since then, the yearly number of maturity
extensions has decreased substantially. Fitch has accounted for
this by classifying all loans subject to maturity extensions as
loans in arrears for more than three months, and thus increased
their probability of default. The additional stress applied to
these loans had no material effect on our view of the current
credit support available to the rated tranches, as reflected in
their affirmation.
Strong House Price Decline
Fitch's analysis of the properties in the underlying portfolios,
suggest high degree of concentration in the Valencia region,
where price declines over the past years have been above the
Spanish national average. As a result, recoveries from the sale
of properties taken into possession have been limited. This has
been taken into consideration in our analysis by stressing our
distressed sale discount assumption (or quick sale adjustment),
and hence reducing the expected recoveries.
Payment Interruption Risk
The current reserve fund levels provide sufficient liquidity to
cover at least six months of senior fees and interest on the
senior notes in case of default of the servicer or the collection
account bank.
RATING SENSITIVITIES
Deterioration in asset performance may result from economic
factors, in particular the increasing effect of unemployment. A
corresponding increase in new defaults and associated pressure on
excess spread levels and reserve funds could result in negative
rating action.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation
to this rating action.
DATA ADEQUACY
Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions. There were no findings that were
material to this analysis. Fitch has not reviewed the results of
any third party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.
Fitch did not undertake a review of the information provided
about the underlying asset pools ahead of the transactions'
initial closing. The subsequent performance of the transactions
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied upon for its initial rating
analysis was adequately reliable.
Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.
Sources of Information:
The information below was used in the analysis.
-- Loan-by-loan data provided by European Data Warehouse as at
May 2015 in VH1, and April 2015 in VH2 and VH3.
-- Transaction reporting provided by Europea de Titulizacion
SGFT, S.A. as at April 2015 in VH1 and VH2, and June 2015 in
VH3.
-- Maturity extension provided by Europea de Titulizacion SGFT,
S.A. with a cut-of date of 31 March 2015
-- Information on repossessed properties provided by Europea de
Titulizacion SGFT, S.A. with a cut-of date of 31 March 2015
Models
The model below was used in the analysis. Click on the link for a
description of the model.
EMEA RMBS Surveillance Model.
The rating actions are as follows:
Valencia Hipotecario 1, Fondo de Titulizacion de Activos (VH1):
Class A (ISIN ES0382744003): affirmed at 'AA+sf'; Outlook Stable
Class B (ISIN ES0382744011): affirmed at 'AA-sf'; Outlook Stable
Class C (ISIN ES0382744029): affirmed at 'Asf'; Outlook Stable
Valencia Hipotecario 2, Fondo de Titulizacion de Hipotecaria
(VH2):
Class A (ISIN ES0382745000): affirmed at 'AA+sf'; Outlook Stable
Class B (ISIN ES0382745018): affirmed at 'A-sf'; Outlook Stable
Class C (ISIN ES0382745026): affirmed at 'BB+sf'; Outlook Stable
Class D (ISIN ES0382745034): affirmed at 'CCCsf'; Recovery
Estimate revised to 50% from 30%
Valencia Hipotecario 3, Fondo de Titulizacion de Activos (VH3):
Class A2 (ISIN ES0382746016): affirmed at 'AA-sf'; Outlook Stable
Class B (ISIN ES0382746024): affirmed at 'BBBsf'; Outlook Stable
Class C (ISIN ES0382746032): affirmed at 'BB+sf'; Outlook
Negative
Class D (ISIN ES0382746040): affirmed at 'CCCsf'; Recovery
Estimate revised to 70% from 60%
=============
U K R A I N E
=============
UKRAINE: Makes US$120MM Debt Interest Payment, Averts Default
-------------------------------------------------------------
Elaine Moore and Joel Lewin at The Financial Times report that
Ukraine has staved off a default on its US$70 billion debt pile,
rekindling hopes that Kiev can cut a deal with creditors to
restructure a substantial proportion of its dues.
The cash-strapped eastern European country, which is in the midst
of a deep recession and a separatist conflict against Russia-
backed rebels, made a US$120 million interest payment due on
July 24 as part of its ongoing battle to convince creditors to
write down the face value of their holdings, the FT relates.
The government originally hoped to strike an agreement to
restructure US$15.3 billion of debt before the summer, the FT
notes.
However months of negotiation failed to produce a deal and, in
May, Ukraine's parliament adopted a law that granted government
the authority to halt debt repayments altogether, the FT relays.
According to the FT, people familiar with the matter said the
International Monetary Fund privately encouraged Kiev to make the
latest payment and continue talks with creditors in part to avoid
aggravating the problem of what to do with Ukraine's so-called
"Russia bond".
Had Ukraine missed the July 24 payment it would have triggered
default across the country's eurobonds, including a US$3 billion
bond held by Russia and due for repayment in December, the FT
notes.
As the IMF is not permitted to disburse funds to countries in
arrears to other governments, default on Russia's bond would have
jeopardized a US$17.5 billion loan, which is part of a wider
US$40 billion rescue plan for Ukraine, the FT states.
Even with the interest payment, however, skepticism about the
near-term prospect of a deal with creditors remains, according to
the FT.
Andrew Matheny, an analyst at Goldman Sachs, argued that, for
negotiations to be nearing a conclusion investors would have to
accept a "substantial" face-value writedown, the FT relates.
===========================
U N I T E D K I N G D O M
===========================
CO-OPERATIVE GROUP: S&P Raises CCR to 'BB', Outlook Stable
----------------------------------------------------------
Standard & Poor's Ratings Services raised its long-term corporate
credit rating on the Co-operative Group Ltd. (the group) to 'BB'
from 'BB-'. The outlook is stable.
At the same time, S&P raised the issue ratings on the group's
senior unsecured debt to 'BB' from 'BB-'. The recovery rating on
this debt is unchanged at '3', indicating S&P's expectation of
meaningful (50%-70%) recovery for debtholders in the event of a
payment default.
S&P also raised the issue ratings on the subordinated notes due
2025 issued by the Co-operative Group to 'BB-' from 'B'. S&P
revised upward the recovery rating on these notes to '5' from
'6', indicating S&P's expectation of modest (10%-30%) recovery
for noteholders in the event of a payment default.
The upgrade recognizes Co-operative Group's efforts to reform its
management and governance structure, reduce its debt, and fulfill
its commitments to the Co-operative Bank.
The group realized around GBP915 million from the disposal of its
Pharmacy, Farms, and Sunwin Services businesses and used a
significant portion of the disposal proceeds to pay down its
debts. Following the payment of its capital commitments on its
liability management exercise (LME), the group's gross debt
reduced to around GBP1 billion at the financial year-end on
Jan. 3, 2015 (FY2014), compared with more than GBP1.5 billion at
the end of the previous year. In addition, the group's adjusted
debt to EBITDA improved to 4x at the end of FY2014 and the
adjusted funds from operations (FFO) to debt increased to over
14.6%.
Following increased focus by management on operational execution,
S&P forecasts moderately improving credit metrics over 2015 and
beyond, subject to satisfactory execution of the turnaround plan.
That said, due to elevated capital expenditure in the region of
GBP300 million, S&P estimates that the free operating cash flow
(FOCF) will remain somewhat subdued.
S&P forecasts both the Standard & Poor's-adjusted FOCF-to-debt
and the adjusted FFO-to-debt will remain at the level S&P defines
as commensurate with an "aggressive" financial risk profile in
FY2015. S&P's assessment of the group's financial risk profile
is constrained by the group's inability to raise public equity
due to its status as a co-operative and its substantial operating
lease commitments.
S&P continues to assess the Co-operative Group's business risk
profile at the lower end of the "satisfactory" category, based on
its position as the U.K.'s largest consumer co-operative and
fifth-largest food retailer. The group also has a well-
recognized brand and large store network, comprising local,
convenience, and midsize stores.
S&P combines its assessment of group's "satisfactory" business
risk profile and the "aggressive" financial risk profile to
derive an anchor of 'bb'. S&P revised its assessment of the
group's management and governance to "fair" from "weak" in
response to the progress it made in reforming its governance.
Accordingly, S&P rates the group at 'BB', the same level as the
anchor.
Although the Co-operative Bank continues to share the "Co-
operative" brand, the group's shareholding in the bank has
reduced to around 20%, diminishing the incentive for the group to
provide further support to the bank in case of need. S&P
understands that it would not be obligated to do so.
Management maintains that, following the completion of the
recapitalization of the Co-operative Bank, the risk to the Co-
operative Group is restricted to the valuation of its investment
in the bank.
S&P's base case assumes:
-- Overall sound economic conditions in the U.K., with real
consumer spending rising by 2.5%-3.0% in 2015 and 2016.
This should be backed up by GDP growth of 2.8% in 2015 and
2.6% in 2016, based on favorable consumer demand prospects.
-- Despite the fierce competition in the food retail sector,
the group's convenience stores portfolio should enable it
to perform moderately better than the larger supermarket
peers.
-- Neutral to slightly positive like-for-like sales growth.
-- A decline in the gross margin by up to 50 basis points due
to intensifying competition, resulting in a Standard &
Poor's-adjusted EBITDA margin of about 7% in 2015 and 2016.
Around GBP300 million of capital expenditure (capex) in
FY2015 as the group continues to invest in its core
businesses.
-- No member payments (which S&P treats in the same way as
dividends) in 2015.
Based on these assumptions and following the deconsolidation of
the general insurance business as part of S&P's adjustments, it
arrives at these credit measures for the trading group:
-- Adjusted debt to EBITDA of 3.5x for FY2015, with adjusted
FFO to debt of around 18.0%-20.0%. FOCF turning positive,
but remaining low, in FY2015 due to elevated capex. If
capex spending is moderated in 2016, and operational
execution remains sound, the higher FOCF could lead to
improvement in the cash flow and leverage ratios toward the
"significant" category in 2016.
The stable outlook reflects S&P's view that the Co-operative
Group will focus on improving its operating performance, in
addition to investing in its core food retail business. S&P
anticipates that, despite the highly competitive trading
conditions in the U.K. food retail sector, the group will be able
to maintain its market position and begin to progressively
generate modest free cash flows from 2015.
Following the debt reduction, S&P anticipates that the group's
adjusted debt to EBITDA will gradually improve toward 3.5x.
Although S&P expects that this ratio and adjusted cash flow from
operations to debt will improve to the "significant" financial
risk profile category, S&P forecasts that the FFO-to-debt ratio
and the FOCF-to-debt supplementary payback ratio will likely
still remain in the "aggressive" category.
S&P could consider raising its ratings if the group further
improves its free cash flow generation and credit metrics,
particularly the FFO-to-debt and FOCF-to-debt ratios, to levels
commensurate with a "significant" financial risk profile.
This could occur if management executes on its program to rebuild
the group and sustainably turns around its trading performance.
For an upgrade, S&P needs to see meaningful improvement in
trading performance such that adjusted FFO to debt improves
toward 20% and adjusted FOCF to debt approaches 10%, combined
with more-moderate capex.
S&P could consider lowering the ratings if trading performance
deteriorates significantly, such that adjusted FFO to debt falls
toward 12%, accompanied by continued negative FOCF. This could
occur if management fails to satisfactorily turn around the
group's trading performance.
If the Co-operative Bank poses renewed risks and uncertainties to
the group, S&P could also consider a downgrade, although it
considers this scenario to be less likely following the reduction
in the group's shareholding in the bank.
CO-ORDINATED DEVELOPMENT: Buyer Found for Bladnoch Distillery
-------------------------------------------------------------
Martin Flanagan at The Scotsman reports that the mothballed
Bladnoch Distillery in south-west Scotland is to reopen and
restart distilling after a six-year gap following its acquisition
for an undisclosed price by an Australian entrepreneur.
According to The Scotsman, the new company, Bladnoch Distillery
Ltd., is headed by David Prior and the board will also include
non-executive director Gavin Hewitt, former chief executive of
the Scotch Whisky Association, the industry's trade body.
The mothballed distillery was bought by Co-ordinated Development
Services in 1994, reopening for production in 2000, before
stopping distilling again in 2009, The Scotsman recounts. CDS
went into liquidation in March 2014, The Scotsman relays.
Luke Charleton, of EY, liquidators to CDS, as cited by The
Scotsman, said he was "delighted" to announce the sale of
Bladnoch Distillery "with all retained jobs and creditors paid in
full".
He said: "The distillery continued to trade 'business as usual'
under my direction, while a purchaser was sought for the business
and assets on a going concern basis.
"There was a tremendous level of interest from domestic and
international investors in this distillery. It is particularly
pleasing to have sold the distillery to a buyer with a clear
growth strategy."
===============
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 AA/EUR EU -3387310342 2941216446
AA PLC AAL PO -3387310342 2941216446
AA PLC AA/GBX EO -3387310342 2941216446
AA PLC 2XA GR -3387310342 2941216446
AA PLC AA/GBX EU -3387310342 2941216446
AA PLC AAAAL S1 -3387310342 2941216446
AA PLC AAL S2 -3387310342 2941216446
AA PLC AA/EUR EO -3387310342 2941216446
AA PLC AA/ IX -3387310342 2941216446
AA PLC AA/ LN -3387310342 2941216446
AA PLC AA/ TQ -3387310342 2941216446
AA PLC AA/ EB -3387310342 2941216446
AA PLC AAL BQ -3387310342 2941216446
AA PLC AAL L3 -3387310342 2941216446
AA PLC 1023859D SW -3387310342 2941216446
AA PLC AAL B3 -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 CABLE BV 4044453Z NA -62348693.94 188829025.3
ADVANCE DISPLAY ADTPEUR EU -3015579018 2590008061
ADVANCE DISPLAY ADTP PZ -3015579018 2590008061
ADVANCE DISPLAY ADTPEUR EO -3015579018 2590008061
AEA TECHNOLO-FPR AATF LN -251538429 142000079.4
AEA TECHNOLO-FPR AATF PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN PZ -251538429 142000079.4
AEA TECHNOLO-NPR AATN LN -251538429 142000079.4
AEA TECHNOLOGY AAT VX -251538429 142000079.4
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AEA TECHNOLOGY AAT PO -251538429 142000079.4
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AEA TECHNOLOGY G AAT LN -251538429 142000079.4
AEA TECHNOLOGY G 1005182D GR -251538429 142000079.4
AEA TECHNOLOGY G 0884036D EU -251538429 142000079.4
AEGEK AEGEKY B3 -122731139.6 256074709.1
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AEGEK S.A. - RTS 989399Q GA -122731139.6 256074709.1
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AEGEK-PFD AEGEP PZ -122731139.6 256074709.1
AEGEK-PFD 2733077Q EO -122731139.6 256074709.1
AEGEK-PFD AEGEP GA -122731139.6 256074709.1
AEGEK-PFD AUCTIO AEGEPE GA -122731139.6 256074709.1
AFFINITI INTEGRA 1651064Z LN -436307727.6 341755295.2
AFRICA OFFSHORE AOSA NO -280249984 357512992
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AGOR AG DOO EU -482467.0522 144438127.4
AGOR AG DOO EO -482467.0522 144438127.4
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AGOR AG DOO S1 -482467.0522 144438127.4
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AGOR AG-RTS 2301918Z GR -482467.0522 144438127.4
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AIR BERLIN PLC AB1 QM -595338590.1 2177272296
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AIR BERLIN PLC AB1D L3 -595338590.1 2177272296
AIR BERLIN PLC AB1 EU -595338590.1 2177272296
AIR COMMAND SYST 4470055Z FP -30657158.94 217998392.9
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AIRTOURS PLC AIR VX -379731744 1817560463
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AKER ELEKTRO AS 4389353Z NO -35849851.01 136482190.9
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AKER STORD A/S 4498875Z NO -216314138.2 694523053.4
AKZO NOBEL POWDE 1472346Z LN -45561469.76 146392085.3
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ANEK LINES-PFD ANEP EU -19542125.53 387556515.6
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ANKER PLC ANK PO -21861359.81 115463159
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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 * * *