/raid1/www/Hosts/bankrupt/TCREUR_Public/150804.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, August 4, 2015, Vol. 16, No. 152
Headlines
A Z E R B A I J A N
AZERBAIJAN RAILWAYS: S&P Suspends 'BB+' Corporate Credit Rating
B E L A R U S
DEVELOPMENT BANK: S&P Affirms 'B-/B' ICRs, Outlook Stable
C R O A T I A
CROATIA: Fitch Affirms 'BB' Foreign Currency IDRs, Outlook Stable
F R A N C E
SEYCHELLES: Fitch Raises LT Issuer Default Ratings to 'BB-'
G E R M A N Y
TELE COLUMBUS: S&P Affirms 'B+' CCR, Outlook Negative
G R E E C E
GREECE: Banks to Undergo Asset Quality Review This Month
I R E L A N D
GILSON MOTOR: Gilsons Get 5-Year Disqualification as Director
I T A L Y
ITALCEMENTI: S&P Revises Outlook to Dev. & Affirms 'BB/B' CCRs
VENUS-1 FINANCE: Fitch Cuts Ratings on 4 Note Classes to 'Csf'
N E T H E R L A N D S
PANTHER CDO III: S&P Raises Ratings on 2 Note Classes to B
P O L A N D
PBG SA: Inks Debt Restructuring Agreement with Creditors
R U S S I A
CB BANK: Put Under Provisional Administration; License Revoked
DALETBANK JSC: Under Provisional Administration; License Revoked
DAGENERGOBANK LLC: Assets Insufficient to Meet Creditors' Claims
IZHMASH: U.S. Sanctions Surprising, Spokesperson Says
SME BANK: S&P Maintains 'BB+/B' ICRs on CreditWatch Negative
SNCI FSC: Put Under Provisional Administration, License Revoked
VNESHECONOMBANK: S&P Affirms 'BB+/B' Issuer Credit Ratings
S P A I N
BBVA RMBS 1: Fitch Affirms 'CCsf' Rating on Class C Notes
T U R K E Y
TURKEY: Number of Corporate Bankruptcies to Rise 10% This Year
U N I T E D K I N G D O M
AUBURN SECURITIES: S&P Assigns 'B+' Rating to Class F Notes
GRIFFIN PLACE: In Liquidation; 140 Jobs Affected
PARAGON SECURED: S&P Raises Rating on Class C Notes to 'BB'
PREMIER FOODS: Fitch Affirms 'B' Long-Term IDR, Outlook Negative
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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A Z E R B A I J A N
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AZERBAIJAN RAILWAYS: S&P Suspends 'BB+' Corporate Credit Rating
---------------------------------------------------------------
Standard & Poor's Ratings Services suspended its 'BB+' long-term
corporate credit rating on state-owned railway operator
Azerbaijan Railways CJSC (ADY).
"We suspended our rating on ADY because of a lack of information
we consider of sufficient quality from the company on its
financial and operating performances and prospects. In
particular, we are missing sufficient information on the
company's operational volumes, tariffs, capital expenditures, and
cost information for the first half of 2015, and on the details
of its financial forecasts for the next two years (assumed
tariffs, volumes, and investment projects)," S&P said.
If the company provides S&P with sufficient information on its
performances, it could reinstate the ratings. S&P also needs
further updates on ADY's current liquidity position. S&P will
consider withdrawing the ratings if it do not receive the above-
mentioned information within 90 days.
Standard & Poor's may suspend a rating, in rare circumstances, if
there is an expectation that the rating is likely to be
reinstated. The suspension does not imply that ADY is not
servicing its obligations. Should sufficiently detailed
information become available, Standard & Poor's will reconsider
an appropriate rating.
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B E L A R U S
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DEVELOPMENT BANK: S&P Affirms 'B-/B' ICRs, Outlook Stable
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Standard & Poor's Ratings Services affirmed its 'B-/B' long- and
short-term issuer credit ratings on JSC Development Bank of the
Republic of Belarus (DBRB). The outlook is stable.
S&P rates DBRB under its criteria for government-related entities
(GREs). S&P continues to believe that there is an almost certain
likelihood that Belarus' government would provide timely and
extraordinary support sufficient to service the bank's financial
obligations, if needed. S&P's assessment of the likelihood of
extraordinary support is based on its view of DBRB's:
-- Integral link between DBRB and the government, which is
based on the state's 100% ultimate ownership of DBRB, the
bank's unique legal status, the fact that DBRB is the only
Belarus GRE with the prime minister on its supervisory
board, regular capital injections from the state, and the
government's responsibility for all of the bank's bonds.
DBRB is exempt from most of the regulations set by the
National Bank of the Republic of Belarus for the banking
sector. Although S&P classifies the Belarus government's
general propensity to support the GRE sector as doubtful,
the size of DBRB's commercial debt liabilities (0.3% of
GDP) compared with the overall size of GRE-related
contingent liabilities is small. S&P therefore believes
the government would prioritize extraordinary support to
DBRB ahead of other GREs.
-- Critical public policy role as the main institution
providing long-term capital-intensive loans under
government programs in Belarus, which cannot otherwise be
undertaken by other banks on commercial terms. Accounting
for over 4% of GDP, 7% of total banking system assets and
over 40% of total state-directed corporate lending, DBRB is
the key agent in the selected sectors that the government
deems essential for Belarus' economy, such as transport
infrastructure and some subsectors of the agricultural
sector. As of 2016, DBRB will coordinate all loans to be
granted under government programs.
S&P now assesses the DBRB's capital and earnings as adequate
instead of moderate reflecting S&P's projected risk-adjusted
capital ratio for the bank, before adjustments for
diversification, firmly above 7% over the next 12-18 months.
This reassessment is driven by additional capital injections to
DBRB's capital from the government totaling Belarusian ruble 2
trillion (US$130 million approximate equivalent) in 2015, as well
as less-than-expected loan growth and lower credit costs. This,
together with S&P's continued view of the bank's adequate
business position, moderate risk position, average funding, and
adequate liquidity, underpins S&P's assessment of DBRB's
stand-alone credit profile (SACP) at 'b-'.
The stable outlook on DBRB mirrors S&P's outlook on Belarus.
S&P would take a rating positive action on the bank if S&P was to
take a positive action on Belarus.
Negative rating actions on DBRB would follow negative actions on
the sovereign. Even if the sovereign rating is unchanged, S&P
would take a negative action on DBRB if its link to or role for
the government weakened and S&P lowered its assessment of its
SACP.
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C R O A T I A
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CROATIA: Fitch Affirms 'BB' Foreign Currency IDRs, Outlook Stable
-----------------------------------------------------------------
Fitch Ratings has revised the Outlooks on Croatia's Long-term
foreign and local currency Issuer Default Ratings (IDR) to
Negative from Stable and affirmed the IDRs at 'BB' and 'BB+',
respectively. The issue ratings on Croatia's senior unsecured
foreign- and local-currency bonds have also been affirmed at 'BB'
and 'BB+', respectively. The Country Ceiling has been affirmed at
'BBB-' and the Short-term foreign currency IDR at 'B'.
KEY RATING DRIVERS
The revision of the Outlooks to Negative reflects the following
key rating drivers and their relative weights:
HIGH
The general government deficit reached 5.7% of GDP in 2014, 0.3%
above its 2013 level and 1.3% above the target set in the
government's April 2014 Convergence Programme. Most of the
slippage stemmed from weaker revenues due to lower than forecast
inflation and GDP growth. The government has revised up its
target for the 2015 budget deficit to 5.0% of GDP compared with
an original target of 3.5% in the previous year. Fitch has
revised its 2015 forecast budget deficit to 5.5% of GDP
(previously 4.5%).
The government's latest Convergence Programme envisages a
reduction of the budget deficit to 2.7% in 2017, but in our view,
implementation risks are high. The government's track record of
restructuring state-owned enterprises (SOEs) suggests that
budgeted savings in this area may underperform. Forthcoming
parliamentary elections expected in early 2016 are also likely to
forestall consolidation efforts until a new government has been
formed.
Gross general government debt (GGGD) grew to 85% of GDP at end-
2014, the second highest in the 'BB' category, and up from 39% of
GDP at end-2008. Fitch expects GGGD to rise to 90% of GDP in 2015
and peak at 94.4% of GDP in 2017. Funding conditions remain
favorable, but high fiscal financing needs of approximately 20%
of GDP pose a risk to public debt sustainability in the event of
an unexpected rise in funding costs.
GGGD for 2013 was revised up by 4.9% of GDP in April 2015
following a recent round of ESA2010 statistical reclassifications
aimed at providing a more complete and standardized picture of
government debt levels. In total, GGGD has been revised up by
approximately 13% of GDP since the first round of
reclassifications was introduced in October 2014. Any future
reclassifications are likely to have only a modest impact on GGGD
as the bulk of SOE liabilities are now included in the general
government sector.
Croatia's 'BB' foreign currency IDR also reflects the following
key rating drivers:
The Croatian economy suffers from high public and external debt
ratios, high euroisation, and weak economic performance since
2009. These factors create an unfavorable background for debt
dynamics, making Croatia vulnerable to adverse shocks. However,
structural features including per capita income, human
development, and governance indicators score well above the 'BB'
and 'BBB' category medians, and support the rating.
Economic growth has performed significantly below peers following
six protracted years of recession. Real GDP growth contracted by
0.4% in 2014 and has grown at an average of -1.1% on a five-year
look-back basis versus 3.9% for the 'BB' median and 3.2% for the
'BBB' median.
Fitch expects the economy to exit recession this year and for
real GDP to grow by 0.5% in 2015 and 1.0% in 2016. The improved
growth outlook is largely driven by net exports, lower oil
prices, and a general pick-up in eurozone economic activity, as
internal demand is not expected to contribute positively to
growth until 2016.
Croatia posted a current account surplus of 0.7% of GDP in 2014
and 0.8% in 2013, after nearly 20 consecutive years of deficits.
Fitch forecasts the surplus to grow to 1.9% of GDP in 2015 driven
by tourism receipts and a narrowing of the goods deficit due to
lower oil prices. Better absorption of EU funds would improve the
balance of payments through higher transfers.
Net external debt is high, at approximately 63% of GDP at end-
2014, a significant outlier relative to the 'BB' and 'BBB'
category medians of 7.1% of GDP and 6.9% of GDP, respectively.
External indebtedness is largely accounted for by the private
sector, although public external borrowing has grown
substantially in recent years.
Fitch views the banking sector's profitability as weak but the
sector is sufficiently capitalized with an average capital
adequacy ratio of 21%. Non-performing loans are high at 17% at
end-2014, but provisioning levels exceed 50%. Unresolved issues
pertaining to roughly HRK23.8 billion (7% of GDP) in CHF-pegged
household loans weigh on confidence but do not pose a systemic
risk to the financial system. High foreign ownership of the
banking sector (about 90% by assets) also mitigates contingent
liabilities to the sovereign balance sheet.
RATING SENSITIVITIES
The Negative Outlook reflects the following risk factors that
may, individually or collectively, result in a downgrade:
-- Continued escalation of the public debt/GDP ratio, whether
through fiscal underperformance, rising financing costs, or
weaker nominal GDP growth.
Future developments that may, individually or collectively,
result in a revision of the Outlook to Stable include:
-- Fiscal deficit reduction broadly in line with the latest
Convergence Programme targets, which would increase
confidence that public debt/GDP will be stabilized over the
medium term.
-- Strengthening growth prospects and competitiveness,
particularly through the implementation of structural
reforms.
KEY ASSUMPTIONS
Croatia's track record of monetary and exchange rate stability
remains intact, lowering the risks to household, corporate, and
public sector balance sheets, all of which are heavily euroised.
Fitch expects the reclassification of local utilities to drive
one further round of public debt revisions by end-2015, although
it expects the net impact to be modest at roughly 1% of GDP.
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F R A N C E
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SEYCHELLES: Fitch Raises LT Issuer Default Ratings to 'BB-'
-----------------------------------------------------------
Fitch Ratings has upgraded Seychelles' Long-term foreign and
local currency Issuer Default Ratings (IDR) to 'BB-' from 'B+'
and 'BB' from 'BB-', respectively. The Outlooks are Stable.
The issue rating on Seychelles' unsecured foreign currency bond
has also been upgraded to 'BB-' from 'B+'. The Country Ceiling
has been raised to 'BB' from 'B+' and the Short-term foreign
currency IDR affirmed at 'B'.
KEY RATING DRIVERS
The upgrade of Seychelles' IDRs reflects the following key rating
drivers and their relative weights:
HIGH
Five years have passed since Seychelles was cured of default on
its external debt in 2010. The authorities have achieved
impressive outcomes in the country's IMF Extended Fund Facility
programs since 2010, in particular consistently over-performing
on its primary budget surplus targets. Timely implementation and
strong willingness to execute on the structural reforms of the
programs have resulted in more robust and coherent fiscal and
monetary policy frameworks.
MEDIUM
The authorities have increased the size of buffers to mitigate
external vulnerabilities. Gross international reserves cover rose
to 4.5 months of imports in May 2015, up from 4.2 months in May
2014, and 2.1 months in 2009. The exchange rate regime has been
liberalized since November 2008. It has functioned relatively
well recently with banks and market participants adjusting to the
Central Bank of Seychelles' (CBS) commitment to the new forward-
looking money-targeting monetary policy framework and discipline
to avoid direct interventions in the foreign currency market.
Seychelles' public debt dynamics are on a firm downward path.
Fiscal policy is anchored by the government's commitment to
reducing debt/GDP to 50% by 2018 (the authorities and the IMF's
calculation includes t-bills and t-bonds issued for monetary
policy purposes; Fitch's calculations excludes these debt
instruments). By Fitch's calculations, this has led to gross
general government debt/GDP falling to 58.5% in 2014, from 80.7%
in 2010. We forecast debt/GDP to fall further to 55.8% in 2015.
Seychelles' 'BB-' IDR also reflects the following key rating
drivers:
Seychelles has a large structural current account deficit, which
widened in 2014 to 21% of GDP, from 16% of GDP in 2013. This
reflects the economy's dependence on imports for basic foods and
products. Roughly two-thirds of the current account deficit is
financed by FDI flows, reflecting the large import-content of
foreign investments in the tourism and hotel sectors.
Gross external debt at 140% of current account receipts, is high
compared with peers. This reflects the high foreign currency
share of public debt and debt-financed investments by the non-
bank private sector. However, sovereign external debt at 41% of
GDP is significantly lower than Seychelles' peers, following the
government's restructuring of its external debt in 2010.
GDP per capita (USD15,657) and income per capita (USD23,270) are
more than double the 'BB' median, reflecting the high value-added
economy and its export market's concentration in wealthy Western
European countries. The World Bank recently re-classified
Seychelles as a 'high income' country in July 2015, although the
UN reports that income inequality is high with an income Gini
coefficient of 65.8 in 2013. Seychelles also out-performs the
'BB' median in the UN human development indicators and World Bank
governance indicators.
Five-year average real GDP growth is high at 5.5%, while the
five-year average inflation rate is low at 3.9%. Monetary policy
tightening since end-2014 is expected to negatively affect
economic activity in 2015. Fitch forecasts real GDP growth to
remain low at 3.4% in 2015 (2014: 3.3%) despite a pick-up in
tourist arrivals in 1H15. Fitch expects growth to moderate from
the average 6.6% in 2010-2013 towards a range of 3.0%-4.0% over
the medium term.
Parliament amended legislation in line with the OECD's
regulations on the sharing of tax information and to ratify the
Multilateral Convention on Mutual Administrative Assistance in
Tax Matters. The government is also finalizing legislation
requiring financial institutions to report information in line
with the US Foreign Account Tax Compliance Act. These reforms are
part of the government's strategy to improve Seychelles' non-
compliant status regarding international tax matters, and
positions Seychelles' financial sector for sustainable
development.
RATING SENSITIVITIES
The Stable Outlook reflects Fitch's assessment that upside and
downside risks to the rating are currently balanced. However, the
main factors that could lead to positive rating action are:
-- Continued improvement of external buffers through
accumulation of foreign exchange reserves, narrowing of the
current account deficit after FDI, and reduction in gross
external indebtedness.
-- Continued reduction in public sector debt in line with the
government's medium-term fiscal plan.
-- Sustained GDP growth and value-retention in the economy,
underpinned by continuing structural reforms to improve the
business environment.
-- Sustained track record of moderate inflation and greater
confidence in the flexible exchange rate regime to absorb
shocks without threatening price and financial stability.
The main factors that could lead to negative rating action are:
-- Balance of payment pressures leading to falls in foreign
exchange reserves and increases in external debt ratios.
-- A prolonged period of macroeconomic instability demonstrating
weakness in the policy framework.
-- Any reversal of fiscal reform, relaxation of expenditure
control (e.g. through increased election spending), or
unexpected recapitalization required to support the state-
owned enterprises, leading to a deviation from the
authorities' debt reduction target.
KEY ASSUMPTIONS
The ratings are based on the following assumptions:
* Despite recent diversification, Seychelles' main tourism
market remains Europe, and especially eurozone countries.
(France and Germany). Fitch expects eurozone growth to
gradually recover to 1.6% in 2015 from 0.9% in 2014.
* Sustained domestic political stability.
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G E R M A N Y
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TELE COLUMBUS: S&P Affirms 'B+' CCR, Outlook Negative
-----------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B+' long-term
corporate credit rating on German cable operator Tele Columbus
AG. The outlook is negative.
S&P also assigned its 'B+' issue rating and '3' recovery rating
to the company's new EUR435 million senior secured facility. S&P
affirmed its 'B+' issue rating on the company's existing EUR500
million senior facilities, consisting of a EUR375 million term
loan, a EUR75 million capital expenditure facility, and a
EUR50 million revolving credit facility (RCF). The recovery
rating on all the senior secured facilities is '3', indicating
S&P's expectation of meaningful recovery in the event of a
payment default, in the lower half of the 50%-70% range.
At the same time, S&P assigned its 'B-' issue rating to the
second-lien facility, with a recovery rating of '6', indicating
S&P's expectation of negligible (0-10%) recovery in the event of
a payment default.
The affirmation follows Tele Columbus' announcement that it has
completed its acquisition of German cable operator PrimaCom for
EUR711 million. Although the deal will initially lead to a
pronounced increase in the company's leverage (debt to EBITDA),
S&P thinks it will strengthen Tele Columbus' competitive
position. Moreover, S&P anticipates that the company will
deleverage quickly. The negative outlook reflects that Tele
Columbus' efforts to decrease leverage could be at risk if
expected EBITDA growth falls short of S&P's expectations, or the
company's planned capital increase results in lower-than-expected
debt reduction.
Tele Columbus is using the new senior and junior debt, balance-
sheet cash, and an equity bridge facility of EUR125 million to
fund the purchase. S&P understands it plans to use a rights
issue later this year to refinance the equity bridge facility and
repay a portion of the additional debt. Tele Columbus estimates
that the transaction will increase its leverage, as per the
company's definition and on a combined basis with PrimaCom, to
about 5.0x from 2.9x as of March 31, 2015. The company has
indicated it then aims to return leverage to its publicly stated
medium-term range of 3.0x-4.0x within the next 18-24 months.
"We think that the acquisition strengthens Tele Columbus' market
position, partly through increased scale, enlarged cable TV
market share in the market with housing associations, and
complementarity in the two companies' service areas. Currently,
with about 1.7 million homes connected, Tele Columbus is the
third-largest cable operator in Germany, a position it will
enhance, given that PrimaCom ranks fourth with about 1.2 million.
The greater scale should improve Tele Columbus' ability to
compete with other fixed-line broadband operators, such as
Deutsche Telekom and Vodafone, as well as other cable TV
providers, particularly in Eastern Germany, where most of the
activities of both companies are concentrated. We also see
potential that the acquisition could modestly ease competition in
areas where both companies' footprints overlap. Tele Columbus
estimates this overlap to account for about 30% of its network.
Furthermore, in the medium term, Tele Columbus could unlock some
cost synergies as it merges operations and overhead functions.
However, we note the combined company faces the need for
substantial capital expenditures to upgrade the network as a
prerequisite for increasing the penetration of bundled services
in the customer base and for reducing the reliance on third-party
backbone networks," S&P said.
"The rating is supported by our expectation that the substantial
increase in leverage, post acquisition, will be reduced over the
next six months through debt reduction. We base this view on the
company's planned rights issue later this year because we assume
that Tele Columbus will apply surplus proceeds to repay most or
all of the second-lien debt issued to buy PrimaCom. Further
deleveraging should then come through EBITDA growth on the back
of good cross- and up-selling performance and the migration of an
increasing portion of customers to the company's own network. On
this basis, we forecast that pro forma debt to EBITDA, as fully
adjusted by Standard & Poor's, will rise to about 5.4x in 2015,
up from our previous base case in which we expected a ratio well
below 4.0x, before gradually declining to less than 5x in 2016
and below 4x in 2017," S&P added.
S&P applies a one-notch negative adjustment to the rating,
reflecting its expectation of Tele Columbus' weak near-term cash
flow metrics, with expected negative free operating cash flow
(FOCF) for the combined entity in 2015 and 2016. S&P bases this
anticipation on the company's cash spending on modernization of
both the Tele Columbus and PrimaCom networks.
In S&P's base case, it assumes:
-- Pro forma revenue growth for the combined entity of about
4% in 2015, picking up to more than 5% in 2016 as both Tele
Columbus and PrimaCom successfully cross- and up-sell
broadband and telephony services into their cable TV
customer base, supported by progress with the companies'
network upgrade programs.
-- Rising pro forma EBITDA margins, as adjusted by the
company, of about 47% in 2015 and more than 48% in 2016,
compared with 46.5% for Tele Columbus in 2014, thanks to
revenue growth coupled with savings on third-party TV
signal fees, as the company migrates a growing share of
customers to its own back-bone network.
-- Capital expenditures, on a pro forma basis, of between 36%
and 44% of sales for the combined entity in 2015 and 2016,
then declining markedly from 2017.
-- Moderate amounts of integration costs in 2015 and 2016,
offset by the gradual ramp-up of synergies, mainly from
2016.
-- Successful equity rights issue in the second half of 2015
and subsequent repayment of Tele Columbus' new EUR125
million equity bridge facility as well as a substantial
proportion of the new second-lien facility.
-- No dividend payments in 2015 and 2016.
Based on these assumptions, S&P arrives at these credit measures
for Tele Columbus:
-- Pro forma Standard & Poor's adjusted debt to EBITDA of
about 5.4x, compared with less than than 4x in its previous
forecast, and then strengthening to 4.6x-4.8x in 2016 and
to below 4x in 2017.
-- Pro forma Standard & Poor's adjusted funds from operations
(FFO) to debt of about 14% in 2015, rising to 15%-17% in
2016.
-- Significant negative reported FOCF in the EUR40 million-
EUR60 million range in 2015, before improving substantially
in 2016 and turning positive in 2017.
S&P's negative outlook on Tele Columbus reflects S&P's view that,
after acquiring PrimaCom, the company may not deleverage as much
as S&P expects in its base case, undermining prospects for
achieving Standard & Poor's adjusted debt to EBITDA at below 5x
and breakeven FOCF by the end of 2016. This scenario could
unfold as a result of weaker EBITDA growth or lower debt
reduction in the second half of 2015 than S&P currently
anticipates, or further debt-funded acquisitions.
S&P could lower the rating if it thinks that Tele Columbus is
unlikely to deleverage as quickly as S&P expects. More
specifically, S&P would consider a downgrade if it thinks that
Standard & Poor's adjusted debt to EBITDA will remain
significantly and sustainably above 5x, with FOCF not stabilizing
at break-even by the end of 2016 as S&P currently anticipates.
This could be the case if the potential rights issue planned for
the second half of 2015 results in lower proceeds and debt
reduction than S&P currently anticipates or if Tele Columbus'
EBITDA growth is weaker than S&P expects in its base case, for
example due to difficulties with integrating PrimaCom.
Furthermore, such a scenario could materialize due to further
debt-funded acquisitions.
S&P could revise the outlook to stable if Tele Columbus
integrates PrimaCom smoothly and successfully executes its
network modernization program, supporting an increasing
penetration of bundled offers in its customer base and the
migration of most customers to its own network, while
strengthening FOCF towards 5% of adjusted debt and Standard &
Poor's adjusted debt to EBITDA to sustainably below 5x.
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G R E E C E
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GREECE: Banks to Undergo Asset Quality Review This Month
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AFP reports that Greek banks are in a vulnerable position owing
to outflows of billions of euros (dollars) from deposits over the
past six months.
Some EUR40 billion (GBP28 billion) has been withdrawn from Greek
banks since December AFP says, citing the bank association.
According to weekend reports, the top four lenders -- National
Bank, Piraeus Bank, Alpha Bank and Eurobank -- will undergo an
asset quality review later this month, AFP notes.
Stress tests will follow in the autumn to determine the
recapitalization requirements of each bank with European rescue
funds, AFP discloses.
Greek officials want to complete the operation before new
European regulations come into effect from Jan. 1, AFP states.
As of 2016, bank shareholders and depositors will foot the lion's
share of recapitalization costs-- a process known as "bail-in" --
instead of European taxpayers, AFP relays.
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I R E L A N D
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GILSON MOTOR: Gilsons Get 5-Year Disqualification as Director
-------------------------------------------------------------
Tim Healy at Independent.ie reports that model and TV presenter
Glenda Gilson is to be restricted in her involvement in any
company for five years under a High Court order.
Glenda's bother, Damien, is to be disqualified from acting as a
director of any company for the same period, Independent.ie
discloses.
The orders arise out of the siblings' involvement as directors of
a failed company, which traded in high value motor vehicles,
Independent.ie notes.
Gary Lennon, who was appointed liquidator of Gilson Motor Company
Ltd., Sir John Rogerson's Quay, Dublin, sought the orders,
Independent.ie relates.
Arising out of the liquidation, Mr. Lennon applied to the court,
under the 1990 Companies Act, seeking to have Damien Gilson
disqualified from acting as a company director for a period of
five years, Independent.ie relays.
He also sought an order restricting Ms Gilson from acting as a
company director for five years unless certain capital
requirements for the company are met, Independent.ie states.
According to Independent.ie, among the reasons for seeking the
orders were that no proper books and records were kept by the
company.
The liquidator, as cited by Independent.ie, said company funds
were diverted into accounts for the purpose of defrauding
Revenue, the main creditor of the company, for the purposes of
deliberate avoidance of paying the company's taxes.
Gilson Motor Company Ltd. is a motor company. Its business
included trading in high-value vehicles, and engaged in a car
parking and valeting service from a premises at Sir John
Rogerson's Quay, Dublin.
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I T A L Y
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ITALCEMENTI: S&P Revises Outlook to Dev. & Affirms 'BB/B' CCRs
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it had revised its
outlooks on Italy-based cement manufacturer Italcementi SpA and
its core subsidiary Ciments Francais S.A. to developing from
stable. At the same time, S&P affirmed its 'BB/B' long- and
short-term corporate credit ratings on both companies.
The rating actions follow the announcement of HeidelbergCement AG
(not rated) that it had entered into an agreement to purchase
Italmobiliare S.p.A.'s 45% shareholding in Italcementi. The
purchase price is approximately EUR1.67 billion, which
HeidelbergCement expects to pay in cash and through share
issuance. The closing of the transaction is subject to customary
conditions, including approval by the competition authorities,
particularly in Europe and the U.S.
S&P understands that after the sale of the 45% stake closes,
which is expected during 2016, HeidelbergCement will launch a
takeover offer for the remaining Italcementi shares.
HeidelbergCement has also announced it will pursue some asset
disposals, comprising the sale of Italcementi's noncore assets to
Italmobiliare.
HeidelbergCement is one of the largest cement producers operating
in cement, concrete, and downstream activities. It reported
about EUR13 billion in revenues as of year-end 2014, and has a
wide geographic presence in more than 40 countries.
Over the next few months, S&P intends to review the transaction
and assess HeidelbergCement's creditworthiness, as well as
Italcementi's and Ciments Francais' group status under the
potential new parent. As a result, S&P may revise its outlooks
on Italcementi to positive, stable, or negative. S&P would take
any rating action as a result of the acquisition after the full
acquisition transaction is completed, which S&P anticipates will
be in the second half of 2016.
"We continue to view Italcementi's business risk profile as
"satisfactory." The Italcementi group's wide geographic
diversification and strong regional position are key elements in
our assessment of its satisfactory competitive position. At this
time, the group's adjusted EBITDA margin compares unfavorably
with that of its closest peers. This mainly reflects the group's
significant exposure to the considerably downsized Italian
market. Italcementi benefits from relatively high entry barriers
and robust market shares in its main markets, given the
industry's capital intensity, the high cost of transporting heavy
materials, and the limited substitution and technological risks
across the industry. These positives are tempered by a highly
energy-intensive business model. The group is exposed to the
moderately high cyclicality and seasonality inherent in the
building materials industry," S&P said.
"We view Italcementi's financial risk profile as "aggressive,"
based on its large exposure to the Italian market, which has
resulted in negative cash flow generation over the past few
years. To some extent, this also reflects the group's expansion
strategy in the past decade, which translated into moderately
high debt compared with the business' cyclicality. The
industry's capital intensity is a structural constraint because
it requires significant capital expenditure and seasonal swings
in working capital. As a result, we project Italcementi's
adjusted funds from operations to debt at 14%-16%, and adjusted
debt to EBITDA at 4.1x-4.3x in 2015, followed by modest
improvement to 15%-17% and 3.9x-4.1x respectively in 2016," S&P
added.
The developing outlooks on Italcementi and Ciments Francais
indicate that S&P may raise, lower, or affirm the ratings,
depending on its view of the companies' creditworthiness as a
result of the acquisition by HeidelbergCement. If S&P concludes
that Italcementi and Ciments Francais' creditworthiness will
remain unchanged after the acquisition, or if the transaction
does not close, S&P will likely revise the outlooks to stable.
S&P could consider a positive rating action if it concluded that
Italcementi and Ciments Francais' creditworthiness will improve
as a result of the acquisition. This may happen if S&P
determined that HeidelbergCement's post-acquisition
creditworthiness is stronger than our current assessment of the
Italcementi group, which could stem from a stronger business risk
profile due to wider geographic diversity.
S&P could consider a negative rating action if it concluded that
Italcementi and Ciments Francais' creditworthiness will worsen as
a result of the acquisition. This may happen if S&P determined
that HeidelbergCement's post-acquisition creditworthiness is
weaker than that of Italcementi group, possibly reflecting
deterioration of the financial risk profile due to higher debt or
erosion of liquidity.
VENUS-1 FINANCE: Fitch Cuts Ratings on 4 Note Classes to 'Csf'
--------------------------------------------------------------
Fitch Ratings-London-31 July 2015: Fitch Ratings has downgraded
Venus-1 Finance S.r.l.'s class A, B, C and D floating rate notes
due 2019 and affirmed class E as follows:
EUR15.1 million class A (IT0004148026) downgraded to 'Csf' from
'CCCsf'; Recovery Estimate (RE) 10%
EUR8.2 million class B (IT0004148034) downgraded to Csf' from
'CCCsf'; RE 0%
EUR6.3 million class C (IT0004148042) downgraded to 'Csf' from
'CCsf'; RE 0%
EUR9.1 million class D (IT0004148059) downgraded to 'Csf' from
'CCsf'; RE 0%
EUR6.5 million class E (IT0004148067) affirmed at 'Csf'; RE 0%
The transaction is the securitization of two portfolios of non-
performing loans (NPLs), Monviso 1 and Monviso 2, both originated
by Sanpaolo IMI Group (now Intesa Sanpaolo S.p.a.;
BBB+/Stable/F2) and acquired in 2005 by ABN Amro Bank N.V.
(A/Stable/F1). At the cut-off date in June 2006, the two
portfolios comprised 21,911 borrower positions for a total gross
book value (GBV) of EUR303.2 million. The aggregate portfolio
consisted mainly of unsecured NPLs (86% of GBV), with the
remaining 14% made up of mortgage secured NPLs.
KEY RATING DRIVERS
The downgrades reflect the ongoing decline in the pace of
collections combined with the elevated cost margin. These factors
leave very little net recoveries with which to service the notes,
let alone repay principal. No amortization has occurred for two
years, and without an imminent increase in collections, the
release of funds tied up in the courts or a reduction in costs,
it is unlikely that further principal repayments will occur by
note maturity.
Gross collections since closing totaled EUR83.8 million, largely
in line with Fitch's revised base case. However, higher than
expected costs (including a servicer remuneration scheme which
envisages a fee on outstanding GBV and collections) continue to
weigh on issuer available funds, which have been further
depressed by a slow-down in the pace of collections.
While the July 2015 servicer data on the underlying Monviso 1 and
2 portfolios has not yet been published, a note statement
confirmed that no principal payment on the notes occurred in July
2015. Only 1% of the class A notes has been repaid since July
2012. The liquidity facility (LF), which covers interest
shortfalls on the class A to D notes, was drawn down to meet
class D coupons in January 2015, while the class E notes were
behind with their interest by EUR0.7m.
Rising arrears on junior note interest (which unusually ranks
ahead of principal in all circumstances) combined with likely
drawings on the LF will diminish the amount of principal payments
that can be made, reflected in the downgrades as well as the 10%
Recovery Estimate on the class A notes (the latter not confined
by bond maturity).
The servicing agreements for the Monviso servicer expired in
2015. A short-term extension until December 2015 was agreed by
noteholders to allow time to renegotiate terms. Fitch understands
that there is a proposal to extend the agreement until bond
maturity in 2019, with no clarity regarding recoveries beyond
that point. Negotiation could see a change in servicer
remuneration, although Fitch has no visibility on actual costs
incurred servicing the portfolio, and therefore cannot assume
noteholders have bargaining power.
The transaction continues to show high concentration in unsecured
loans (92%) compared with secured; in claims to corporates (47%)
compared to individuals; and in claims in the south of Italy
(45%). These exposures all have lower historical recovery rates
(RRs) than the overall portfolio. However, 69% of remaining
claims (by number) are for EUR10,000 or less, with smaller loans
generally achieving higher RRs.
The overall RR on resolved loans (94.5%) is satisfactory.
However, it is the slow pace of collections combined with high
costs and delays in the Italian courts that are responsible for
the weak creditworthiness of the notes. With four years remaining
until bond maturity, Fitch views note default as all but
inevitable.
RATING SENSITIVITIES
Should recovery volumes increase significantly from recent
levels, e.g. as the result of a cost reduction, the Recovery
Estimate on the class A could be revised upwards.
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 pool and the transaction. 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 pool ahead of the transaction's
initial closing. The subsequent performance of the transaction
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.
=====================
N E T H E R L A N D S
=====================
PANTHER CDO III: S&P Raises Ratings on 2 Note Classes to B
----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Panther CDO III B.V.'s class A, B, C1, C2, D1, D2, and Q comb
notes.
The upgrades follow S&P's assessment of the transaction's
performance using data from the June 4, 2015 note valuation
report.
S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class of
notes at the respective rating level. In S&P's analysis, it used
the reported portfolio balance that it considers to be
performing, the current weighted-average spread, and the
weighted-average recovery rates that S&P considered to be
appropriate. S&P applied various cash flow stress scenarios,
using different default patterns, in conjunction with different
interest rate stress scenarios for each liability rating category
as outlined in S&P's criteria.
"In our analysis, we have observed that the portfolio balance has
reduced since our previous review on Nov. 4, 2013. This is
mainly due to the deleveraging of the senior notes following the
reinvestment period, which has increased the available credit
enhancement for all classes of rated notes. The class A notes,
which S&P rates based on the timely payment of interest and
ultimate repayment of principal, have amortized to a note factor
(the current notional amount divided by the notional amount at
closing) of approximately 21.8%.
S&P has observed that the assets that it considers to be rated in
the 'CCC' category ('CCC+', 'CCC', and 'CCC-') and defaulted
assets (rated 'CC', 'C', 'SD' [selective default], and 'D') have
reduced in notional terms compared with S&P's previous review.
As a result, the collateral portfolio has experienced a positive
rating migration.
The weighted-average spread earned on the portfolio has also
decreased to 1.35% from 1.90% at S&P's previous review. The par
coverage tests continue to be above the required levels for all
classes of notes. The interest coverage tests are passing too,
however the levels for the class C and D notes' interest coverage
tests have decreased since S&P's previous review due a decrease
in the weighted-average spread.
The issuer has entered into a fixed-to-floating interest rate
swap with Merrill Lynch International (A/Positive/A-1) at
closing. In S&P's opinion, the documented downgrade provisions
do not fully comply with its current counterparty criteria.
Therefore, in S&P's cash flow analysis, it has assumed that there
is no interest rate swap 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 nonsovereign ratings criteria and following the
stresses that it applies by not giving credit to the fixed-to-
floating interest rate swap, the results of S&P's cash flow
analysis indicate that the class A notes can sustain defaults at
a higher rating than currently assigned. S&P's cash flow results
show that the available credit enhancement for the class A notes
is commensurate with a 'AA- (sf)' rating. S&P has therefore
raised to 'AA- (sf)' from 'A- (sf)' its rating on the class A
notes.
Due to the class A notes' amortization, S&P considers the
increased credit enhancement for the class B, C-1, C-2, D-1, and
D-2 notes to be commensurate with higher ratings than those
previously assigned. S&P has therefore raised to 'A+ (sf)' from
'BBB (sf)' its rating on the class B notes, to 'BBB+ (sf)' from
'BB+ (sf)' its ratings on the class C-1 and C-2 notes, and to
'B (sf) from 'CCC+ (sf)' its ratings on the class D-1 and D-2
notes.
The class Q combination (Comb) notes comprise the class C-2
(66.7%) and subordinated notes' (33.3%) components. Their rated
balance has decreased to EUR4.01 million from EUR8.10 million at
closing through interest distributions from their components.
The results of S&P's cash flow analysis indicate that the class Q
Comb notes can sustain the stresses that S&P applies at a 'A-p
(sf)' rating level. S&P has therefore raised to 'A-p (sf)' from
'BBB-p (sf)' its rating on the Q Comb notes.
Panther CDO III is a cash flow collateralized debt obligation
(CDO) of mixed assets that closed in 2005. The transaction
consists of bonds, structured finance securities, leveraged
loans, high-yield securities, and other debt obligations. M&G
Investment Management Ltd. acts as transaction manager.
RATINGS LIST
Class Rating
To From
Panther CDO III B.V.
EUR401.65 Million Fixed- and Floating-Rate Notes
Ratings Raised
A AA- (sf) A- (sf)
B A+ (sf) BBB (sf)
C-1 BBB+ (sf) BB+ (sf)
C-2 BBB+ (sf) BB+ (sf)
D-1 B (sf) CCC+ (sf)
D-2 B (sf) CCC+ (sf)
Q Comb A-p (sf) BBB-p (sf)
===========
P O L A N D
===========
PBG SA: Inks Debt Restructuring Agreement with Creditors
--------------------------------------------------------
Maciej Martewicz at Bloomberg New reports that PBG SA signed a
debt restructuring agreement with its financial creditors.
According to Bloomberg, the deal was signed with Pekao, BZ WBK,
PKO, ING Slaski, DNB Polska, Raiffeisen Polska, Millennium, FM
Bank PBP and KBC Polish mutual funds.
At an August 3-5 meeting creditors will vote to allow the company
to pay back from 8%-21% of its debt and to swap part of other
debt into company's shares, Bloomberg discloses.
The company will sell new bonds to partially pay back debt,
Bloomberg says.
The company's stake in Rafako unit will serve as collateral in
the deal, Bloomberg notes.
Financial creditors will hold 75% in PBG, Bloomberg states.
According to Bloomberg, Deputy CEO Kinga Banaszak-Filipiak says
in e-mailed statement getting approval during Aug. 3-5 seems to
be "a formality" now.
PBG SA is Poland's third largest builder. PBG secured court
bankruptcy protection for debt restructuring proceedings in June
2012, after signing a stand-down agreement with its banking
creditors in May.
===========
R U S S I A
===========
CB BANK: Put Under Provisional Administration; License Revoked
--------------------------------------------------------------
The Bank of Russia, by its Order No. OD-1915 dated August 3,
2015, revoked the banking license of Moscow-based credit
institution CB Bank of Settlements and Savings LLC.
The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
repeated violations within a year of the requirements of Articles
6 and 7 (except for Clause 3 of Article 7) of the Federal Law "On
Countering the Legalisation (Laundering) of Criminally Obtained
Incomes and the Financing of Terrorism" and Bank of Russia
regulations issued in accordance with the said Federal Law.
CB Bank of Settlements and Savings LLC violated legislation and
Bank of Russia regulations on countering the legalization
(laundering) of criminally obtained incomes and the financing of
terrorism in terms of timely and proper notification of the
authorized body about operations subject to obligatory control.
Besides, the credit institution's rules of internal controls on
AML/CTF failed to meet Bank of Russia regulations. Besides, the
credit institution was involved in dubious operations connected
with overseas money transfer in significant amounts. The
management and owners of the credit institution did not take
measures to normalize its activities.
The Bank of Russia, by its Order No. OD-1916 dated August 3,
2015, appointed a provisional administration to CB Bank of
Settlements and Savings LLC for the period until the appointment
of a receiver pursuant to the Federal Law "On 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.
CB Bank of Settlements and Savings LLC 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 deposits of households determined in accordance
with legislation.
According to the financial statements, as of July 1, 2015, CB
Bank of Settlements and Savings LLC ranked 322nd by assets in the
Russian banking system.
DALETBANK JSC: Under Provisional Administration; License Revoked
----------------------------------------------------------------
The Bank of Russia, by its Order No. OD-1917 dated August 3,
2015, revoked the banking license of Moscow-based credit
institution OJSC JSCB DALETBANK JSC.
The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
repeated violation within a year of the requirements of Article 7
(except for Clause 3 of Article 7) of the Federal Law "On
Countering the Legalisation (Laundering) of Criminally Obtained
Incomes and the Financing of Terrorism", and Bank of Russia
regulations issued in compliance with the said federal law.
DALETBANK did not comply with legislation and Bank of Russia
regulations on legalization (laundering) of criminally obtained
incomes and financing of terrorism with respect to identification
of its customers. Besides, the credit institution was involved in
dubious operations connected with overseas money transfers in
significant amounts.
The Bank of Russia, by its Order No. OD-1918, dated August 3,
2015, appointed a provisional administration to DALETBANK for the
period until the appointment of a receiver pursuant to the
Federal Law "On 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.
DALETBANK 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, JSCB
DALETBANK JSC ranked 722nd by assets in the banking system of the
Russian Federation.
DAGENERGOBANK LLC: Assets Insufficient to Meet Creditors' Claims
----------------------------------------------------------------
During the inspection of financial standing of the credit
institution, the provisional administration of Dagenergobank LLC
appointed by Bank of Russia Order No. OD-618, dated March 24,
2015, due to the revocation of its banking license, revealed that
the value of assets of Dagenergobank LLC did not exceed 2,150.4
million rubles, while its obligations to creditors amounted to
2,669.6 million rubles.
The main reason for insufficiency of the bank's assets to fully
meet creditors' claims is the revealed asset withdrawal through
issuing loans to borrowers with dubious creditworthiness and
making contracts on disposal of assets previously received under
accord and satisfaction agreements without payment for the
disposed assets in the total amount of over 900 million rubles.
Besides, the former management of the bank failed to provide the
provisional administration with documents of title for real
estate worth over 100 million ruble.
Under these circumstances, on June 4, 2015, the Arbitration Court
of the Republic of Dagestan adjudicated to recognize
Dagenergobank as insolvent (bankrupt) and to initiate bankruptcy
proceedings. The state corporation Deposit Insurance Agency was
appointed as a receiver.
The Bank of Russia submitted the information on financial
transactions bearing the evidence of the criminal offence
conducted by the former management and owners of Dagenergobank
LLC to the Prosecutor General's Office of the Russian Federation,
the Ministry of Internal Affairs of the Russian Federation and
the Investigation Committee of the Russian Federation for
consideration and procedural decision making.
IZHMASH: U.S. Sanctions Surprising, Spokesperson Says
-----------------------------------------------------
Interfax reports that a spokesperson for Izhmash's liquidator on
July 31 said the company which has gone bankrupt and is currently
in liquidation, has ceased manufacturing so it cannot possibly
have any relations with the United States or Europe.
The spokesperson said cooperation with the Kalashnikov Concern is
maintained only as part of the bankruptcy procedure, so the U.S.
sanctions are surprising and bewildering, Interfax relates.
On July 30, the U.S. authorities extended their sanctions list by
adding, in particular, the Izhevsk Mechanical Plant and the
Izhmash Concern as the affiliated companies of the Kalashnikov
Concern, which has already been on the list, Interfax recounts.
"Effectively, we no longer conduct any business, no
manufacturing, we do not produce anything. In fact, we do not
even have any assets left, the company is going into
liquidation," Interfax quotes the spokesman as saying.
He also said that the company currently cooperates with
Kalashnikov "in terms of the bankruptcy procedure only, the
Kalashnikov Concern being its main creditor", Interfax notes.
"This should not have any effect on our [bankruptcy] procedure
because our company is in liquidation and we act within Russian,
not international law; in fact we maintain no international
relations, let alone with representatives of the U.S. or Europe,"
the spokesman, as cited by Interfax, said.
Before 2011, the Izhmash Concern was part of Izhmash Group,
Interfax discloses.
In September 2011, the company was declared bankrupt and started
bankruptcy proceedings, Interfax recounts.
Izhmash is based in Russia.
SME BANK: S&P Maintains 'BB+/B' ICRs on CreditWatch Negative
------------------------------------------------------------
Standard & Poor's Ratings Services said that it had maintained
its CreditWatch with negative implications on its 'BB+/B' foreign
currency long- and short-term and 'BBB-/A-3' local currency long-
and short-term issuer credit ratings on Russia-based SME Bank.
The CreditWatch reflects the uncertainty related to the Russian
government's decision to transfer SME Bank from Vnesheconombank
(VEB) to the new joint-stock company, Federal Corporation for The
Development of Small and Medium Entreprises (FCDSME), as per a
presidential decree dated June 5, 2015.
S&P understands that the government has requested that VEB
transfer 100% of its shares in SME Bank into FCDSME. VEB will
later exchange all 100% of these shares for a share in FCDSME.
However, the timing of both actions is uncertain.
The ownership change will likely affect SME Bank's status as a
core subsidiary of VEB, a government-related entity (GRE) with an
almost certain likelihood of timely and sufficient extraordinary
support from the Russian Federation, as defined in S&P's GRE
criteria. In the absence of details on the ownership transfer,
S&P currently regards SME Bank as a core subsidiary of VEB
because there are incentives for VEB to provide support during
the transition period. SME Bank plays an important role in the
implementation of the federal government's program for the
development of the small and midsize enterprise (SME) sector, one
of the government's priorities that SME Bank takes care of
directly.
Depending on the final set-up of FCDSME, S&P might reconsider its
high assessment of the likelihood of timely and sufficient
extraordinary support for SME Bank from the Russian government.
S&P's current assessment of the likelihood of extraordinary
support is based on its view of SME Bank's important role for
Russia, in addressing deficits in the SME financing market and in
decreasing interest rates for the sector, and S&P's view of the
bank's integral link with the government, due to the state's full
ownership of SME Bank via VEB and its strong oversight of the
bank's business and financial plans.
S&P's revision of the funding and liquidity assessment resulted
in a change of our stand-alone credit profile (SACP) for SME Bank
to 'b' from 'b+'. This has had, however, a neutral impact on the
'BB+/B' foreign currency and 'BBB-/A-3' local currency ratings,
which incorporate S&P's expectation of the extraordinary support
to SME Bank from VEB.
SME Bank's SACP reflects the 'bb-' anchor for a bank operating
primarily in Russia. Strong capitalization is the basic element
supporting SME Bank's financial strength, in S&P's opinion.
However, it is uncertain whether VEB's annual capital
Injections -- amounting to 10% of its annual profits -- to SME
Bank will continue. S&P's assessment of the bank's SACP results
from its view of its business position as moderate, which
reflects its adequate strategy and business stability and only
moderate concentration, and its risk position as moderate, which
shows our view of the risks related to lending to many Russian
small and midsize financial institutions, especially in the
current macroeconomic conditions that S&P considers to be
challenging for the Russian banking sector. S&P now assess SME
Bank's funding and liquidity as moderate (from adequate
previously). The revision reflects S&P's concerns related to SME
Bank's rather high dependence on VEB funding and liquidity
support, the sustainability of its liquidity position without the
support from VEB, and the lack of clarity on the funding support
from VEB after the planned change in the ownership structure.
S&P aims to resolve the CreditWatch within the next three months
and after it receives more information on how the ownership
transfer to FCDSME will affect the role of SME Bank within the
VEB group, as well as the impact on SME Bank's SACP.
Once SME Bank loses its core status for VEB in the absence of
potential mitigating factors, S&P might lower the ratings on SME
Bank. The magnitude of the potential downgrade would depend on
the degree of support from the VEB group after the ownership
transfer, potential support from FCDSME, S&P's view of the
likelihood of extraordinary government support (which includes
S&P's reassessments of SME Bank's role for and link with the
government).
S&P would affirm the ratings should it believes that expectations
of support from VEB, FCDSME, or the state lead S&P to continue
equalizing the ratings with those on Russia.
SNCI FSC: Put Under Provisional Administration, License Revoked
----------------------------------------------------------------
The Bank of Russia, by its Order No. OD-1919 dated August 3,
2015, revoked the banking license of Astrakhan-based credit
institution JSC Settlements Non-bank Credit Institution Financial
and Settlements Centre.
The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations, repeated violations within a year of the
requirements of Article 7 (except for Clause 3 of Article 7) of
the Federal Law "On Countering the Legalisation (Laundering) of
Criminally Obtained Incomes and the Financing of Terrorism" and
Bank of Russia regulations issued in accordance with the said
Federal Law, and application of supervisory measures envisaged by
the Federal Law "On the Central Bank of the Russian Federation
(Bank of Russia)".
SNCI FSC violated legislation and Bank of Russia regulations on
countering the legalization (laundering) of criminally obtained
incomes and the financing of terrorism in terms of notification
of the authorized body about operations subject to obligatory
control. The credit institution's rules of internal controls on
countering the legalization (laundering) of criminally obtained
incomes and the financing of terrorism failed to meet Bank of
Russia regulations. Besides, SNCI FSC was involved in dubious
transit operations aimed at cash withdrawal. The management and
owners of the credit institution did not take measures to
normalise its activities.
The Bank of Russia, by its Order No. OD-1920 dated August 3,
2015, appointed a provisional administration to JSC SNCI FSC for
the period until the appointment of a receiver pursuant to the
Federal Law "On 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.
According to the financial statements, as of July 1, 2015, JSC
SNCI FSC ranked 791st by assets in the Russian banking system.
VNESHECONOMBANK: S&P Affirms 'BB+/B' Issuer Credit Ratings
----------------------------------------------------------
Standard & Poor's Ratings Services said that it had affirmed its
'BB+/B' long- and short-term foreign currency issuer credit
ratings and its 'BBB-/A-3' long- and short-term local currency
issuer credit ratings on Russian government-owned development
bank Vnesheconombank (VEB). The outlooks remain negative.
"We base the ratings on our opinion of VEB as a government-
related entity (GRE) with an almost certain likelihood of
receiving timely and sufficient extraordinary support from the
Russian government in the event of financial difficulties.
Accordingly, we equalize our ratings on VEB with those on Russia,
although we have revised our assessment of VEB's stand-alone
credit profile (SACP) to 'b-' from 'b'," S&P said. In accordance
with S&P's criteria for GREs, S&P bases its view that there is an
almost certain likelihood of extraordinary government support on
S&P's assessment of VEB's:
-- Critical role for Russia as the government's prime public
development institution, a role that cannot be readily
undertaken by a private entity.
-- The VEB group's assets currently represent about 5.5% of
Russia's GDP; and
-- Integral link with Russia. This is because of VEB's unique
status as a state corporation operating under the law "On
The Bank For Development," with strong oversight from the
federal government and the prime minister heading the
supervisory board. Moreover, the government has a proven
track record of timely supporting VEB in all circumstances,
including through a recent US$6.0 billion subordinated
deposit to VEB. Furthermore, high-ranking government and
central bank officials have reiterated the government's
strong commitment to VEB after the imposition of U.S.
sanctions.
VEB's strong business position stems from its unique status as a
primary state development institution in Russia. It is a prime
source of long-term bank funding for complex investment projects
in infrastructure, machinery, and other strategic sectors, as
defined by Russia's government. S&P's view also reflects VEB's
operations in sectors such as pure commercial retail banking and
leasing.
"Our assessment of capital and earnings as weak reflects our
expectation that our projected risk-adjusted capital (RAC) ratio
for VEB, before diversification, will stay between 3% and 4% over
the next three years. We revised our assessment to weak from
moderate mostly because of extremely high credit losses recorded
in 2014 and the consequent record high loss (Russian ruble
[RUB] 249 billion or US$4 billion), which so far has been only
partially replenished by capital injections from the state
(RUB37 billion in 2015). We note that, because of the loss, our
RAC ratio for VEB before diversification declined to 4.1% as of
the end of 2014, compared with 6.95% at year-end 2013. We do not
include in our calculation of total adjusted capital subordinated
deposits received from the National Welfare Fund, as we believe
that they have minimum equity content. Still, we believe that
existing and expected deposits stabilize VEB's financial profile
even though they do not improve our RAC ratio," S&P said.
"We see less risk as to VEB's statutory solvency ratio, because
this includes the subordinated deposits. We understand that
there is significant margin in this ratio, despite the losses in
2014. Meeting this ratio is of utmost importance to VEB, because
failure to do so could lead to immediate repayment of certain
obligations and therefore lead to liquidity outflows," S&P added.
S&P considers VEB's risk position to be weak because of the
bank's public policy role and its involvement in government-led
projects, especially loss-making ones. According to
International Financial Reporting Standards, VEB's overdue loans
represented 18.64% of the loan book at year-end 2014,
significantly higher than that of Russian banking peers and
development institutions globally.
VEB's funding is average and its liquidity is moderate, in S&P's
opinion. S&P's assessment reflects possible refinancing risks
stemming from the negative effect of the U.S. Treasury
Department's sanctions on VEB's future capital market access.
S&P expects that the government or the central bank would
intervene to offset any temporary liquidity shortage -- in
particular while sanctions are in place. S&P notes that as of
March 31, 2015, VEB had RUB470 billion of liabilities (13.3% of
total liabilities) under which counterparties had the right to
demand early repayment because of the rating trigger. However,
when the ratings were actually lowered owing to the sovereign
downgrade in January 2015, the bank received confirmation from
its creditors that none of those liabilities was being called.
Given VEB's high strategic importance for the government, S&P
views the bank's liabilities as resilient to a loss of market
confidence. As of March 31, 2015, about 25% of the bank's
liabilities stem from the National Welfare Fund, the Russian
government, and the central bank. S&P estimates VEB's foreign
currency-denominated debt due in 2015-2016 as modest, with some
increase expected in 2017. S&P believes that VEB will rely on
the government to refinance this debt.
The negative outlook on VEB reflects that on Russia, as well as
the possibility that S&P could reconsider its assessment of the
likelihood of government support.
S&P might lower the ratings over the next two years if it saw
evidence that VEB's SACP had weakened to the level at which the
bank would be vulnerable to nonpayment and depend on favorable
business, financial, and economic conditions to be able to meet
all its financial commitments. Evidence of a weaker link with or
role for the government could also result in a negative rating
action on VEB. S&P would also lower the ratings if it took a
negative action on Russia.
S&P might revise the outlook to stable if it revised the outlook
on Russia to stable, and pressure on VEB's assets and liquidity
eased or VEB received ongoing support that fully offsets this
pressure.
=========
S P A I N
=========
BBVA RMBS 1: Fitch Affirms 'CCsf' Rating on Class C Notes
---------------------------------------------------------
Fitch Ratings has downgraded four and affirmed nine tranches of
the BBVA RMBS series, three Spanish prime RMBS originated and
serviced by Banco Bilbao Vizcaya Argentaria (BBVA; A-/Stable/F2).
KEY RATING DRIVERS
Defaults Increase
The cumulative volume of reported defaults, defined as loans in
arrears over 12 months, had increased to 4% in BBVA 1 and 2 from
3.7% and 9.7% in BBVA 3 from 9% of the initial pool balance as of
June 2015. In addition, Fitch received information about
subjective defaults, which are loans where the underlying
property has been taken into possession by the SPV prior to the
loan reaching the 12-months default classification (doubtful
loans). As a result, Fitch estimates the cumulative balance of
defaults, including subjective defaults, has reached 5.4% in BBVA
1 and in BBVA 2 and 12.5% in BBVA 3 of the initial portfolio
balance.
Subjective defaults increase the uncertainty about the
transactions' future performance, especially as the arrears
ratios do not offer a meaningful indicator of collateral
performance trends. For example, the balance of loans in arrears
over 90 days stands between 0.5% (BBVA 1) and 0.8% (BBVA 3) of
the current pool as of June 2015.
Reduced Credit Support
The recognition of subjective defaults in Fitch's analysis
implies a reduction in the credit support available to the rated
notes. Although credit enhancement is still adequate to support
the ratings and withstand associated stresses for BBVA 1, it is
one of the main drivers, combined with weak asset performance, of
the downgrade of the senior and mezzanine notes in BBVA 2.
Large Pipeline of Unprovisioned Defaults
Subjective defaults imply that the outstanding balance of
defaulted loans which are not fully provisioned (unprovisioned
defaults) is larger than currently reported by the trustee in the
range of 0.7% (BBVA 1) and 10.9% (BBVA 3) of outstanding note
balances. The agency estimates that the balance of unprovisioned
defaults including subjective defaults ranges between 3.2% (BBVA
1) and 15.9% (BBVA 3) of the current notes' balance.
Payment Holidays, Loan Modifications
Fitch notes that between 9% (BBVA 1) and 21.8% (BBVA 3) of the
current pools are currently on payment holidays. In addition,
between 0.8% (BBVA 2) and 1.2% (BBVA 3) of the current portfolios
have undergone an extension of their original maturity. Fitch
attached higher probabilities of default to these loans to
account for the weaker borrower profile, compared with loans that
are not exercising the payment holiday option. This factor
contributed to the downgrades of BBVA 2 and the Negative Outlook
on BBVA 1.
Recovery Expectations
Fitch received information on real estate foreclosures that
showed repossessed properties have been sold with an average
discount of 60% from their original values. As a result, the
agency increased its standard Spanish market value decline
assumption to account for this effect when deriving recovery
expectations on future defaults of the securitized portfolios.
RATING SENSITIVITIES
Deterioration in asset performance or recovery expectations
beyond Fitch's assumptions would trigger 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
pool and the transaction. 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.
MODELS
EMEA RMBS Surveillance Model.
BBVA RMBS 1, FTA:
Class A2 (ISIN ES0314147010): affirmed at 'BBsf'; Outlook
Negative
Class A3 (ISIN ES0314147028): affirmed at 'BBsf'; Outlook
Negative
Class B (ISIN ES0314147036): affirmed at 'CCCsf'; Recovery
Estimate 60%
Class C (ISIN ES0314147044): affirmed at 'CCsf'; Recovery
Estimate 0%
BBVA RMBS 2, FTA:
Class A2 (ISIN ES0314148018): downgraded to 'CCCsf' from 'Bsf';
Recovery Estimate 95%
Class A3 (ISIN ES0314148026): downgraded to 'CCCsf' from 'Bsf';
Recovery Estimate 95%
Class A4 (ISIN ES0314148034): downgraded to 'CCCsf' from 'Bsf';
Recovery Estimate 95%
Class B (ISIN ES0314148042): downgraded to 'CCsf' from 'CCCsf';
Recovery Estimate 0%
Class C (ISIN ES0314148059): affirmed at 'CCsf'; Recovery
Estimate 0%
BBVA RMBS 3, FTA:
Class A1 (ISIN ES0314149008): affirmed at 'CCCsf'; Recovery
Estimate 90%
Class A2 (ISIN ES0314149016): affirmed at 'CCCsf'; Recovery
Estimate 90%
Class B (ISIN ES0314149032): affirmed at 'CCsf'; Recovery
Estimate 0%
Class C (ISIN ES0314149040): affirmed at 'CCsf'; Recovery
Estimate 0%
===========
T U R K E Y
===========
TURKEY: Number of Corporate Bankruptcies to Rise 10% This Year
--------------------------------------------------------------
Asia Insurance Review reports that Ozlem Ozuner, chief executive
of credit insurance company Euler Hermes Turkey, said the number
of corporate bankruptcies in the country will surge by 10% this
year due to rising risks in the economy.
According to Asia Insurance Review, Ms. Ozuner, as cited by
Today's Zama, said that credit insurance risks showed a
considerable increase this year and that deterioration in the
macroeconomic picture has now become more visible.
She said Euler Hermes reports an average loss ratio of 70% each
year, Asia Insurance Review notes.
Among the sectors that show the highest commercial loan risks are
retail, chemical, machinery, textile, construction and
metallurgy, Asia Insurance Review discloses.
"I cannot say that [companies in] these sectors are bankrupt.
There are many firms without difficulties. However, they become
more vulnerable to risks as the macroeconomic picture worsens.
They are impacted more by fluctuations in foreign exchange rates
or they [are likely to] become the first to be influenced by
domestic [economic] shrinkage," Asia Insurance Review quotes
Ms. Ozuner as saying.
One of the worst performing emerging market currencies, the
Turkish lira has lost as much as 30% of its value against the US
dollar since July 2014, Asia Insurance Review relays. Finance
experts, global banks, rating agencies and insurance companies
have been persistently warning Turkish companies about their
loans in foreign currencies, Asia Insurance Review notes.
Prospects could be affected by increasing political and economic
challenges, Asia Insurance Review says.
A total of 15,822 firms went bankrupt or requested a suspension
of discharge from bankruptcy in 2014, Asia Insurance Review
relates.
===========================
U N I T E D K I N G D O M
===========================
AUBURN SECURITIES: S&P Assigns 'B+' Rating to Class F Notes
-----------------------------------------------------------
Standard & Poor's Ratings Services assigned its credit ratings to
Auburn Securities 9 PLC's class A to F notes. At closing, Auburn
Securities 9 also issued unrated class Z1, Z2, and subordinated
notes.
Since S&P assigned preliminary ratings to this transaction,
certain material structural changes have been made, notably the
class A to F notes now benefit from higher levels of
subordination, which offsets the higher step-up margin for the
class A to D notes.
Auburn Securities 9 is a securitization of first-lien U.K. buy-
to-let mortgage loans.
At closing, the issuer purchased a portfolio of U.K. buy-to-let
mortgages from Capital Home Loans Ltd. (the seller; CHL), using
the note issuance proceeds to purchase the rights to the mortgage
loans.
At closing, the issuance of subordinated notes funded the reserve
fund, which comprises a liquidity reserve fund and a general
reserve fund.
CHL, which is in S&P's view a specialized and experienced entity
in the buy-to-let sector, originated a number of transactions
before 2008 via its Auburn shelf, but stopped originating as a
result of the global financial crisis. CHL originated all of the
loans securitized in this transaction between 1989 and 2008. CHL
is the servicer of the transaction, and Homeloan Management Ltd.
is the back-up servicer.
As CHL no longer originates, the mortgages in this pool are very
seasoned, with an average of more than 105 months.
The pool has a high concentration in the South East, including
London, at 60.53%. Furthermore, 91.83% of the mortgages are
interest-only, while the remaining 8.17% pay capital and
interest.
The transaction benefits from a nonamortizing reserve fund, which
was sized at 3% of the class A to Z2 notes at closing. It was
funded at closing through part of the issuance of the
subordinated notes.
The reserve fund comprises a liquidity reserve fund and a general
reserve fund. The liquidity reserve fund's required amount is
3.00% of the outstanding balance of all the notes (excluding the
subordinated notes) and amortizes as the notes amortize. The
liquidity reserve is available to pay for senior fees and
interest on the class A and B notes, and following their
redemption, on the class C, D, E, and F notes. The general
reserve fund's required amount is 3.00% of the outstanding
balance of all the notes (excluding the subordinated notes), less
the liquidity reserve fund. The amount at closing was therefore
0%. The general reserve is available to cover losses on the
class A to F notes and provide credit enhancement to the notes
(excluding the class Z notes).
The transaction does not have a basis risk swap, and all
mortgages are linked to either the Bank of England's base rate
(98.2%) or a standard variable rate (1.8%). This exposes the
transaction to basis risk stress. S&P has considered this risk
in its analysis.
The class A to D notes' interest rates are equal to three-month
British pound sterling LIBOR, plus a class-specific margin with a
step-up margin after the optional redemption date. The class E
to Z2 notes are zero coupon notes.
S&P's ratings reflect its assessment of the transaction's payment
structure, cash flow mechanics, and the results of S&P's cash
flow analysis to assess whether the notes would be repaid under
stress test scenarios. Subordination, excess spread, and a
general reserve fund provide credit enhancement for the notes.
Taking these factors into account, S&P considers the available
credit enhancement for the rated notes to be commensurate with
the ratings that S&P has assigned.
RATINGS LIST
Ratings Assigned
Auburn Securities 9 PLC
GBP540.1 Mortgage-Backed Floating-Rate and Zero Coupon Notes
(Including GBP36.9 Million Mortgage-Backed Unrated Notes)
Class Rating Amount
(mil. GBP)
A AAA (sf) 396.38
B AA (sf) 47.25
C A (sf) 26.25
D BBB+ (sf) 13.13
E BB+ (sf) 15.75
F B+ (sf) 5.25
Z1 NR (sf) 10.50
Z2 NR (sf) 10.52
Sub NR (sf) 15.90
NR--Not rated.
GRIFFIN PLACE: In Liquidation; 140 Jobs Affected
------------------------------------------------
BBC News reports that Griffin Place Communications Limited, a
call center in Torfaen which received GBP600,000 funding from the
Welsh government, has gone into liquidation.
The company employed up to 140 people, with many staff claiming
they were sacked days before, BBC relates.
According to BBC, Torfaen council confirmed it will be contacting
clients employed by the company, while the Welsh government said
it would seek formal discussions.
PARAGON SECURED: S&P Raises Rating on Class C Notes to 'BB'
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Paragon Secured Finance (No. 1) PLC's class B and C notes. At
the same time, S&P has affirmed its rating on the class A notes.
The rating actions follow S&P's credit and cash flow analysis of
the April 2015 investor reports and loan-level data. The
transaction has seen a decrease in arrears. Total arrears have
decreased since S&P's July 22, 2013 review and currently
represent 13.13% of the pool, up from 16.98%. Moreover, S&P has
observed a large increase in seasoning over the same period. The
weighted-average seasoning of the loans is now 103 months.
S&P's current weighted-average foreclosure frequency (WAFF)
calculations have decreased and our weighted-average loss
severity (WALS) calculations have decreased for this transaction
since S&P's July 2013 review. The current WAFF and WALS at each
rating level for this transaction are listed.
Rating WAFF (%) WALS (%)
level
AAA 43.27 99.23
AA 33.22 97.14
A 26.60 92.59
BBB 20.05 89.33
BB 13.52 86.31
B 11.24 82.73
The available credit enhancement for all classes of notes has
increased due to the increase in the reserve fund to GBP15.9
million from GBP13.5 million and the deleveraging of the pool.
The transaction is currently paying pro rata as all of the
documented pro rata triggers are satisfied. S&P has considered
this in its cash flow analysis. The reserve fund remains fully
funded and there is a high level of excess spread in the
transaction. S&P has therefore raised to 'A- (sf)' from
'BBB- (sf)' and to 'BB (sf)' from 'B (sf)' its ratings on the
class B and C notes, respectively. S&P has also affirmed its
'AA+ (sf)' rating on the class A notes.
The transaction bank account provider is Barclays Bank PLC.
Following S&P's June 9, 2015, downgrade of Barclays Bank, it
breached its documented replacement trigger. Currently, S&P is
still within the remedy period. According to the transaction
documents, in order to maintain the current rating on the notes,
the transaction bank account provider must take remedial action
within the remedy period indicated in S&P's current counterparty
criteria. S&P has received a provisional proposal from Paragon
Group regarding remedial action, which it is assessing.
S&P's credit stability analysis indicates that the maximum
projected deterioration that it would expect at each rating level
over one- and three-year periods, under moderate stress
conditions, are in line with S&P's credit stability criteria.
RATINGS LIST
Paragon Secured Finance (No. 1) PLC
GBP300 mil mortgage-backed floating-rate notes
Rating Rating
Class Identifier To From
A XS0208202415 AA+ (sf) AA+ (sf)
B XS0208202688 A- (sf) BBB- (sf)
C XS0208202845 BB (sf) B (sf)
PREMIER FOODS: Fitch Affirms 'B' Long-Term IDR, Outlook Negative
----------------------------------------------------------------
Fitch Ratings has affirmed UK-based Premier Foods plc's Long-term
Issuer Default Rating (IDR) at 'B' with a Negative Outlook. Fitch
has also affirmed Premier Foods Finance plc's senior secured
rating at 'B' with a Recovery Rating of 'RR4'/32%.
The Negative Outlook reflects the recent weak financial
performance posted by the company with contracting revenues and
profit as the UK packaged food trading environment remains
extremely challenging and prone to promotions. We expect funds
from operations (FFO) to remain under pressure, especially from
fiscal year ending April 2017 (FY17), due to a step-up of pension
contributions. Consequently, on an FFO basis, Fitch does not
expect the company to achieve any material deleveraging over the
rating horizon. If FFO adjusted net leverage remains above 6.0x
when pension payments resume, as currently forecast, this will
likely erode the group's financial flexibility and could result
in a downgrade.
The 'B' IDR continues to reflect Premier Foods' robust market
position, its continued innovation and marketing efforts, some
benefits from the currently lower input costs environment, a
strong operating margin and adequate liquidity, offset by the
above mentioned weaknesses.
KEY RATING DRIVERS
No Material Deleveraging Expected
Our expectation of weak operating performance resulting in the
inability to improve FFO does not allow for material deleveraging
prospects over the rating horizon. While management remains
focused on paying down debt, Fitch expects that FFO adjusted net
leverage will likely rise above 6.7x-6.5x for at least FY17 and
FY18 when pension contributions increase after the agreed
contribution holiday elapses. This would be incompatible with
Premier Foods' 'B' IDR. The expected elevated leverage is due to
high interest costs and pension contribution payments which will
put pressure on FFO generation. However, Fitch expects Premier
Foods to generate neutral to positive FCF thanks to no
disbursements for tax, cautious capex spending and a strong
EBITDA margin.
Reliant on Challenging UK Market
Premier Foods operates mainly in the UK and a significant portion
of its turnover is from the "big-four retailers" in the UK -
Tesco (BB+/Negative), Asda, J Sainsbury's and Morrisons. The
shift in consumer shopping behavior from these traditional big
retailers to hard discounters, online and convenience stores has
gathered pace in the UK, and is strongly affecting Premier Foods'
performance.
Although Fitch acknowledges the company's efforts in adapting to
this challenging environment, for example by launching products
tailored for the faster growing hard discount channel, Premier
Foods' planned recovery is hampered by its mainly UK presence. In
addition to these new shopping behaviors, including people eating
out more often, the UK market is currently subject to deflation
and strong competitive pressures leading to a high level of
promotions.
Leading UK Ambient Food Producer
The ratings continue to support Premier Foods' position as one of
the UK's largest ambient food producers, with a 4.7% market share
in the fragmented and competitive GBP28bn UK ambient grocery
market. Premier Foods manufactures, distributes and sells a wide
range of branded and non-branded food products, across five
categories with leading and strongly established brands.
The company benefits from its diversity and scale in terms of
manufacturing, logistics and procurement in the UK. However,
despite its ability to grow the categories in which it operates,
Premier Foods mainly competes in very mature segments such as
ambient desserts and ambient cakes. This limits its growth
prospects and requires high marketing and innovation spending.
International Diversification Possibly Distracting
While the company's decision to expand outside the UK in
Australia, the US and China could provide some diversification,
international business is unlikely to contribute meaningfully in
the short term given the small proportion (estimated less than
5%) of group profits and could actually be more of a distraction
to management.
Good Operating Margins
Premier Foods reported a weak financial performance for the 52
weeks ending 4 April 2015 with a 4.5% decrease in sales and a
decline in trading profit and margin (of -6.4% and -30 bps,
respectively). Premier Foods should be able to maintain its
EBITDA margin above 18% in FY16 thanks to its important market
shares, as well as Fitch's expectation of benefits from lower
input costs and cost-saving initiatives. This should enable
sufficient flexibility to fund marketing and innovation spending.
Senior Secured Notes' Rating
The 'B'/'RR4' senior secured rating reflects Fitch's expectations
that the enterprise value of the company and the resulting
recovery of its creditors (including the pension trustees) would
be maximized in a restructuring scenario (going-concern approach)
rather than a liquidation due to the asset-light nature of the
business as well as the strength of its brands.
Furthermore, a default scenario would likely be triggered by
unsustainable financial leverage, possibly as a result of weak
consumer spending affecting sales and profits or punitive pension
deficit contributions. As such, Fitch has applied a 30% discount
to EBITDA and a distressed EV/EBITDA multiple of 5.0x reflecting
the challenging market conditions in the UK and the reliance on a
single country partially offset by a portfolio of strong names.
This results in average recoveries (31%-50%), albeit at the low
end (32%) for senior secured noteholders in the event of default.
KEY ASSUMPTIONS
-- Low single digit revenue decrease due to negative market
factors with a shift towards discounters and convenience
channels and strong competitive pressure leading to high
levels of promotions negatively affecting the company's
revenue generation
-- Slight improvement in profit margin with lower input costs
and operating efficiencies offsetting high marketing spending
-- Neutral to slightly positive FCF generation despite high
interest costs and pension payments thanks to relatively
limited working capital outflow and capex spending
-- With respect to pension schemes, cash contributions (from
FY17) and sharing of security with lenders to remain in line
with April 2014 agreements, irrespective of the evolution of
the plan's deficit
RATING SENSITIVITIES
Negative (downgrade to B-): Future developments that could lead
to a negative rating action include:
-- Failure to stabilize performance with continued revenue
decline and margin deterioration with EBITDA falling below
18%.
-- Neutral to negative FCF on a sustained basis due to
profitability erosion, higher or unexpected capex and
increases in pension contribution or funding costs.
-- FFO adjusted net leverage remaining around 6.0x by FY17
(pension deficit contributions are deducted from FFO).
-- FFO fixed charge coverage below 1.8x on a sustained basis.
Positive (revision of the Outlook to Stable): Future developments
that could lead to a positive rating action include:
-- Evidence of a recovery of financial performance with the
reversal of organic revenue decline and the ability to
maintain EBITDA margin above 18% after having sufficiently
invested in advertising and promotions to protect its market
position and drive growth.
-- FFO adjusted net leverage trending towards 5.5x (pension
deficit contributions are deducted from FFO).
-- FFO fixed charge coverage above 1.8x on a sustained basis.
-- FCF margin sustainably in positive territory (FY14/15: -4%)
after adequate capital investments.
ADEQUATE LIQUIDITY
Premier Foods' liquidity is adequately supported by a GBP272
million revolving credit facility (RCF) due in March 2019
(currently GBP159 million estimated available), with appropriate
covenant headroom. Premier Foods' liquidity also benefits from a
lack of material short-term debt maturities over the next four
years, apart from the negotiated pension deficit contributions
and a GBP80 million securitization facility due in December 2016.
The company's liquidity profile is also supported by the expected
ability to generate neutral to positive FCF over the rating
horizon.
===============
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
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AEA TECHNOLOGY AAT IX -251538429 142000079.4
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AEA TECHNOLOGY G AEATF US -251538429 142000079.4
AEA TECHNOLOGY G AAT PZ -251538429 142000079.4
AEA TECHNOLOGY G 0884037D EO -251538429 142000079.4
AEA TECHNOLOGY G AATGBP EO -251538429 142000079.4
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
AEGEK AEGEKY PO -122731139.6 256074709.1
AEGEK AGK GR -122731139.6 256074709.1
AEGEK AEGEK EO -122731139.6 256074709.1
AEGEK AEGEK EU -122731139.6 256074709.1
AEGEK AEGEK PZ -122731139.6 256074709.1
AEGEK AEGEK GA -122731139.6 256074709.1
AEGEK AEGEKY L3 -122731139.6 256074709.1
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WILLIAM HILL-W/I 101001Q LN -59180694.37 1343662688
WINCANTON PL-ADR WNCNY US -388441314.5 641514467.5
WINCANTON PLC WINL L3 -388441314.5 641514467.5
WINCANTON PLC WIN1 EB -388441314.5 641514467.5
WINCANTON PLC WIN4 EO -388441314.5 641514467.5
WINCANTON PLC WIN1 TQ -388441314.5 641514467.5
WINCANTON PLC WIN1 NQ -388441314.5 641514467.5
WINCANTON PLC WIN1 BQ -388441314.5 641514467.5
WINCANTON PLC WIN1 EU -388441314.5 641514467.5
WINCANTON PLC WIN1 S1 -388441314.5 641514467.5
WINCANTON PLC WIN1GBP EO -388441314.5 641514467.5
WINCANTON PLC WIN6 EO -388441314.5 641514467.5
WINCANTON PLC WIN PO -388441314.5 641514467.5
WINCANTON PLC WIN1 EO -388441314.5 641514467.5
WINCANTON PLC WIN13 EO -388441314.5 641514467.5
WINCANTON PLC WIN10 EO -388441314.5 641514467.5
WINCANTON PLC WINL B3 -388441314.5 641514467.5
WINCANTON PLC WIN PZ -388441314.5 641514467.5
WINCANTON PLC WIN IX -388441314.5 641514467.5
WINCANTON PLC WIN7 EO -388441314.5 641514467.5
WINCANTON PLC WNCNF US -388441314.5 641514467.5
WINCANTON PLC WIN1USD EU -388441314.5 641514467.5
WINCANTON PLC WIN9 EO -388441314.5 641514467.5
WINCANTON PLC WIN12 EO -388441314.5 641514467.5
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WINCANTON PLC WIN VX -388441314.5 641514467.5
WINCANTON PLC WIN1EUR EU -388441314.5 641514467.5
WINCANTON PLC WIN LN -388441314.5 641514467.5
WINCANTON PLC WIN11 EO -388441314.5 641514467.5
WINCANTON PLC WIN1 QM -388441314.5 641514467.5
WINCANTON PLC WIN8 EO -388441314.5 641514467.5
WINCANTON PLC WIN5 EO -388441314.5 641514467.5
WINCANTON PLC WIN1EUR EO -388441314.5 641514467.5
WINDSOR TELEVISI 1475394Z LN -284777809.5 341907343.5
WOLSELEY FRANCE 4736457Z FP -7709175.401 626902917
XCHANGING UK LTD 1814130Z LN -63394768.74 447098103.7
XFERA MOVILE SA 1236Z SM -163864345.4 1641307422
XSTRATA SERVICES 1975918Z LN -2581782.821 151944610.4
YANG MING UK LTD 1756777Z LN -82951196.78 273789409.4
YASARBANK YABNK TI -948074542.1 622746433.4
YELL GROUP PLC YELL NQ -2257521127 2120614224
YELL GROUP PLC YELL PO -2257521127 2120614224
YELL GROUP PLC YELL PZ -2257521127 2120614224
YELL GROUP PLC YELL LN -2257521127 2120614224
YELL GROUP PLC YELL VX -2257521127 2120614224
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YIT AS 4395049Z NO -5819027.622 260114411.3
YORK REFRIGERATI 1846666Z LN -33510192.51 1093012767
YPSO FRANCE SAS 711227Z FP -636950566.9 3718583352
YUASA BATTERY UK 1449090Z LN -7606058.565 109145700.5
ZERNOVAYA KOMPAN ONAST RU -79002951.7 423691549.1
ZINVEST FASHION 3775412Z NA -296493.9562 180637333.9
ZKD-BRD ZKRD RU -13362637.81 121477936.3
ZKD-BRD ZKRD* RU -13362637.81 121477936.3
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ZODIAK TELE-RTS ZODITRB SS -6392957.713 147198835.9
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ZODIAK TELEV-RTS ZODIUR SS -6392957.713 147198835.9
ZODIAK TELEVIS-A 0742724D SS -6392957.713 147198835.9
ZODIAK TELEVISIO ZODS IX -6392957.713 147198835.9
ZODIAK TELEVISIO 2957336Q EO -6392957.713 147198835.9
ZODIAK TELEVISIO MTVPF US -6392957.713 147198835.9
ZODIAK TELEVISIO ZODI/B PZ -6392957.713 147198835.9
ZODIAK TELEVISIO ZODIBTU SS -6392957.713 147198835.9
ZODIAK TELEVISIO 2957332Q EU -6392957.713 147198835.9
ZODIAK TELEVISIO MTVPB SS -6392957.713 147198835.9
ZODIAK TELEVISIO 34ZA GR -6392957.713 147198835.9
ZURICH EMPLOYMEN 1292298Z LN -571647918 152143800.5
ZVON ENA HOLDING ZVHR EO -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR EU -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR PZ -304033160.5 774883403.9
ZVON ENA HOLDING ZVHR SV -304033160.5 774883403.9
ZWINGER OPCO 6 B 3821644Z NA -103722296.7 611138495.1
*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 2015. All rights reserved. ISSN 1529-2754.
This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.
Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.
The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail. Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each. For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.
* * * End of Transmission * * *