/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/100831.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 31, 2010, Vol. 11, No. 171 Headlines B U L G A R I A ALEN MAK: Unpaid Mortgage Prompts Sale G E R M A N Y ARCANDOR AG: Berggruen Confident of Karstadt Rent Terms COMMERZBANK AG: Mulls Share Sale in Autumn I R E L A N D ACA EURO: Moody's Cuts Rating on Class E Notes to 'Caa3 (sf)' BANK OF IRELAND: State Street Eyes Asset Management Business FIORENTE FUNDING: S&P Downgrades Ratings on Various Notes to 'D' LUNAR FUNDING: Moody's Raises Rating on EUR10MM Notes to 'B1' MIDGARD CDO: S&P Withdraws 'B' Rating on Super Senior Notes PROVIDE BLUE: Fitch Affirms 'BBsf' Rating on Class E Notes * IRELAND: 38,000 Companies at High Risk of Failure, Study Shows N E T H E R L A N D S NORTH WESTERLY: S&P Lifts Ratings on Class E & Q Notes to CCC+ R U S S I A ROSINTER RESTAURANTS: S&P Assigns 'B-' Corporate Credit Rating S P A I N AYT COLATERALES: Fitch Affirms 'BB-sf' Ratings on Class D Notes PRIVATE MEDIA: Reports EUR931,000 Net Income for June 30 Quarter S W E D E N HQ BANK: Swedish Regulator Revokes License to Operate U N I T E D K I N G D O M CABLE & WIRELESS: Moody's Assigns 'Ba2' Corporate Family Rating CASTLE FINANCE: S&P Withdraws 'B (sf)' Rating on Series 10 Notes CRUSTEEL UK: In Administration; 18 Jobs at Risk LAGONDA CDO: Moody's Withdraws 'Ba3 (sf)' Rating on EUR30MM Notes MCCOLLS OF ARGYLL: In Administration; 58 Jobs Affected MOORGATE FUNDING: S&P Withdraws 'BB' Rating on Class E Notes PROFILE PARK: Put Into Receivership ROYAL BANK: Brings In Advisers to Help Sell Direct Line Unit ST. MARGARET'S: Directors to Face Probe Over Teachers' Pension WRAPIT PLC: Not Trading While Insolvent, Ex-Director Says * Moody's Reviews Ratings on 23 Notes from Five UK RMBS Deals * UK: GBP20.8 Million of Creditor Cash Unclaimed, Report Shows X X X X X X X X * EUROPE: Emergency Support for Euro-Zone Banks Set to Be Extended * Large Companies with Insolvent Balance Sheet ********* =============== B U L G A R I A =============== ALEN MAK: Unpaid Mortgage Prompts Sale -------------------------------------- Alen Mak hotel is being put up for sale by its owners for BGN2.5 million, novinite.com reports. According to the report, the sale has been prompted by unpaid mortgage. The asking sale price BGN2,498,925 includes the price of the land, which totals BGN1,216,800, VAT included, the report notes. Alen Mak hotel is owned by a Sofia-based company and spreads over 8474 square meters, including a pool and a bar. ============= G E R M A N Y ============= ARCANDOR AG: Berggruen Confident of Karstadt Rent Terms ------------------------------------------------------- Jeremy van Loon at Bloomberg News, citing Bild, reports that investor Nicolas Berggruen is "confident" that the Highstreet partnership, the biggest landlord for Karstadt, will agree to lower rents for Arcandor AG's insolvent German department store chain. Bloomberg relates the newspaper, citing an unidentified spokesman for Mr. Berggruen, reported that a decision by Highstreet, majority-owned by Goldman Sachs Group Inc., will come on Thursday, Sept. 2. According to Bloomberg, Bild reported that Goldman Sachs and Deutsche Bank AG have "promised support" for Mr. Berggruen's planned takeover of Karstadt. About Arcandor AG Germany-based Arcandor AG (FRA:ARO) -- http://www.arcandor.com/-- formerly KarstadtQuelle AG, is a tourism and retail group. Its three core business areas are tourism, mail order services and department store retail. The Company's business areas are covered by its three operating segments: Thomas Cook, Primondo and Karstadt. Thomas Cook Group plc is a tour operator with operations in Europe and North America, set up as a result of a merger between MyTravel and Thomas Cook AG. It also operates the e-commerce platform, Thomas Cook, supporting travel services. Primondo has a portfolio of European universal and specialty mail order companies, including the core brand Quelle. Karstadt operates a range of department stores, such as cosmopolitan stores, including KaDeWe (Kaufhaus des Westens), Karstadt Oberpollinger and Alsterhaus; Karstadt brand department stores; Karstadt sports department stores, offering sports goods in a variety of retail outlets, and a portal, karstadt.de that offers online shopping, among others. As reported by the Troubled Company Reporter-Europe, a local court in Essen formally opened insolvency proceedings for Arcandor on September 1, 2009. The proceedings started for the Arcandor holding company and for 14 units, including the Karstadt department-store chain and Primondo mail-order division. Arcandor filed for bankruptcy protection after the German government turned down its request for loan guarantees. On June 8, 2009, the government rejected two applications for help by the company, which employs 43,000 people. The retailer sought loan guarantees of EUR650 million (US$904 million) from Germany's Economy Fund program. It also sought a further EUR437 million from a state- owned bank. COMMERZBANK AG: Mulls Share Sale in Autumn ------------------------------------------ Angela Cullen at Bloomberg News, citing Handelsblatt, reports that Commerzbank AG plans to sell new shares as early as autumn this year to pave the way for an exit by the German government from the Frankfurt-based lender. Citing unidentified people close to Commerzbank Chief Executive Officer Martin Blessing, Bloomberg relates the newspaper reported the lender may sell EUR5 billion (US$6.36 billion) or more if the stock market can absorb it. Bloomberg notes Handelsblatt said Mr. Blessing's plan comes in response to pressure from the government, which wants to withdraw from its stakeholding. Germany's second-biggest bank was forced to tap Germany for EUR18.2 billion of aid during the global financial crisis. Headquartered in Frankfurt am Main, Germany, Commerzbank AG -- http://www.commerzbank.com/-- is the parent company of a financial services group active around the world. The group's operating business is organized into six segments providing each other with mutually beneficial synergies: Private and Business Customers, Mittelstandsbank, Central and Eastern Europe, Corporates & Markets, Commercial Real Estate and Public Finance and Treasury. * * * As reported by the Troubled Company Reporter-Europe on May 6, 2010, Fitch Ratings affirmed Germany-based Commerzbank AG's Long- term Issuer Default Rating at 'A+' with a Stable Outlook and Short-term IDR at 'F1+'. At the same time, the Individual rating was upgraded to 'D' from 'D/E'. Fitch disclosed downside risks to performance in 2010 remain material given the bank's remaining substantial exposure to the commercial real estate sector, its sizeable portfolio of structured credit investments and exposure to the shipping industry. It is also exposed to central and eastern Europe, where economic conditions remain difficult, and to other more risky activities in leveraged and acquisition finance. In addition, there remains execution risk from the integration of Dresdner and the re-positioning of its investment-banking activities. ============= I R E L A N D ============= ACA EURO: Moody's Cuts Rating on Class E Notes to 'Caa3 (sf)' ------------------------------------------------------------- Moody's Investors Service took this rating action on notes issued by ACA Euro CLO 2007-1 P.L.C. -- EUR26.4M Class A-2 Senior Secured Floating Rate Notes due 2024 Notes, Downgraded to Aa2 (sf); previously on Aug 11, 2009 Downgraded to Aa1 (sf) -- EUR32M Class B Senior Secured Floating Rate Notes due 2024 Notes, Downgraded to Baa1 (sf); previously on Aug 11, 2009 Downgraded to A2 (sf) -- EUR25.6M Class C Secured Deferrable Floating Rate Notes due 2024 Notes, Downgraded to Ba1 (sf); previously on Aug 11, 2009 Confirmed at Baa3 (sf) -- EUR24M Class D Secured Deferrable Floating Rate Notes due 2024 Notes, Downgraded to B2 (sf); previously on Aug 11, 2009 Confirmed at B1 (sf) -- EUR13.6M Class E Secured Deferrable Floating Rate Notes due 2024 Notes, Downgraded to Caa3 (sf); previously on Aug 11, 2009 Confirmed at Caa1 (sf) Ratings Rationale ACA Euro CLO 2007-1 P.L.C. is a managed cash leveraged loan collateralised loan obligation with exposure to predominantly European senior secured loans, as well as some mezzanine loan exposure. According to Moody's, the rating actions taken on the notes, result primarily from a deterioration in the credit quality of the portfolio, as evidenced by an increase in the WARF from 2522 (July 2009) to 2760 (July 2010), an increase in the proportion of securities from issuers rated Caa1 and below from 3.50% of the portfolio (July 2009) to 13.99% of the portfolio (July 2010). It is worth noting that since the appointment of the new Collateral Manager in April 2010, Avoca Capital, the performance of the transaction has slightly improved. Although the current (July 2010) Class A and Class B Par vales tests are in compliance, Moody's noted that the Par Value tests have also decreased with Class A, Class B, Class C, Class D and Class E Par Value tests now observing levels of 135.31%, 119.89%, 109.77%, 101.58% and 97.36% respectively, versus previous level of 141.73%, 125.49%, 114.95%, 106.56% and 102.33% observed in July 2009. Moreover, Class C, Class D and Class E notes are currently deferring interest. Cumulative defaults now total EUR14.87 million or 4.08% of the current portfolio. In addition to the quantitative factors that are explicitly modeled, qualitative factors are part of rating committee considerations. These qualitative factors include, among other elements, an assessment of the collateral manager track record and practices. In particular, Moody's looked at the quality of information provided by the manager, its interpretation of the documentation and level of diligence in the implementation of the transaction criteria. Moody's considers as well the structural protections in each transaction, the recent deal performance in the current market environment, the legal environment, and specific documentation features. All information available to rating committees, including macroeconomic forecasts, input from other Moody's analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, may influence the final rating decision. The deal has some exposure to non-EUR denominated assets. Volatilities in foreign exchange rate will have a direct impact on interest and principal proceeds available to the transaction, which may affect the expected loss of rated tranches. Under this methodology, Moody's used its Binomial Expansion Technique, whereby the pool is represented by independent identical assets, the number of which are being determined by the diversity score of the portfolio. The default and recovery properties of the collateral pool are incorporated in a cash flow model where the default probabilities are subject to stresses as a function of the target rating of each CLO liability being reviewed. The default probability range is derived from the credit quality of the collateral pool, and Moody's expectation of the remaining life of the collateral pool. The average recovery rate to be realized on future defaults is based primarily on the seniority and jurisdiction of the assets in the collateral pool. The cash flow model used for this transaction, whose description can be found in the methodology listed above, is Moody's EMEA Cash-Flow model. Due to the impact of revised and updated key assumptions referenced in "Moody's Approach to Rating Collateralized Loan Obligations" and "Annual Sector Review (2009): Global CLOs", key model inputs used by Moody's in its analysis, such as par, weighted average rating factor, diversity score, and weighted average recovery rate, may be different from the trustee's reported numbers. In particular, rating assumptions for all publicly rated corporate credits in the underlying portfolio have been adjusted for "Review for Possible Downgrade", "Review for Possible Upgrade", or "Negative Outlook". Moody's also notes that a material proportion of the collateral pool consists of debt obligations whose credit quality has been assessed through Moody's credit estimates. As credit estimates do not carry credit indicators such as ratings reviews and outlooks, a stress of a quarter notch-equivalent assumed downgrade was applied to each of these estimates. In addition, large single exposure to obligors bearing a Credit Estimates have been considered for the analysis and applied a stress applicable to concentrated pools with non publicly rated issuers as per the report titled "Updated Approach to the Usage of Credit Estimates in Rated Transactions" published in October 2009. Moody's Investors Service did not receive or take into account a third party due diligence report on the underlying assets or financial instruments related to the monitoring of this transaction in the past 6 months. Regulatory Disclosures The rating has been disclosed to the rated entity or its designated agents and issued with no amendment resulting from that disclosure. Information sources used to prepare the credit rating are these: parties involved in the ratings, parties not involved in the ratings, public information and confidential and proprietary Moody's Investors Service information. Moody's Investors Service considers the quality of information available on the issuer or obligation satisfactory for the purposes of maintaining a credit rating. Moody's Investors Service may have provided Ancillary or Other Permissible Service(s) to the rated entity or its related third parties within the three years preceding the Credit Rating Action. BANK OF IRELAND: State Street Eyes Asset Management Business ------------------------------------------------------------ State Street Corp., the world's second-biggest money manager for institutions, is in talks to purchase Bank of Ireland's asset- management business, Joe Brennan and Christopher Condon at Bloomberg News report, citing three people familiar with the matter. According to Bloomberg, two of the people said, no agreement has been reached for the Dublin-based unit known as BIAM, which controlled EUR25 billion (US$31.8 billion) of assets as of April 16, and a sale may take months. The European Commission ordered the sale of the unit as a condition of approving a government bailout of Bank of Ireland, Bloomberg notes. Headquartered in Dublin, Bank of Ireland -- http://www.bankofireland.com/-- provides a range of banking and other financial services. These include checking and deposit services, overdrafts, term loans, mortgages, business and corporate lending, international asset financing, leasing, installment credit, debt factoring, foreign exchange facilities, interest and exchange rate hedging instruments, executor, trustee, life assurance and pension and investment fund management, fund administration and custodial services and financial advisory services, including mergers and acquisitions and underwriting. The Company organizes its businesses into Retail Republic of Ireland, Bank of Ireland Life, Capital Markets, UK Financial Services and Group Centre. It has operations throughout Ireland, the United Kingdom, Europe and the United States. * * * As reported by the Troubled Company Reporter-Europe on July 23, 2010, Moody's Investors Service affirmed Bank of Ireland's long- term bank deposit and senior debt ratings. These were A1 for long-term bank deposits and senior debt, A2 for dated subordinated debt, Ba3 for undated subordinated debt, B1 for cumulative tier 1 securities and Caa1 for non-cumulative tier 1 securities. Moody's said the outlook on these ratings is stable. BoI's bank financial strength rating is D, on review for possible upgrade and this was also unaffected by the rating action. FIORENTE FUNDING: S&P Downgrades Ratings on Various Notes to 'D' ---------------------------------------------------------------- Standard & Poor's Ratings Services lowered to 'D (sf)' its credit ratings on Fiorente Funding Ltd.'s class B, C, D1, and D2 notes. At the same time, S&P affirmed the 'D (sf)' rating on the class A notes. The rating actions follow S&P's review of the transaction, taking into account recent developments that highlight the fact that no proceeds will be distributed to the different classes of notes. In S&P's opinion, the consequences of this notice for the class B, C, D1, and D2 notes are now consistent with a rating of 'D (sf)' and S&P has therefore lowered its ratings on those classes from the previous ratings of 'CC (sf)'. Following downgrades and defaults in the reference portfolio, the transaction triggered an overcollateralization-based event of default in March 2008. S&P has taken multiple rating actions on this transaction, starting in November 2007. Proceeds available after enforcement were insufficient to repay the existing class A interest shortfall, and those notes were not deferrable, which is why S&P downgraded them to 'D (sf)'. Fiorente Funding is a cash flow collateralized debt obligation transaction that securitizes structured finance securities. Ratings List Fiorente Funding Ltd. US$860 Million Senior CDS and Credit-Linked Floating-Rate and Fixed-Rate Notes Ratings Lowered Rating ------ Class To From ----- -- ---- B D (sf) CC (sf) C D (sf) CC (sf) D-1 D (sf) CC (sf) D-2 D (sf) CC (sf) Rating Affirmed Class Rating ----- ------ A D (sf) LUNAR FUNDING: Moody's Raises Rating on EUR10MM Notes to 'B1' ------------------------------------------------------------- Moody's Investors Service upgraded the rating of this note issued by Lunar Funding I Series 2: -- EUR10,000,000 Secured Asset-Backed Notes due 2019 (Approximately EUR 2,710,000 outstanding), Upgraded to B1 (sf); previously on May 6, 2009 Downgraded to B3 (sf) Ratings Rationale Lunar Funding I Series 2, issued in March 2004, is a repack of Class Q Combination Secured Credit-Linked Notes due 2019 of Skye CLO I Limited and the 4.625 per cent Notes due 2013 of BK Ned Gemeenten. The Class Q Combination Notes is made of EUR3 million of the unrated equity tranche of Skye CLO and EUR2 million of the Class E tranche of Skye CLO. The 4.625 per cent Notes due 2013 of BK Ned Gemeenten BNG are the collateral for EUR5 million of the Super Senior Swap of Skye CLO. The original EUR10 million rated balance of Lunar Funding I Series 2 has already been reduced by EUR4.06 million received from the amortization of the Super Senior Swap component backed by the BK Ned Gemeenten BNG Notes. The Super Senior Swap of Skye CLO has amortized by approximately 81% since closing. In addition, approximately EUR3.2 million interest payments have been distributed to Lunar Funding I Series 2 since closing. The current rated balance of Lunar Funding I Series 2 is approximately EUR2.7 million, while it is composed of approximately EUR5 million of Class Q combination Notes outstanding and approximately EUR936,000 of BK Ned Gemeenten BNG. The rating addresses the expected loss posed to investors by the legal final maturity as a proportion of the Rated Balance, where the Rated Balance is equal, at any time, to the principal amount of the Combination Notes on the closing date minus the aggregate of all payments made from the closing date to such date, either through interest or principal payments. According to Moody's, the rating action taken on the notes results primarily from the increased overcollateralization of the Super Senior Swap of Skye CLO which is currently 284.8%. Upon full amortization of the Super Senior Swap, approximately EUR936,000 will be available to repay 34% of the outstanding rated balance of Lunar Funding I Series 2. Under these methodologies, Moody's relies on a simulation based framework, implemented via CDOROM 2.7, to generate default and recovery scenarios for each asset in the portfolio, and computes the associated loss to each tranche in the structure via Moody's EMEA Cash-Flow model. The cash flow model used for this transaction, whose description can be found in the methodology listed above, is Moody's EMEA Cash-Flow model. Due to the impact of revised and updated key assumptions referenced in "Moody's Approach to Rating Collateralized Loan Obligations" and "Annual Sector Review (2009): Global CLOs", key model inputs used by Moody's in its analysis, such as par, weighted average rating factor, diversity score, and weighted average recovery rate, may be different from the trustee's reported numbers. Moody's also notes that a material proportion of the collateral pool consists of debt obligations whose credit quality has been assessed through Moody's credit estimates. As credit estimates do not carry credit indicators such as ratings reviews and outlooks, a stress of a quarter notch-equivalent assumed downgrade was applied to each of these estimates. In addition, large single exposure to obligors bearing a Credit Estimates have been considered for the analysis and applied a stress applicable to concentrated pools with non publicly rated issuers as per the report titled "Updated Approach to the Usage of Credit Estimates in Rated Transactions" published in October 2009. Moody's Investors Service did not receive or take into account a third party due diligence report on the underlying assets or financial instruments related to the monitoring of this transaction in the past 6 months. Regulatory Disclosures The rating has been disclosed to the rated entity or its designated agents and issued with no amendment resulting from that disclosure. Information sources used to prepare the credit rating are these: parties involved in the ratings; parties not involved in the ratings; public information and confidential and proprietary Moody's Investors Service's information. Moody's Investors Service considers the quality of information available on the issuer or obligation satisfactory for the purposes of maintaining a credit rating. Moody's Investors Service may have provided Ancillary or Other Permissible Services to the rated entity or its related third parties within the three years preceding the Credit Rating Action. MIDGARD CDO: S&P Withdraws 'B' Rating on Super Senior Notes ----------------------------------------------------------- Standard & Poor's Ratings Services withdrew its 'B (sf)' credit rating on Midgard CDO PLC's EUR15 million Embla fixed-rate leveraged super senior credit-linked series 2005-14 notes. The rating action follows the recent notification to us that the issuer repurchased the total outstanding amount and subsequently cancelled the notes. This series is a leveraged super senior (LSS) collateralized debt obligation with spread-based triggers, referencing a portfolio of corporate obligors. It closed in November 2005 and had a scheduled maturity of December 2015. LSS transactions contain both credit and market-value risks associated with the underlying portfolio. These transactions have a market-value trigger based on the weighted-average portfolio spread and portfolio losses at a given point in time. If breached, this would lead to an unwind event. S&P assesses the likelihood of breaching the attachment point (credit risk) as well as the probability of breaching a specific spread trigger (market- value risk) when assigning a rating. PROVIDE BLUE: Fitch Affirms 'BBsf' Rating on Class E Notes ---------------------------------------------------------- Fitch Ratings has affirmed Provide Blue 2005-1 PLC's and Provide Blue 2005-2 PLC's respective RMBS notes. Fitch has additionally affirmed the latter deal's senior CDS in addition to assigning Loss Severity ratings to both transactions. The Outlooks of all note classes and the senior CDS are Stable. A full rating breakdown is provided at the end of this comment. The rating action reflects Fitch's evaluation of the two transactions under its new assumptions following an update of the agency's rating assumptions for German residential mortgage pools earlier this year. As a consequence of higher market value declines and higher expectations on defaulted amounts, which also reflect Fitch's view on the current and expected stressed economic environment, loss assumptions for the residential mortgage pools underlying the two transactions have increased through all rating scenarios compared to Fitch's initial analysis. The rating actions also take into account the performance of the transactions to date. The aggregate balance of credit events stood at 1.45% (2005-1) and 1.52% (2005-2) of the initial pool balances on the last payment date. To date, realized losses amount to only 0.25% and 0.22% of the initial pool balances of Provide 2005-1 and Provide 2005-2 respectively. The good performance and increased credit enhancement levels led Fitch to affirm the ratings. Following a regulatory call of the transaction Provide Blue 2005-1 PLC as of the January 2010 payment date, the senior CDS was reduced to zero and the class A+, A and B notes were paid in full. The class C notes have only been partially redeemed, with a remaining outstanding balance of EUR5.0 million. Following the call, the protected amount remains unchanged, and thus in Fitch's view the credit risk of the outstanding notes also remains unchanged. The amortization of the class C, D and E notes is currently limited to proceeds received from cures and recoveries exceeding new delinquencies during each payment period. The notes will be able to benefit from pool amortization once the protected amount (EUR717.0 million as of the July payment date) reaches the current balance of the outstanding notes (EUR40.4 million). The rating actions are: Provide Blue 2005-1 PLC: -- Class C (ISIN DE000A0E6NW4): affirmed at 'Asf'; Stable Outlook; assigned 'LS-3' -- Class D (ISIN DE000A0E6NX2): affirmed at 'BBBsf'; Stable Outlook; assigned 'LS-3' -- Class E (ISIN DE000A0E6NY0): affirmed at 'BBsf'; Stable Outlook; assigned 'LS-3' Provide Blue 2005-2 PLC: -- Senior Credit Default Swap: affirmed at 'AAAsf'; Stable Outlook; assigned 'LS-1' -- Class A+ (ISIN DE000A0GHZR1): affirmed at 'AAAsf'; Stable Outlook; assigned 'LS-1' -- Class B (ISIN DE000A0GHZS9): affirmed at 'AAsf'; Stable Outlook; assigned 'LS-3' -- Class C (ISIN DE000A0GHZT7): affirmed at 'Asf'; Stable Outlook; assigned 'LS-3' -- Class D (ISIN DE000A0GHZU5): affirmed at 'BBBsf'; Stable Outlook; assigned 'LS-3' -- Class E (ISIN DE000A0GHZV3): affirmed at 'BBsf'; Stable Outlook; assigned 'LS-4' * IRELAND: 38,000 Companies at High Risk of Failure, Study Shows ---------------------------------------------------------------- The Irish Times, citing business information Web site Vision- Net.ie, reports that more than 38,000 Irish companies are at a high risk of failure. According to the report, a study of about 100,000 companies has shown that 36% are considered to run a high risk of failure, while 17% are thought to be medium risk and 47% are considered low risk. Some 1,123 companies that went into liquidation this year have left behind some EUR1.045 billion of unpaid debt, the report says. The online business found a significant number of companies in the hospitality and restaurant sector had moved into the high-risk category, the repot notes. Companies set up in the last decade face the greatest trading risk, the study found, while one-third of businesses fail between October and December, the report states. The company, which allows customers to view Companies Registration Office documents on its Web site, claimed that it had predicted eight out of 10 company liquidations, the report relates. ===================== N E T H E R L A N D S ===================== NORTH WESTERLY: S&P Lifts Ratings on Class E & Q Notes to CCC+ -------------------------------------------------------------- Standard & Poor's Ratings Services raised its credit ratings on North Westerly CLO III B.V.'s class E and Q notes. At the same time, S&P affirmed the ratings on the class A, B, C, and D notes. The rating actions follow S&P's review of the transaction, taking into account the developments that S&P has observed since S&P last took rating action on the transaction in January 2010. These include an improvement in the credit enhancement available to all classes of notes. For the class E notes, the increased credit enhancement is sufficient in S&P's opinion to support a rating of 'CCC+ (sf)'. However, S&P does not consider that improvements in the credit enhancement are yet sufficient to support higher ratings than those currently assigned to classes A, B, C, and D. S&P has therefore affirmed its ratings on these classes. Class Q is a combination note where cash flows are derived from underlying exposure to the class D and E notes. In S&P's view, it is unlikely that the class Q notes can ultimately be repaid unless the issuer repays principal on the class E notes. S&P therefore considers it appropriate to raise the rating on the class Q notes in line with the rating on class E. North Westerly CLO III is a cash flow collateralized debt obligation transaction that securitizes loans to primarily speculative-grade corporate firms. The transaction closed in August 2006. Ratings List North Westerly CLO III B.V. EUR432.8 Million Secured Floating-Rate Notes Ratings Raised Rating ------ Class To From ----- -- ---- E CCC+ (sf) CCC (sf) Q CCC+ (sf) CCC (sf) Ratings Affirmed Class Rating ----- ------ A A+ (sf) B BB+ (sf) C BB (sf) D B+ (sf) =========== R U S S I A =========== ROSINTER RESTAURANTS: S&P Assigns 'B-' Corporate Credit Rating -------------------------------------------------------------- Standard & Poor's Ratings Services said that it had assigned its 'B-' long-term corporate credit rating to Russia's largest casual- dining restaurant chain Rosinter Restaurants Holding (OJSC). The outlook is stable. "The 'B-' long-term corporate credit rating is based on S&P's assessment of Rosinter's business risk profile as "weak" and its financial risk profile as "highly leveraged"," said Standard & Poor's credit analyst Anton Geyze. Rosinter's credit quality is constrained by "less-than-adequate" liquidity, structurally weak free cash flow generation, and significant adjusted debt leverage. From the perspective of its quality of earnings, Rosinter is exposed to consumer confidence and discretionary spending in Russia, which is its dominant market of operation. The rating on Rosinter is supported by the chain's position as the largest player in the Russian casual-dining market, with a track record of profitable growth. Rosinter benefits from strong brand recognition and a broad restaurant network. Additionally, Rosinter's liquidity risks are somewhat mitigated by proceeds from a recent issuance of equity, which the chain plans to use to fund new restaurant locations. The stable outlook reflects S&P's view that Rosinter's refinancing risks are somewhat mitigated by available cash from an equity issuance and the history of Rosinter's key banks rolling over short-term debt, as long its operating performance remains sound. "Ratings upside might develop if there are meaningful improvements in Rosinter's debt maturity structure and overall liquidity management," said Mr. Geyze. "Ratings upside would only materialize in the context of stable operating dynamics and consistent financial policy." Ratings downside might develop if deteriorating cash flow generation makes Rosinter more reliant on external liquidity provision than is the case currently. ========= S P A I N ========= AYT COLATERALES: Fitch Affirms 'BB-sf' Ratings on Class D Notes --------------------------------------------------------------- Fitch Ratings has affirmed all tranches from the AyT Colaterales Global Hipotecario, FTA Serie AyT Colaterales Global Hipotecario Caja Cantabria I and AyT Colaterales Global Hipotecario, FTA Serie AyT Colaterales Global Hipotecario CajaSur I transactions. These transactions are securitizations of first- and second-ranking loans (1.6% at closing) originated by Caja de Ahorros de Santander y Cantabria and first-ranking loans originated by Caja de Ahorros y Monte de Piedad de Cordoba, respectively. Affirmations of notes follow credit enhancement growth due to sequential amortization of the notes. For Cantabria I, loans in arrears for more than three months have increased over the last six months to 1.48% as of the March 2010 interest payment date from 1.1% in September 2009. However, for the CajaSur I transaction three months plus arrears levels have decreased to 1.43% on the May 2010 IPD, from 1.5% in November 2009. It should be noted that these transactions have only had a limited number of IPDs and the semi-annual nature of the reporting means there could be a delay in identifying any sudden changes in collateral performance. Fitch expects increases in arrears over the upcoming IPDs due to the high loan-to-value characteristics of both pools. As of their latest reporting periods the weighted average LTVs stood at 82.0% for Cantabria I and 85.4% for CajaSur I. Currently, both transactions have fully funded reserve funds and reported period excess spreads of 0.05% and 0.19%, respectively. Fitch notes that even though these transactions have not reported any defaults to date a portion of the loans in arrears will flow through to higher arrears buckets and begin stressing performance by forcing excess spread to provision for defaults. The timing and volume of defaults will be important in assessing the future performance of these transactions. For both transactions defaults are defined as loans in arrears for more than 18 months. The rating actions are: AyT Colaterales Global Hipotecario, FTA Serie AyT Colaterales Global Hipotecario Caja Cantabria I -- Class A (ISIN ESO312273446): affirmed at 'AAAsf'; Outlook Stable; assigned a Loss Severity rating of 'LS-1' -- Class B (ISIN ESO312273453): affirmed at 'Asf'; Outlook Stable; assigned a Loss Severity rating of 'LS-3' -- Class C (ISIN ESO312273461): affirmed at 'BBB-sf'; Outlook Stable; assigned a Loss Severity rating of 'LS-3' -- Class D (ISIN ESO312273479): affirmed at 'BB-sf'; Outlook Stable; assigned a Loss Severity rating of 'LS-4' AyT Colaterales Global Hipotecario, FTA Serie AyT Colaterales Global Hipotecario CajaSur I -- Class A (ISIN ES0312273529): affirmed at 'AAAsf'; Outlook Stable; assigned a Loss Severity rating of 'LS-1' -- Class B (ISIN ES0312273537): affirmed at 'Asf'; Outlook Stable; assigned a Loss Severity rating of 'LS-3' -- Class C (ISIN ESO312273545): affirmed at 'BBB-sf'; Outlook Stable; assigned a Loss Severity rating of 'LS-3' -- Class D (ISIN ESO312273552): affirmed at 'BB-sf'; Outlook Stable; assigned a Loss Severity rating of 'LS-4' PRIVATE MEDIA: Reports EUR931,000 Net Income for June 30 Quarter ---------------------------------------------------------------- Private Media Group filed its quarterly report on Form 10-Q, reporting net income of EUR931,000 on EUR6.0 million of revenue for the three months ended June 30, 2010, compared with a net loss of EUR1.6 million on EUR6.2 million of revenue for the same period of 2009. The Company reported an operating profit of EUR1.0 million for the three months ended June 30, 2010, compared to an operating loss of EUR2.2 million for the three months ended June 30, 2009. The EUR3.2 million improvement was the result of change in fair value of contingent consideration payable and reduced selling, general and administrative expenses offset by reduced gross profit. The Company's balance sheet at June 30, 2010, showed EUR45.3 million in total assets, EUR17.6 million in total liabilities, and EUR27.7 million in shareholders' equity. As reported in the Troubled Company Reporter on May 31, 2010, BDO Auditores S.L., in Barcelona, Spain, expressed substantial doubt about the Company's ability to continue as a going concern, following its 2009 results. The independent auditors noted that the Company has suffered recurring losses from operations over the past years and has not yet reestablished profitable operations. In its latest 10-Q, the Company discloses that it currently has no additional availability under its existing credit facilities. A full-text copy of the Form 10-Q is available for free at: http://researcharchives.com/t/s?6a3f About Private Media Based in Barcelona, Spain, Private Media Group, Inc., is an international provider and distributor of adult media content. The Company acquires or licenses content from independent studios and directors and processes these images into products suitable for popular media formats such as digital media content for Broadcasting, Mobile and Internet distribution, and print publications and DVDs. In addition to media content, the Company also generates additional sales through the licensing of its Private trademark to third parties. The Company's U.S. headquarters are located at 537 Stevenson Street, in San Francisco, California. =========== S W E D E N =========== HQ BANK: Swedish Regulator Revokes License to Operate ----------------------------------------------------- Josiane Kremer at Bloomberg News reports that Sweden's Financial Supervisory Authority revoked HQ Bank's license to operate and applied for its liquidation, saying the company broke regulations. "HQ Bank has demonstrated serious deficiencies in its trading operations," Bloomberg quoted the FSA as saying in a statement on its Web site Saturday. "HQ Bank has overvalued its trading portfolio for a long time" and reported its financial position inaccurately, the report added. Bloomberg relates HQ Bank, owned by securities broker HQ AB, said in June it was selling its HQ Fonder Sverige AB fund unit to cover losses from its trading division, which was in the process of shutting down. Bloomberg notes on Friday, HQ AB said it planned to raise as much as SEK1 billion (US$136 million) by selling stock to shareholders to buy back the unit and "assure financial stability." According to Bloomberg, Chairman Mikael Nachemson said at a press briefing in Stockholm on Saturday, HQ Bank needs to find a partner "hastily" and is "working really hard" to attract a private buyer. Mr. Nachemson, as cited by Bloomberg, said the company doesn't plan to appeal the FSA's decision. Bloomberg notes HQ said in a statement on Saturday that the FSA's license ruling mainly relates to the discontinued trading operations. According to Bloomberg, the bank said the assets held by HQ Bank customers won't be affected by any potential liquidation because they're separate from the bank's assets, adding that the bank is solvent. HQ Bank is an investment bank based in Sweden. =========================== U N I T E D K I N G D O M =========================== CABLE & WIRELESS: Moody's Assigns 'Ba2' Corporate Family Rating --------------------------------------------------------------- Moody's Investors Service has assigned Ba2 Corporate Family and Probability of Default ratings to Cable & Wireless Communications Plc and has withdrawn the Ba2 CFR and PDR from Cable & Wireless Plc. The rating outlook is stable. Moody's rating action acknowledges the successful establishment of CWC on March 26, 2010 following the de-merger of Cable & Wireless Worldwide Plc from C&W. C&W is now a subsidiary of CWC. CWC is duly incorporated, listed on the London stock exchange and its corporate structure is in line with the description in the Scheme of Arrangement contained in the shareholders' prospectus. Moody's Investors Service has withdrawn the CFR and PDR of Ba2 at C&W for its own business reasons. Ratings Rationale CWC's Ba2 CFR and PDR are supported by its improved business risk profile, following the demerger of Cable & Wireless Worldwide Plc. The CFR factors in CWC's good operating performance; product and geographic diversification; conservative, albeit increasing leverage; strong liquidity profile and track record of steady cash upstream from the operating entities. The rating remains constrained by company's aggressive dividend policy that significantly reduces its free cash flow. Further factors that constrain the rating are i) the operational challenges in its core Caribbean unit, which are offset to some degree by its recent re-organization and cost cutting exercise; ii) overall intensifying competition within the company's markets; iii) the uncertainty related to the company's future investment strategy; and iv) the presence of emerging market risk in some countries of operations. What Could Change the Rating - Down Downward pressure on the rating could occur because of significant performance deterioration or if the company remains strongly free cash flow (as calculated by Moody's post capex and dividends) negative or if it entered into material debt-financed acquisitions so that its debt to EBITDA ratio approaches 3.0x. What Could Change the Rating - Up The outlook on the rating could be changed to positive following continued strong performance. The rating could be upgraded if the company generates positive cash flow at a group level including dividend payments, with a debt to EBITDA ratio below 2.0x. The company's size and level of regulatory/political risk constrain the rating. Headquartered in London, CWC is an operator of full-service telecommunications businesses providing mobile, broadband and domestic and international fixed line services, as well as offering enterprise solutions and managed services in Caribbean, Panama, Macau and Monaco & Islands. CWC reported revenues of US$2.3 billion and EBITDA of US$866 million (as reported by the company) for the financial year ending March 31, 2010. Regulatory Disclosures Information sources used to prepare the credit rating are these: parties involved in the ratings, public information. Moody's Investors Service considers the quality of information available on the issuer or obligation satisfactory for the purposes of assigning a credit rating. The rating has been disclosed to the rated entity or its designated agents and issued with no amendment resulting from that disclosure. Moody's Investors Service may have provided Ancillary or Other Permissible Service(s) to the rated entity or its related third parties within the three years preceding the Credit Rating Action. Moody's Investors Service adopts all necessary measures so that the information it uses in assigning a credit rating is of sufficient quality and from reliable sources; however, Moody's Investors Service does not and cannot in every instance independently verify, audit or validate information received in the rating process. CASTLE FINANCE: S&P Withdraws 'B (sf)' Rating on Series 10 Notes ---------------------------------------------------------------- Standard & Poor's Ratings Services withdrew its credit rating on Castle Finance I Ltd.'s EUR75 million SURF constant proportion debt obligation series 10 notes. Before withdrawing the notes, S&P removed then from CreditWatch negative. The rating actions follow the cancellation of the notes on April 15, 2010. S&P previously lowered the notes and placed them on CreditWatch negative due to declines in their net asset value and due to credit spread volatility. In S&P's opinion, the level of NAV prior to cancellation is consistent with a 'B (sf)' rating, so S&P has removed the rating from CreditWatch negative. Castle Finance I's series 10 closed in November 2006. Its reference portfolio is based on the on-the-run iTraxx Europe and CDX NA IG indices. Ratings List Rating Removed From CreditWatch Negative and Withdrawn Castle Finance I Ltd. EUR75 Million SURF Constant-Proportion Debt Obligation Notes Series 10 Rating ------ To From -- ---- B (sf) B (sf)/Watch Neg NR B (sf) NR -- Not rated. CRUSTEEL UK: In Administration; 18 Jobs at Risk ----------------------------------------------- Sheffield Star reports that Crusteel (UK) Ltd. has gone into administration, putting 18 jobs at risk. According to the report, administrators say the company, which has been hit by the decline in the steel industry still has a future despite debts of more than GBP500,000 -- and they are "actively engaged in talks" with potential buyers. The report relates Margaret Ramsden, managing director of the Crusteel site on Coleford Road, Darnall, has appointed Simon and Daniel Plant from insolvency company SFP as administrators. Crusteel (UK) Ltd. is a steel firm based in Sheffield. LAGONDA CDO: Moody's Withdraws 'Ba3 (sf)' Rating on EUR30MM Notes ----------------------------------------------------------------- Moody's Investors Service took this rating action on the super senior swap of Lagonda CDO I. The swap affected by the rating action is: -- EUR135,000,000 Lagonda CDO CDS Super Senior Tranche Notes, Downgraded to A1 (sf); previously on Mar 11, 2009 Confirmed at Aa3 (sf) -- EUR30,000,000 Lagonda CDO CDS Notes, Withdrawn; previously on Sep 2, 2009 Downgraded to Ba3 (sf) Ratings Rationale Lagonda CDO I is an unfunded synthetic CDO of ABS backed by a portfolio of entirely European Commercial Mortgage Backed Securities originated between 2005 and 2007. The top three largest geographic concentrations are UK at 59%, Germany at 17% and France at 10%. The rating downgrade action reflects the credit deterioration of the underlying pool where more than 19% of the portfolio was downgraded by between 1-8 notches since Moody's last review. Approximately, 12.5% of the portfolio experienced downgrades of more than three notches reflecting the underperformance of several UK and German CMBS assets. The transaction has not suffered any credit events since closing and while the current subordination is at 7.50%, the lowest rated asset, rated Caa1 represents 2.4% of the portfolio. Moody's also note the portfolio's high concentration to several sectors in which the outlook remain Negative, including UK and German CMBS. Moody's has also withdrawn the ratings of the Lagonda CDO CDS Notes which were terminated early on the 11th of August 2010. Although none of the underlying assets in the collateral pool are under review, Moody's note the sizeable exposure to Non-Moody's rated assets of 15%. Moody's applied its notching assumptions on these assets and furthermore considered the effects of applying a 10% haircut on the recovery rate of all non-Moody's rated assets. Moody's performed a number of sensitivity analyses in addition to the above, including notching downwards the three lowest rated assets further by one notch, thus impacting the results negatively by less than one notch. Moody's applied the Monte Carlo simulation framework within CDOROMv2.6 to model the loss distribution for SF CDOs. This model is available on moodys.com under Products and Solutions -- Analytical models, upon return of a signed free license agreement. Moody's Investors Service did not receive or take into account a third party due diligence report on the underlying assets or financial instruments related to the monitoring of this transaction in the past 6 months. Moodys did not run a separate loss and cash flow analysis other than the one already done using the CDOROM model. For a description of the analysis, refer to the methodology and the CDOROM user guide on Moodys website. Regulatory Disclosures The rating has been disclosed to the rated entity or its designated agents and issued with no amendment resulting from that disclosure. Information sources used to prepare the credit rating are these: parties involved in the ratings and public information. Moody's Investors Service considers the quality of information available on the issuer or obligation satisfactory for the purposes of maintaining a credit rating. Moody's Investors Service may have provided Ancillary or Other Permissible Service(s) to the rated entity or its related third parties within the three years preceding the Credit Rating Action. Moody's Investors Service adopts all necessary measures so that the information it uses in assigning a credit rating is of sufficient quality and from reliable sources; however, Moody's Investors Service does not and cannot in every instance independently verify, audit or validate information received in the rating process. MCCOLLS OF ARGYLL: In Administration; 58 Jobs Affected ------------------------------------------------------ Steven Vass at Sunday Herald reports that McColls of Argyll has gone into administration and 58 jobs are affected. According to the report, Clydesdale Bank withdrew its support, calling in administrator BDO Stoy Hayward. The report relates partners James Stephen and David Hill took the view the business had been too badly affected by the recession to stay open, and made all but two of the staff redundant two weeks ago. "The Clydesdale Bank just pulled the plug even though it was a viable business. It's a lifetime's work down the drain," the report quoted deputy manager David Wilkinson as saying. "The pre- recession valuation of the properties was GBP3.2 million. The bank insisted on them being revalued at GBP1.7 million because of the recession, so they pulled the plug." The report says agent Christie & Co is inviting offers in the region of GBP550,000 for the 65-bedroom hotel in Dunoon. McColls of Argyll is a hotel business based in Dunoon. McColls also owned the Sherwood Hotel in Torquay, Devon, and a bar in Wednesbury, near Birmingham called the Brunswick. It also owned several coaches that were mainly used to take elderly guests on regional tours, according to Sunday Herald. MOORGATE FUNDING: S&P Withdraws 'BB' Rating on Class E Notes ------------------------------------------------------------ Standard & Poor's Ratings Services withdrew its preliminary credit ratings on Moorgate Funding Ltd.'s series 2010-1 class A, B, C, D, and E notes. S&P understands that the transaction will no longer take place in its current format. S&P assigned preliminary ratings to this U.K. nonconforming residential mortgage-backed securities transaction on June 23, 2010. Moorgate Funding series 2010-1 was to securitize loans originated by Wave Lending, Mortgages 1, and Edeus Mortgage Creators. Ratings List Moorgate Funding Ltd. Mortgage-Backed Floating-Rate Notes Series 2010-1 Ratings Withdrawn Rating ------ Class To From ----- -- ---- A NR AAA (sf)(prelim) B NR AA (sf)(prelim) C NR A (sf)(prelim) D NR BBB (sf)(prelim) E NR BB (sf)(prelim) NR -- Not rated. PROFILE PARK: Put Into Receivership ----------------------------------- Mark Wilding at Property Week reports that Profile Park, a 150,000-sq. ft. mixed use commercial site on Junction Street in Nelson, has been placed in the hands of Law of Property Act (LPA) receivers, LPA Direct. The report relates LPA Direct has been appointed to collect the rents at the property and improve performance of the asset, which is split into multiple commercial units and has several tenants. ROYAL BANK: Brings In Advisers to Help Sell Direct Line Unit ------------------------------------------------------------ BreakingNews.ie reports that Royal Bank of Scotland has brought in a team of advisers to help sell its insurance business Direct Line after a flurry of interest from potential buyers -- including American billionaire Warren Buffett. The European Commission ordered the bank -- which is 83% owned by the taxpayer -- to sell Direct Line by 2013 to soothe competition concerns following its government bail-out, the report discloses. Berkshire Hathaway, the investment vehicle owned by philanthropist Mr. Buffett, is among a line-up of potential bidders interested in the business, the report says, citing the Sunday Times. American insurer Allstate is also one of the potential buyers, the report states. Direct Line was being lined up for a stock market flotation, but significant losses made by the business are thought to have derailed this plan, the report notes. About RBS The Royal Bank of Scotland Group plc (NYSE:RBS) -- http://www.rbs.com/-- is a holding company of The Royal Bank of Scotland plc (Royal Bank) and National Westminster Bank Plc (NatWest), which are United Kingdom-based clearing banks. The company's activities are organized in six business divisions: Corporate Markets (comprising Global Banking and Markets and United Kingdom Corporate Banking), Retail Markets (comprising Retail and Wealth Management), Ulster Bank, Citizens, RBS Insurance and Manufacturing. On October 17, 2007, RFS Holdings B.V. (RFS Holdings), a company jointly owned by RBS, Fortis N.V., Fortis SA/NV and Banco Santander S.A. (the Consortium Banks) and controlled by RBS, completed the acquisition of ABN AMRO Holding N.V. (ABN AMRO). In July 2008, the company disposed of its entire interest in Global Voice Group Ltd. * * * As reported by the Troubled Company Reporter-Europe on March 29, 2010, Standard & Poor's Ratings Services said that it lowered its ratings on "may pay" Tier 1 securities issued or guaranteed by The Royal Bank of Scotland Group PLC (A/Stable/A-1) to 'C' from 'CC'. At the same time, the rating on the RBSG-related security issued by Argon Capital PLC was similarly lowered to 'C' from 'CC'. The counterparty credit ratings and stand-alone credit profiles of RBSG and subsidiaries, and the ratings on other debt securities issued by these entities, were unaffected. ST. MARGARET'S: Directors to Face Probe Over Teachers' Pension -------------------------------------------------------------- Erikka Askeland at Scotland On Sunday reports that directors of St. Margaret's School in Edinburgh are set to be investigated for withholding payments to the teachers' pension scheme during the last year. According to the report, unions are concerned that pension payments taken on behalf of staff at the school may not have been paid to the pension fund. The report relates the Scottish Secondary Teachers' Association has also launched an employment tribunal on behalf of staff who were not paid statutory pay increases. It is understood the Scottish Public Pensions Agency, which administers the Scottish Teachers Scheme, has requested payslips as proof the school may not have been passing on pension payments collected on behalf of staff as far back as August 2009, the report states. The report relates Blair Nimmo, which is acting as the school's liquidator for accountancy firm KPMG, confirmed there were unpaid pension contributions that had been deducted from staff wages, but stressed this was common in companies that were insolvent and that teachers would not be out of a pension. "Any deductions not paid over will be paid for through the government redundancy payments office. The pensioners will not be any worse off," the report quoted Mr. Nimmo as saying. The school also ran a small private pension scheme for staff who were not teachers although Nimmo said the liquidators were "not clear" on their situation, the report discloses. As reported by the Troubled Company Reporter-Europe on June 14, 2010, Mr. Nimmo was appointed provisional liquidator of St. Margaret's School (Edinburgh) Limited and of its 100% subsidiary St. Hilary's House Limited on June 10, 2010. The school, which had charitable status and was incorporated in 1960, provided private education for girls at nursery, primary and secondary level (from 18 months to 18-years-old) and for boys at nursery and primary level (from 18 months to 10-years-old). St. Hilary's provided boarding facilities during term and operates as a hotel and youth hostel during the School holidays. The School had been affected by a sustained decline in pupil numbers over recent years and despite actions taken by the Board of Governors, the school could not continue to operate viably. At the time of the provisional liquidator's appointment the school and nursery comprised 397 pupils and 143 staff (69 teaching and 74 non-teaching). WRAPIT PLC: Not Trading While Insolvent, Ex-Director Says --------------------------------------------------------- Wrapit director Peter Gelardi told DIY Week's sister Web site HousewaresLive.net that the company had GBP1 million in the bank. The report notes that although Mr. Gelardi will now no longer be able to act as a company director, he insists that the company was not in fact trading while insolvent. The report relates earlier this month, Mr. Gelardi and Wrapit co- director Pepita Diamand were disqualified from company directorship for eight and seven years respectively for taking advance payments from customers although the business, according to the Insolvency Service, had run out of money. He told DIY Week's sister site HousewaresLive.net: "In summer 2008, Wrapit plc had no borrowings and was trading profitably. However, because of the way its business worked, there was an unusually long period between the receipt of payments and the delivery of gifts. This led to a 'contingent liability' for HSBC to repay customers for any gifts undelivered if Wrapit went bust. HSBC were, of course, aware of this, but discovered, during the due diligence associated with a GBP2 million investment in the company, that their estimation of the potential liability was inadequate." As reported by the Troubled Company Reporter-Europe on Aug. 9, 2010, the company entered administration in August 2008 with debts of over GBP7 million. Insolvency Service investigators found that between June 2008 and July 2008 Wrapit made a number of false credit card refunds totaling GBP243,445. The "refunds" were processed through the company's merchant card processing facility even though no underlying sales transactions had taken place. The money was then used to pay staff salaries, certain suppliers of goods and services, and Mr. Gelardi and Ms. Diamand. This improper action enabled Wrapit to continue trading, and to continue taking advance payments of at least GBP872,000 from new customers, at a time when the company was already insolvent. Mr. Gelardi made the decision to make the false refunds and Ms. Diamand assisted in implementing the decision. Wrapit Plc was a wedding gift company based in Wandsworth, London, * Moody's Reviews Ratings on 23 Notes from Five UK RMBS Deals ------------------------------------------------------------- Moody's Investors Service has placed under review for possible downgrade these 23 classes of notes issued by five UK non- conforming RMBS transactions: - Eurosail-UK 2007-1 NC plc: Classes A3a, A3c, B1a, B1c and C1a - Kensington Mortgage Securities plc Series 2007-1: Classes A3a, A3b, A3c, M1a, M1b, M2b, B1a, B1b and B2 - Mansard Mortgages 2006-1 plc: Classes M2, B1 and B2 - Mansard Mortgages 2007-1 plc: Classes M2a, B1a and B2a - Money Partners Securities 2 plc: Classes M2a, M2b and B1. The review was prompted by the worse-than-expected performance of the collateral backing the notes and follows a portfolio review of the performance of all Moody's rated 86 UK non-conforming RMBS transactions currently outstanding. A complete list of all 23 classes of notes placed on review for possible downgrade can be found at the end of this press release. Moody's notes that there are 20 other classes of notes of three UK non-conforming RMBS transactions previously placed on review for possible downgrade and seven classes of notes of one UK non-conforming RMBS transaction previously placed on review with direction uncertain. Moody's expects to conclude its rating reviews within six months. Transaction Overviews Eurosail-UK 2007-1 NC plc closed in February 2007 and the current mortgage pool factor is approximately 54.5%. The assets supporting the notes are first and second-lien mortgage loans secured by residential properties located in England, Wales, Scotland and Northern Ireland. The weighted-average LTV at closing was approximately 73.7%, while the current weighted- average LTV is approximately 72.5%. Loans more than 90 days in arrears (including outstanding repossessions) currently amount to approximately 31.8% of the outstanding portfolio balance, while losses experienced since closing amount to 3.4% of the original portfolio balance. The reserve fund has been completely depleted and the transaction has an outstanding Class E PDL of GBP5,600,000 and an outstanding Class D PDL of GBP571,120. Kensington Mortgage Securities plc Series 2007-1 closed in March 2007 and the current mortgage pool factor is approximately 58.9%. The assets supporting the notes are first and second-lien mortgage loans secured by residential properties located in England, Wales and Scotland. The weighted-average LTV at closing was approximately 75.8%, while the current weighted-average LTV is approximately 76.6%. Loans more than 90 days in arrears (including outstanding repossessions) currently amount to approximately 28.9% of the outstanding portfolio balance, while losses experienced since closing amount to 3.3% of the original portfolio balance. The reserve fund is currently GBP10,538,057, corresponding to 87.8% of its target level. Mansard Mortgages 2006-1 plc closed in October 2006. The assets supporting the notes are first-lien mortgage loans secured by residential properties located in England, Wales and Scotland. The weighted-average LTV at closing was approximately 84.2%, while the current weighted-average LTV is approximately 83.6%. Loans more than 90 days in arrears (including outstanding repossessions) currently amount to approximately 22.1% of the outstanding portfolio balance, while losses experienced since closing amount to 4.5% of the original portfolio balance. The reserve fund has been completely depleted and the transaction has an outstanding Class B2 PDL of GBP5,209,060. Mansard Mortgages 2007-1 plc closed in March 2007. The assets supporting the notes are first-lien mortgage loans secured by residential properties located in England, Wales and Scotland. The weighted-average LTV at closing was approximately 82.3%, while the current weighted-average LTV is approximately 82.1%. Loans more than 90 days in arrears (including outstanding repossessions) currently amount to approximately 17.2% of the outstanding portfolio balance, while losses experienced since closing amount to 4.1% of the original portfolio balance. The reserve fund has been completely depleted and the transaction has an outstanding Class B2 PDL of 1,223,328. Money Partners Securities 2 plc closed in November 2005 and the current mortgage pool factor is approximately 30.1%. The assets supporting the notes are first and second-lien mortgage loans secured by residential properties located in England, Wales and Scotland. The weighted-average LTV at closing was approximately 75.3%, while the current weighted-average LTV is approximately 68.3%. Loans more than 90 days in arrears (including outstanding repossessions) currently amount to approximately 32.1% of the outstanding portfolio balance, while losses experienced since closing amount to 3.8% of the original portfolio balance. The reserve fund is currently at its target level of GBP10,200,000. Transaction Reviews In identifying the affected notes, Moody's conducted a portfolio review of all the 86 outstanding UK non-conforming RMBS transactions that it rates. During the analysis, the rating agency took into account the performance of the collateral to date, its deviation from Moody's expectations as well as the levels of credit enhancement available to absorb the future projected losses on the respective portfolios. Within the UK non- conforming RMBS sector, the mortgage portfolios in the affected transactions have shown a material deviation from Moody's performance expectations. After taking into account the level of credit enhancement in each structure, the worse-than-expected performance has prompted Moody's to review the ratings of the affected notes for possible downgrade. The full review of the ratings of the affected notes will take into account the current capital structures in their respective transactions. As part of its detailed transaction review, for each mortgage portfolio Moody's will reassess its lifetime loss expectation reflecting the collateral performance to date as well as the future macro-economic environment. Moody's will also request, whenever not already available, updated loan-by-loan information to revise its MILAN Aaa credit enhancement. Loan-by- loan information will also allow Moody's to validate its assumptions with regards to which loans have a higher default propensity. The lifetime loss and the MILAN Aaa credit enhancement are the key parameters used by Moody's to calibrate its loss distribution curve, which is one of the core inputs in Moody's cash-flow model. Moody's has also factored into its analysis the negative sector outlook for UK non-conforming RMBS. The sector outlook reflects these expectations of key macro-economic indicators: GDP to increase by 1.2% in 2010 and by 2.3% in 2011, unemployment to stay at approximately 7.9% in 2010 and 2011, house prices to remain relatively flat over the next year. For detailed information please see Moody's-Economy.Com or for transaction specific performance, please refer to Moody's Performance Overviews available on www.moodys.com. List of Affected Notes The classes of notes affected by the rating review are detailed below. Issuer: Eurosail-UK 2007-1NC PLC -- EUR194.8M A3a Notes, Aa2 (sf) Placed Under Review for Possible Downgrade; previously on Sep 17, 2009 Downgraded to Aa2 (sf) -- GBP100M A3c Notes, Aa2 (sf) Placed Under Review for Possible Downgrade; previously on Sep 17, 2009 Downgraded to Aa2 (sf) -- EUR36.9M B1a Notes, Baa2 (sf) Placed Under Review for Possible Downgrade; previously on Sep 17, 2009 Downgraded to Baa2 (sf) -- GBP20M B1c Notes, Baa2 (sf) Placed Under Review for Possible Downgrade; previously on Sep 17, 2009 Downgraded to Baa2 (sf) -- EUR42.1M C1a Notes, B2 (sf) Placed Under Review for Possible Downgrade; previously on Sep 17, 2009 Downgraded to B2 (sf) Issuer: Kensington Mortgage Securities plc Series 2007-1 -- GBP50M A3a Notes, Aaa (sf) Placed Under Review for Possible Downgrade; previously on Mar 28, 2007 Assigned Aaa (sf) -- EUR270.6M A3b Notes, Aaa (sf) Placed Under Review for Possible Downgrade; previously on Mar 28, 2007 Assigned Aaa (sf) -- US$195M A3c Notes, Aaa (sf) Placed Under Review for Possible Downgrade; previously on Mar 28, 2007 Assigned Aaa (sf) -- GBP20M M1a Notes, A1 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to A1 (sf) -- EUR41M M1b Notes, A1 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to A1 (sf) -- EUR47M M2b Notes, Baa2 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to Baa2 (sf) -- GBP8.5M B1a Notes, Ba2 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to Ba2 (sf) -- EUR24M B1b Notes, Ba2 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to Ba2 (sf) -- GBP15.2M B2 Notes, B3 (sf) Placed Under Review for Possible Downgrade; previously on Oct 1, 2008 Downgraded to B3 (sf) Issuer: Mansard Mortgages 2006-1 PLC -- GBP27.5M M2 Certificate, Baa1 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Baa1 (sf) -- GBP12.5M B1 Certificate, Ba1 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Ba1 (sf) -- GBP20M B2 Certificate, Caa1 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Caa1 (sf) Issuer: Mansard Mortgages 2007-1 Plc -- GBP14.375M M2a Notes, Baa2 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Baa2 (sf) -- GBP12.5M B1a Notes, Ba2 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Ba2 (sf) -- GBP6.875M B2a Notes, Caa1 (sf) Placed Under Review for Possible Downgrade; previously on Jan 22, 2009 Downgraded to Caa1 (sf) Issuer: Money Partners Securities 2 Plc -- GBP16M M2a Notes, A3 (sf) Placed Under Review for Possible Downgrade; previously on Jun 13, 2008 Downgraded to A3 (sf) -- EUR4M M2b Notes, A3 (sf) Placed Under Review for Possible Downgrade; previously on Jun 13, 2008 Downgraded to A3 (sf) -- EUR15M B1 Notes, Ba2 (sf) Placed Under Review for Possible Downgrade; previously on Feb 18, 2008 Downgraded to Ba2 (sf). Moody's ratings address the expected loss posed to investors by the legal final maturity of the notes. Moody's ratings address only the credit risks associated with the transactions. Other non-credit risks have not been addressed, but may have a significant effect on yield to investors. * UK: GBP20.8 Million of Creditor Cash Unclaimed, Report Shows -------------------------------------------------------------- The Scotsman reports that almost GBP21 million of creditor cash is lying unclaimed by Scottish businesses, a rise of 20% on a year ago. Citing the latest annual report from the Accountant in Bankruptcy, the report says GBP20.8 million is now held in funds by the Scottish Government agency. =============== X X X X X X X X =============== * EUROPE: Emergency Support for Euro-Zone Banks Set to Be Extended ------------------------------------------------------------------ The Irish Times reports that the European Central Bank is expected this week to extend emergency support for euro-zone banks until early next year as it gauges how well the 16-country region might withstand a big US or global slowdown. The report says on top of the US economy's weaknesses, the threat still posed by member countries worst hit by this year's crisis over public finances is encouraging the central bank to take a distinctly cautious stance. According to the report, ECB president Jean-Claude Trichet is expected on Thursday to announce that at least until the start of 2011 banks' demands for weekly, monthly and -- probably -- three- month liquidity will continue to be met in full. Thus its policy of unlimited liquidity provision, which the ECB sees as its equivalent of quantitative easing, will be extended into a third year, the report notes. * Large Companies with Insolvent Balance Sheet ---------------------------------------------- Total Shareholders Total Equity Assets Company Ticker (US$) (US$) ------- ------ ------ ------ AUSTRIA ------- CHRIST WATER TEC CWT AV -5754287.761 165995618.1 CHRIST WATER TEC C7W GR -5754287.761 165995618.1 CHRIST WATER TEC CWT PZ -5754287.761 165995618.1 CHRIST WATER TEC CWT EU -5754287.761 165995618.1 CHRIST WATER TEC CRSWF US -5754287.761 165995618.1 CHRIST WATER TEC CWT EO -5754287.761 165995618.1 CHRIST WATER TEC CWTE IX -5754287.761 165995618.1 CHRIST WATER-ADR CRSWY US -5754287.761 165995618.1 KA FINANZ AG 3730Z AV -359597327 30679270533 LIBRO AG LBROF US -109013328 171684389.1 LIBRO AG LB6 GR -109013328 171684389.1 LIBRO AG LIB AV -109013328 171684389.1 LIBRO AG LIBR AV -109013328 171684389.1 SKYEUROPE SKYP PW 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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. A list of Meetings, Conferences and Seminars appears in each Thursday's edition of the TCR. Submissions about insolvency- related conferences are encouraged. Send announcements to conferences@bankrupt.com 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., Frederick, Maryland USA. Joy A. Agravante, Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Frauline S. Abangan and Peter A. Chapman, Editors. Copyright 2010. 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$625 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 Christopher Beard at 240/629-3300. * * * End of Transmission * * *