/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/120911.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, September 11, 2012, Vol. 13, No. 181 Headlines F R A N C E TECHNICOLOR: Court Extends Plant Receivership Period to Oct. 11 G E R M A N Y TALISMAN-4 FINANCE: S&P Cuts Ratings on 3 Note Classes to 'CCC-' UNITYMEDIA HESSEN: S&P Assigns 'BB-' Rating to EUR650MM Sr. Notes G R E E C E * Fitch Revises Ratings on Four Greek Covered Bond Programs I T A L Y BANCA MONTE: On Brink of Bankruptcy K A Z A K H S T A N ALLIANCE BANK: Moody's Affirms 'E' BFSR; Outlook Negative KAZAKHSTAN MORTGAGE: Moody's Withdraws 'B2' LT Issuer Rating L U X E M B O U R G ARK BARS: Fitch Rates US$600-Mil. Loan Participation Notes 'B' N E T H E R L A N D S * NETHERLANDS: 507 Businesses Declared Bankrupt in August P O L A N D FILIZ TOURS: Declares Bankruptcy HYDROBUDOWA: Management Opts for Liquidation Bankruptcy R U S S I A NET ELEMENT: Receives US$9.5-Mil. Credit Facility from Alfa-Bank NOMOS-BANK: Fitch Puts 'BB' Long-Term IDR on Watch Negative S P A I N AYT COLATERAL: Fitch Maintains 'Bsf' Rating on Class D Notes BANCO POPULAR: S&P Puts Credit Ratings on CreditWatch Negative BANK OF SCOTLAND: Swap Amendments No Impact on Moody's 'D+' BFSR CAJAMAR CAJA: Fitch Maintains RWN on 'BB+' Subordinated Debt U N I T E D K I N G D O M GKN HOLDINGS: Moody's Rates GBP2-Bil. EMTN Program '(P)Ba1' JJB SPORTS: Better Capital Fails to Submit Takeover Bid LODDON RECYCLING: In Administration Due to Fire NEMUS FUNDING NO. 1: S&P Lowers Rating on Class F Notes to 'B-' RAIL TECH: Enters Administration, Reasons Unclear X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* =========== F R A N C E =========== TECHNICOLOR: Court Extends Plant Receivership Period to Oct. 11 --------------------------------------------------------------- Evertiq.com.news reports that the Commercial Court of Nanterre, France, has extended the receivership period for Technicolor's plant to October 11, delaying the courts decision on whether to liquidate the company or not. The plant, which went into receivership in June 2012, gets an extended receivership period and offers the company a chance to review two formal recovery plans, according to Evertiq.com.news. The report relates that Eolane is interested in producing components on the Technicolor's Angers site reports usinenouvelle.com. However, the company has yet to finalize a letter of intent, the report notes. The Minerva group is also interested in the plant. The report discloses that both must finalize letters of intent before October 11 when the court will decide on whether to liquidate the plant or continue forward with a proposed acquisition. The company's 350 workers await the decision anxiously, the report adds. ============= G E R M A N Y ============= TALISMAN-4 FINANCE: S&P Cuts Ratings on 3 Note Classes to 'CCC-' ---------------------------------------------------------------- Standard & Poor's Ratings Services lowered its credit ratings on all classes of notes in Talisman-4 Finance PLC. "We have subsequently withdrawn our rating on the class X notes," S&P said. Talisman-4 Finance is a commercial mortgage-backed securities (CMBS) transaction, comprising five loans that are all backed by German commercial real estate. The notes' legal final maturity date is in July 2015. LOAN PORTFOLIO "The DIV Dandelion loan defaulted at its maturity date in April 2011. The issuer has recently informed us that the properties securing the loan have been sold for EUR36 million, which is less than we anticipated. The sales proceeds will be insufficient to repay the EUR52.2 million loan in full," S&P said. The four other loans all mature in April 2013 or July 2013. "The DT-12 loan is the largest in the pool, accounting for 41% by balance. It is secured by 12 office properties across Germany. All of these properties are fully let to GMG Generalmietgesellschaft GmbH on 12 separate leases, which expire between 2015 and 2021. GMG Generalmietgesellschaft is a subsidiary of Deutsche Telekom AG (BBB+/Stable/A-2). The servicer reports an interest coverage ratio (ICR) of 1.64x and a loan-to- value (LTV) ratio of 83.16%. The LTV ratio is based on a September 2010 valuation of EUR204.2 million, which is 7.2% below the closing value," S&P said. "The DT-12 loan and the Valentine loan are cross-collateralized and cross-defaulted. The Valentine loan is secured by 11 office and retail properties. The properties provide 90,000 square meters (sq m) of rental space in 70 units. They are concentrated in Rostock, Mecklenburg-Vorpommern (45.5%). Since closing, the net operating income (NOI) has reduced by 15% at a roughly stable occupancy rate. The weighted-average lease term is four years. Of the rental income, 21% is due to expire in the next 12 months and 43.5% in the next four years. The servicer reports an ICR of 1.51x, which is just above the covenant of 1.50x. The LTV ratio is reported at 79.5%, based on a March 2010 valuation of EUR94.58 million," S&P said. "The Barthonia loan is secured by a single property in Cologne. Barthonia Forum is located in the Ehrenfeld district of Cologne, outside the historic city center. It comprises a complex of five adjacent buildings, housing mainly retail units, apartments, and offices. Current vacancy in the property is 9.45% by rental area, which is more or less unchanged since closing. The servicer reports an ICR of 1.18x, which is below the covenant of 1.25x. Additionally, it reports an LTV ratio of 108.7%, based on a March 2012 valuation of EUR104.3 million. The LTV ratio covenant is 90% and the loan was transferred to special servicing in February 2011, due to the LTV ratio covenant breach," S&P said. "While the income is sufficient to pay debt service, the special servicer retains all excess cash, given the covenant breaches. There is currently EUR1.27 million in cash, of which the special servicer will use EUR70,000 for roof repairs. Moreover, the asset manager has established that EUR10.3 million needs to go toward capital expenditure by 2016," S&P said. "The DC loan is the smallest in the pool, with a balance of EUR16 million. It is secured by a distribution and consolidation center in Bad Rotenfels near Gaggenau, about 90 kilometers west of Stuttgart, Baden-W〉ttemberg, and 30 kilometers east of the French border. The servicer reports an ICR of 1.99x, which is much higher than the covenant of 1.3x. It also reports an LTV ratio of 94.2%, based on a December 2011 valuation, which is above the covenant of 85%. Following the loan default due to a breach of the LTV ratio covenant, the servicer has started trapping excess cash and currently holds approximately EUR800,000. The property offers 24,000 sq m of lettable area and was built in stages in 1995, 2004, and 2006. It is fully let to Daimler AG (A-/Stable/A-2) under two leases expiring in 2020 and 2021. The weighted-average lease term is 9.24 years," S&P said. RATING ACTIONS "The expected losses from the DIV Dandelion loan will likely lead to principal losses on the class E, F, and G notes. The losses could be applied as early as the October 2012 note interest payment date. We have therefore lowered our ratings on these classes of notes to 'CCC- (sf)'," S&P said. "The higher-than-expected loss from this loan will lead to an erosion of credit enhancement, which affects all classes of notes. As a consequence, we have also lowered our ratings on the class A, B, C, D, and X notes to 'A+ (sf)', 'A- (sf)', 'BBB (sf)', 'BB (sf)', and 'A+ (sf)', respectively," S&P said. "We have subsequently withdrawn our rating on the class X notes, in line with our criteria for rating interest-only securities. Under these criteria, in the case of ratings on interest-only securities that were outstanding on April 15, 2010, we maintain those ratings until they are retired or drop below 'AA-', upon which we withdraw them," S&P said. POTENTIAL EFFECTS OF PROPOSED CRITERIA CHANGES "We have taken the rating actions based on our criteria for rating European CMBS. However, these criteria are under review," S&P said. "As highlighted in the Nov. 8 Advance Notice Of Proposed Criteria Change, our review may result in changes to the methodology and assumptions we use when rating European CMBS, and consequently, it may affect both new and outstanding ratings on European CMBS transactions," S&P said. "On June 4, 2012, we published a Request For Comment outlining our proposed criteria changes for CMBS Global Property Evaluation Methodology. The proposed criteria do not significantly change Standard & Poor's longstanding approach to deriving property net cash flow and value. We therefore anticipate limited impact for European outstanding ratings when the updated CMBS Global Property Evaluation Methodology criteria are finalized," S&P said. "However, because of its global scope, the proposed CMBS Global Property Evaluation Methodology does not include certain market- specific adjustments. An application of these criteria to European transactions will therefore be published when we release our updated rating criteria," S&P said. "Until such time that we adopt new criteria for rating European CMBS, we will continue to rate and monitor these transactions using our existing criteria," S&P said. STANDARD & POOR'S 17G-7 DISCLOSURE REPORT SEC Rule 17g-7 requires an NRSRO, for any report accompanying a credit rating relating to an property-backed security as defined in the Rule, to include a description of the representations, warranties and enforcement mechanisms available to investors and a description of how they differ from the representations, warranties and enforcement mechanisms in issuances of similar securities. The Rule applies to in-scope securities initially rated (including preliminary ratings) on or after Sept. 26, 2011. If applicable, the Standard & Poor's 17g-7 Disclosure Report included in this credit rating report is available at: http://standardandpoorsdisclosure-17g7.com RATINGS LIST Class Rating To From Talisman-4 Finance PLC EUR739 Million Commercial Mortgage-Backed Floating-Rate Notes Ratings Lowered A A+ (sf) AA+ (sf) B A- (sf) AA (sf) C BBB (sf) A (sf) D BB (sf) BBB (sf) E CCC- (sf) BB+ (sf) F CCC- (sf) BB- (sf) G CCC- (sf) B (sf) Rating Lowered and Withdrawn X A+ (sf) AA+ (sf) NR A+ (sf) UNITYMEDIA HESSEN: S&P Assigns 'BB-' Rating to EUR650MM Sr. Notes ----------------------------------------------------------------- Standard & Poor's Ratings Services assigned its 'BB-' issue rating to the EUR650 million senior secured notes issued by Unitymedia Hessen GmbH & Co. KG (Unitymedia; B+/Stable/--) and Unitymedia NRW. "The recovery rating on the senior secured notes is unchanged at '2', indicating our expectation of substantial (70%-90%) recovery prospects for secured lenders in the event of a payment default. However, following the increase in senior secured debt as a result of this refinancing, we now see coverage of the senior secured notes at the low end of the range with no headroom for additional senior secured issuance," S&P said. "We understand that roughly EUR400 million of the proceeds will be used to repurchase the existing senior secured floating rate notes and the remaining EUR250 million for general corporate purposes," S&P said. "Our issue and recovery ratings on the senior secured notes reflect our assessment of Unitymedia as a going concern given its resilient and profitable utility-like cable-TV operations in Germany, its satisfactory business risk profile, valuable cable network and customer base, and high barriers to entry in the consolidated cable industry. In addition, we consider that recovery prospects for the senior secured notes are supported by the notes' relatively comprehensive security package, with network assets pledged," S&P said. "We have updated our recovery analysis to include the additional note issuance. Our simulated default scenario assumes a default would occur in 2017, when about EUR2 billion of senior secured notes mature, due to excessive leverage as a result of operating underperformance. We envisage EBITDA falling to about EUR590 million, with a stressed enterprise value of about EUR3.4 billion," S&P said. "From our stressed enterprise value of EUR3.4 billion, we deduct priority liabilities of about EUR330 million, comprising administrative expenses, the existing EUR80 million super senior revolver (fully drawn under our default scenario), and other priority liabilities related to finance leases. This leaves approximately EUR3.1 billion of value remaining for senior secured noteholders," S&P said. "We envisage about EUR4.3 billion of senior secured debt outstanding at default (including six months' prepetition interest), indicating substantial (70%-90%) recovery prospects for these lenders, at the low end of this range. We would expect negligible (0%-10%) recovery prospects for senior noteholders," S&P said. =========== G R E E C E =========== * Fitch Revises Ratings on Four Greek Covered Bond Programs ----------------------------------------------------------- Fitch Ratings has revised the ratings of four Greek covered bond programs following the addition of 'CCC+' and 'CCC-' debt instrument ratings to the agency's rating scale. The programs have also been removed from Rating Watch Negative. These revisions reflect the insertion of additional notches into Fitch's master rating scale for instrument ratings, and do not reflect any change in Fitch's view of the creditworthiness of the covered bonds included in this rating action. The rating revisions are as follows: -- Alpha Bank: revised to 'CCC+'/'RR3' from 'B-'/RWN -- Eurobank: revised to 'CCC+'/'RR3' from 'B-'/RWN -- National Bank of Greece (Programme II): revised to 'CCC+'/'RR3' from 'B-'/RWN -- Piraeus Bank: revised to 'CCC+'/'RR3' from 'B-'/RWN National Bank of Greece's Programme I is rated 'B-'/RWN and remains unaffected by the addition of 'CCC+' and 'CCC-' debt instrument ratings to Fitch's rating scale. ========= I T A L Y ========= BANCA MONTE: On Brink of Bankruptcy ----------------------------------- Focus News reports that Banca Monte dei Paschi di Siena SpA is on the verge of bankruptcy because of the financial crisis in the euro zone. Monte dei Paschi di Siena posted a loss of EUR1.6 billion in the first half of 2012, Focus News relates. In June, it became the first bank in Italy to request government bailout financing of EUR2 billion, Focus News notes. As reported by the Troubled Company Reporter-Europe on Sept. 4, 2012, Bloomberg News related that investors in about EUR5 billion (US$6.3 billion) of Banca Monte dei Paschi di Siena's junior debt face a more than even-money chance of suffering losses as bad loans pile up at the world's oldest bank. The cost of insuring EUR10 million of the lender's subordinated debt is EUR2.75 million in advance and EUR500,000 a year, signaling an almost 60% probability of default, Bloomberg said, citing data provider CMA. Banca Monte dei Paschi di Siena SpA -- http://www.mps.it/-- is an Italy-based company engaged in the banking sector. It provides traditional banking services, asset management and private banking, including life insurance, pension funds and investment trusts. In addition, it offers investment banking, including project finance, merchant banking and financial advisory services. The Company comprises more than 3,000 branches, and a structure of channels of distribution. Banca Monte dei Paschi di Siena Group has subsidiaries located throughout Italy, Europe, America, Asia and North Africa. It has numerous subsidiaries, including Mps Sim SpA, MPS Capital Services Banca per le Imprese SpA, MPS Banca Personale SpA, Banca Toscana SpA, Monte Paschi Ireland Ltd. and Banca MP Belgio SpA. =================== K A Z A K H S T A N =================== ALLIANCE BANK: Moody's Affirms 'E' BFSR; Outlook Negative --------------------------------------------------------- Moody's Investors Service has affirmed the B3/Not Prime deposit ratings of Alliance Bank. The E standalone Bank Financial Strength Rating (BFSR), Caa2 senior unsecured debt ratings and Caa3 subordinated debt rating were also affirmed. The outlook on the long-term debt and deposit ratings is changed to negative from developing. Ratings Rationale The affirmation of the bank's ratings follows the announcement of the bank's financial results for the first six months of 2012 in accordance with IFRS. According to Moody's, in the first half of 2012, and two years after the restructuring of its public debts in 2010, Alliance Bank continues to report: (i) net interest margin and fee and commission income that is insufficient to cover operating expenses; and (ii) the absence of a capital buffer, which would enable the bank to withstand further possible deterioration of its asset quality. Despite achieving progress in improving the bank's capital position and reporting profits in 2011 and H1 2012, the bank's recently reported results look much weaker than Moody's had anticipated, in particular its core operating efficiency. Moody's considers the prospects for further improvement in the bank's capital and profitability over the rating outlook horizon to be limited and points instead to the negative core operating efficiency that continuously pressures bank performance, triggering the change in rating outlook to negative from developing. Moody's notes that the substantial recent improvement in (i) the bank's capital (in 2011 and for the first six months of 2012 Alliance Bank's shareholders' equity improved from the negative KZT105 billion to the positive KZT7.9 billion) and (ii) profitability (the bank reported net income of KZT5.3 billion in H1 2012 under IFRS) were mainly a result of one-off items. The improvement in capital position was mainly achieved by: (i) the arrangement with the shareholders to reduce dividend payments on preferred shares (positive effect of KZT59 billion), (ii) successful sale of the bank's problem loans to third-parties (positive effect of KZT15 billion) and (iii) recognition of a deferred tax assets in the bank's balance sheet (positive effect of KZT19 billion). Moody's also notes that even after these recent improvements, the bank's capital buffer remains weak, as shareholders' equity accounted only for 1.43% of the bank's total assets as at end- June 2012, and profit from core operations was negative, as operative profits covered only 80% of the bank's operating expenses in 1H 2012. The bank's B3 deposit ratings incorporate the caa2 standalone baseline credit assessment and Moody's assessment of moderate probability that systemic support would be extended to the bank in order to honour its customer-related liabilities in a timely manner. Thus, the bank's deposit ratings receives a two-notch uplift from its standalone credit strength. Unlike deposit ratings, Alliance Bank's debt ratings have no external support implied that reflects the government's track record of not providing support to senior and subordinated debt holders of systemically important banks; these ratings are therefore based on a standalone baseline credit assessment of caa2. What Could Move The Ratings Up/Down Moody's says that Alliance Bank's ratings could be downgraded if the bank is unable to improve its operating efficiency and capital position. Alliance Bank's ratings are not expected to be upgraded in the short-to-medium term as reflected in the negative outlook on its long-term ratings. Principal Methodologies The principal methodology used in this rating was Moody's Consolidated Global Bank Rating Methodology published in June 2012. Headquartered in Almaty, Kazakhstan, Alliance Bank reported total assets of KZT552.7 billion, shareholders equity of KZT7.9 million and net income of KZT5.3 billion in H1 2012, according to the bank's unaudited IFRS financial statements. KAZAKHSTAN MORTGAGE: Moody's Withdraws 'B2' LT Issuer Rating ------------------------------------------------------------ Moody's Investors Service has withdrawn the B2 long-term local currency issuer rating of Kazakhstan Mortgage Company, a government-related issuer. Prior to the rating withdrawal, Kazakhstan Mortgage Company's issuer rating carried a negative outlook. Ratings Rationale Moody's has withdrawn the rating for its own business reasons. The rating withdrawal does not reflect a change in the company's creditworthiness. Kazakhstan Mortgage Company reported total consolidated assets of KZT95.4 billion and total equity of KZT15.9 billion under audited IFRS at YE2011. =================== L U X E M B O U R G =================== ARK BARS: Fitch Rates US$600-Mil. Loan Participation Notes 'B' -------------------------------------------------------------- Fitch Ratings has assigned Ak Bars Luxemburg S.A.'s US$600 million loan participation notes a final Long-term rating of 'B'. The subordinated notes mature in July 2022 and pay an 8% coupon rate. The notes will be used solely for financing a subordinated loan to Russia's Ak Bars Bank (ABB). ABB's ratings are: Long- term foreign Issuer Default Ratings (IDR) 'BB-', Short-term IDR 'B', Viability Rating 'b', Support Rating '3' and National Rating A+(rus)'. The Outlooks on the IDRs and National Long-term rating are Negative. Fitch has used ABB's Long-term IDR as the anchor rating for rating the notes, reflecting the agency's view that support from the Republic of Tatarstan (RT; 'BBB-'/Stable) may be available to help the bank service subordinated, as well as senior obligations. However, the two-notch difference between the ratings of the bank's senior and subordinated debt issues reflects one notch each for incremental non-performance risk (higher probability of default on subordinated debt) and potential loss severity (lower recoveries in case of default). In assigning the notes' rating, Fitch considered solely the characteristics set out in the issuance documentation, without any additional credit enhancement that may be offered during the placement of the notes. ABB is the largest bank in RT by assets and was the 18th-largest bank in Russia at end-H112. According to ABB's audited financial statements, the bank is controlled by RT. ===================== N E T H E R L A N D S ===================== * NETHERLANDS: 507 Businesses Declared Bankrupt in August --------------------------------------------------------- Statistics Netherlands on Sept. 10 disclosed that in August, 507 businesses and institutions (excluding one-man businesses) in the Netherlands were declared bankrupt, i.e. nearly 220 fewer than in July. With 723, the number of bankruptcies in July was the highest recorded in decades. The number of bankruptcies in August 2012 was approximately the same as in August 2011. As the number of businesses declared bankrupt in a particular month is closely related to the number of days courts are in session, it may vary considerably from month to month. Therefore, the three-month moving average is a more reliable indicator. The three-month moving average stood at 609 in August versus 667 in July. In the first eight months of 2012, nearly 5,000 businesses and institutions went bankrupt, i.e a quarter more than in the same period of 2011. =========== P O L A N D =========== FILIZ TOURS: Declares Bankruptcy -------------------------------- Warsaw Business Journal reports that Filiz Tours said in a statement on its Web site last week that the company declared itself bankrupt. The Mazowieckie Marshall's Office had however not received an application for insolvency by the time the statement was published, WBJ notes. At the time of the announcement, only two of the firm's clients were believed to be abroad, but as many as 1,500 people had booked holidays with Filiz Tours, WBJ discloses. Anna Groszyk- Ksiazak of the Mazowieckie Marshall's Office said the company, which has been present on the Polish market since 2004, has two insurance guarantees worth a total of PLN400,000, WBJ relates. Filiz Tours is a Polish travel company. HYDROBUDOWA: Management Opts for Liquidation Bankruptcy ------------------------------------------------------- Polska Agencja Prasowa reports that Hydrobudowa said in a market filing, its management decided on changing bankruptcy status from bankruptcy protection for restructuring to liquidation bankruptcy. According to PAP, the company cited current financial situation, lack of cash inflow from realized contracts and inability to continue works as reasons for the motion. Hydrobudowa secured court bankruptcy protection for debt restructuring proceedings on June 11, PAP recounts. Hydrobudowa is a unit of Polish builder PBG SA. =========== R U S S I A =========== NET ELEMENT: Receives US$9.5-Mil. Credit Facility from Alfa-Bank ---------------------------------------------------------------- Net Element announced that Alfa-Bank, Russia's largest private bank, has extended Net Element's mobile payment processing company, TOT Money, a credit facility of RUR300 million (approximately US$9.5 million) and plans to extend to TOT Money another RUR300 million (approximately US$9.5 million) under a planned factoring agreement to support the company's next stage of growth and operations. TOT Money, a mobile payment platform that will facilitate transactions via SMS on any phone and mobile network in Russia, is expected to become the driver of Net Element's mobile commerce payment processing division. The current RUR300 million credit facility, along with the RUR300 million factoring agreement expected to be executed in the coming weeks, will provide TOT Money with financial resources to attract top customers and build upon its mobile commerce and payment- processing platform for Russia and other emerging markets. When executed, the factoring agreement will call for Alfa-Bank to serve as the collector and processor of accounts receivables for TOT Money, and will provide TOT Money with working capital to support its growth strategy. "We extended this credit facility to TOT Money based on our extensive due-diligence process and our understanding that the company is well-positioned to capitalize on demand for mobile payment processing," said Ilina Polina, business development director at Alfa-Bank. Added Dmitry Kozko, Net Element's executive vice president: "The credit facility from Alfa-Bank, combined with Net Element's key relationships with the Big Three mobile operators in Russia, will strategically position TOT Money to become one of the leading companies in Russia's upcoming mobile commerce boom. With this credit facility and factoring agreement, we hope to strategically grow the TOT Money business and provide TOT Money with the capacity to process mobile payments up to 600 million rubles per month. Furthermore, our business relationship with the prestigious Alfa-Bank is further testament to our company's business model and growth potential." About Net Element Miami, Fla.-based Net Element, Inc. (formerly TOT Energy, Inc.) currently operates several online media websites in the film, auto racing and emerging music talent markets. Following the 2011 results, Daszkal Bolton LLP, in Fort Lauderdale, Florida, expressed substantial doubt about the Company's ability to continue as a going concern. The independent auditors noted that the Company has experienced recurring losses and has an accumulated deficit and stockholders' deficiency at Dec. 31, 2011. The Company reported a net loss of US$24.85 million in 2011, compared with a net loss of US$3.10 million in 2010. The Company's balance sheet at June 30, 2012, showed US$3.22 million in total assets, US$7.69 million in total liabilities, and a US$4.46 million total stockholders' deficit. NOMOS-BANK: Fitch Puts 'BB' Long-Term IDR on Watch Negative ----------------------------------------------------------- Fitch Ratings has placed NOMOS-Bank's (Nomos) ratings, including its Long-term Issuer Default Rating (IDR) of 'BB', on Rating Watch Negative (RWN). At the same time, the agency has assigned Otkrytie Bank (OB) a Long-term IDR of 'B' and simultaneously put the rating on Rating Watch Positive (RWP). RATING ACTION RATIONALE: NOMOS'S LONG-TERM IDR and VIABILITY RATING The RWN on Nomos's ratings follows the announcement at the end of last week that Otkritie Financial Corporation (OFC) has reached an agreement with Nomos's core shareholders to acquire their combined 58.5% stake in the bank. The parties expect this transaction to be completed within the next few weeks. According to OFC's statement, by end-2012 it also plans to buy out the remaining 21.6% in Nomos, which is widely held, and therefore consolidate 100% of the bank. Fitch understands that OFC's ultimate strategy with respect to Nomos is to merge it with OB, a subsidiary of OFC, in two to three years. The RWN reflects Fitch's expectation that Nomos's Long-term IDR and Viability Rating (VR) will be downgraded following the consolidation by OFC of a majority stake in the bank. This in turn reflects: -- The agency's view that following the consolidation there will be a gradual convergence of the risk profiles of Nomos and OB, even ahead of their full legal merger, and, in particular, that Nomos may be used to support OB, should this be required. -- Fitch's understanding that leverage at OFC, both at the holding company level and on a consolidated group basis, will remain high (in part due to the use of debt funding to complete the Nomos acquisition), resulting in additional potential contingent risks for Nomos. -- The possible negative implications for Nomos's corporate governance and in particular risk appetite of its delisting and sole ownership by OFC, given the latter's growth ambitions and also its need to generate income to service the group's debt. Upon resolution of the RWN, any downgrade of Nomos's Long-term IDR will likely be limited to one notch. Earlier in August 2012, OFC acquired a 19.9% stake in Nomos from PPF, having raised RUB9 billion of new equity and utilized some cash reserves. Fitch estimates the cost of the acquisition of the 80.1% stake will be around RUB64 billion. To fund this, OFC plans to use a combination of new equity and debt, in roughly equal proportions. As a part of the deal, two of Nomos's current shareholders, ICT Group and Alexander Mamut, will acquire a portion of the equity issue. However, OFC has not disclosed to Fitch who the other participants in this issue will be. Fitch understands that the debt will mostly be provided by JSC Bank VTB (VTB, 'BBB'/Stable), although the terms have not been disclosed at this stage. RATING DRIVERS: NOMOS'S LONG-TERM IDR and VR Nomos's Long-term IDR and Viability Rating continue to reflect the bank's sound performance, low level of non-performing loans and currently reasonable capital and liquidity positions. However, the ratings also consider the substantial volumes of related party and relationship lending (although Fitch has been informed that the ICT group will likely repay some of its loans to Nomos following the sale of the bank), and significant funding dependence on rather lumpy corporate deposits and wholesale market funding. For a more detailed review of Nomos's credit profile, see 'Fitch Affirms NOMOS-Bank at 'BB'; Revises Outlook to Negative' dated 10 August 2012 at www.fitchratings.com. RATING SENSITIVITIES: NOMOS'S LONG-TERM IDR and VR Fitch expects to resolve the RWN on Nomos once OFC completes the acquisition of a majority stake. Given Nomos's standalone credit strengths and the relative size of Nomos and OFC (the latter's consolidated assets were equal to 26% of those of Nomos at end- 2011), Fitch anticipates that any downgrade of Nomos's Long-term IDR will probably be limited to one notch, to 'BB-'. However, before resolving the RWN, Fitch will seek to obtain fuller information on the financing of the acquisition, the impact on group leverage, and the organic growth and acquisition plans of both Nomos and the broader OFC. RATING DRIVERS AND SENSITIVITIES: NOMOS'S SUPPORT RATING and SUPPORT RATING FLOOR The '4' Support Rating and 'B' Support Rating Floor reflect Nomos's sizeable nationwide franchise and systemic importance, meaning there is a limited probability of government support, in Fitch's view. A change in these ratings is unlikely in the foreseeable future. RATING ACTION RATIONALE AND DRIVERS: OB's LONG-TERM IDR and VR OB's 'B' rating mainly reflects the bank's narrow franchise and relatively short track record of operations (OB was formed by the merger of three banks, which failed in the last crisis and were subsequently acquired by OFC with the help of the Depositary Insurance Agency (DIA)), as well as potential contagion risk from the leverage and operations of the parent entity. The rating also considers the bank's overall reasonable credit metrics. The bank's profitability is modest with ROE, adjusted for a RUB2 billion one-off gain from cancellation of a liability owed to the previous shareholder of one of the acquired banks, of only 2.1% in 2011 (9.8% annualized in H112). The above gain effectively offset a similar sized fully provisioned non-performing loan (NPL) to the company of the same shareholder. Excluding this, the corporate NPL ratio was a moderate 3.7% at end-2011. The performance of the retail loan book (32% of gross loans) is poor, with originated NPLs for various types of unsecured lending (half of retail loans) during 2011 equal to a very high 13%-28% of average performing loans, and the annualized cost of risk running at 13%. In this regard, the shareholder's statement about targeted aggressive expansion of unsecured consumer financing is of concern to Fitch, also considering that Nomos, with its rather cautious approach to retail lending, does not have the necessary expertise. Exposure (in the form of loans and promissory notes) to companies which Fitch considers related parties was not too high at about 37% of Fitch core capital (FCC) at end-Q112, and reportedly decreased significantly to 15% of FCC at end-H112, as some of the larger loans were refinanced by other banks. Additionally there was an indirect exposure (8% of FCC) to related parties through collateral (bonds of OFC) in some of the reverse repo transactions. Market risk on OB's own balance sheet is moderate, but considerable within the broader group, resulting from proprietary trading activities. Liquidity is good, underpinned by OB's strong capacity to collect retail deposits due to its wide network (225 branches). Fitch has concerns about OFC's significant double leverage (defined as investments in subsidiaries divided by equity of the holding company), which may be a source of contingent risk to both OB and Nomos. This was 1.7x at end-2011 and the agency estimates this may increase to about 2x by end-2012 as a result of the Nomos acquisition (or potentially higher if OFC is unable to raise all the planned equity financing). The RWP reflects Fitch's view that OB will benefit from the acquisition of Nomos by OFC, which will considerably strengthen the group's banking business. The agency expects the two banks to gradually become more integrated and operationally aligned in anticipation of a full merger, and Fitch believes OB would also receive liquidity support from Nomos, in case of need, following the acquisition. OB should also benefit from access to Nomos's management expertise and customer franchise. OB is 61.5% owned by OFC. IFC has a 14.2% stake and a further 24.2% is held by DIA, which intends to sell it to OFC in 2013, Fitch is informed. At end-2011, OFC's main official beneficial owners were Vadim Belyaev (40.1%) and Boris Mintz (30%). VTB had a 19.9% stake. The group's targeted (in three years) ownership structure has been announced as follows: Vadim Belyaev (25%); Boris Mintz, VTB, ICT and Alexander Mamut (each up to 10%); other undisclosed parties (35% or more). RATING SENSITIVITIES: OB'S LONG-TERM IDR and VR Fitch will resolve the RWP following the completion of the expected acquisition of a majority stake in Nomos. Any upgrade of OB's Long-term IDR is likely to be limited to one notch, to 'B+'. More generally and longer-term, a significant deterioration of asset quality absent of a remedial capital contribution may lead to a downgrade. Any marked increase in related party exposure could also result in negative rating action. A reduction in leverage at the OFC level and sustainable improvement in the bank's metrics, especially retail loans performance, would be positive for OB's credit profile. A legal merger of OB with Nomos, or very high level of operational integration between the two banks, could result in a further upgrade of OB to the level of Nomos. The rating actions are as follows: Nomos -- Long-Term foreign currency IDR: 'BB'; placed on RWN -- Short-Term foreign currency IDR: affirmed at 'B' -- Local Currency Long-Term IDR: 'BB'; placed on RWN -- Viability Rating: 'bb'; placed on RWN -- Support Rating: affirmed at '4'; -- Support Rating Floor: affirmed at 'B' -- National Long-term rating: 'AA-(rus)'; placed on RWN -- Senior unsecured debt: 'BB'; placed on RWN -- Senior unsecured local debt: 'AA-(rus)'; placed on RWN -- Subordinated debt: 'BB-'; placed on RWN OB -- Long-term Issuer Default Rating: assigned at 'B'; placed on RWP -- Short-Term Issuer Default Rating: assigned at 'B' -- Long-Term Local-currency Issuer Default Rating: assigned at 'B'; placed on RWP -- Viability Rating: assigned at 'b'; placed on RWP -- Support Rating: assigned at '5'; -- Support Rating Floor: assigned at 'No Floor' ========= S P A I N ========= AYT COLATERAL: Fitch Maintains 'Bsf' Rating on Class D Notes ------------------------------------------------------------ Fitch Ratings has maintained two and placed two tranches of AyT Colateral Global Hipotecario Sa Nostra I (Nostra), a Spanish RMBS transaction on Rating Watch Negative (RWN), as follows: -- Class A (ES0312273123) 'AA-sf'; maintained on RWN -- Class B (ES0312273131) 'Asf'; maintained on RWN -- Class C (ES0312273149) 'BBB-sf'; on RWN -- Class D (ES0312273156) 'Bsf'; on RWN The RWN on the notes reflects the need for additional information in order to determine the true credit risk of the assets within this transaction. The transaction comprises loans originated and serviced by Banco Mare Nostrum ('BB+'/Stable/'B'), formerly Caja de Ahorros y Monte de Piedad de Las Baleares. The pool is characterized by its heavy regional concentration in the Balearic region and the high proportion of second-lien mortgages (61% of the initial pool). Given the large volume of second-lien loans within the portfolio, the agency requires up to date information on the corresponding first-lien balance to correctly determine the foreclosure frequency for these loans. The notes have therefore been placed on RWN. Fitch will approach the management company for further information and aims to resolve the RWN as soon as relevant loan- by-loan level data has been provided. Failure to provide adequate information could lead to Fitch having to make conservative assumptions, which could lead to possible downgrades The agency initially placed the class A and B tranches on RWN on 3 April 2012 due to the downgrade of Confederacion Espanola de Cajas de Ahorros (CECA, 'BBB'/Negative/'F3') to a level at which the bank was no longer deemed eligible to perform its role of an account bank without taking appropriate structural mitigants. On July 2012, the role of account bank and paying agent was transferred to Barclays Bank Plc ('A'/Stable/'F1') from CECA in both deals, therefore mitigating the counterparty risk. BANCO POPULAR: S&P Puts Credit Ratings on CreditWatch Negative -------------------------------------------------------------- Standard & Poor's Ratings Services placed on CreditWatch negative its 'A+' credit ratings on Banco Popular Espanol S.A.'s (BB+/Watch Neg/B) mortgage covered bonds ('cedulas hipotecarias') and program. "The CreditWatch negative placements follow our Aug. 7, 2012 CreditWatch negative placement of our long-term counterparty credit rating on Banco Popular. It also reflects the possibility that under our criteria for rating covered bonds, we might reclassify our view of Banco Popular Espanol'sPopular's mortgage covered bonds' asset liability mismatch (ALMM) to 'high' in six months, based on the maturity profile of the current assets and liabilities in the program," S&P said. "Under our criteria for rating covered bonds we evaluated the maximum potential rating on a covered bond program as the bank's issuer credit rating (ICR) increased by the maximum number of notches of ratings uplift. The maximum number of notches of uplift results from our assessment and classification of the ALMM risk and the program categorization," S&P said. "When determining the program categorization under these criteria, we consider primarily our view of the jurisdiction of a program and its ability to access external financing or monetize the cover pool. Finally, we assign the covered bonds to one of three distinct categories. Under our covered bond criteria, to achieve the maximum potential number of notches of uplift, the available credit enhancement needs to be commensurate with the target credit enhancement," S&P said. "Following our analysis, and given our view of the Spanish legal framework, we have placed Banco Popular's mortgage covered bond program in category '1' and determined a 'moderate' ALMM risk. Under our criteria, these combinations enable us to assign to the covered bonds the maximum potential ratings uplift of six notches above our long-term rating on Banco Popular," S&P said. "Based on these criteria and the application of our credit and cash flow stresses, from the latest information we received from the issuer, we have assessed that the overcollateralization available to support Banco Popular's mortgage covered bonds can sustain a six-notch uplift above our 'BB+' long-term ICR on Banco Popular," S&P said. "Banco Popular's mortgage covered bonds already benefit from a six-notch ratings uplift above our rating on the sponsor bank-- the maximum allowed under our criteria. We have placed our ratings on Banco Popular's mortgage covered bonds on CreditWatch negative as, all else being equal, any negative rating action on the issuer or a reclassification of the program's ALMM risk to 'high' would automatically lead to a corresponding rating change on these covered bonds," S&P said. RATINGS LIST Rating Program/ To From Country: Covered bond type Ratings Placed On CreditWatch Negative Banco Popular Espanol S.A. A+/Watch Neg A+/Negative Spain: Cedulas Hipotecarias (Mortgage Covered Bonds) BANK OF SCOTLAND: Swap Amendments No Impact on Moody's 'D+' BFSR ---------------------------------------------------------------- Moody's Investors Service has announced that the clarification and/or conforming amendments made to several transaction documents for Bank of Scotland's residential mortgage covered bonds, will not, in and of itself and at this time, result in a reduction or withdrawal of the current Aaa ratings of the residential mortgage covered bonds issued by the Bank of Scotland plc (A2 deposits; BFSR D+/BCA baa3, Prime-1, outlooks negative). Moody's believes that the amendments do not have an adverse effect on the credit quality of the Notes such that the Moody's ratings are impacted. Moody's does not express an opinion as to whether the amendment could have other, non credit-related effects. The principal methodology used in this rating was "Moody's Approach to Rating Covered Bonds" published in July 2012. Other methodologies and factors that may have been considered in the process of rating the Issuers' notes may also be found in the Rating Methodologies sub-directory on Moody's website. In addition, Moody's publishes a weekly summary of structured finance credit, ratings and methodologies, available to all registered users of Moody's Web site, at http://www.moodys.com/SFQuickCheck 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 six months. Moody's will continue monitoring the ratings. Any change in the ratings will be publicly disseminated by Moody's through appropriate media. The rating assigned by Moody's addresses the expected loss posed to investors. Moody's ratings address only the credit risks associated with the transaction. Other non-credit risks have not been addressed, but may have a significant effect on yield to investors. CAJAMAR CAJA: Fitch Maintains RWN on 'BB+' Subordinated Debt ------------------------------------------------------------ Fitch Ratings has maintained Grupo Cooperativo Cajamar's (GCC) Long-term Issuer Default Rating (IDR) of 'BBB-', Short-term IDR of 'F3' and Viability Rating (VR) of 'bbb-' on Rating Watch Negative (RWN). GCC is a cooperative group backed by a mutual support mechanism, whose central body is Cajamar Caja Rural, Sociedad Cooperativa de Credito (Cajamar). GCC produces consolidated accounts and is supervised by the Bank of Spain. Risk management, liquidity and capital are established by the group and monitored by Cajamar as the central body. Fitch analyses the group on a consolidated basis and provides it with a full set of ratings, while the agency only gives Cajamar Long- and Short-term IDRs. These are fully based on GCC and the same drivers and sensitivities of GCC's Long- and Short-term IDRs applies to Cajamar's ratings. RATING ACTION RATIONALE AND DRIVERS - IDRS AND VR The rating action follows the postponement of the merger between Cajamar and Caja Rural del Mediterraneo, Ruralcaja, Sociedad Cooperativa de Credito (Ruralcaja) to form Cajas Rurales Unidas, Sociedad Cooperativa de Credito, which was originally expected to be completed by mid-2012. The different legislative and regulatory changes for Spanish banks which are currently taking place have led the two entities to delay the completion of their integration process. Currently, the consummation of the merger is expected by end-2012 but could take place in more than six months. The RWN reflects the integration risk associated with a merger process, as well as Ruralcaja's higher risk profile and lower capital base. The RWN also reflects the fact that Fitch will be reassessing GCC's financial fundamentals and credit profile on a stand-alone basis in the near term, as asset quality and liquidity appear to have weakened. GCC's ratings reflect its strong retail franchise in Almeria, Malaga and Murcia, its stable deposit base, adequate profitability and robust capital levels. They also consider weakened asset quality, low impairment coverage and wholesale funding exposure. RATING SENSITIVITIES - IDRS and VR GCC's VR and IDR are sensitive to an even more protracted and deeper recessionary environment in Spain than currently assumed, which could further affect profitability and asset quality, an unanticipated liquidity shock and Fitch's updated assessment of GCC's funding and liquidity profile (including the level of asset encumbrance) in a challenging environment for funding due to intense domestic deposit competition, strong deleveraging and Fitch's expectation that access to public debt markets is likely to remain closed for most Spanish banks. RATING DRIVERS AND SENSITIVITIES - SUPPORT RATING AND SUPPORT RATING FLOOR GCC's Support Rating and Support Rating Floor (SRF) reflect Fitch's view that there is a moderate probability that support from the Spanish authorities would be forthcoming, if required. This is due to GCC's importance in Almeria and Andalucia. The Support Rating and SRF are sensitive to a potential downgrade of the Spanish sovereign ratings or to a change in Fitch's assumptions regarding the authorities' propensity to support GCC. SUBORDINATED DEBT AND OTHER HYBRID SECURITIES Subordinated debt issued by Cajamar is notched down once from GCC's VR, in accordance with Fitch's assessment of this instrument's loss severity risk. Its rating is primarily sensitive to any change in GCC's VR. The rating actions are as follows: GCC: -- Long-term IDR: 'BBB-' maintained on RWN -- Short-term IDR: 'F3' maintained on RWN -- Viability Rating: 'bbb-' maintained on RWN -- Support Rating: affirmed at '3' -- Support Rating Floor: affirmed at 'BB' Cajamar: -- Long-term IDR: 'BBB-' maintained on RWN -- Short-term IDR: 'F3' maintained on RWN -- State-guaranteed debt: affirmed at 'BBB' -- Short-term debt: 'F3' maintained on RWN -- Subordinated debt: 'BB+' maintained on RWN =========================== U N I T E D K I N G D O M =========================== GKN HOLDINGS: Moody's Rates GBP2-Bil. EMTN Program '(P)Ba1' ----------------------------------------------------------- Moody's Investors Service has assigned a (P)Ba1 rating to the GBP2 billion Euro Medium Term Note Programme of GKN Holdings Plc. The outlook on the ratings of GKN Holdings Plc is positive. Ratings Rationale Notes issued under the GBP2 billion EMTN program will constitute direct, unconditional, unsubordinated and unsecured obligations of GKN Holdings Plc. The (P)Ba1 program rating recognizes that trade claims and pension obligations at the level of operating subsidiaries are substantial in size and have a higher structural seniority within the liability structure of GKN group than notes issued under the program. However, the program rating is not notched downward from GKN Holding Plc's Ba1 CFR as indicated by Moody's quantitative loss given default model because of (i) the investment-grade debt structure of GKN group, (ii) its strong positioning in the Ba1 category and (iii) the potential of an upgrade back to investment-grade in the next 12 to 18 months as indicated by the positive outlook. Moody's cautions that a downward notching of the program rating, the ratings of notes issued under the program as well as the rating of GKN's existing GBP350 million notes, rated Ba1 (LGD4, 63%), might be considered in future, if the above factors are not viewed as sufficient anymore to mitigate the sizeable trade payables and pension obligations. Moody's anticipates the expected loss given default (LGD) rates for notes to be issued under the program to be in line with that of GKN's existing GBP 350 million notes and thus higher than the average rate for all obligations of the entire GKN group (50% in line with Moody's standard assumption for corporates with bank and bond debt). GKN's Ba1 CFR reflects that the group's business risk profile displays investment-grade characteristics, specifically in terms of (i) the group's size; (ii) its end-market diversification; and (iii) its strong position in selected niche markets. At the same time, Moody's cautions that, although GKN's end markets follow largely different business cycles, each of them is strongly exposed to the economic environment. In addition, Moody's cautions that competition in the automotive as well as the aerospace industry remains intense and original equipment (OEM) customers continue to exert significant price pressure on their suppliers. Moreover, Moody's considers GKN's sizable pension deficit to be a debt-like obligation and include it in all leverage calculations accordingly. Volatility in the pension deficit -- due to changes in interest rates or in the valuation of the company's pension assets -- could therefore have a material impact on Moody's adjusted credit metrics. GKN's leverage metrics for the last-twelve-months period ended June 2012 position the group's rating at the Ba1-Baa3 borderline, with an EBIT margin of 6.7%, debt/EBITDA of 3.1x and retained cash flow (RCF)/net debt of 25%. While Moody's expects leverage to increase temporarily because of the recently agreed acquisition of Volvo Aero, Moody's does not expect leverage to materially exceed the level of 3.5x debt/EBITDA pro forma the full year EBITDA contribution of Volvo Aero which Moody's views as commensurate with a Ba1 CFR. The rating also factors in GKN's financial policy, which Moody's considers to be balanced overall. While GKN seeks to maximise shareholder returns also through debt-funded acquisitions, management has proven its willingness and ability to take decisive measures to protect the group's credit profile, as evidenced by the GBP403 million rights issue in July 2009 or the recent GBP140 million equity capital increase to support to acquisition of Volvo Aero. In Moody's view, the major risks faced by GKN are in the macroeconomic environment, particularly (i) weaker growth in Europe; (ii) a potentially more challenging economic environment in North America; and (iii) a rapid cooling of economic growth in emerging markets such as China, or (iv) unforeseen operational issues. These risks could derail the prospects of a near term rating upgrade. The positive outlook reflects Moody's expectation that GKN will be able to gradually reduce its leverage over 2013, if GKN's existing businesses continue to perform solidly and Volvo Aero can be successfully integrated. A failure in this respect, also if caused by an adverse macroeconomic environment or further M&A activity, would most likely result in an outlook change that might result in a downward notching of the EMTN program rating and issuances under the program. What Could Change The Rating Up/Down Moody's would consider upgrading the ratings if there is clear visibility that GKN is able to achieve credit metrics in line with an investment-grade rating on a sustainable basis. This would require (i) EBIT margins to remain at levels of 6% or above; (ii) debt/EBITDA to decrease to notably below 3.0x through the cycle; and (iii) RCF/net debt to remain markedly above 20% on a sustainable basis. Moreover, an upgrade would require the generation of positive free cash flow on a sustainable basis. Downward rating pressure could arise upon a deterioration in GKN's earnings and cash flow, which would be contrary to current expectations. Such a development would be exemplified by negative free cash flow or a failure to maintain leverage at levels of debt/EBITDA below 3.5x and RCF/net debt falling markedly below 20%. The principal methodology used in rating GKN Holdings plc was the Global Automotive Supplier Industry Methodology published in January 2009. Other methodologies used include Loss Given Default for Speculative-Grade Non-Financial Companies in the U.S., Canada and EMEA published in June 2009. Headquartered in Redditch, UK, GKN Holdings Plc acts as a finance, investment and holding company of the GKN Group ("GKN"). GKN Holdings plc is a wholly owned subsidiary of GKN plc, the ultimate holding company of GKN. GKN is an international engineering group with operations in more than 35 countries and more than 44,000 employees. The group operates through four main divisions: Driveline (46% of 2011 revenues), Powder Metallurgy (14%), Aerospace (24%) and Land Systems (15%). The Driveline and Powder Metallurgy divisions primarily serve the automotive industry. Aerospace supplies both the civil and military aircraft market and Land Systems primarily serves the agriculture, construction & mining and industrial equipment sectors. JJB SPORTS: Better Capital Fails to Submit Takeover Bid ------------------------------------------------------- Andrea Felsted at The Financial Times reports that hopes are fading for a rescue of JJB Sports after one of the frontrunners to acquire the troubled sports goods retailer stopped short of submitting a bid. According to the FT, people familiar with the situation said that Jon Moulton's Better Capital, did not submit a bid by the deadline on Friday. The FT relates that Dave Whelan, founder of JJB, said he would not be making an offer for the retailer but would instead be looking to pick up individual stores if JJB was bought or put into administration. Despite Better Capital not making a bid, people close to the process said that they were encouraged by the level of interest in JJB, the FT discloses. JJB said 10 days ago that it had asked KPMG, its adviser, to explore a sale after it failed to secure enough funding to drive a turnaround, and warned that its shares might be worthless, the FT recounts. Any sale is likely to be through a so-called pre-pack administration, the pre-negotiated sale of an insolvent business sometimes described as a phoenix from the ashes transaction, the FT says. It is also likely to be accompanied by significant store closures, with possibly as few as 100 JJB stores remaining after the deal, the FT states. JJB Sports plc -- http://www.jjbcorporate.co.uk/-- is a sports retailer. JJB Sports is a multi-channel sports retailer supplying branded sports and leisure clothing, footwear and accessories. It operates out of over 185 stores across the United Kingdom and Ireland with e-commerce offering. LODDON RECYCLING: In Administration Due to Fire ----------------------------------------------- Rachel Constantine at Business Sale Report says that Loddon Recycling was pushed into administration following the outbreak of a fire that badly damaged its premises. The business entered administration back in July, but a new report has now confirmed that a fire back in 2011, which caused "substantial damage" to the machinery and the 400 tons of batteries on site, was to blame, according to Business Sale Report. The report relates that administrators Anthony Davidson and Stephen Ryman of Shipleys were appointed to handle the administration and the sale of the business and its assets to Silver Lining Industries Ltd for GBP17,000. The report relays that the administrators stated that the cost of recycling the batteries increased due to the fire damage and the business was simply unable to afford this excess. It was decided that a pre-pack sale would preserve the value of the business and its assets, hence the decision to hand over to Silver Lining, the report notes. The report discloses that only a handful of companies have a certificate to prove that they are members of the Battery Take Back Scheme, a respected recycling project of which Loddon was a member. Hampshire-based Loddon Recycling is a battery recycling business. NEMUS FUNDING NO. 1: S&P Lowers Rating on Class F Notes to 'B-' --------------------------------------------------------------- Standard & Poor's Ratings Services has taken various credit rating actions in NEMUS Funding No. 1 PLC. Specifically, S&P has: -- Lowered its ratings on the class A and F notes, and removed from CreditWatch negative its rating on the class A notes; -- Affirmed its ratings on the class B and E notes; and -- Raised its ratings on the class C and D notes. "The rating actions follow our review of the transaction, considering our recovery projections on the remaining loans, significant note paydown, the transaction's structural features, and counterparty risk," S&P said. NEMUS Funding No. 1 is a synthetic commercial mortgage-backed securities (CMBS) transaction. It involves payments to noteholders synthetically tied to the performance of a reference pool of commercial property loans. Of the initial 25 loans, 19 have repaid in full, thereby partially repaying the rated notes. The underlying collateral of the remaining six loans is entirely located in England. All of the reference loans were originated and are serviced by HSBC Bank PLC (AA-/Negative/A-1). "The transaction comprises a funded portion in the form of the class A to F notes and an unfunded portion in the form of a super-senior credit default swap (CDS), which ranks senior to the rated notes. Any repayments from the remaining loans will be applied first to repay the super-senior CDS, and then the rated notes sequentially, starting with the class A notes. Any losses from the loans would be applied in a reverse sequential order, starting with the class F notes. The note legal final maturity date is in October 2014," S&P said. LOAN PORTFOLIO "At the April 2012 interest payment date (IPD), the loan pool comprised seven loans. One of them (Loan 1) has since repaid in full, according to a significant events report published by the servicer on Aug. 2, 2012. The other six all mature between October 2012 and January 2013," S&P said. "Of the remaining six loans, three show loan-to-value (LTV) ratios below 50% (Loan 8, Loan 16, and Loan 17). We therefore consider the risk of losses from these loans to be small. With regard to Loan 8 and Loan 16, the low LTV ratios are a result of substantial cash collateralization (55% and 44%, respectively)," S&P said. "Loan 9 has a current balance of GBP40 million and is scheduled to mature in January 2013. The loan is secured by a multi- tenanted office building in the City of London. The building, which provides 110,000 square feet (sq ft) of office space, is currently 31% vacant after the largest tenant vacated its offices in 2010. The current weighted-average lease term (WALT) of the remaining tenants is 15 years. The loan also benefits from substantial cash collateralization (50%), which results in a comparably low reported LTV ratio of 31.6%. We therefore consider that principal losses are unlikely from this loan," S&P said. "Loan 15 has a current balance of GBP50 million. It is secured on a portfolio of industrial properties across England (Sheffield, Barnsley, Coventry, Stourbridge, Willenhall, Wednesbury, Bloxwich, Ettingshall, Hoyland, Gloucester, Wentworth, and Ashroyd). The loan is scheduled to mature in October 2012. Based on a 2006 valuation, it shows an LTV ratio of 46.7%, against a covenant of 65%. The underlying property portfolio comprises eight properties housing 227 rental units, of which 69.2% are let at an average rent of GBP2.41 per square foot. The WALT is 5.66 years. The two largest properties house more than 140 units alone," S&P said. "One of these is a business park, close to Sheffield city center. The park offers managed suites, industrial units, a gym, a nursery, and 24-hour closed-circuit TV. It currently houses about 80 companies, which are mainly small businesses. Available office sizes range from 230 sq ft to 4,500 sq ft. The other comprises more than 430,000 sq ft of industrial/warehousing accommodation on a site of about 16 acres. Available unit sizes range from 47,000 sq ft to 272,000 sq ft.," S&P said. "We consider that the current value of Loan 15's property portfolio is now substantially lower than the value that the servicer uses to calculate the reported LTV ratio. The reasons lie in a 25% reduction in rents per square foot since then and the general market deterioration since closing in 2006, which was near the peak of the real estate price cycle. Given the likely reduced value, the borrower may be unable to repay the loan in full at the maturity date, in our view," S&P said. "Loan 24 is a one-third participation in a loan with a current balance of GBP9 million. It was originally backed by 14 properties across the U.K. Since closing, nine of these have been sold. The remaining five are located in Slough, Bracknell, Stoke- on-Trent, Dorset, and Newcastle-Under-Lyme. The largest property by rental income is a 81% occupied retail asset in Dorset. The largest tenant has a lease expiring in 2019. The reported LTV ratio for the loan is 51.8%, based on a March 2012 valuation, which indicates a low risk of principal losses," S&P said. TRANSACTION STRUCTURAL FEATURES "Because the payments under the notes are synthetically linked to the payments under a reference pool of loans, the issuer does not own the loans in this transaction. If losses were to be incurred in the reference pool, this would trigger the allocation of losses to the rated notes. Losses are allocated to each class of notes in reverse sequential order, starting with the class F notes. No losses have been allocated to date," S&P said. "The loss amount in this transaction is defined as principal, interest, and enforcement costs incurred by the lender, HSBC Bank. If a credit event were to occur (which includes bankruptcy of a borrower, failure to pay under a loan, and restructuring of a loan) and no loan workout took place within 450 days, the trustee would be required to start the process to estimate losses. This would require two independent valuers to assess the value of the respective properties within 18 months of the credit event. The calculated losses would be verified by a verification agent and applied to the notes on the following IPD," S&P said. "The payments made under the CDS between the date of the credit event and the cash settlement would cause losses in the form of additional protection costs. These would be calculated after the liquidation loss amount has been determined and could therefore not be taken from recoveries. This means that any occurrence of a credit event would lead to a principal loss under the notes, regardless of whether the recoveries from the properties are sufficient to repay the loan principal, accrued interest, and enforcement costs," S&P said. COUNTERPARTY RISK "Because of the synthetic nature of the transaction, the issuer does not own any of the loans. Instead, the issuer uses cash collateral, which is held by HSBC Bank, to repay the notes. The cash collateral amount is equivalent to the amount of principal outstanding under the rated notes," S&P said. "On Jan. 31, 2012, we placed on CreditWatch negative our rating on the class A notes, after we lowered our long-term rating on HSBC Bank," S&P said. "Since then, we have updated our counterparty criteria. Under these criteria, HSBC Bank now provides 'direct support' as a 'funded synthetic structure' to the transaction, thus allowing us to assign a maximum rating of 'AA' in this structure," S&P said. RATING ACTIONS "We have lowered our rating on the class A notes to 'AA (sf)'. This is the highest rating we can assign in this transaction under our 2012 counterparty criteria. This rating action resolves our Jan. 31, 2012 CreditWatch negative placement of our rating on this class of notes," S&P said. "We have affirmed our 'AA (sf)' rating on the class B notes, and have raised our rating on the class C notes by three notches to 'AA (sf)'. We have taken these rating actions based on the substantial increase in credit enhancement levels for these classes since our previous review, and considering the recoveries that we expect from the loans in our 'AA' rating scenario," S&P said. "We have also raised our rating on the class D notes by one notch to 'BBB+ (sf)'. The effect of the sequential repayment in this transaction, which improves credit enhancement for all notes except class F, is less pronounced for the more junior classes of notes, given their lower level of subordination. For the same reason, we have affirmed our 'BB (sf)' rating on the class E notes," S&P said. "We have lowered our rating on the class F notes to 'B- (sf)' because we consider that at least one loan in the pool is likely to default, which would lead to a principal loss under the most junior class of notes. Should any of the remaining loans default, we may further lower our rating on the class F notes, potentially to 'D (sf)'. We consider that the class E notes are sufficiently protected from this risk via subordination," S&P said. POTENTIAL EFFECTS OF PROPOSED CRITERIA CHANGES "We have taken the rating actions based on our criteria for rating European CMBS. However, these criteria are under review," S&P said. "As highlighted in the Nov. 8 Advance Notice Of Proposed Criteria Change, our review may result in changes to the methodology and assumptions we use when rating European CMBS, and consequently, it may affect both new and outstanding ratings on European CMBS transactions," S&P said. "On June 4, 2012, we published a Request For Comment outlining our proposed criteria changes for CMBS Global Property Evaluation Methodology. The proposed criteria do not significantly change Standard & Poor's longstanding approach to deriving property net cash flow and value. We therefore anticipate limited impact for European outstanding ratings when the updated CMBS Global Property Evaluation Methodology criteria are finalized," S&P said. "However, because of its global scope, the proposed CMBS Global Property Evaluation Methodology does not include certain market- specific adjustments. An application of these criteria to European transactions will therefore be published when we release our updated rating criteria," S&P said. "Until such time that we adopt new criteria for rating European CMBS, we will continue to rate and monitor these transactions using our existing criteria," S&P said. STANDARD & POOR'S 17G-7 DISCLOSURE REPORT SEC Rule 17g-7 requires an NRSRO, for any report accompanying a credit rating relating to an asset-backed security as defined in the Rule, to include a description of the representations, warranties and enforcement mechanisms available to investors and a description of how they differ from the representations, warranties and enforcement mechanisms in issuances of similar securities. The Rule applies to in-scope securities initially rated (including preliminary ratings) on or after Sept. 26, 2011. If applicable, the Standard & Poor's 17g-7 Disclosure Report included in this credit rating report is available at: http://standardandpoorsdisclosure-17g7.com RATINGS LIST Class Rating To From NEMUS Funding No. 1 PLC GBP178.647 Million Commercial Mortgage-Backed Floating-Rate Notes Rating Lowered and Removed From CreditWatch Negative A AA (sf) AA+ (sf)/Watch Neg Rating Lowered F B- (sf) BB (sf) Ratings Affirmed B AA (sf) E BB (sf) Ratings Raised C AA (sf) A (sf) D BBB+ (sf) BBB (sf) RAIL TECH: Enters Administration, Reasons Unclear ------------------------------------------------- Mary Vancura at Business sale Report says that Rail Tech has been forced into administration. The business has appointed Simon Robert Thomas of Moorfields Corporate Recovery LLP to handle the situation but it is unclear at the moment exactly what forced the company into administration, according Business sale Report. The report relates that looking back over its accounts, Rail Tech saw a substantial decline in turnover between 2010 and 2011 (the most recent year for which accounts are available). The report discloses that unfortunately, other forces meant that the firm was left with a negative net worth of -GBP56,44 and a working capital of -GBP 121,547. Its total assets of GBP1,384,094 could be of some use to the administrators looking to pay off creditors, however, the report says. Rail Tech is an established business headquartered in Suffolk and specializing in railway and signal engineering. =============== X X X X X X X X =============== * Large Companies with Insolvent Balance Sheets ----------------------------------------------- Total Shareholders Total Equity Assets Company Ticker (US$) (US$) ------- ------ ------ ------ AUSTRIA ------- CHRIST WATER TEC CWT EO -5754285.05 165995618.1 CHRIST WATER TEC CWT EU -5754285.05 165995618.1 CHRIST WATER TEC CWTE IX -5754285.05 165995618.1 CHRIST WATER TEC CRSWF US -5754285.05 165995618.1 CHRIST WATER TEC CWT PZ -5754285.05 165995618.1 CHRIST WATER TEC CWT AV -5754285.05 165995618.1 CHRIST WATER TEC 8131204Q GR -5754285.05 165995618.1 CHRIST WATER-ADR CRSWY US -5754285.05 165995618.1 KA FINANZ AG 3730Z AV -9072224.93 22043329918 LIBRO AG LIBR AV -110486314 174004185 LIBRO AG LIB AV -110486314 174004185 LIBRO AG LBROF US -110486314 174004185 LIBRO AG LB6 GR -110486314 174004185 S&T SYSTEM I-ADR STSQY US -38841439.5 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-515411330 1254613472 TRINITY MIRROR P 1511258Z LN -138612681 1045091625 TUBE LINES FINAN 1241207Z LN -2914999.96 2408518672 TUI UK LTD 1653824Z LN -913811299 5088088830 TYCO HEALTHCARE 1066794Z LN -13601743.4 333686519 UNILEVER UK CENT 1273034Z LN -1509554086 6927634057 UNIQ PREPARED FO 1077122Z LN -96788934.9 206496365.3 UNIVERSAL LEASIN 2581586Z LN -28690420.2 155128729.2 UNIVERSAL PICTUR 1083202Z LN -42445816.8 120867289.2 UTC GROUP UGR LN -11904428.4 203548565 VANCO UK LTD 2784982Z LN -56556541 114635709.2 VINK HOLDINGS LT 4380233Z LN -13477348.3 132005020.2 VIRGIN HOTELS GR 4288389Z LN -30191249.3 109995632.6 VIRGIN MOB-ASSD VMOA LN -392165409 166070003.7 VIRGIN MOB-ASSD VMOC LN -392165409 166070003.7 VIRGIN MOBILE VMOB PO -392165409 166070003.7 VIRGIN MOBILE VMOB LN -392165409 166070003.7 VIRGIN MOBILE VGMHF US -392165409 166070003.7 VIRGIN MOBILE VMOB VX -392165409 166070003.7 VIRGIN MOBILE UEM GR -392165409 166070003.7 VIRGIN WINGS LTD 4500155Z LN -410616777 5155268566 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-1295249.71 100781831 WHITE HART LANE 2004631Z LN -5246329.46 130633347.5 WIGHTLINK LTD 1385642Z LN -15131435.9 231775265.6 WINCANTON PL-ADR WNCNY US -290434319 1037176004 WINCANTON PLC WIN11 EO -290434319 1037176004 WINCANTON PLC WIN4 EO -290434319 1037176004 WINCANTON PLC WIN1GBP EO -290434319 1037176004 WINCANTON PLC WIN LN -290434319 1037176004 WINCANTON PLC WIN1 TQ -290434319 1037176004 WINCANTON PLC WIN13 EO -290434319 1037176004 WINCANTON PLC WIN1 EU -290434319 1037176004 WINCANTON PLC WIN1USD EO -290434319 1037176004 WINCANTON PLC WIN1EUR EO -290434319 1037176004 WINCANTON PLC WIN IX -290434319 1037176004 WINCANTON PLC WIN1 QM -290434319 1037176004 WINCANTON PLC WIN1 S1 -290434319 1037176004 WINCANTON PLC WNCNF US -290434319 1037176004 WINCANTON PLC WIN PZ -290434319 1037176004 WINCANTON PLC WIN1EUR EU -290434319 1037176004 WINCANTON PLC WIN12 EO -290434319 1037176004 WINCANTON PLC WIN6 EO -290434319 1037176004 WINCANTON PLC WIN1 BQ -290434319 1037176004 WINCANTON PLC WIN VX -290434319 1037176004 WINCANTON PLC WIN1USD EU -290434319 1037176004 WINCANTON PLC WIN1 EO -290434319 1037176004 WINCANTON PLC WIN10 EO -290434319 1037176004 WINCANTON PLC WIN PO -290434319 1037176004 WINCANTON PLC WIN1 NQ -290434319 1037176004 WINCANTON PLC WIN5 EO -290434319 1037176004 WINCANTON PLC WIN8 EO -290434319 1037176004 WINCANTON PLC WIN9 EO -290434319 1037176004 WINCANTON PLC WIN1 EB -290434319 1037176004 WINCANTON PLC WIN7 EO -290434319 1037176004 WINDSOR TELEVISI 1475394Z LN -249144874 319668047.9 WINTERTHUR FINAN 1353474Z LN -5097471.01 146472274 XCHANGING UK LTD 1814130Z LN -33399235.5 334395990.3 XSTRATA SERVICES 1975918Z LN -96321998.2 192299104.1 YANG MING UK LTD 1756777Z LN -38774828.2 293310550.5 YARLINGTON HOUSI 4435313Z LN -18443811.9 276648958.8 YOUNG'S BLUECRES 1841386Z LN -46554226.4 279057376.4 ZURICH EMPLOYMEN 1292298Z LN -122911832 159138559.6 ********* 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. 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. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Ivy B. Magdadaro, Frauline S. Abangan and Peter A. Chapman, Editors. Copyright 2012. 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 Peter Chapman at 240/629-3300. * * * End of Transmission * * *