/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/140603.mbx T R O U B L E D C O M P A N Y R E P O R T E R E U R O P E Tuesday, June 3, 2014, Vol. 15, No. 108 Headlines A U S T R I A HYPO ALPE-ADRIA: Bail-in Likely Dangerous Precedent for Austria B E L G I U M HUNTSMAN INT'L: Moody's Says Add-on Notes No Impact on B1 Rating F R A N C E CFHL-1 2014: Fitch Assigns 'BBsf' Rating to Class E Notes G R E E C E GREECE: Third-Bailout May Be Less Than EUR10 Bil., Minister Says I R E L A N D ALLIED IRISH: Confirms Executive Director Appointment I T A L Y CORDUSIO RMBS: Fitch Affirms CCC Rating on Class E Notes M A C E D O N I A SKOPJE MUNICIPALITY: S&P Affirms BB- ICR; Outlook Stable N E T H E R L A N D S CADOGAN SQUARE: Moody's Affirms Ba3 Rating on EUR10.3MM Notes DUTCH MORTGAGE: Fitch Assigns 'BB-' Rating to Class B Notes E-MAC NL 2004-II: S&P Affirms CCC Rating on Class E Notes NORTH WESTERLY: S&P Lowers Rating on Class E Notes to CCC R U S S I A ABSOLUT BANK: Moody's Confirms B1 Deposit Ratings; Outlook Stable T U R K E Y ARAP TURK: Fitch Assigns 'BB-' Long-Term IDRs; Outlook Stable TURK EXIMBANK: S&P Affirms 'BB+/B' Ratings; Outlook Negative U N I T E D K I N G D O M HARRISON LEISURE: Recession Prompts Administration HEALTHCARE SUPPORT: Moody's Lowers Rating on Senior Bonds to Ba1 LADBROKES PLC: Fitch Assigns 'BB(EXP)' Rating to Senior GBP Bond LEGAL DEVELOPMENT: Faces Liquidation Following SRA Closure MIMOSA HEALTHCARE: Failed Refinancing Spurs Administration PREFERRED RESIDENTIAL: S&P Ups Rating on Class D1c Notes to BB+ STICHTING PROFILE: Fitch Affirms 'Bsf' Rating on Class E Notes X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* ============= A U S T R I A ============= HYPO ALPE-ADRIA: Bail-in Likely Dangerous Precedent for Austria --------------------------------------------------------------- Helene Durand at Reuters reports that market participants said a dangerous precedent could be set by Austria if its government goes ahead with a potential bail-in of Hypo Alpe-Adria's guaranteed subordinated debt. "The cost benefit of going down that route would be poor," Reuters quotes one analyst as saying. "The money Austria gained would only make a small contribution to the wind-down of the bank but the damage it could have on other guarantees could be far-reaching and substantial." According to Reuters, some debt bankers said that imposing haircuts on guaranteed debt would set a dangerous precedent, especially for countries like Austria and Germany where those guarantees are such a fundamental part of the funding arrangements for a large number of financial institutions. But it appears that a legislative proposal could be put in front of Parliament very soon which would remove the deficiency guarantee previously given by the Austrian state of Carinthia on that debt, Reuters notes. About Hypo Alpe-Adria Hypo Alpe-Adria International AG is a subsidiary of BayernLB. It is active in banking and leasing. In banking, HGAA serves both corporate and retail customers and offers services ranging from traditional lending through savings and deposits to complex investment products and asset management services. Hypo Alpe has received EUR1.75 billion in aid in emergency capital from the Austrian government. European Union Competition Commissioner Joaquin Almunia said in March 2013 that Hypo faced possible closure for failing to adequately restructure. The European Commission approved Hypo's recapitalization in December 2013, but made it conditional on the management presenting a thorough plan to overhaul the group. The Austrian finance ministry, which effectively runs Hypo Alpe, submitted a restructuring plan to the Commission on Feb. 5. ============= B E L G I U M ============= HUNTSMAN INT'L: Moody's Says Add-on Notes No Impact on B1 Rating ---------------------------------------------------------------- Moody's Investors Service reiterated the B1 rating on Huntsman International LLC's (HI) 5 1/8% notes due 2021 after the company issued an add-on of EUR145 million. The original EUR300 million of notes were rated B1 in December 2013. The proceeds are expected to be used for general corporate purposes and will not affect Huntsman's ratings or outlook. HI and its parent, Huntsman Corporation (Huntsman), have Ba3 Corporate Family Ratings (CFRs) and their outlook is stable. HI is a wholly owned subsidiary of Huntsman Corporation and is the primary issuer of Huntsman's corporate debt. Huntsman Corporation is a global manufacturer of differentiated and commodity chemical products. Huntsman's products are used in a wide variety of end markets, including aerospace, automotive, construction, consumer products, electronics, medical, packaging, coatings, refining and synthetic fibers. Huntsman has revenues of over US$11 billion. =========== F R A N C E =========== CFHL-1 2014: Fitch Assigns 'BBsf' Rating to Class E Notes --------------------------------------------------------- Fitch Ratings has assigned CFHL-1 2014's notes the following ratings: EUR428,000,000 Class A1: 'AAAsf'; Outlook Stable EUR376,000,000 Class A2: 'AAAsf'; Outlook Stable EUR33,000,000 Class B: 'AAsf'; Outlook Stable EUR28,000,000 Class C: 'Asf'; Outlook Stable EUR19,000,000 Class D: 'BBBsf'; Outlook Stable EUR23,000,000 Class E: 'BBsf'; Outlook Stable EUR20,436,498 Subordinated units: not rated The transaction is a true sale securitization of French residential loans originated by Credit Foncier de France (CFF; A/Stable/F1), a wholly owned subsidiary of Groupe BPCE (GBPCE; A/Stable/F1). Credit enhancement (CE) for the class A1 and A2 notes totals 13.4% of the securitized pool and is provided by the subordination of junior notes as well as a general reserve funded with the notes at inception and representing 0.5% of the initial rated note balance. KEY RATING DRIVERS Low LTVs The pool has a low weighted average (WA) original loan-to-value ratio of 72.9%, below the levels seen in most French residential pools analyzed by Fitch. This is atypical for a specialized lender such as CFF. Dual Security Types Pool Loans are either secured by a first-ranking mortgage or a caution (ie a specific guarantee offered to borrowers by dedicated financial institutions or insurance companies) from Credit Logement for 19.2% of the portfolio. Fitch has made particular assumptions on cautions in its recovery analysis. Due to stricter origination conditions, loans secured by a caution tend to perform better than loans secured by a mortgage. The foreclosure frequency of the loans has been adjusted to reflect this positive bias, in light of available historical data. Fitch recovery analysis of these loans depends on the probability that the guarantor will honor its payment obligation in a stress scenario. In the absence of a 100% payment by the guarantor, recoveries are derived partially from the assumed sale of the financed property and partially from unsecured recoveries. Issue of Further A2 Notes After five years, the issuer may issue up to two new series of class A2 notes, subject to certain conditions, the issue proceeds of which would be applied to redeem the existing class A2 notes. The terms and conditions of the new class A2 notes would be substantially the same as those of the original class A2 notes. Concentrated Counterparty Exposure The transaction relies strongly on CFF's creditworthiness, which fulfils a number of roles (eg servicer and interest rate swap counterparty) in the transaction. Several structural features are in place to mitigate, in particular, commingling and liquidity risks in the transaction. RATING SENSITIVITIES Material increases in the frequency of defaults and loss severity on defaulted receivables could produce loss levels higher than Fitch's expectations, which in turn may result in potential rating actions on the notes. If the agency stressed its 'AAA' assumptions by 30% for both weighted average foreclosure frequency and recovery rate, it would possibly result in a downgrade of the class A notes to 'Asf'. Fitch was provided with loan-by-loan information on the securitized portfolio as of February 2014. The data fields included in the pool cut were of good quality. To analyze CE, Fitch evaluated the collateral using its default model. The agency assessed the transaction cash flows using default and loss severity assumptions under various structural stresses including prepayment speeds and interest rate scenarios. The cash flow tests showed that each class of notes could withstand loan losses at a level corresponding to the related stress scenario without incurring any principal loss or interest shortfall and can retire principal by the legal final maturity of April 2058. =========== G R E E C E =========== GREECE: Third-Bailout May Be Less Than EUR10 Bil., Minister Says ---------------------------------------------------------------- Reuters, citing German magazine Focus, reports that German finance minister Wolfgang Schauble reckons a third bailout for Greece will be less than EUR10 billion, significantly smaller than each of the previous aid packages. According to Reuters, after four years of painful measures to contain debt, two bailouts totaling EUR240 billion and a hit on private bondholders, the Greek economy is expected to return to modest growth this year. Reuters relates that Mr. Schauble, as quoted by the magazine, said "In 2022, according to the troika's forecasts, Greece's debt will reach a level that can be described as sustainable so it may be that Greece will need to make use of limited aid again." In February, the German media reported that the German government was preparing for the possibility that the euro zone would have to support Greece with an extra EUR10 billion to EUR20 billion, Reuters relays. ============= I R E L A N D ============= ALLIED IRISH: Confirms Executive Director Appointment ----------------------------------------------------- Allied Irish Banks p.l.c. confirmed the appointment of Mark Bourke, chief financial officer, to its Board as executive director with immediate effect. Mr. Bourke joined the bank on May 7, 2014. About Allied Irish Banks Allied Irish Banks, p.l.c. -- http://www.aibgroup.com/-- is a major commercial bank based in Ireland. It has an extensive branch network across the country, a head office in Dublin and a capital markets operation based in the International Financial Services Centre in Dublin. AIB also has retail and corporate businesses in the UK, offices in Europe and a subsidiary company in the Isle of Man and Jersey (Channel Islands). Since the onset of the global and Irish financial crisis, AIB's relationship with the Irish Government has changed significantly. As at Dec. 31, 2010, the Government, through the National Pension Reserve Fund Commission ("NPRFC"), held 49.9% of the ordinary shares of the Company (the share of the voting rights at shareholders' general meetings), 10,489,899,564 convertible non- voting ("CNV") shares and 3.5 billion 2009 Preference Shares. On April 8, 2011, the NPRFC converted the total outstanding amount of CNV shares into 10,489,899,564 ordinary shares of AIB, thereby increasing its holding to 92.8% of the ordinary share capital. In addition to its shareholders' interests, the Government's relationship with AIB is reflected through formal and informal oversight by the Minister and the Department of Finance and the Central Bank of Ireland, representation on the Board of Directors (three non-executive directors are Government nominees), participation in NAMA, and otherwise. Allied Irish reported a loss of EUR1.59 billion on EUR1.34 billion of net interest income for the year ended Dec. 31, 2013, as compared with a loss of EUR3.55 billion on EUR1.10 billion of net interest income in 2012. Allied Irish incurred a net loss of $2.32 billion in 2011. At Dec. 31, 2013, the Company had EUR117.73 billion in total assets, EUR107.24 billion in total liabilities and EUR10.49 billion in total shareholders' equity. ========= I T A L Y ========= CORDUSIO RMBS: Fitch Affirms CCC Rating on Class E Notes -------------------------------------------------------- Fitch Ratings has affirmed 15 tranches of the Cordusio RMBS series and downgraded one tranche. The four prime Italian RMBS are backed by mortgage loans originated by UniCredit S.p.A (BBB+/Negative/F2). KEY RATING DRIVERS Varied Asset Performance Over the past 12 months, the transactions have reported late stage arrears (loans with at least three monthly installments overdue) between 1.5% (Cordusio 2) and 2.3% (Cordusio 4). The pipeline of cumulative defaults, defined as mortgages in arrears for more than 12 months, is reported between 1.2% (Cordusio 1) and 4.4% (Cordusio 3) of the original portfolio balance compared with between 1.1% (Cordusio 1) and 3.8% (Cordusio 3) 12 months ago. Fitch notes that the more seasoned transactions, Cordusio 1 and 2, have displayed stable performance, and given their low current loan-to-value (LTV) ratios of 27% and 30.1%, respectively, it is expected to remain sound. Hence, the notes have been affirmed. In contrast, the agency considers that the more volatile performances of Cordusio 3 and 4 are driven by the higher original LTV ratios and more adverse pool characteristics. Cordusio 3's portfolio comprised 92.2% broker-originated mortgages and 17.8% mortgages granted to foreign borrowers, while exposure to these borrower groups is slightly lower in Cordusio 4's underlying pool (62% broker-originated mortgages and 6.2% of mortgages to foreign borrowers). The more adverse nature of these two portfolios has led Fitch to assume that of Cordusio 3's performance will remain weak. This is reflected in the revision of the Outlook to Negative from Stable on the class C notes and the downgrade of the class D notes to 'BBB-sf'. Fitch believes that the Cordusio 4 should experience a more stable performance given the lower current LTV (41.5%) and less prominent adverse portfolio characteristics. Therefore, the agency has revised the Outlook on the class A2, A3 and B notes to Stable. Reserve Fund Draws The combination of large pipeline of defaults and insufficient excess spread has led to severe draws on Cordusio 3's cash reserve, which is presently at 72% of its target balance, while Cordusio 4 cash reserve was depleted 12 months ago. Given the weak performance of Cordusio 3, Fitch expects further draws over the next months and has therefore downgraded the class D tranche to 'BBB-sf' and revised the Outlook on the class C notes to Negative. RATING SENSITIVITIES The rating of all senior notes is at the 'AA+sf' cap for Italian structured finance transactions, which is six notches above the sovereign's 'BBB+' Long-term Issuer Default Rating. A change in Italy's sovereign rating could result in rating changes to the 'AA+sf'-rated tranches. An increase in the proportion of mortgage loans with adverse characteristics, especially loans granted to foreign borrowers as well as broker-originated loans due to different amortization profiles, defaults and buybacks, could result in weaker asset performance. Should this lead to a deterioration of the underlying pools' credit quality beyond Fitch's expectations, negative rating actions could be taken. The rating actions are as follows: Cordusio RMBS S.r.l (Cordusio 1): Class A2 (ISIN IT0003844948): affirmed at 'AA+sf'; Outlook Stable Class B (ISIN IT0003844955): affirmed at 'AA+sf'; Outlook Stable Class C (ISIN IT0003844963): affirmed at 'BBB+sf'; Outlook Stable Cordusio RMBS 2 S.r.l (Cordusio 2): Class A2 (ISIN IT0004087174): affirmed at 'AA+sf'; Outlook Stable Class B (ISIN IT0004087182): affirmed at 'AAsf'; Outlook Stable Class C (ISIN IT0004087190): affirmed at 'BBB+sf'; Outlook Negative Cordusio RMBS 3 - UBCasa 1 S.r.l. (Cordusio 3) Class A2 (ISIN IT0004144892): affirmed at 'AA+sf'; Outlook Stable Class B (ISIN IT0004144900): affirmed at 'AAsf'; Outlook Stable Class C (ISIN IT0004144934): affirmed at 'A+sf'; Outlook revised to Negative from Stable Class D (ISIN IT0004144959): downgraded to 'BBB-sf' from 'BBB+sf'; Outlook Negative Cordusio RMBS Securitisation S.r.l. - Series 2007 (Cordusio 4): Class A2 (IT0004231236): affirmed at 'AA+sf'; Outlook revised to Stable from Negative Class A3 (IT0004231244): affirmed at 'AA+sf'; Outlook revised to Stable from Negative Class B (IT0004231285): affirmed at 'AA-sf'; Outlook revised to Stable from Negative Class C (IT0004231293): affirmed at 'Asf'; Outlook Negative Class D (IT0004231301): affirmed at 'BBsf'; Outlook Negative Class E (IT0004231319): affirmed at 'CCCsf'; Recovery Estimate revised to 80% from 0% ================= M A C E D O N I A ================= SKOPJE MUNICIPALITY: S&P Affirms BB- ICR; Outlook Stable -------------------------------------------------------- Standard & Poor's Ratings Services affirmed its 'BB-' issuer credit rating on the Macedonian capital, the Municipality of Skopje. The outlook is stable. RATIONALE The ratings on Skopje are constrained, in S&P's view, by the developing and unbalanced institutional framework under which it operates; negative financial management; its low wealth levels and weak economy; and its limited budgetary flexibility. What S&P views as its relatively large contingent liabilities also constrain the rating. Municipal companies in Skopje have been performing weakly and their exposure to liabilities incurred within private-public partnership projects is set to rise. S&P currently views the city's liquidity position as neutral for the rating, but it is gradually increasing its use of cash reserves to fund its capital program. As a result, Skopje's free cash available will likely fall short of its rising annual debt service, a constraint that the city partly offsets with ample liquidity lines. The rating is supported by Skopje's strong operating performance. Its tax-supported debt remains low, but is gradually increasing. Skopje's revenue and expenditure flexibility remains limited by the central government's control over municipalities' finances within the context of the developing and unbalanced institutional framework under which Macedonian municipalities operate. A high proportion of revenues still depends on central government decisions, such as setting the base or range for most local tax rates. The volatility of the real estate market further constrains the predictability of the municipality's budgetary performance. About one-third of Skopje's revenues come both directly and indirectly from real estate sales. Given that general election in Macedonia has likely affected investment activity in the city, S&P expects property taxes to stagnate in 2014. In S&P's view, the municipality lacks medium-term financial planning and its annual budgeting is over-optimistic, leading it to view its financial management as negative for the rating. Nevertheless, the city government has a tight grip on operating spending, and has already arranged funding from multilateral financial institutions directly and via the state treasury. Skopje's wealth levels are well below the international average. Based on S&P's calculations, its GDP per capita was about Macedonian denar (MKD) 345,000 (about US$7,560) in 2013. Nevertheless, S&P expects the local economy to gradually expand, achieving annual GDP growth of about 2.75% over the next three years. Steady economic development and the city's tight control over operating spending will, in S&P's view, support Skopje's operating budget performance. Nevertheless, the projected stagnation of property-related taxes and fees will likely weaken the city's budgetary performance. As a percentage of operating revenues, operating surplus is set to fall to about a still-strong 16.0% in 2014 before increasing to 16.5% in 2015-2016 compared with 21.5% in 2011-2013. Skopje has delayed the implementation of infrastructure projects. As a result, its debt has accumulated more gradually than S&P previously expected. Nevertheless, in S&P's base-case scenario it assumes that the city's investment in transport infrastructure and real estate will cause its deficit after capital accounts to stay at about 7.1% of revenues in 2014-2016 compared with 6.9% in 2012- 2013, leading to steady debt growth. The central government has only recently allowed Macedonian municipalities to take on debt, and borrowing limits are increasingly being relaxed. S&P forecasts Skopje's tax-supported debt will increase to a still-moderate 40% of consolidated operating revenues by year-end 2016 in our base-case scenario. Skopje's municipal company sector constitutes a credit weakness, in S&P's view. Several municipal companies have investment needs and large payables, although these are set to decrease. Additional contingent liabilities may come from the municipality's plans to foster infrastructure development through private-public partnerships. Liquidity S&P regards Skopje's liquidity as a neutral factor for the rating. Although S&P assumes the city will be able to cover its annual debt service using cash and committed facilities, its access to external liquidity will, in S&P's view, remain limited. S&P expects the city's average cash holding, adjusted for the deficit after capital accounts, to cover about 25% of debt service falling due over the next 12 months. Skopje holds its cash in an account at the state treasury. The city also has access to undrawn facilities from domestic banks and multilateral financial organizations, as well as state-delegated cash earmarked for the renovation of facades in downtown Skopje. Combined with the city's readily available cash, this will exceed the city's annual debt service by a comfortable 2x. Ample cash reserves are mitigated by the city's access to external liquidity, which S&P views as uncertain owing to the relatively immature local banking system and capital markets for municipal debt. OUTLOOK The stable outlook reflects S&P's expectations that the city will retain control of operating expenditure and fund its investment projects through borrowing, thereby preserving its sound operating surplus and cash holding. S&P could lower the rating on Skopje within the next 12 months if its liquidity position becomes structurally weaker. As S&P's downside scenario indicates, relaxed control of operating spending and increased investments would weaken the city's budgetary performance and cause the deficit after capital accounts to exceed 10% of revenues. If S&P was to raise the rating on the Republic of Macedonia, it could raise the rating on Skopje within the next 12 months if it met the assumptions embedded in S&P's upside scenario. These include higher revenues from property taxes and fees for construction land paving the way for stronger budgetary performance, deficits below 5% of revenues, lower debt burden, and a build-up of cash reserves that exceeded annual debt service. In accordance with S&P's relevant policies and procedures, the Rating Committee was composed of analysts that are qualified to vote in the committee, with sufficient experience to convey the appropriate level of knowledge and understanding of the methodology applicable. At the onset of the committee, the chair confirmed that the information provided to the Rating Committee by the primary analyst had been distributed in a timely manner and was sufficient for Committee members to make an informed decision. After the primary analyst gave opening remarks and explained the recommendation, the Committee discussed key rating factors and critical issues in accordance with the relevant criteria. Qualitative and quantitative risk factors were considered and discussed, looking at track-record and forecasts. The chair ensured every voting member was given the opportunity to articulate his/her opinion. The chair or designee reviewed the draft report to ensure consistency with the Committee decision. The views and the decision of the rating committee are summarized in the above rationale and outlook. RATINGS LIST Ratings Affirmed Skopje (Municipality of) Issuer Credit Rating BB-/Stable/-- ===================== N E T H E R L A N D S ===================== CADOGAN SQUARE: Moody's Affirms Ba3 Rating on EUR10.3MM Notes ------------------------------------------------------------- Moody's Investors Service announced that it has upgraded the ratings on the following notes issued by Cadogan Square CLO B.V.: EUR33.2M Class B Senior Secured Floating Rate Notes due 2022, Upgraded to Aaa (sf); previously on Apr 16, 2013 Upgraded to Aa2 (sf) EUR31.2M Class C Senior Secured Deferrable Floating Rate Notes due 2022, Upgraded to Aa3 (sf); previously on Apr 16, 2013 Upgraded to A3 (sf) Moody's also affirmed the ratings on the following notes issued by Cadogan Square CLO B.V.: EUR185M (currently EUR77.5M outstanding) Class A-1 Senior Secured Floating Rate Notes due 2022, Affirmed Aaa (sf); previously on Apr 16, 2013 Affirmed Aaa (sf) EUR120.7M (currently EUR50.6M outstanding) Class A-2 Senior Secured Floating Rate Notes due 2022, Affirmed Aaa (sf); previously on Apr 16, 2013 Affirmed Aaa (sf) EUR27.4M Class D Senior Secured Deferrable Floating Rate Notes due 2022, Affirmed Ba1 (sf); previously on Apr 16, 2013 Affirmed Ba1 (sf) EUR10.3M Class E Senior Secured Deferrable Floating Rate Notes due 2022, Affirmed Ba3 (sf); previously on Apr 16, 2013 Affirmed Ba3 (sf) Cadogan Square CLO B.V., issued in December 2005, is a Collateralised Loan Obligation ("CLO") backed by a portfolio of mostly senior secured European loans. The portfolio is managed by Credit Suisse International. This transaction passed its reinvestment period in February 2012. Ratings Rationale The upgrade to the ratings on the Class B and Class C notes is primarily a result of a significant amount of amortization of the underlying portfolio on the payment date in February 2014, where EUR30.2 million (or approximately 10% of its original balance) was used to redeem the Class A notes. As a result of the deleveraging, over-collateralization of the senior notes has increased. As of the trustee's April 2014 report, the Class B had an over-collateralization ratio of 154.12%, compared with 143.87% three months ago, and the Class C had an over-collateralization ratio of 129.14%, compared with 123.72%. Further, the over-collateralization ratio of the Class B notes has increased by 13.28%, and that of the Class C notes, by 4.73%, over the last 12 months. The key model inputs Moody's uses in its analysis, such as par, weighted average rating factor, diversity score and the weighted average recovery rate, are based on its published methodology and could differ from the trustee's reported numbers. In its base case, Moody's analyzed the underlying collateral pool as having a performing par and principal proceeds balance of approximately EUR241 million, defaulted par of EUR18.1 million, a weighted average default probability of 22.9% (consistent with a WARF of 3299 with a weighted average life of 4.1 years), a weighted average recovery rate upon default of 47.98% for a Aaa liability target rating, a diversity score of 25 and a weighted average spread of 4.33%. In its base case, Moody's addresses the exposure to obligors domiciled in countries with local currency country risk bond ceilings (LCCs) of A1 or lower. Given that the portfolio has exposures to 4.1% of obligors in Italy, whose LCC is A2 and 8.95% in Spain, whose LCC is A1, Moody's ran the model with different par amounts depending on the target rating of each class of notes, in accordance with Section 4.2.11 and Appendix 14 of the methodology. The portfolio haircuts are a function of the exposure to peripheral countries and the target ratings of the rated notes, and amount to 1.23% for the Class A-1, A-2 and B notes, 0.77% for the Class C notes and 0% for the Class D and Class E notes. The default probability derives from the credit quality of the collateral pool and Moody's expectation of the remaining life of the collateral pool. The estimated average recovery rate on future defaults is based primarily on the seniority of the assets in the collateral pool. For a Aaa liability target rating, Moody's assumed that 94.2% of the portfolio exposed to senior secured corporate assets would recover 50% upon default, while the remainder non first-lien loan corporate assets would recover 15%. In each case, historical and market performance and a collateral manager's latitude to trade collateral are also relevant factors. Moody's incorporates these default and recovery characteristics of the collateral pool into its cash flow model analysis, subjecting them to stresses as a function of the target rating of each CLO liability it is analyzing. Methodology Underlying the Rating Action: The principal methodology used in this rating was "Moody's Global Approach to Rating Collateralized Loan Obligations" published in February 2014. Factors that would lead to an upgrade or downgrade of the rating: In addition to the base-case analysis, Moody's conducted sensitivity analyses on the key parameters for the rated notes, for which it assumed a lower credit quality in the portfolio to address refinancing risk. Loans to European corporates rated B3 or lower and maturing between 2014 and 2015 make up approximately 6.96% of the portfolio, which could make refinancing difficult. Moody's ran a model in which it raised the base case WARF to 3484 by forcing ratings on 50% of the refinancing exposures to Ca; the model generated outputs that were within one notch of the base- case results. This transaction is subject to a high level of macroeconomic uncertainty, which could negatively affect the ratings on the note, in light of 1) uncertainty about credit conditions in the general economy and 2) the concentration of lowly- rated debt maturing between 2014 and 2015, which may create challenges for issuers to refinance. CLO notes' performance may also be impacted either positively or negatively by 1) the manager's investment strategy and behavior and 2) divergence in the legal interpretation of CDO documentation by different transactional parties due to because of embedded ambiguities. Additional uncertainty about performance is due to the following: 1) Portfolio amortization: The main source of uncertainty in this transaction is the pace of amortization of the underlying portfolio, which can vary significantly depending on market conditions and have a significant impact on the notes' ratings. Amortization could accelerate as a consequence of high loan prepayment levels or collateral sales by the collateral manager or be delayed by an increase in loan amend-and-extend restructurings. Fast amortization would usually benefit the ratings of the notes starting with the notes having the highest prepayment priority. 2) Recovery of defaulted assets: Market value fluctuations in trustee-reported defaulted assets and those Moody's assumes have defaulted can result in volatility in the deal's over- collateralization levels. Further, the timing of recoveries and the manager's decision whether to work out or sell defaulted assets can also result in additional uncertainty. Moody's analyzed defaulted recoveries assuming the lower of the market price or the recovery rate to account for potential volatility in market prices. Recoveries higher than Moody's expectations would have a positive impact on the notes' ratings. 3) Around 30% of the collateral pool consists of debt obligations whose credit quality Moody's has been assessed by using credit estimates. In addition to the quantitative factors that Moody's explicitly modelled, qualitative factors are part of the rating committee's considerations. These qualitative factors include the structural protections in the transaction, its recent performance given the market environment, the legal environment, specific documentation features, the collateral manager's track record and the potential for selection bias in the portfolio. All information available to rating committees, including macroeconomic forecasts, input from other Moody's analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, can influence the final rating decision DUTCH MORTGAGE: Fitch Assigns 'BB-' Rating to Class B Notes ----------------------------------------------------------- Fitch Ratings has assigned Dutch Mortgage Portfolio Loans XII B.V.'s mortgage-backed notes final ratings, as follows: EUR197,000,000 class A1 floating-rate notes: 'AAAsf'; Outlook Stable EUR610,300,000 class A2 floating-rate notes: 'AAAsf'; Outlook Stable EUR79,900,000 class B fixed-rate notes: 'BB-sf'; Outlook Stable EUR8,900,000 class C fixed-rate notes: not rated The EUR896m transaction is a true sale securitization of mortgage loans originated in the Netherlands by Achmea Hypotheekbank NV (AHB) and some of its predecessors, which were subsequently sold to Dutch Mortgage Portfolio Loans XII B.V. Credit enhancement (CE) for the class A notes is 10%, provided by the subordination of the class B notes (9%) and a non-amortizing reserve fund equal to 1.0%, fully funded at closing. KEY RATING DRIVERS Well-Seasoned Portfolio The transaction is backed by a nine-year seasoned non-revolving portfolio of prime residential mortgage loans with a relatively low weighted-average (WA) original loan-to-market-value of 75.15% and a WA debt-to-income ratio of 24.66%. The purchase of further advances into the pool is not permitted after closing. Group Employee Loans Of the pool, 10.28% comprises mortgages granted to employees of Achmea Interne Diensten, a subsidiary of Achmea B.V. Fitch increased the probability of default for these borrowers as a default of the seller could pose additional default risk to these borrowers, since AHB's staff are operationally employed by Achmea Interne Diensten. Fitch received a legal opinion stating that the possibility of these borrowers invoking set-off defenses against the seller is unlikely as the two entities are legally separated. As such, the agency has not sized for set-off risk. Deposit Set-Off Risk On completion of the merger of AHB with its sister company Achmea Retail Bank, the transaction will be exposed to deposit set-off risk. Fitch has taken into account the risk of set-off for loans with a deposit above the minimum guaranteed amount of EUR100,000, although this is limited to only 0.08% of the pool. Partially-Hedged Transaction The issuer entered into a swap agreement with Deutsche Bank AG (A+/Negative/F1+) to hedge the mismatch between the fixed-rate mortgages and the floating-rate class A1 and A2 notes. The class B notes are not included in the swap although this is mitigated by the existence of a natural hedge from the fixed rate loans in the pool (85.46%). Strong Performance of Series The level of three-month+ arrears and cumulative losses has remained low for the existing Dutch Mortgage Portfolio Loans transactions and the series is currently performing well compared with the Dutch prime RMBS market. RATING SENSITIVITIES Material increases in the frequency of defaults and loss severity on defaulted receivables could produce loss levels higher than Fitch's base case expectations, which in turn may result in potential rating actions on the notes. In Fitch's analysis, a 30% increase in the WA foreclosure frequency along with a 30% decrease in the WA recovery rate may result in a downgrade of the class A notes' rating to 'AA+sf'. For its ratings analysis, Fitch received a data template with all fields fully completed. Fitch reviewed the results of an agreed upon procedures (AUP) report conducted on the portfolio. An increased amount of findings were shown with respect to "Property Original Valuation", although this was driven by an administrative change in 2013 when Achmea switched from reporting foreclosure value to market value. Due to the relative small sample size checked and the fact that mortgage documentation is only checked for completeness rather than accuracy of information, the scope of the AUP report differs from audit standards Fitch generally sees for Dutch RMBS transactions. Fitch has made conservative adjustments in its asset analysis to account for this. The agency assessed the transaction cash flows using default and loss severity assumptions under various structural stresses including prepayment speeds and interest rate scenarios. The cash flow tests showed that each class of notes could withstand loan losses at a level corresponding to the related stress scenario without incurring any principal loss or interest shortfall and can retire principal by the legal final maturity. E-MAC NL 2004-II: S&P Affirms CCC Rating on Class E Notes --------------------------------------------------------- Standard & Poor's Ratings Services affirmed and removed from CreditWatch negative its credit ratings on E-MAC NL 2004-II B.V.'s class A, B, and C notes. At the same time, S&P has affirmed its ratings on the class D and E notes. The rating actions reflect the application of S&P's current counterparty criteria following the transaction's counterparty- related remedy actions. On Nov. 25, 2013, S&P placed on CreditWatch negative its ratings on the class A to C notes following the lowering of its long- and short-term issuer credit rating (ICR) on The Royal Bank of Scotland PLC. Previously, S&P's long-term ICR on RBS as the liquidity facility and guaranteed investment contract (GIC) provider constrained its ratings on the notes because the documentation was not in line with S&P's current counterparty criteria. Bank Nederlandse Gemeenten N.V. has since replaced RBS as the transaction's GIC account and liquidity facility provider. ABN AMRO Bank N.V. is now the transaction's collection foundation account provider, while RBS remains the swap provider. The swap documentation now reflects S&P's current counterparty criteria. However, the transaction's documented collateral posting requirements limit S&P's maximum potential ratings in this transaction at 'A+ (sf)' under its criteria. Total and 90+ day delinquencies have increased since June 2013. Total arrears increased from 1.80% to 2.04%, while 90+ day delinquencies increased to 1.35% from 1.29%. Given Dutch macroeconomic indicators and S&P's expectation that unemployment will increase further in 2014, it has projected additional arrears of 0.63% in this transaction. Ongoing house price declines led S&P to raise its weighted-average loss severity (WALS) assumptions for this transaction. Generally, S&P's loan-to-value ratios for this transaction are lower than other comparable Dutch transactions. WAFF AND WALS ASSUMPTIONS (%) WAFF WALS Credit coverage AAA 14.19 25.74 3.65 AA 11.03 22.44 2.48 A 7.81 18.14 1.42 BBB 5.12 15.54 0.80 BB 3.58 11.59 0.41 The transaction's nonamortizing reserve fund remains fully funded and provides 1.46% credit enhancement for the rated notes. As the transaction's conditions for targeted amortization are currently not satisfied, the transaction is amortizing sequentially. However, it has recently switched between pro rata and sequential amortization frequently, as the actual level of 60+ days delinquencies has fluctuated around the 1.50% trigger. Pro-rata amortization in previous periods has limited the build-up of credit enhancement, particularly for the class A notes, compared with sequential amortization. Nevertheless, due to a nonamortizing reserve fund, available credit enhancement has increased slightly for the class B, C, and D notes since S&P's previous review on July 31, 2013. Although the transaction's arrears performance has somewhat weakened since S&P's previous review, following the application of its current counterparty criteria, S&P considers the available credit enhancement for the class A, B, C, D, and E notes to be commensurate with our currently assigned ratings. S&P has therefore affirmed and removed from CreditWatch negative its ratings on the class A, B, and C notes. At the same time, S&P has affirmed its ratings on the class D and E notes. 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 E-MAC NL 2004-II B.V. EUR613.05 mil mortgage-backed floating-rate notes Rating Class Identifier To From A XS0207208165 A+ (sf) A+ (sf)/Watch Neg B XS0207209569 A+ (sf) A+ (sf)/Watch Neg C XS0207210906 A (sf) A (sf)/Watch Neg D XS0207211037 BBB (sf) BBB (sf) E XS0207264077 CCC (sf) CCC (sf) NORTH WESTERLY: S&P Lowers Rating on Class E Notes to CCC --------------------------------------------------------- Standard & Poor's Ratings Services raised its credit ratings on North Westerly CLO III B.V.'s class A and B notes. At the same time, S&P has lowered its ratings on the class C, D, and E notes, and the class Q combination notes. The rating actions follow S&P's credit and cash flow analysis of the transaction using data from the trustee report dated April 1, 2014 and the application of its relevant criteria. S&P conducted its cash flow analysis to determine the break-even default rate (BDR) for each rated class of notes. The BDR represents S&P's estimate of the maximum level of gross defaults, based on its stress assumptions, that a tranche can withstand and still fully repay the noteholders. S&P used the portfolio balance that it considers to be performing, the reported weighted-average spread, and the weighted-average recovery rates that S&P considered to be appropriate. S&P applied various cash flow stress scenarios using its standard default patterns, levels, and timings for each rating category assumed for each class of notes, combined with different interest stress scenarios as outlined in S&P's criteria. S&P's review of the transaction highlights that the class A notes have significantly amortized from EUR279 million to EUR107 million since S&P's previous review on July 4, 2012. This has resulted in higher available credit enhancement for the class A, B and C notes. The results of our cash flow analysis indicate that the class A notes can sustain defaults at a rating level that is higher than the currently assigned level (following the application of our nonsovereign ratings criteria and the stresses that S&P applies to non-euro-denominated collateral). S&P's cash flow results show that the available credit enhancement for the class A notes is commensurate with a 'AAA(sf)' rating. S&P has therefore raised to 'AAA (sf)' from 'AA- (sf)' its rating on the class A notes. Partly due to the class A notes' amortization, S&P considers the available credit enhancement for the class B notes to be commensurate with a higher rating than previously assigned. S&P has therefore raised to 'A+ (sf)' from 'A- (sf)' its rating on the class B notes. "Our cash flow results indicate that the available credit enhancement for the class C notes is commensurate with the currently assigned 'BBB- (sf)' rating. However, the largest obligor test constrains our rating on this class of notes at 'BB+ (sf)'. We have therefore lowered to 'BB+ (sf)' from 'BBB- (sf)' our rating on the class C notes. The largest obligor test measures the risk of several of the largest obligors within the portfolio defaulting simultaneously. We introduced this supplemental stress test in our 2009 criteria update for corporate collateralized debt obligations (CDOs)," S&P said. "Under our cash flow analysis, the class D and E notes' BDRs pass their scenario default rates (SDRs) at their currently assigned ratings. The SDR is the minimum level of portfolio defaults that we expect each CDO tranche to be able to support the specific rating level using Standard & Poor's CDO Evaluator. However, the application of the largest obligor default test constrains our ratings on these classes of notes due to the amortizing portfolio's concentration risk. We have therefore lowered to 'B- (sf)' from 'BB+ (sf)' and to 'CCC (sf)' from 'B+ (sf)' our ratings on the class D and E notes, respectively," S&P added. "Finally, the class Q combination notes comprise class D and E notes in equal proportions. They have benefited from the interest payments of both classes of notes and the partial amortization of the class E notes as their rated balance has decreased to EUR3.7 million from EUR7.0 million. As the application of the largest obligor default test constrains our ratings on class D notes to 'B- (sf)' and the payment of interest and principal of class Q combination notes is dependent on the class D notes, we have lowered our rating on the class Q combination notes to our rating on the class D notes," S&P noted. North Westerly CLO III is a cash flow collateralized loan obligation (CLO) transaction that securitizes loans to primarily speculative-grade corporate firms. 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 17-g7 Disclosure Report included in this credit rating report is available at: http://standardandpoorsdisclosure-17g7.com RATINGS LIST North Westerly CLO III B.V. EUR432.8 mil secured floating-rate notes Rating Class Identifier To From A 66332LAD5 AAA (sf) AA- (sf) B 66332LAE3 A+ (sf) A- (sf) C 66332LAC7 BB+ (sf) BBB- (sf) D 66332LAB9 B- (sf) BB+ (sf) E 66332LAA1 CCC (sf) B+ (sf) Q Combo XS0261654585 B- (sf) B+ (sf) =========== R U S S I A =========== ABSOLUT BANK: Moody's Confirms B1 Deposit Ratings; Outlook Stable ----------------------------------------------------------------- Moody's Investors Service has confirmed the B1 long-term local- and foreign-currency deposit ratings of Absolut Bank (Russia). The outlook on the long-term deposit ratings is stable. The ratings confirmation concludes the bank's ratings review initiated by Moody's on January 23, 2014 following the official announcement that Absolut Bank had commenced a merger with its sister KIT Finance Bank (unrated). The merger was completed on 19 April 2014. Absolut Bank's standalone bank financial strength rating (BFSR) of E+ (equivalent to a baseline credit assessment (BCA) of b1), as well as its Not Prime short-term local- and foreign-currency deposit ratings, were not subject to the rating review and they are affirmed at their current levels with stable outlook on the BFSR. Moody's assessment is primarily based on Absolut Bank's and KIT Finance Bank's audited financial statements for 2013 prepared under IFRS, as well as Absolut Bank's post-merger unaudited financial statements as at May 1, 2014 prepared under local GAAP. Ratings Rationale Moody's confirmation of Absolut Bank's B1 deposit ratings, with stable outlook, reflects the rating agency's opinion that the majority of the bank's key financial metrics -- namely, its asset quality, profitability and liquidity -- have not deteriorated in the aftermath of the bank's merger with KIT Finance Bank. Moody's notes that the merger resulted in weakening of Absolut Bank's capital levels, however, this metric is still in line with b1 BCA. The rating agency explained that prior to the merger with Absolut Bank, KIT Finance Bank's loan book had been cleaned up and a large proportion of problem loans written-off from the bank's balance sheet. As a result, Moody's estimates for the merged bank that the ratio of problem loans to total gross loans (the problem loans defined as individually impaired loans) remains below 5%, generally in line with Absolut Bank's pre-merger ratio of 4.4% reported as at year-end 2013 and better than sector-average problem loans ratio. The rating agency expects a continuation in improvements in Absolut Bank's profitability metrics following its merger with KIT Finance Bank owing to economies of scale and strengthened revenue generation. The bank's management targets a cost-to-income ratio of less than 70% in 2014 (down from a very poor 98% in 2012 and a weak 85% in 2013), which is achievable, in Moody's view. In Moody's opinion, Absolut Bank's post-merger funding and liquidity profile is comfortable, with corporate loans being fully funded by core customer deposits, whereas retail loan book -- dominated by mortgage loans with longer tenors -- is mostly funded by medium- to long-term domestic bonds including plain vanilla instruments and mortgage-backed securities. The statutory total and core capital adequacy ratios (CARs) of the merged bank of 12.5% and 10.5%, respectively, reported at May 1, 2014, are generally in line with the 12.65% and 12.45% ratios reported by Absolut Bank at 1 April 2014, prior to the merger. However, the combined bank's capital levels are weighed down by a sizeable investment in real estate property acquired as a result of the merger: this investment accounted for just under 25% of the combined bank's total statutory capital at May 1, 2014. In case of any protracted pressure on capital on the part of this investment or as a result of negative operating conditions, the rating agency derives some comfort from the ultimate shareholder's commitment to maintain Absolut Bank's statutory total CAR at no less than 11.5% and its allotment of RUB3 billion to be injected into Absolut Bank in the next 12-18 months, if required. What Could Move The Ratings Up/Down Absolut Bank's standalone E+ BFSR and B1 deposit ratings currently have low upward potential. For the rating upgrade to be warranted, the bank would need to demonstrate sustainable improvements in its profits generation and operating efficiency, while at the same time preserving robust asset quality and good capital and liquidity buffers. Successful resolution of Absolut Bank's non- core investment in real estate (presumably through its sale) would form another necessary condition for any upward movement of the bank's ratings. Absolut Bank's deposit ratings may be downgraded, or the rating outlook could be changed to negative, if Moody's observes a substantial weakening of the bank's financial metrics, as a result of any failure to reduce costs and improve profits generation, or as a result of an increasing credit risk appetite which could lead to an increase in provisioning charges. Furthermore, any increase in Absolut Bank's non-core investments, as a proportion of capital, could also exert negative pressure on the bank's ratings. Principal Methodology The principal methodology used in this rating was Global Banks published in May 2013. Headquartered in Moscow, Russia, Absolut Bank reported -- after its merger with KIT Finance Bank -- total assets of US$5.1 billion and total equity of US$690 million, according to unaudited financial statements as of May 1, 2014 prepared under local GAAP. Absolut Bank is controlled by a group of Russian companies managing assets of Russia's Non-State Pension Fund "Blagosostoyanie" (not rated), one of the largest non-state pension funds in Russia with own assets amounting to US$10.2 billion as at January 1, 2014. =========== T U R K E Y =========== ARAP TURK: Fitch Assigns 'BB-' Long-Term IDRs; Outlook Stable ------------------------------------------------------------- Fitch Ratings has assigned Turkey's Arap Turk Bankasi A.S. (A&T Bank) Long-term local and foreign currency Issuer Default Ratings (IDRs) of 'BB-' with a Stable Outlook. KEY RATING DRIVERS The bank's IDRs and National Rating are driven by its standalone financial strength, as measured by the 'bb-' Viability Rating (VR). The VR reflects A&T Bank's small size, high concentrations on both sides of the balance sheet and its niche franchise. However, it also considers the bank's mostly reasonable financial metrics and extended track record of fairly stable performance. The bank's specialization is cross-border business with MENA countries and, in particular, Libya. A&T Bank provides a wide range of trade finance services and also lends directly to a client base of around 400, mainly well established Turkish companies. Concentrations in lending are high but the bank has a long track record of minimal credit losses. A&T Bank is largely financed by attractively priced funding obtained from Libyan Foreign Bank (LFB), its 62% owner. LBF is wholly-owned by Libya's Central Bank. Capital adequacy ratios are considered quite modest given the bank's risk profile. Discussions regarding a capital increase to be subscribed by LFB have long been ongoing but so far without result. If approved, expansion plans are fairly ambitious. Fitch would have reservations about the bank's ability to successfully diversify activities away from its core business niche, although management is not currently planning a sharp change of focus. A&T Bank's other shareholders are Turkiye Is Bankasi (Is Bank; BBB/Stable) with 21%, T.C. Ziraat Bankasi (BBB-/Stable) 15%, and Kuwait Investment Company with around 2%. Fitch does not assign ratings to either LFB or the Libyan sovereign, and so does not factor any support from LFB into A&T Bank's ratings. At the same time, Fitch acknowledges the track record of support from LFB, which provides stable and attractively priced funding to A&T Bank, appoints key senior management and is instrumental in introducing business to its subsidiary. LFB controls a large number of subsidiaries in Europe and MENA countries and Fitch believes that support in the form of funding and business introductions is commonly provided to such banks. RATING SENSITIVITIES The bank's IDRs and National Rating are sensitive to a change in the VR. The bank's VR could be downgraded in case of (i) a change in the political and economic environment in Libya depressing business flows and the quality of the bank's assets; (ii) a reduction of the bank's strategic importance to LFB, evidenced by a withdrawal of funding or business or both; or (iii) a substantial deterioration in asset quality. However, these scenarios do not represent Fitch's base case. Upside potential for the ratings is limited given the bank's limited franchise, dependence on parent funding and exposure to the Libyan market. The rating actions are as follows: Long-term foreign and local currency IDRs assigned at 'BB-'; Outlook Stable Short-term foreign and local currency IDRs assigned at 'B' Viability Rating assigned at 'bb-' Support Rating assigned at '5' Support Rating Floor assigned at 'No Floor' National Long-term Rating assigned at 'A+(tur)'; Outlook Stable TURK EXIMBANK: S&P Affirms 'BB+/B' Ratings; Outlook Negative ------------------------------------------------------------ Standard & Poor's Ratings Services said that it affirmed the 'BB+' long-term and 'B' short-term foreign currency ratings on Export Credit Bank of Turkey (Turk Eximbank). S&P also affirmed the local currency credit ratings on the bank at 'BBB/A-2'. The outlook is negative. The ratings on Turk Eximbank are equalized with those on its sole owner, the Republic of Turkey. They reflect Standard & Poor's opinion that there is an "almost certain" likelihood that the Turkish government would provide timely and sufficient extraordinary support to Turk Eximbank in case of financial distress. In accordance with S&P's criteria for government- related entities (GREs), its rating approach for Turk Eximbank is based on its view of the bank's: -- "Critical" role in supporting Turkish exports, which is a key factor of national economic development; and -- "Integral" link with the Turkish government through sole sovereign ownership, government control of the board of directors, and a guarantee on the ultimate recovery of losses on the bank's sovereign lending. Turk Eximbank is the official state export credit agency. It has been mandated to support foreign trade and Turkish contractors and investors operating abroad, through credit, guarantee, and insurance programs. The bank does not compete, but works closely, with commercial banks, encouraging them to increase their support for the export sector. As well as offering direct lending, the bank also provides insurance and guarantees to Turkish exporters. Turk Eximbank moved its headquarters to Istanbul in December 2012 to be closer to the majority of the Turkish exporters with which it works. Various bodies govern Turk Eximbank. The highest-ranked is the Supreme Advisory and Credit Guidance Committee, which is chaired by the state minister in charge of the bank's activities (currently the deputy prime minister). The committee is the main decision-making authority for developing the bank's strategy, and sets limits for credit, guarantees, and insurance transactions. The state minister in charge of the bank's activities selects the board of directors. The bank's general manager is named by a decree signed by the same state minister in charge of the bank's activities, the prime minister, and the Turkish president. "In our opinion, strong government support for Turk Eximbank is also evident from repeated capital contributions to the bank's equity base. These have been either directly paid-in capital or retained earnings that are managed by the bank and incorporated into its total shareholder funds. By April 2014, paid-in capital from the government totaled Turkish lira (TRY) 2.4 billion, up from TRY1.3 billion at end-2008. The most recent capital contribution was TRY200 million in April 2014. Further to the contributions to paid-in capital, the Turkish treasury gives the bank additional money from designated funds. If requested, the treasury would support Turk Eximbank's funding efforts by guaranteeing the bank's borrowings abroad," S&P said. As a 100% state-owned wholesale bank, Turk Eximbank does not accept deposits. However, in recent years it has diversified funding. In 2011, Turk Eximbank raised funds through a number of bilateral loans from international banks as well as the World Bank and the European Investment Bank. In addition, it has raised US$500 million by issuing a fixed-coupon Eurobond maturing in five years, and a further US$500 million from a seven-year fixed-coupon Eurobond the bank issued in April 2012. Turk Eximbank retapped this bond in October 2012, bringing the total to US$750 million and the overall outstanding Eurobonds amount to US$1,250 million. Turk Eximbank borrows only in foreign currency in capital markets. The capital adequacy ratio (CAR) under Basel II methodology was 26.2% at year-end 2013, slightly above the previous year's level of 25.1%. The bank has maintained high capital ratios despite a rapid expansion of its balance sheet, with assets growing 60% in 2013 to TRY24.8 billion. Turk Eximbank also has access to funding from the Central Bank of the Republic of Turkey. It borrows in Turkish lira from the central bank and repays in foreign currency, contributing to the accumulation of the country's foreign reserves. S&P currently do not anticipate any changes either in the underlying role of Turk Eximbank for the national economy nor in the close links with the Turkish state. The negative outlook on Turk Eximbank mirrors that on the Republic of Turkey. As long as the government continues to provide support, any change in the ratings on Turkey will likely result in a similar rating action on Turk Eximbank. Conversely, any change in our assessment of Turk Eximbank's critical role for, and integral link with, the government could lead us to consider lowering the ratings on Turk Eximbank below those on Turkey. =========================== U N I T E D K I N G D O M =========================== HARRISON LEISURE: Recession Prompts Administration -------------------------------------------------- Clare Burnett at Bdaily reports that Harrison Leisure Ltd. has gone into administration after being unable to weather the recession following the opening of a Burger King franchise. According to Bdaily, after six months of negotiations, Harrison's administrators were able to save all 14 jobs, and numerous temporary employees. On May 16, 2014, Brian Johnson and Abigail Jones of London's Fisher Partners were appointed joint administrators over Harrison Leisure Ltd. which runs a pub, restaurant and leisure complex on the Bridlington seafront, Bdaily relates. Harrison Leisure Ltd. is a leisure complex in Bridlington. HEALTHCARE SUPPORT: Moody's Lowers Rating on Senior Bonds to Ba1 ---------------------------------------------------------------- Moody's Investors Service, has downgraded to Ba1 from Baa2 the ratings of the GBP197.8 million (plus GBP40million variation bonds) of 2.187% index-linked guaranteed senior secured bonds (the "Bonds") due 2041 issued by Healthcare Support (Newcastle) Finance plc (the "Issuer") and a GBP115.0 million index-linked guaranteed senior secured loan facility due 2038 provided by the European Investment Bank (the "EIB Loan"), reflecting the Issuer's announcement on May 23, 2014 that the key project parties have failed to reach a commercial settlement in relation to completion of the remaining construction works. There is now an increased risk of project agreement termination as the long stop date of October 28, 2014 under the project agreement is imminent. Concurrently, Moody's has placed the ratings on review with direction uncertain, reflecting the lack of clarity as to whether the dispute will be resolved and the impact on ProjectCo. Moody's review will focus on developments surrounding the attempted resolution of the dispute over residual construction matters now that commercial negotiations have failed. The review will consider (1) the likelihood of a termination of the project agreement by the Trust as the longstop date approaches and there remains no settlement; (2) the potential consequences of any settlement on the credit quality of ProjectCo; (3) the possible actions of majority creditors in the event of a collateral deed event of default which would occur on July 28, 2014 if the dispute is not resolved; and (4) the potential consequences for the project company of the legal action commenced by the building contractor to be heard in Court on July 14, 2014. The Issuer is a special purpose vehicle formed in 2005 to raise finance and on-lend it to Healthcare Support (Newcastle) Ltd. ("ProjectCo"). ProjectCo entered into a 38 year agreement with the Newcastle upon Tyne Hospitals NHS Trust (which became the Newcastle upon Tyne Hospitals NHS Foundation Trust on 1 June 2006, the "Trust") to carry out (1) the construction of new facilities at the Trust's Freeman Hospital and Royal Victoria Infirmary sites; and (2) provide certain services during the term of the concession (together, the "Project"). Ratings Rationale "The rating action reflects that after extensive negotiations, the Trust and other key project parties have failed to reach a commercial settlement with respect to remaining construction matters, thereby increasing the risk of project agreement termination on the longstop date of 28 October 2014" says Christopher Bredholt, an Assistant Vice President - Analyst in Moody's Infrastructure Finance Group and lead analyst for Healthcare Support (Newcastle) Finance plc. Although the longstop date of April 28, 2014 under the construction contract has now passed, ProjectCo has not terminated the building contractor Laing O'Rourke Construction Limited ("LOR");liquidated damages continue to be accrued. LOR has commenced legal action against ProjectCo and the Trust in relation to the disputed completion of Phase 8 which will be heard by the Court on 14 July 2014. Whilst all of the Project's clinical buildings, representing approximately 94% of total construction value, have been certified as complete, sign-off of the Clinical Office Block at the Royal Victoria Infirmary site remains outstanding. The Trust has not accepted handover of the Clinical Office Block on the basis that the asset does not meet its design specifications in a number of areas. There are minimal additional construction works which could be undertaken to address the Trust's issues. Phase 9 practical completion remains outstanding and unable to progress until the Trust has decanted personnel from existing buildings. The Ba1 ratings are constrained by (1) the failure by all parties to reach a commercial settlement with respect to delays in the completion of the Clinical Office Block and subsequent residual construction matters, which may expose ProjectCo to additional costs (albeit recoverable from LOR); and (2) the increased risk of termination of the project agreement by the Trust for failure to meet the construction longstop date in October 2014. However the ratings reflect as positives (1) ProjectCo's long-term PFI contract with the Trust to carry out certain construction works and then provide hard facilities management services; (2) the successful construction completion of the vast majority of the construction works; (3) the competency and experience of Interserve (Facilities Management) Ltd., the provider of hard facilities management services, whose obligations are guaranteed by Interserve Plc; and (4) a range of creditor protections included within the financing structure, such as debt service and maintenance reserves. The Bonds and the EIB Loan are unconditionally and irrevocably guaranteed for payment of scheduled principal and interest by Syncora Guarantee (U.K.) Ltd. ("Syncora"). Syncora's rating was withdrawn on 8 November 2012 and therefore the ratings of the Bonds and the EIB Loan reflect the standalone credit quality of the Issuer. The principal methodology used in this rating was Operating Risk in Privately-Financed Public Infrastructure (PFI/PPP/P3) Projects published in December 2007. The Issuer and ProjectCo are wholly owned by Healthcare Support (Newcastle) Holdings Ltd which in turn is owned 20% by Interserve PFI 2003 Ltd (50.5% owned by Interserve's pension fund with the remaining 49.5% owned by Dalmore Capital (Para 1) Limited), and 80% by Equion Health (Newcastle) Ltd, which is itself owned 18.75% by John Laing Infrastructure Fund ("JLIF") and 81.25% by Innisfree Nominees Ltd. LADBROKES PLC: Fitch Assigns 'BB(EXP)' Rating to Senior GBP Bond ---------------------------------------------------------------- Fitch Ratings has assigned Ladbrokes plc's (Ladbrokes; BB/Stable) proposed senior unsecured 5.125% 2022 wholesale and retail GBP bond a 'BB (EXP)' expected rating. The assignment of the final rating is subject to the receipt of final documentation conforming to information already received. The bond is being issued to diversify funding sources, to reduce reliance on bank debt and to extend Ladbrokes's debt maturity profile. Fitch believes the proceeds will be used to repay Ladbrokes's drawn revolving credit facility (RCF) debt as well as for general corporate purposes. There will therefore be no increase in gross or net debt initially as a result of the bond issue. The bond is being issued by finance subsidiary Ladbrokes Group Finance plc and guaranteed by Ladbrokes. The bond is rated at the same level as Ladbrokes's Issuer Default Rating of 'BB' as it will rank equally with the company's senior unsecured debt, including the existing GBP225 million 2017 bond and RCF debt. Ladbrokes's current ratings reflect a difficult UK betting environment, risks to the future profitability of Ladbrokes' on-line business and its high leverage at end-2013 (3.8x on an adjusted funds from operations (FFO) net leverage basis), which is likely to remain at or above 3.0x by end-2016. KEY RATING DRIVERS: Weak UK trading After a difficult 2013 betting shop environment characterized by higher-than-inflation cost increases, particularly in content costs, UK retail profitability for 2014 will be negatively impacted by an increase in machine games duty (MGD) to 25% from 20%, which could reduce operating profits at Ladbrokes by up to GBP22 million in a full year. High Digital Transformation Costs Ladbrokes was off to a slow start in the digital market and has been underperforming in what is becoming a transformational requirement for a modern betting business. Fitch views the company's five-year partnership with Playtech positively as it provides access to up-to-date technology and know-how. All transitional changes are expected to be complete by end- 1H14, and the effects on digital's performance from 2H14 should be positive. Ladbrokes has, however, confirmed a continued high level of capex in FY14 for its digital operations, amid a fierce advertising and expensive marketing battle among large betting groups to attract new active and profitable customers. In Fitch's view it is uncertain whether or not the re-launch of Ladbrokes's digital operations will translate into sustained higher profits in 2014 and 2015. Maintained Dividends Higher-than-expected operating costs in 2013 negatively affected the company's free cash flow generation and thus its deleveraging efforts last year. Despite this reduced cash flow generation, Ladbrokes continues its shareholder-friendly policy with its decision to maintain its dividend policy (GBP81 million in 2013). While this shows the degree of confidence of management in the business it nonetheless constrains cash flow available for debt service. Deleveraging Slowing Following weak operating cash flow in 2013 and stable dividends, Ladbrokes's de-leveraging has stalled. Leverage increased to 3.8x at end-2013 from 2.7x at end-2012, and Fitch does not expect it to fall below 3.0x before 2016. This reduces financial flexibility at a time of strong competition in the betting market. FOBT Gaming Regulation The UK government has recently set out plans for improving player protection on fixed odds-betting terminals (FOBT). These involve letting players control their gaming choices and the amount they spend. The measures include customers who want to bet over GBP50 on a FOBT having to pay over-the-counter, machines displaying a choice of set limits on spending by customer, customer accounts allowing players to track their own spending and warning messages and pauses to allow players to be more aware of their gambling. Lastly the proposals strengthen the voluntary self-exclusion system, so that players can make a single request to be banned from betting shops on a wider basis. If the UK government introduces new gaming-amount limit restrictions on fixed odds-betting terminals (FOBT), Ladbrokes will probably be more affected than its close competitor William Hill. This is because over 50% of Ladbrokes's UK retail operating profits comes from FOBT terminals and the company currently has a weaker digital platform than William Hill. Solid Liquidity The group has strong liquidity with over GBP365 million of available cash and undrawn committed facilities at end-2013. Ladbrokes does not face any meaningful debt maturities until 2016, when the group's GBP540 million bilateral facility falls due while its GBP225 million bond only matures in March 2017. RATING SENSITIVITIES Positive: Future developments that could lead to positive rating action include: - Further strengthening of operations with an established competitive profile in online gaming, a stabilized UK retail business and lower reliance on the UK market - Positive FCF on a sustained basis - FFO adjusted net leverage sustainably below 3.0x - FFO fixed charge cover above 3.0x (end-2013: 2.7x) Negative: Future developments that could lead to negative rating action include: - Further material deterioration in UK retail operating profits, adverse regulatory developments and no significant improvement in digital operating profits - FCF in negative territory - FFO adjusted net leverage rising towards 4.0x due to continued weak trading, or for over 12 to 18 months due to M&A activity - FFO fixed charge cover below 2.5x LEGAL DEVELOPMENT: Faces Liquidation Following SRA Closure ---------------------------------------------------------- Laurence Kilgannon at Insider Media reports that a liquidator has been appointed to Legal Development Partners Ltd., which was shut down by the Solicitors Regulation Authority (SRA) after the supervisory body said there was "reason to suspect dishonesty on the part of a manager or employee". According to Insider Media, the intervention was appropriate because there was reason to suspect dishonesty on the part of a manager or employee of the firm, the SRA said, with Lucy-Ann Kirkham, Mohammed Khalid Sharjahan and Matthew Cobley named by the regulator. Gregory Mullarkey -- greg.mullarkey@bennettjonesinsolvency.co.uk - - of Bennett Jones Insolvency has been appointed as liquidator and is winding the firm down, Insider Media relates. The law firm will leave a shortfall of GBP884,932 to its creditors, including GBP811,750 owed to trade creditors and GBP20,000 owed to employees, Insider Media says, citing a statement of affairs filed by the liquidator. Legal Development Partners Ltd. was formed in October 2011 to buy the assets of Ashworth Law Ltd out of administration in a pre-pack deal, Insider Media recounts. Legal Development Partners Ltd. is a Harrogate-based law firm. MIMOSA HEALTHCARE: Failed Refinancing Spurs Administration ---------------------------------------------------------- Storm Rannard at Insider Media reports that Mimosa Healthcare fell into administration after a GBP17 million 11th-hour refinance offer was withdrawn. According to Insider Media, the company faced difficulties after the landlord of the majority of its care homes issued a formal demand for GBP6.5 million in rent arrears in February 2014. Insider Media revealed in April that BDO partners Kerry Bailey -- kerry.bailey@bdo.co.uk -- and Sarah Rayment -- sarah.rayment@bdo.co.uk -- had been appointed joint administrators over the Mimosa Health Care Group. A total of 22 elderly care homes and one alcohol rehabilitation center have been affected by the administration, but they are continuing to trade as administrators look to secure a sale, Insider Media discloses. However, seven redundancies were made at the company's accounts function in the North East on May 2, with an additional six staff at Mimosa's Nottingham head office also losing their jobs, Insider Media recounts. The group employed more than 1,100 staff and BDO said it hoped to keep redundancies to a minimum, Insider Media notes. Mimosa Healthcare is a healthcare group which operated Sandhall Park nursing home in Goole. PREFERRED RESIDENTIAL: S&P Ups Rating on Class D1c Notes to BB+ ---------------------------------------------------------------- Standard & Poor's Ratings Services raised to 'BB+ (sf)' from 'BB- (sf)' its credit rating on Preferred Residential Securities 05-1 PLC's class D1c notes. At the same time, S&P has affirmed its ratings on the class A2c, B1a, B1c, C1c, and E notes. The rating actions follow S&P's credit and cash flow analysis of the transaction, as part of its periodic review of its performance as of the March 2014 payment date. The liquidity facility decreased to GBP6.7 million from GBP26.8 million, following an amendment to the liquidity facility agreement in January 2014. This has reduced the costs of the liquidity facility for the issuer and had a positive effect in our cash flow analysis. "Since our previous review on April 30, 2012, the transaction's performance has been stable both in terms of arrears and net losses. Since then, total delinquencies have been fluctuating at about 30%. This is below what we had reported in our previous review, at about 40%. The decrease is due to technical reasons, since the servicer (Acenden Ltd.) updated how it reports arrears in the December 2012 investor report to distinguish among amounts outstanding, delinquencies, and other amounts owed. The servicer's definition of other amounts owed includes (among other items), arrears of fees, charges, costs, ground rent, and insurance. Delinquencies now include principal and interest arrears on the mortgages, based on the borrowers' monthly installments. Amounts outstanding are principal and interest arrears, after the servicer first allocates payments from borrowers to other amounts owed," S&P said. "Under the transaction documents, the servicer first allocates any arrears payments to other amounts owed, then to interest amounts, and subsequently to principal. From a borrowers' perspective, the servicer first allocates any arrears payments to interest and principal amounts, and secondly to other amounts owed. This difference in the servicer's allocation of payments for the transaction and the borrower results in amounts outstanding being greater than delinquencies. In the past, the servicer based arrears figures on amounts outstanding, while now they are based on delinquencies," S&P added. Net cumulative principal losses have been stable at about 2.7%, which is below S&P's index for U.K. residential mortgage-backed securities (RMBS) at 3.2%. "Our credit analysis shows that our current weighted-average foreclosure frequency (WAFF) assumptions have decreased, while our weighted-average loss severity (WALS) assumptions have increased since our previous review. The WAFF shows the weighted-average probability of default of loans in the collateral pool, and the WALS shows the weighted-average loss likely to be experienced on defaulted loans in the collateral pool, as a proportion of the loan amount. The decrease in our WAFF assumptions is mainly due to the lower level of reported arrears that we factored into our analysis. On the other hand, our WALS assumptions have increased because we expect potential principal losses to be greater, given the difference in the servicer's allocation of payments. It is likely that the ongoing increase in other amounts owed will continue. When the servicer sells repossessed properties, recoveries available to the issuer will be lower," S&P noted. Rating WAFF WALS level (%) (%) AAA 48.84 47.08 AA 42.72 41.08 A 35.55 31.85 BBB 30.99 26.95 BB 26.21 23.32 B 23.44 20.62 The notes are currently amortizing sequentially, as 90+ days amounts outstanding comprise 41.2% of the pool, which is well above the transaction's 22.5% pro rata amortization trigger. As the ratio is well above the trigger and the other amounts owed continue to increase, S&P considers that the transaction will likely continue to pay principal sequentially. S&P has incorporated this assumption in our cash flow analysis by modeling a sequential repayment of the notes. The notes benefit from a nonamortizing reserve fund, which is at its target level, and represents 3.7% of the performing portfolio. The notes also benefit from a liquidity facility that decreased to GBP6.7 million from GBP26.8 million, following an amendment to the liquidity facility agreement in January 2014. The reduction had a positive effect in our cash flow results, as the issuer pays less interest on the facility's size. Taking into account the results of S&P's credit and cash flow analysis, it considers the available credit enhancement for the class A2c, B1a, B1c, C1c, and E notes to be commensurate with S&P's currently assigned ratings. S&P has therefore affirmed its ratings on these classes of notes. S&P considers the available credit enhancement for the class D1c notes to be commensurate with a higher rating than previously assigned. S&P has therefore raised to 'BB+ (sf)' from 'BB- (sf)' its rating on the class D1c notes. S&P's cash flow modeling shows that the class A to C notes pay timely interest and repay principal at rating levels above 'A', but its current counterparty criteria limit the maximum achievable ratings in this transaction at S&P's 'A' long-term issuer credit rating on Barclays Bank PLC. S&P's credit stability analysis indicates that the maximum projected deterioration that it would expect at each rating level for time horizons of one year and three years under moderate stress conditions, are in line with S&P's credit stability criteria. Preferred Residential Securities 05-1 is backed by nonconforming U.K. residential mortgage loans, which Preferred Mortgages Ltd. originated. 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 Reports included in this credit rating report are available at: http://standardandpoorsdisclosure-17g7.com RATINGS LIST Class Rating To From Preferred Residential Securities 05-1 PLC EUR188 Million, GBP271.2 Million Mortgage-Backed Floating-Rate Notes Rating Raised D1c BB+ (sf) BB- (sf) Ratings Affirmed A2c A (sf) B1a A (sf) B1c A (sf) C1c A (sf) E B- (sf) STICHTING PROFILE: Fitch Affirms 'Bsf' Rating on Class E Notes -------------------------------------------------------------- Fitch Ratings has revised the Outlook on Stichting Profile Securitisation 1's class notes to Negative from Stable and affirmed all ratings as follows: GBP252.5m class SCDS notes affirmed at 'AA+sf', Outlook revised to Negative from Stable GBP73,382 class A+ notes affirmed at 'AA+sf', Outlook revised to Negative from Stable GBP17.2m class A notes affirmed at 'A+sf', Outlook revised to Negative from Stable GBP5.4m class B notes affirmed at 'BBB+sf', Outlook revised to Negative from Stable GBP3m class C notes affirmed at 'BBBsf', Outlook revised to Negative from Stable GBP3.1m class D notes affirmed at 'BB+sf', Outlook revised to Negative from Stable GBP3.7m class E notes affirmed at 'Bsf', Outlook revised to Negative from Stable The transaction is a securitization of project finance loans. The ratings of the notes are linked to the credit quality of the certificates of indebtedness (Schuldscheine) issued by KfW (AAA/Stable/F1+). KEY RATING DRIVERS The new Outlook reflects Fitch's revised view of the sensitivity of the notes' rating to obligor concentration. The top 10 obligors represent 45% of the overall portfolio, with each of the obligors' contribution just below 5% of the overall portfolio. Any significant rating action on one of these issuers would likely trigger an immediate impact on the transaction's ratings. All underlying projects are located in the UK. The largest sector is education, which makes up over 47% of the portfolio, followed by healthcare, which contributes 40% of the loans. The affirmation reflects the transaction's stable performance over the last 12 months. The reference portfolio has reduced to GBP291 million from GBP383 million through natural amortization, raising credit enhancement across the capital structure. The class A notes are currently supported by 7.4% credit enhancement, slightly higher than 7.2% a year ago. For the analysis Fitch considered correlation for projects from different sectors within the UK at 7%, whereas correlation for two projects within the same sector in the UK, such as healthcare can be up to 13%, for example. RATING SENSITIVITIES The analysis incorporated two stress tests to analyze the transactions sensitivity in case of a change in underlying assumptions. The first stress assumed a haircut on all recoveries by 25% and implies a downgrade throughout the capital structure. The second test stressed the obligor concentration and implied a downgrade by one category. A third stress simulated a downgrade of all underlying assets by one notch and showed some sensitivity throughout the capital structure, in particular the senior notes. A downgrade of KfW would result in a similar action on any notes rated higher than the then- rating of KfW. =============== X X X X X X X X =============== * Large Companies with Insolvent Balance Sheets ----------------------------------------------- Total Shareholders Total Equity Assets Company Ticker (US$MM) (US$MM) ------- ------ ------ ------ AUSTRIA ------- CHRIST WATER TEC 8131204Q GR -5754285.054 165995618.1 CHRIST WATER TEC CWT EO -5754285.054 165995618.1 CHRIST WATER TEC CWTE IX -5754285.054 165995618.1 CHRIST WATER TEC CWT AV -5754285.054 165995618.1 CHRIST WATER TEC CRSWF US -5754285.054 165995618.1 CHRIST WATER TEC CWT PZ -5754285.054 165995618.1 CHRIST WATER TEC CWT EU -5754285.054 165995618.1 CHRIST WATER-ADR CRSWY US -5754285.054 165995618.1 LIBRO AG LBROF US -110486313.8 174004185 LIBRO AG LIB AV -110486313.8 174004185 LIBRO AG LIBR AV -110486313.8 174004185 LIBRO AG LB6 GR -110486313.8 174004185 S&T SYSTEM I-ADR STSQY US -38841439.51 182832494.8 S&T SYSTEM INTEG SYA 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GROUP PLC STVG EO -44693985.16 126240905.5 STV GROUP PLC STVGEUR EU -44693985.16 126240905.5 STV GROUP PLC STVG VX -44693985.16 126240905.5 STV GROUP PLC STVGGBP EO -44693985.16 126240905.5 STV GROUP PLC STVG S1 -44693985.16 126240905.5 STV GROUP PLC SMGPF US -44693985.16 126240905.5 STV GROUP PLC STVGEUR EO -44693985.16 126240905.5 STV GROUP PLC STVG EU -44693985.16 126240905.5 STV GROUP PLC STVG LN -44693985.16 126240905.5 STV GROUP PLC SMG PZ -44693985.16 126240905.5 STV GROUP PLC SMG IX -44693985.16 126240905.5 SUN CHEMICAL LTD 2569274Z LN -21504458.55 276424178.5 SUNDERLAND ASSOC 1274418Z LN -30559441.44 144949782.5 SUNSAIL LTD 1092666Z LN -37047891.81 193976501.7 SUNSEEKER INTERN 820741Z LN -7756394.619 227371284.6 SWIFT TECHNICAL 4287133Z LN -34723772.77 138665319.9 TATA CMMNCTNS UK 2534722Z LN -43763935.47 114567535.7 TDL INFOMEDIA 3362Z LN -25723860.05 136762955.6 TELEWEST COM-ADR TWSTY US -3702234581 7581020925 TELEWEST COM-ADR TWSTD US -3702234581 7581020925 TELEWEST COM-ADR 940767Q GR -3702234581 7581020925 TELEWEST COM-ADR TWT$ LN -3702234581 7581020925 TELEWEST COMM TWSTF US -3702234581 7581020925 TELEWEST COMM 715382Q LN -3702234581 7581020925 TELEWEST COMM 604296Q GR -3702234581 7581020925 TELEWEST COMM TWT VX -3702234581 7581020925 TELEWEST COMMUNI 1646328Z LN -287113015.3 868389208 TELEWEST COMMUNI 1608194Z LN -113079709.6 9113744374 THALES CORPORATE 1083706Z LN -65658884.46 829798983.7 THALES RAIL SIGN 2812334Z LN -29298137.36 106623580 THALES TELECOMMU 1163839Z LN -5826263.267 245379695.8 THORN EMI PLC THNE FP -2265916257 2950021937 THORN EMI-ADR THN$ LN -2265916257 2950021937 THORN EMI-ADR TORNY US -2265916257 2950021937 THORN EMI-CDR THN NA -2265916257 2950021937 THORN EMI-REGD 1772Q GR -2265916257 2950021937 TIMES NEWSPAPERS 2343939Z LN -719564696.3 649314828.6 TOPPS TILES PLC TPT8 EO -36503224.29 140534295.2 TOPPS TILES PLC TPTJY US -36503224.29 140534295.2 TOPPS TILES PLC TPT EU -36503224.29 140534295.2 TOPPS TILES PLC TPT BQ -36503224.29 140534295.2 TOPPS TILES PLC TPT10 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT2 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT1 EO -36503224.29 140534295.2 TOPPS TILES PLC TPTEUR EU -36503224.29 140534295.2 TOPPS TILES PLC TPTGBP EO -36503224.29 140534295.2 TOPPS TILES PLC TPT PO -36503224.29 140534295.2 TOPPS TILES PLC TPT VX -36503224.29 140534295.2 TOPPS TILES PLC TPT7 EO -36503224.29 140534295.2 TOPPS TILES PLC TPTEUR EO -36503224.29 140534295.2 TOPPS TILES PLC TPT5 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT3 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT IX -36503224.29 140534295.2 TOPPS TILES PLC TPT EO -36503224.29 140534295.2 TOPPS TILES PLC TPT6 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT LN -36503224.29 140534295.2 TOPPS TILES PLC TPT PZ -36503224.29 140534295.2 TOPPS TILES PLC TPT9 EO -36503224.29 140534295.2 TOPPS TILES PLC TPT S1 -36503224.29 140534295.2 TOPPS TILES PLC TPT TQ -36503224.29 140534295.2 TOPPS TILES PLC TPT4 EO -36503224.29 140534295.2 TOPPS TILES PLC TPTJF US -36503224.29 140534295.2 TOPPS TILES-NEW TPTN LN -36503224.29 140534295.2 TOTAL UK LTD 3897130Z LN -61225906.13 2907445594 TRAVELEX HOLDING 2917958Z LN -1345481723 2560468919 TRAVELODGE LTD 3471462Z LN -515411329.9 1254613472 TRINITY MIRROR P 1511258Z LN -138612680.8 1045091625 TUBE LINES FINAN 1241207Z LN -2914999.962 2408518672 TUI UK LTD 1653824Z LN -913811298.8 5088088830 TYCO HEALTHCARE 1066794Z LN -13601743.4 333686519 UNILEVER UK CENT 1273034Z LN -1509554086 6927634057 UNIQ PREPARED FO 1077122Z LN -96788934.94 206496365.3 UNITED BISCUITS 3193858Z LN -273729428.4 3257147468 UNIVERSAL LEASIN 2581586Z LN -28690420.23 155128729.2 UNIVERSAL PICTUR 1083202Z LN -42445816.82 120867289.2 UTC GROUP UGR LN -11904428.42 203548565 VINK HOLDINGS LT 4380233Z LN -13477348.26 132005020.2 VIRGIN HOTELS GR 4288389Z LN -30191249.31 109995632.6 VIRGIN MOB-ASSD VMOC LN -392165409.3 166070003.7 VIRGIN MOB-ASSD VMOA LN -392165409.3 166070003.7 VIRGIN MOBILE VMOB LN -392165409.3 166070003.7 VIRGIN MOBILE VGMHF US -392165409.3 166070003.7 VIRGIN MOBILE VMOB PO -392165409.3 166070003.7 VIRGIN MOBILE VMOB VX -392165409.3 166070003.7 VIRGIN MOBILE UEM GR -392165409.3 166070003.7 VIRGIN WINGS LTD 4500155Z LN -410616776.7 5155268566 VOLUTION GROUP L 4453393Z LN -44375617.45 212542790.8 VOYAGE GROUP LTD 4168725Z LN -89543682.76 572205624 WARNER ESTATE WRL GR -80276070.4 344291592.8 WARNER ESTATE WNER PZ -80276070.4 344291592.8 WARNER ESTATE WNEHF US -80276070.4 344291592.8 WARNER ESTATE WNER VX -80276070.4 344291592.8 WARNER ESTATE WNER EO -80276070.4 344291592.8 WARNER ESTATE WNER LN -80276070.4 344291592.8 WARNER ESTATE WNERGBP EO -80276070.4 344291592.8 WARNER ESTATE WNER PO -80276070.4 344291592.8 WARNER ESTATE WNER IX -80276070.4 344291592.8 WARNER ESTATE WNER EU -80276070.4 344291592.8 WATSON & PHILIP WTSN LN -120493900 252232072.9 WEAVER VALE HOUS 3953220Z LN -60271595.72 104022836.2 WESCOT TOPCO LTD 4007020Z LN -28467510.91 115035189 WEST HAM UNITED 1275834Z LN -60233495.23 174701255.1 WHELCO HOLDINGS 2741744Z LN -1295249.714 100781831 WHITE HART LANE 2004631Z LN -2707112.668 144247464.4 WIGHTLINK LTD 1385642Z LN -15131435.92 231775265.6 WILLIAM HILL-W/I 605547Q US -59180694.37 1343662688 WILLIAM HILL-W/I 101001Q LN -59180694.37 1343662688 WINCANTON PL-ADR WNCNY US -429205125.4 907823159.4 WINCANTON PLC WIN1 S1 -429205125.4 907823159.4 WINCANTON PLC WIN IX -429205125.4 907823159.4 WINCANTON PLC WIN12 EO -429205125.4 907823159.4 WINCANTON PLC WIN LN -429205125.4 907823159.4 WINCANTON PLC WIN10 EO -429205125.4 907823159.4 WINCANTON PLC WIN1EUR EO -429205125.4 907823159.4 WINCANTON PLC WIN1 TQ -429205125.4 907823159.4 WINCANTON PLC WIN1EUR EU -429205125.4 907823159.4 WINCANTON PLC WIN1 EU -429205125.4 907823159.4 WINCANTON PLC WIN1 EO -429205125.4 907823159.4 WINCANTON PLC WIN1USD EU -429205125.4 907823159.4 WINCANTON PLC WIN PO -429205125.4 907823159.4 WINCANTON PLC WIN9 EO -429205125.4 907823159.4 WINCANTON PLC WIN6 EO -429205125.4 907823159.4 WINCANTON PLC WIN13 EO -429205125.4 907823159.4 WINCANTON PLC WIN1GBP EO -429205125.4 907823159.4 WINCANTON PLC WIN1 QM -429205125.4 907823159.4 WINCANTON PLC WIN4 EO -429205125.4 907823159.4 WINCANTON PLC WIN5 EO -429205125.4 907823159.4 WINCANTON PLC WIN11 EO -429205125.4 907823159.4 WINCANTON PLC WIN7 EO -429205125.4 907823159.4 WINCANTON PLC WNCNF US -429205125.4 907823159.4 WINCANTON PLC WIN1 BQ -429205125.4 907823159.4 WINCANTON PLC WIN1 EB -429205125.4 907823159.4 WINCANTON PLC WIN VX -429205125.4 907823159.4 WINCANTON PLC WIN1 NQ -429205125.4 907823159.4 WINCANTON PLC WIN PZ -429205125.4 907823159.4 WINCANTON PLC WIN1USD EO -429205125.4 907823159.4 WINCANTON PLC WIN8 EO -429205125.4 907823159.4 WINDSOR TELEVISI 1475394Z LN -249144874.4 319668047.9 WINTERTHUR FINAN 1353474Z LN -5097471.01 146472274 XCHANGING UK LTD 1814130Z LN -33399235.51 334395990.3 XSTRATA SERVICES 1975918Z LN -96321998.22 192299104.1 YANG MING UK LTD 1756777Z LN -38774828.18 293310550.5 YARLINGTON HOUSI 4435313Z LN -18443811.91 276648958.8 YOUNG'S BLUECRES 1841386Z LN -45872663.66 308087238.8 ZURICH EMPLOYMEN 1292298Z LN -122911831.6 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. Each Friday's edition of the TCR includes a review about a book of interest to troubled company professionals. All titles are available at your local bookstore or through Amazon.com. Go to http://www.bankrupt.com/booksto order any title today. ********* S U B S C R I P T I O N I N F O R M A T I O N Troubled Company Reporter-Europe is a daily newsletter co- published by Bankruptcy Creditors' Service, Inc., Fairless Hills, Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman, Editors. Copyright 2014. All rights reserved. ISSN 1529-2754. This material is copyrighted and any commercial use, resale or publication in any form (including e-mail forwarding, electronic re-mailing and photocopying) is strictly prohibited without prior written permission of the publishers. Information contained herein is obtained from sources believed to be reliable, but is not guaranteed. The TCR Europe subscription rate is US$775 per half-year, delivered via e-mail. Additional e-mail subscriptions for members of the same firm for the term of the initial subscription or balance thereof are US$25 each. For subscription information, contact Peter Chapman at 215-945-7000 or Nina Novak at 202-241-8200. * * * End of Transmission * * *