/raid1/www/Hosts/bankrupt/TCREUR_Public/141021.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, October 21, 2014, Vol. 15, No. 208
Headlines
C Y P R U S
CYPRUS POPULAR: Jens Weidmann Opposed Bailout, Documents Show
C Z E C H R E P U B L I C
NEW WORLD: S&P Raises CCR to 'CCC+' on Exchange Offer Completion
F R A N C E
ARKEMA SA: S&P Assigns BB+ Rating to New 6-Yr. Hybrid Securities
G E O R G I A
GEORGIA: Fitch Revises Outlook to Positive & Affirms 'BB-' IDR
G E R M A N Y
HSH NORDBANK: ECB Probe Raises Further Concerns Over Future
I C E L A N D
ISLANDSBANKI HF: Plans to Sell Shares to International Investors
I R E L A N D
ALLEGION PLC: S&P Revises Outlook to Pos. & Affirms 'BB+' CCR
BACCHUS 2007-1: Moody's Affirms 'Ca' Rating on Class E Notes
MERCATOR CLO II: S&P Raises Rating on Class B-2 Def Notes to B+
I T A L Y
FIREMA TRASPORTI: Bids for Spello Assets Due by Oct. 24
N E T H E R L A N D S
DLK GROUP: S&P Assigns 'B' Long-Term Corporate Credit Rating
OAK LEAF: Moody's Withdraws Ba3 Corporate Family Rating
ORANGE LION 2013-9: Fitch Affirms 'BB+sf' Rating on Class E Notes
P O R T U G A L
ES BANKERS: DIFC Approves Liquidation Petition
R O M A N I A
CABLE COMMUNICATIONS: S&P Assigns 'B+' CCR; Outlook Stable
R U S S I A
ALLIANCE POLIS: Fitch Revises Outlook to Stable & Affirms 'B' IFS
COMMERCIAL BANK: Moody's Cuts Deposit Ratings to B3; Outlook Neg.
PERVOBANK JSC: Fitch Assigns 'B' Long-Term Issuer Default Ratings
RUSSIAN STANDARD: Moody's Revises B2 Rating Outlook to Negative
UFA CITY: S&P Affirms 'BB-' Issuer Credit Rating; Outlook Stable
S P A I N
GAT FTGENCAT 2007: Moody's Cuts Rating on Class C Notes to 'Caa3'
U N I T E D K I N G D O M
ELEMENT MATERIALS: S&P Assigns 'B' Long-Term Corp. Credit Rating
HELLERMANNTYTON GROUP: Moody's Raises Corp. Family Rating to Ba2
JERROLD HOLDINGS: S&P Revises Outlook to Pos. & Affirms B+ Rating
NEW EUROPE PROPERTY: Moody's Assigns 'Ba1' Corp. Family Rating
PRIORY GROUP: Fitch Affirms 'B+' IDR on Sale & Leaseback Deal
PRIORY GROUP: S&P Puts 'B' Rating on CreditWatch Positive
UNDERFIELD HOTELS: In Administration; Buyers Sought for Penrallt
X X X X X X X X
* Large Companies with Insolvent Balance Sheets
*********
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C Y P R U S
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CYPRUS POPULAR: Jens Weidmann Opposed Bailout, Documents Show
-------------------------------------------------------------
Landon Thomas Jr. at The New York Times reports that Jens
Weidmann of the German Bundesbank argued against the bailout of
Cyprus Popular Bank in 2012.
Fearing possible contagion if the bank failed, the European
Central Bank's governing council, a decision-making arm
consisting of 24 members, had approved an emergency loan request
by one its members, the Central Bank of Cyprus, in late 2011, The
New York Times recounts.
As 2013 approached, the short-term loans to Cyprus Popular Bank
had grown to EUR9 billion, about two thirds the size of the
Cypriot economy, and Mr. Weidmann, the hawkish head of the German
Bundesbank, had begun to forcefully argue that this exposure was
too large, The New York Times says, citing the minutes of
governing council meetings.
By approving the loans, which were disbursed by the central bank
of Cyprus, Mr. Weidmann, as cited by The New York Times, said
that the E.C.B. was violating a core tenet. That rule holds that
banks on the verge of failure should not be bailed out with
additional loans, The New York Times states.
"It was not the governing council's job to keep afloat banks that
were awaiting recapitalization and were not currently solvent,"
Mr. Weidmann, as cited by The New York Times, said at a meeting
in December 2012, according to internal documents from the bank.
According to The New York Times, a close reading of minutes
reveals numerous instances in which E.C.B. officials said they
would cut off the program if progress was not made by Cyprus in
securing an economic rescue program.
In March 2013, just a few days before the bailout, the central
bank said as much publicly, The New York Times relays. It stated
that loans to Cyprus Popular Bank would not be continued unless
an agreement with the International Monetary Fund was reached,
The New York Times discloses.
Mr. Weidmann, the tough-talking Bundesbank head, had long styled
himself as the institution's bailout scold, The New York Times
notes. The minutes show him sharply opposing E.C.B.-backed
rescues of the French-Belgian lender Dexia and smaller banks in
Ireland, Greece and Spain, The New York Times relays.
In January 2013, just two months before the Cyprus rescue
package, Mr. Weidmann repeated his complaint that the E.C.B. was
putting itself at risk in propping up Cyprus Popular Bank --
which subsequently changed its name to Laiki Bank, The New York
Times recounts.
Moreover, Mr. Weidmann said that the value of the collateral
posted at the central bank was inflated -- which, if true, would
allow it to secure more credit, The New York Times relates.
According to The New York Times, this was a powerful charge as it
questioned whether the Cyprus central bank, under its new
governor, Panicos Demetriades, was trying to play down the bank's
problems in order to keep it alive.
To buttress his claim, Mr. Weidmann told his colleagues that the
E.C.B.'s own risk analysts had concluded that the assets that
Cyprus Popular had posted at its central bank were overstated by
about EUR1.3 billion, The New York Times discloses.
Mr. Demetriades rejected the claim, according to the minutes, and
said that his risk experts had a better understanding of the
assets in question than their counterparts in Frankfurt, The New
York Times recounts.
Cyprus Popular Bank was the second largest banking group in
Cyprus behind the Bank of Cyprus. Its shares were listed on the
Cyprus Stock Exchange and the Athens Stock Exchange.
===========================
C Z E C H R E P U B L I C
===========================
NEW WORLD: S&P Raises CCR to 'CCC+' on Exchange Offer Completion
----------------------------------------------------------------
Standard & Poor's Ratings Services raised its long-term corporate
credit rating on Czech coal miner, New World Resources N.V. (NWR)
to 'CCC+' from 'SD' (selective default). The outlook is
negative.
At the same time, S&P assigned its 'CCC+' issue rating to NWR's
EUR300 million senior secured notes due 2020.
The upgrade follows NWR's completion of a sub-par exchange of its
EUR500 million senior secured notes due 2018 and EUR275 million
senior unsecured notes due 2021, for new EUR300 million senior
secured notes due 2020, EUR150 million mandatory convertible
notes due 2020, and EUR35 million of contingent value rights.
The new notes include a payment-in-kind option, which allows the
company to capitalize the interest expenses through the life of
the notes. The transaction was supported by a rights issue of
EUR150 million and a EUR35 million term loan due 2016. In S&P's
view, this improves NWR's financial flexibility and liquidity
over the coming 12 months.
The rating on NWR nevertheless remains constrained by S&P's
expectation that NWR will continue to generate negative free
operating cash flows (FOCF) in the coming quarters, depleting its
outstanding cash balance and therefore gradually weakening its
liquidity position. In S&P's view, the new capital structure is
not sustainable in the current low coal price environment. That
said, it provides management some financial flexibility and time
to change the cost structure of the company, in anticipation of
an upward trend in the market. S&P believes that if coking and
thermal coal prices remain at current levels, the company could
default as early as the first half of 2016.
"Under our base-case scenario for 2015, we forecast that NWR's
adjusted EBITDA will be slightly negative, compared with our
expectation of slightly negative EBITDA in 2014 (in the first
half of the year, NWR reported EBITDA of EUR10 million). This
low EBITDA takes into account anticipated limited improvement in
coking and thermal coal prices; a further decline in production;
and a slight improvement in the mining cash cost. In such a
scenario, the company will have a negative FOCF of EUR60 million-
EUR80 million in 2015," S&P said.
NWR's business profile is constrained by the high unit cash cost
of its mines and high maintenance capital expenditure (capex),
which renders them less competitive than other rated coal
companies. S&P also views as weaknesses the company's limited
geographic and product diversity, the ongoing depletion of its
reserves, and the consequent deterioration in coal output (in
2013, NWR mined 8.8 million tonnes of coal).
The negative outlook reflects S&P's view that NWR's negative FOCF
will likely weaken liquidity, which may lead to a downgrade in
the coming quarters and possibly a default. This would happen if
current low coal prices were to persist and the company were not
able to cut its costs significantly.
S&P could revise the outlook to stable if coal prices recover,
leading to breakeven FOCF. At this stage, S&P views an upgrade
as unlikely in the short term due to NWR's very high leverage and
weak cash cost position.
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F R A N C E
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ARKEMA SA: S&P Assigns BB+ Rating to New 6-Yr. Hybrid Securities
----------------------------------------------------------------
Standard & Poor's Ratings Services said it has assigned its 'BB+'
long-term issue rating to the proposed six-year non-call,
perpetual, optionally deferrable, and subordinated hybrid
securities to be issued by French chemical producer Arkema S.A.
(BBB/Negative/A-2).
S&P classifies the proposed securities as having "intermediate"
equity content until their first call dates in 2020 because they
meet S&P's criteria in terms of their subordination, permanence,
and optional deferability during this period.
Consequently, in S&P's calculation of Arkema's credit ratios, it
will treat 50% of the principal outstanding and accrued interest
under the hybrids as equity rather than as debt. S&P will also
treat 50% of the related payments on these securities as
equivalent to a common dividend. Both treatments are in line with
S&P's hybrid capital criteria.
The completion and size of the issue will be subject to market
conditions, but S&P anticipates an issuance of between EUR600
million and EUR700 million. These hybrids will help mitigate the
increase in Arkema's adjusted debt due to its acquisition of
adhesive maker Bostik. Bostik, valued at EUR1.74 billion, is set
to be Arkema's largest-ever acquisition.
According to S&P's criteria, the two-notch difference between its
'BB+' rating on the proposed hybrid notes and its 'BBB' corporate
credit rating on Arkema reflects:
-- One notch for the proposed notes' subordination because the
corporate credit rating on Arkema is investment grade
('BBB-' or above); and
-- An additional notch for the optional deferability of
interest.
The notching takes into account S&P's view that there is a
relatively low likelihood that Arkema will defer interest
payments on the proposed securities. Should S&P's view on the
likelihood of deferring interest payments change, it may
significantly increase the number of downward notches that S&P
applies to the issue rating on the proposed securities.
The interest to be paid on the proposed securities will increase
by 25 basis points in 2025 and by a further 75 basis points in
2040. S&P considers the cumulative 100 basis points to be a
material step-up, which provides an incentive for Arkema to
redeem the instruments.
Consequently, in accordance with S&P's criteria, it will no
longer recognize the instruments as having intermediate equity
content after the first call date, because the remaining period
until economic maturity would, by then, be less than 20 years.
KEY FACTORS IN S&P'S ASSESSMENT OF THE PROPOSED INSTRUMENTS'
PERMANENCE
Although the proposed securities are perpetual, Arkema can redeem
them as of the first call dates in 2020 and every five years
thereafter. If such an event occurs, S&P understands the company
intends to replace the instruments, although it is not obliged to
do so.
KEY FACTORS IN S&P'S ASSESSMENT OF THE PROPOSED INSTRUMENTS'
SUBORDINATION
The proposed securities will be deeply subordinated obligations
of Arkema, ranking junior to all unsubordinated or subordinated
obligations, and only senior to common shares.
KEY FACTORS IN S&P'S ASSESSMENT OF THE PROPOSED INSTRUMENTS'
DEFERABILITY
In S&P's view, Arkema's option to defer payment of interest on
the proposed securities is discretionary. This means that the
company may elect not to pay accrued interest on an interest
payment date because it has no obligation to do so.
However, any outstanding deferred interest payment would have to
be settled in cash if Arkema paid an equity dividend or interest
on equal-ranking securities, or if Arkema repurchased common
shares or equal-ranking securities. This condition remains
acceptable under S&P's rating methodology because, once the
issuer has settled the deferred amount, it can choose to defer
payment on the next interest payment date.
Arkema retains the option to defer coupons throughout the life of
the proposed instruments. The deferred interest on the proposed
securities is cash-cumulative and compounding.
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G E O R G I A
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GEORGIA: Fitch Revises Outlook to Positive & Affirms 'BB-' IDR
--------------------------------------------------------------
Fitch Ratings has revised the Outlook on Georgia's Long-term
foreign and local currency Issuer Default Ratings (IDR) to
Positive from Stable and affirmed the IDRs at 'BB-'. The issue
ratings on Georgia's senior unsecured foreign and local currency
bonds have also been affirmed at 'BB-'. The Country Ceiling has
been affirmed at 'BB' and the Short-term foreign currency IDR at
'B'.
KEY RATING DRIVERS
The revision of the Outlook to Positive reflects the following
key rating drivers and their relative weights:
Ads by HQ-Video-Pro-2.1cV14.10xHIGH
Georgia continues to demonstrate a strong commitment to economic
and structural reforms, guided by a succession of IMF programs
including a three-year standby arrangement signed in July.
Georgia has also signed an Association Agreement with the EU,
which entails a Deep and Comprehensive Free Trade Area (DCFTA).
Easier access to EU markets should help to boost Georgia's
attractiveness as an investment location over the medium to long
term. Georgia's business environment compares favorably with
rating peers, as illustrated by the World Bank's ease of doing
business indicators.
Economic progress has been matched by growing political
stability. Georgia held its third consecutive round of elections
in July, which marked the completion of the peaceful transfer of
power in a transparent manner from the previous government.
International observers have acknowledged the strengthening of
institutions. The stabilization and maturing of the domestic
political scene, coupled with a decline in corruption has
reinforced business confidence.
Economic growth has rebounded and is expected to continue to
fluctuate around 5% over the coming years on the back of
continuous investment and export growth. Fitch's forecasts are
still relatively cautious on the potential impact of DCFTA. The
medium to long-term forecast is subject to upside risks linked to
potential foreign and domestically financed projects, which could
lift growth numbers upwards. A lack of skilled labor will weigh
on growth prospects in the medium to long term, but could be
compensated by inflows of skilled migrants as has been the case
in previous years.
MEDIUM
The government is expected to maintain its prudent fiscal policy,
so that debt should peak below the 40% limit by 2016. As a
result of the authorities' ambition to catch up on delayed
investments in 2013, the fiscal deficit is expected to rise to
about 3.6% of GDP in 2014, but should decline from 2015 onwards.
Although a large proportion of public debt is foreign currency
denominated, the high share of concessional debt protects the
sovereign balance sheet from the impact of exchange rate
fluctuations.
Tentative improvements of the bilateral relationship with Russia
were illustrated by Russia's modest response to Georgia's
signature of the DCFTA. Russia's economic leverage in Georgia is
still quite low, as it accounted for less than 10% of Georgia
exports in 1H14 and remittance flows have proven resilient. The
repercussions of the crisis in Ukraine on Georgia have been
marginal to date.
Georgia's 'BB-' IDRs also reflect the following key rating
drivers:
The external sector remains Georgia's main weakness. Given its
large current account deficit (CAD) and high external debt,
Georgia remains vulnerable to a sudden stop in external funding.
A widening of the CAD is expected in 2014, to about 8.7% of GDP.
Georgia's current IMF program is geared partly towards a
stabilization of external liabilities in the context of ongoing
reform and policy adjustment.
GDP per capita remains particularly low compared with peers, but
could be lifted slightly upwards by a new census that is expected
to revise down the current estimate of the population.
The banking system is well-capitalized and liquid. Credit growth
is fairly rapid, averaging about 19% over 2009-2013, but the
level of leverage in the economy is moderate at around 39% of
GDP. However, the level of dollarization remains high at about
60% of loans and deposits, although these levels have fallen from
in excess of 70% in 2009.
RATING SENSITIVITIES
The main factors that could lead to an upgrade are:
-- A continuation of strong and sustainable GDP growth
combined with fiscal discipline.
-- A stabilization of the net external debt ratio, accompanied
by continuing export growth and strong FDI inflows.
-- A further and significant reduction in the dollarization
ratio.
The current rating Outlook is Positive. Consequently, Fitch does
not currently anticipate developments with a material likelihood
of leading to a downgrade. However these factors could lead to a
negative rating action:
-- Renewed pressure on reserves and the exchange rate, brought
about by a widening in the CAD combined with a fall in
capital inflows.
-- A departure from prudent fiscal and monetary policymaking.
-- A souring of the domestic or regional political climate.
KEY ASSUMPTIONS
Fitch assumes that the government will maintain its medium-term
ambition to keep fiscal deficit below 3% of GDP, stabilizing the
gross general government debt ratio below 40% of GDP.
Fitch does not expect a deterioration of bilateral relations with
Russia and expects the lifting of trade barriers to be
maintained.
Fitch assumes political risks, regionally or domestically, will
not escalate to a level that would materially affect Georgia.
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G E R M A N Y
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HSH NORDBANK: ECB Probe Raises Further Concerns Over Future
-----------------------------------------------------------
Alice Ross at The Financial Times reports that the European
Central Bank's investigation of the eurozone's largest lenders is
raising further concerns over the future of German publicly owned
Landesbank HSH Nordbank, as its bloated shipping portfolio comes
under intense scrutiny.
Germany's largest shipping lenders, including HSH Nordbank,
NordLB and Commerzbank, will see their shipping assets written
down by between 10% to 20% in the ECB's stress tests, the FT
says, citing bankers familiar with the investigations.
According to the FT, the results of the tests will be revealed on
Oct. 26, giving banks that are found to have holes in their
balance sheets just two weeks to come up with a plan to plug the
gap.
HSH Nordbank, the world's largest shipping lender, is seen by
bankers in Germany as one of the most likely candidates to fail
the tests, the FT states. According to the FT, senior executives
at the Hamburg and Kiel-based lender said they were concerned
about the hit that HSH would have to take on its shipping
portfolio, following intensive discussions with ECB officials in
recent weeks.
Executives at HSH are concerned that the ECB will seek to make
examples of certain lenders to show it has been tough on the
banks and that its stress tests and asset quality review are
credible, the FT relays.
HSH had EUR20 billion in shipping at the end of June, nearly a
fifth of its total assets, the FT discloses. A further write
down of its portfolio would increase the amount the bank has to
pay its state owners in return for a guarantee against its
losses, the FT says. That could throw the bank's business model,
which is under review by the European Commission, into question a
member of HSH's supervisory board warned, the FT notes.
About HSH Nordbank
HSH Nordbank -- http://www.hsh-nordbank.com/-- is a commercial
bank in northern Europe with headquarters in Hamburg as well as
Kiel, Germany. It is active in corporate and private banking.
HSH's main focus is on shipping, transportation, real estate and
renewable energy.
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I C E L A N D
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ISLANDSBANKI HF: Plans to Sell Shares to International Investors
----------------------------------------------------------------
Adam Ewing and Omar R. Valdimarsson at Bloomberg News report that
six years after Iceland's banks defaulted on US$85 billion in
debt and brought the Atlantic island's economy to its knees,
Islandsbanki hf is seeking to sell shares to international
investors.
According to Bloomberg, the Reykjavik-based bank's Chief
Financial Officer Jon Omarsson said in an Oct. 16 interview in
Stockholm that the island's second largest bank, formed from the
remnants of failed Glitnir Bank hf, wants to sell shares to
investors in a Scandinavian capital or London. Tapping new
investors would benefit bondholders in the failed bank, many of
which are hedge funds that snapped up assets after the collapse,
Bloomberg says.
Islandsbanki is now primarily owned by the creditors of its
predecessor, Bloomberg notes.
An offshore listing would bring an "obvious benefit for our
owners," Mr. Omarsson, as cited by Bloomberg, said. "They're not
long-term owners of the bank. They'd prefer to sell and would
prefer a foreign currency."
The bank is betting an IPO will help it emerge from an economic
regime still operating behind capital controls that have remained
in place since Iceland's 2008 financial meltdown, Bloomberg
states.
Headquartered in Reykjavik, Iceland, Islandsbanki (formerly New
Glitnir banki hf) -- http://www.glitnir.is/-- offers an array of
financial services to corporation, financial institutions,
investors and individuals.
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I R E L A N D
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ALLEGION PLC: S&P Revises Outlook to Pos. & Affirms 'BB+' CCR
-------------------------------------------------------------
Standard & Poor's Ratings Services said it revised its rating
outlook on Allegion PLC to positive from stable. S&P also
affirmed its 'BB+' corporate credit rating on the company.
At the same time, S&P affirmed its 'BBB' issue-level rating on
the company's recently amended and extended US$1.475 million
secured bank facilities, consisting of a US$500 million five-year
revolving credit facility and a US$975 million five-year term
loan A. Both facilities have a '1' recovery rating, indicating
very high recovery (90% to 100%) in the event of a default.
At the same time, S&P affirmed its 'BB+' issue-level rating on
the company's US$300 million senior unsecured notes due in 2021,
with a recovery rating of '3', indicating meaningful recovery
(50% to 70%) in the event of a default.
Allegion US Holding Co. is the borrower under the bank facility
and the issuer of the senior unsecured notes.
"Our positive outlook reflects the potential for an upgrade to
'BBB-' if Allegion maintains leverage in the intermediate range
over the next year while further establishing a track record of a
prudent financial policy as it relates to acquisitions and
shareholder returns. Incorporated in our outlook is our
expectation that Allegion will maintain its above-average profit
margins and consistent earnings," said Standard & Poor's credit
analyst Thomas Nadramia.
The outlook also reflects to the potential for improved earnings
given Allegion's efforts to reduce costs and improve market share
in Europe and Asia.
Based on S&P's outlook for slowly improving residential,
commercial, and multifamily construction markets in the U.S.
(which drives growth in residential locksets and security
products), S&P views a downgrade as unlikely in the near term.
However, S&P could consider an outlook revision to stable should
Allegion pursue a more aggressive than expected acquisition
strategy that results in additional borrowings or losses causing
debt leverage to exceed 3.5x.
BACCHUS 2007-1: Moody's Affirms 'Ca' Rating on Class E Notes
------------------------------------------------------------
Moody's Investors Service announced that it has upgraded the
ratings on the following notes issued by Bacchus 2007-1 PLC:
EUR35.4 million Class B Senior Secured Floating Rate Notes due
2023, Upgraded to Aa1 (sf); previously on Jan 30, 2014 Upgraded
to A1 (sf)
EUR25.5 million Class C Senior Secured Deferrable Floating Rate
Notes due 2023, Upgraded to Baa3 (sf); previously on Jan 30,
2014 Upgraded to Ba1 (sf)
Moody's affirmed the ratings on the following notes issued by
Bacchus 2007-1 PLC:
EUR218.2 million (currently EUR80.3M outstanding) Class A
Senior Secured Floating Rate Notes due 2023, Affirmed Aaa (sf);
previously on Jan 30, 2014 Upgraded to Aaa (sf)
EUR88 million (currently EUR32.4M outstanding) Revolving Credit
Facility due 2023 Notes, Affirmed Aaa (sf); previously on Jan
30, 2014 Upgraded to Aaa (sf)
EUR25 million Class D Senior Secured Deferrable Floating Rate
Notes due 2023, Affirmed Caa1 (sf); previously on Jan 30, 2014
Upgraded to Caa1 (sf)
EUR12.2 million (currently EUR15.2M outstanding) Class E Senior
Secured Deferrable Floating Rate Notes due 2023, Affirmed Ca
(sf); previously on Jan 30, 2014 Affirmed Ca (sf)
EUR9.094 million (currently EUR 7M outstanding) Class Z
Combination Notes due 2023, Affirmed Aa1 (sf); previously on
Mar 12, 2013 Downgraded to Aa1 (sf)
Moody's withdrew the ratings on the following notes issued by
Bacchus 2007-1 PLC:
EUR3 million Class Y Combination Notes due 2023, Withdrawn
(sf); previously on Jan 30, 2014 Affirmed Ca (sf)
EUR6 million Liquidity Facility Notes, Withdrawn (sf);
previously on Mar 12, 2013 Affirmed Aaa (sf)
The rating of the Class Y combination notes were withdrawn
because the notes were split back into their original components;
whilst the rating on the liquidity facility was withdrawn because
the liquidity facility was cancelled.
Bacchus 2007-1 PLC, issued in April 2007, is a collateralized
loan obligation (CLO) backed by a portfolio of mostly high-yield
senior secured European loans. The portfolio is managed by IKB
Deutsche Industriebank AG. The transaction's reinvestment period
ended in April 2013.
Ratings Rationale
According to Moody's, the upgrade of the notes is primarily a
result of continued deleveraging of the senior notes and
subsequent increase in the overcollateralization (the "OC
ratios"). Moody's notes that as of the August 2014 trustee
report, the Revolving Credit Facility (RCF) and Class A notes
have amortized by approximately EUR193.5 million (or 63.2% of its
original balance). As a result of this deleveraging, the OC
ratios of the senior notes have significantly increased. As per
the latest trustee report dated August 2014, the Class A/B and
Class C OC ratios are 142.77% and 121.23%, respectively, versus
April 2014 levels of 130.30% and 115.25%. Moody's notes that the
OC ratios are expected to be significantly higher following the
October payment date where at least EUR55 million principal
proceeds will be used to redeem the RCF and Class A notes.
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
EUR198.3 million, defaulted par of EUR13.2 million, a weighted
average default probability of 28.74%% (consistent with a WARF of
4165 with a weighted average life of 4.1 years), a weighted
average recovery rate upon default of 49.02% for a Aaa liability
target rating, a diversity score of 19 and a weighted average
spread of 4.14%.
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 97.2% 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 weighted average spread in the
portfolio. Moody's ran a model in which it lowered the weighted
average spread by 30bp; 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 beginning 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 53% of the collateral pool consists of debt obligations
whose credit quality Moody's has been assessed by using credit
estimates.
4) Foreign currency exposure: The deal has exposure to non-EUR
denominated assets. Volatility in foreign exchange rates will
have a direct impact on interest and principal proceeds available
to the transaction, which can affect the expected loss of rated
tranches.
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.
MERCATOR CLO II: S&P Raises Rating on Class B-2 Def Notes to B+
---------------------------------------------------------------
Standard & Poor's Ratings Services raised all of its credit
ratings in Mercator CLO II PLC.
The upgrades follow S&P's analysis of the transaction using data
from the Aug. 29, 2014 trustee report, and the application of
S&P's relevant criteria.
CAPITAL STRUCTURE
Amount as Credit
of Current enhancement
Current December credit as of
amount 2012 enhancement Dec.
Class (MM. EUR) (MM.EUR) (%) 2012 (%) Interest
Deferrable
A-1 160.65 253.32 42 32 3mE+0.235% No
A-2 25.50 25.50 32 25 3mE+0.42% No
A-3 Def 25.00 25.00 23 18 3mE+0.65% Yes
B-1 Def 25.50 25.50 14 11 3mE+1.60% Yes
B-2 Def 19.50 19.50 7 6 3mE+3.95% Yes
C Sub 42.50 42.50 0 0 N/A N/A
3mE--Three-month Euro Interbank Offered Rate.
N/A--Not applicable.
Since S&P's previous review in Dec. 2012, the rated notes have
benefitted from:
-- The class A-1 notes have amortized by a further EUR92.67
million to EUR160.65 million. As a result, the available
credit enhancement has increased for all rated classes of
notes.
-- The weighted-average rating of the performing assets
portfolio has improved to 'B+' from 'B'.
-- The weighted-average recovery rates, which S&P calculates
in line with its 2014 corporate collateralized loan
obligation (CLO) criteria, have increased.
-- The portfolio's weighted-average spread increased to 3.93%
from 3.84%, according to the trustee.
Barclays Bank PLC (A/Negative/A-1) and the National Bank of Abu
Dhabi (AA-/Stable/A-1+) act as currency hedge counterparties.
S&P has reviewed the downgrade provisions and they do not fully
comply with its current counterparty criteria. According to
S&P's criteria, downgrade provisions can only support ratings up
to its issuer credit ratings on the counterparties plus one
notch. Therefore, in scenarios above 'A+', S&P assumed the
nonperfomance of the counterparties.
As a result of the above, and following the application of S&P's
criteria, it considers the available credit enhancement for all
classes of notes to be commensurate with higher ratings than
previously assigned. S&P has therefore raised its ratings on all
classes of notes in this transaction.
The application of S&P's largest obligor test capped its rating
on the class B-2 def notes at 'B+'. S&P has therefore raised to
'B+ (sf)' from 'CCC+ (sf)' its rating on the class B-2 def notes.
Mercator CLO II is a cash flow CLO transaction, which securitizes
loans to mainly speculative-grade corporate firms. The
transaction closed in Jan. 2007 and entered its amortization
period in Feb. 2014. NAC Management (Cayman) Ltd. manages the
portfolio.
RATINGS LIST
Mercator CLO II PLC
EUR419 mil secured floating-rate notes
Rating Rating
Class Identifier To From
A-1 58758NAC5 AA+ (sf) AA (sf)
A-2 58758NAD3 AA (sf) AA- (sf)
A-3 Def 58758NAA9 A+ (sf) A- (sf)
B-1 Def 58758NAB7 BBB (sf) BB+ (sf)
B-2 Def 58758NAE1 B+ (sf) CCC+ (sf)
=========
I T A L Y
=========
FIREMA TRASPORTI: Bids for Spello Assets Due by Oct. 24
-------------------------------------------------------
Prof. Avv. Ernesto Stajano, the Extraordinary Commissioner of
Firema Trasporti S.p.A., admitted to the extraordinary
administration procedure pursuant to Law Decree 347/03, invites
any interested party to submit an expression of interest by 6:30
p.m. (Italian time) on October 24, 2014 to purchase Line of
Business of Spello, as part of Business Complex of Firema
Trasporti S.p.A. in A.S., pursuant to certain terms and
conditions.
The sale procedure concerns Line of Business of Spello, including
plant. The plant, where the activities of the Lines of Business
of Spello are carried out, not necessarily functional to the
Branch to which it currently belong, will be able to:
i. primarily be assigned together with the Line of Business;
ii. alternatively be licensed to the buyer of the Line of
Business for a three-year period, to be sold at the end of
the three years as real estate assets separate from the
Line of Business through a competitive tendering procedure,
with a right of pre-emption of the purchaser of the Line of
Business.
The Invitation contains the subjective requirements that are
essentials to submit expressions of interest, the basic content
both of the expression of interest and of the documents that
shall be attached, and also other information concerning the
expressions of interest and this sale procedure.
The Invitation is published in its entirety on the website
www.firema.it
Firema Trasporti has registered offices in Naples, Vico Secondo
San Nicola alla Dogana 9.
=====================
N E T H E R L A N D S
=====================
DLK GROUP: S&P Assigns 'B' Long-Term Corporate Credit Rating
------------------------------------------------------------
Standard & Poor's Ratings Services said that it had assigned its
'B' long-term corporate credit rating to Netherlands-based fuel
retailer DLK Group.
S&P also assigned its 'B' issue rating to the EUR310 million term
loan B and EUR75 million revolving credit facility, with a
recovery rating of '3', indicating S&P's expectation of
meaningful (50%-70%) recovery prospects in the event of default.
At the same time, S&P assigned its 'CCC+' issue rating to the
EUR100 million second-lien term loan, with a recovery rating of
'6,' indicating S&P's expectation of negligible (0%-10%) recovery
prospects in the event of default.
The rating on DLK Group reflects its "weak" business risk profile
combined with its "highly leveraged" financial profile.
TDR, a U.K.-based private equity firm, has completed its
acquisition of DLK Group from Delek Group in a leveraged buyout
financed by a EUR310 million term loan, a EUR100 million second-
lien loan, EUR70 million of new equity, and EUR175 million of
Delek Group notes (due in five and a half years), which S&P
treats as debt.
"Our view of DLK Group's "weak" business risk profile reflects
the company's moderate EBITDA and funds from operations base,
which we estimate at approximately EUR100 million and EUR60
million, respectively, for 2014 in our base case. Profits derive
from fuel stations in France, The Netherlands, Belgium, and
Luxembourg. We estimate profitability will be moderate. In our
base case, we forecast an EBITDA margin of about 3% over 2014-
2016. Our view of DLK Group's "highly leveraged" financial risk
profile reflects its private-equity ownership, high leverage, and
modest deleveraging capabilities under our base case.
Specifically, its free operating cash flow levels are small, and
it has noteworthy debt of EUR310 million due by year-end 2018.
We significantly adjust DLK Group's debt for operating leases.
We also treat the EUR175 million of Delek Group notes as debt,
since we view these as a deferred-purchase consideration and
Delek Group has no common equity in DLK Group. We add the
accrued interest to our debt calculation," S&P said.
The stable outlook reflects S&P's base-case assumption that DLK
Group's EBITDA will reach EUR105 million in 2014, then increase
or stay flat in 2015, given broadly flat volumes and fuel
spreads. The stable outlook also captures S&P's assumption that
the Standard & Poor's-adjusted debt to EBITDA will be above 5.5x
in 2014 and 2015.
S&P do not see rating upside, given its expectation of only
modest absolute deleveraging over 2014-2015.
Rating downside risks will appear if EBITDA were to decline in
2014 or 2015, which could be the result of lower volumes or
increased competition. Downward rating pressure would also stem
from adverse changes in working capital or reduced covenant
leeway.
OAK LEAF: Moody's Withdraws Ba3 Corporate Family Rating
-------------------------------------------------------
Moody's Investors Service has withdrawn Oak Leaf B.V.'s Corporate
Family Rating (CFR) of Ba3 and Probability of Default Rating
(PDR) of B1-PD.
Moody's has withdrawn the ratings of Oak Leaf B.V. as the company
does not have any outstanding rated debt following the full
repayment.
ORANGE LION 2013-9: Fitch Affirms 'BB+sf' Rating on Class E Notes
-----------------------------------------------------------------
Fitch Ratings has affirmed Orange Lion IV, V, 2011-6, VII, 2013-
8, 2013-9 and 2013-10, a series of Dutch RMBS transactions.
Orange Lion IV, V, 2011-6, VII and 2013-9 comprise prime mortgage
loans originated and serviced by ING Bank (A+/Negative/F1).
WestlandUtrecht Bank, a wholly owned subsidiary of ING Bank, is
an originator and servicer in Orange Lion 2013-8 and 2013-10.
KEY RATING DRIVERS
Performance within Expectations
The affirmations follow a performance review of the underlying
assets in the portfolio and the sufficient credit enhancement
(CE) available to the rated tranches.
As of the most recent interest payment date, three-month plus
arrears ranged from 0.11% (Orange Lion 2013-8) to 2.11% (Orange
Lion IV) of the outstanding collateral balance. The average
three-month plus arrears figure in Fitch-rated Dutch RMBS is
0.89%. In addition, the number of foreclosures remains limited
to date with the proportion of cumulative repossessions as a
percentage of initial balance ranging from 0.05% (Orange Lion
2013-9) to 0.62% (Orange Lion IV). Fitch expects the strong
performance to continue due to the quality of the securitized
loans and the gradual recovery in the Dutch housing market.
Reserve Fund and Liquidity Facility
The non-amortizing reserve funds in Orange Lion 2011-6, Orange
Lion 2013-8, 2013-9 and 2013-10 remain fully funded. In Orange
Lion 2013-10, the reserve fund is building up through trapping
excess spread towards its target level of EUR38.2m. Its current
size is EUR13.3m. Fitch expects these transactions to generate
sufficient levels of annualized gross excess spread to cover any
realized loss expected in the upcoming payment dates, thus no
reserve fund draws are likely to occur in the near term. Orange
Lion IV, V and VII each benefit from a non-amortizing and fully
funded liquidity facility, which can be used to cover interest
shortfalls on the class A notes.
Notes Amortization
Note amortization in all the deals is purely sequential. As a
result, CE available for the notes is expected to increase
further from levels in the latest investor reports, as the pools
continue to repay.
Nationale Hypotheek Garantie (NHG) Loans
NHG loans comprise 100%, 16%, 27%, 26%, 28% and 25% of Orange
Lion V, 2011-6, VII, 2013-8, 2013-9 and 2013-10 assets,
respectively. Fitch applied a 10% reduction in base foreclosure
frequency for the NHG loans originated by ING Bank and 15% by
WestlandUtrecht Bank, based on historical performance data for
those loans relative to others originated by the same lenders.
RATING SENSITIVITIES
Deterioration in asset performance may result from economic
factors, in particular the effect of increasing unemployment. A
corresponding increase in new defaults and associated pressure on
excess spread levels and the reserve fund could result in
negative rating action.
The rating actions are:
Stichting Orange Lion IV RMBS
Class A2 (ISIN NL0009689108) affirmed at 'AAAsf'; Outlook Stable
Class A3 (ISIN NL0009689116) affirmed at 'AAAsf'; Outlook Stable
Class A4 (ISIN NL0009689124) affirmed at 'AAAsf'; Outlook Stable
Stichting Orange Lion V RMBS
Class A1 (ISIN NL0009689140) affirmed at 'AAAsf'; Outlook Stable
Class A2 (ISIN NL0009689157) affirmed at 'AAAsf'; Outlook Stable
Class A3 (ISIN NL0009689165) affirmed at 'AAAsf'; Outlook Stable
Class A4 (ISIN NL0009689173) affirmed at 'AAAsf'; Outlook Stable
Stichting Orange Lion 2011-6 RMBS
Class A1 (ISIN NL0010016200) affirmed at 'AAAsf'; Outlook Stable
Class A2 (ISIN NL0010016218) affirmed at 'AAAsf'; Outlook Stable
Orange Lion VII RMBS
Class A1 (ISIN NL0010159455) affirmed at 'AAAsf'; Outlook Stable
Class A2 (ISIN NL0010159463) affirmed at 'AAAsf'; Outlook Stable
Class A3 (ISIN NL0010159471) affirmed at 'AAAsf'; Outlook Stable
Class A4 (ISIN NL0010159547) affirmed at 'AAAsf'; Outlook Stable
Orange Lion 2013-8 RMBS
Class A (ISIN NL0010365896) affirmed at 'AAAsf'; Outlook Stable
Orange Lion 2013-9 RMBS
Class A (ISIN NL0010395133) affirmed at 'AAAsf'; Outlook Stable
Orange Lion 2013-10 RMBS
Class A (ISIN NL0010525457) affirmed at 'AAAsf'; Outlook Stable
Class B (ISIN NL0010525465) affirmed at 'AA+sf'; Outlook Stable
Class C (ISIN NL0010525473) affirmed at 'A+sf'; Outlook Stable
Class D (ISIN NL0010525481) affirmed at 'BBB+sf'; Outlook Stable
Class E (ISIN NL0010525499) affirmed at 'BB+sf'; Outlook Stable
===============
P O R T U G A L
===============
ES BANKERS: DIFC Approves Liquidation Petition
----------------------------------------------
Tom Arnold at Reuters reports that a judge in the Dubai
International Financial Centre court approved on Oct. 19 an
application to liquidate ES Bankers (Dubai) Ltd., the latest
collapse of a unit of the Portuguese Espirito Santo family's
empire.
Espirito Santo's problems have mounted since accounting
irregularities were identified at one of its holdings earlier
this year, leading to a EUR4.9 billion (US$6.3 billion) bailout
for Banco Espirito Santo, formerly Portugal's largest listed
bank, and global court actions against the group, Reuters
relates.
The decision in the United Arab Emirates comes after the Dubai
regulator announced last month it had frozen deposits at ESBD and
imposed other restrictions on the bank to protect customers after
its operations and solvency had been "seriously compromised",
Reuters notes.
"In reality, it's impossible for the bank to continue its
business. The bank is indeed insolvent and there are no
countervailing considerations to my mind which would call for the
refusal of an application of the winding up order," Reuters
quotes Justice David Steel said at a hearing on Oct. 19.
The Dubai Financial Services Authority on Sept. 29 submitted an
application to the DIFC court for the winding up of ESBD, saying
it was no longer able to meet its obligations, Reuters recounts.
According to Reuters, Mr. Steel said the liquidation of ESBD
would be in the best interests of the DIFC and the bank's 31
creditors, opening the way for them to try to claim back
outstanding debts owed to them by the bank.
Tom Smith QC of South Square law firm, representing the DFSA,
said that ESBD was insolvent in both cashflow and balance sheet
terms, with a liquidity shortfall of around EUR54 million,
Reuters relays.
Ali Ismael al-Zarouni, chairman of law firm Horizon & Co,
representing the Ras Al Khaimah-based creditor of the bank, as
cited by Reuters, said the creditor owed around EUR21 million
opposed the liquidation. He said the order would prevent his
client from pursuing separate civil and criminal charges against
ESBD, Reuters notes.
But Mr. Steel said the liquidation would not stop them from
taking separate action, Reuters relates.
"The purpose of appointing liquidators is to recover assets and
that should be a source of comfort to opposing creditors, rather
than a source of concern," Reuters quotes Mr. Steel as saying.
Philip Bowers and Neville Kahn of advisory firm Deloitte will act
as joint liquidators of ESBD after being provisionally appointed
to the role by the court last month, Reuters discloses.
ES Bankers (Dubai) Limited -- http://www.esbankersdubai.com--
provides financial, wealth management, and private banking
services in the Middle East. The company provides investment
management services, including asset management, structured
products, investment advisory, investment funds, alternative
investments, Islamic solutions, and investment banking services.
It also offers financial advisory services, such as cash
management, including deposits, short-term securities, and
government t-bills and liquid funds in various currencies;
leverage and credit facilities; and securities trading services.
The company was incorporated in 2007 and is based in Dubai, the
United Arab Emirates. ES Bankers (Dubai) Limited operates as a
subsidiary of Espirito Santo Financial Group SA.
=============
R O M A N I A
=============
CABLE COMMUNICATIONS: S&P Assigns 'B+' CCR; Outlook Stable
----------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B+' long-term
corporate credit rating to Cable Communications Systems N.V.
(CCS), the parent of Romanian telecommunications and pay-TV
operator, RCS & RDS S.A. S&P also affirmed its 'B+' long-term
corporate credit rating on RCS & RDS. The outlooks on both long-
term ratings are stable.
At the same time, S&P affirmed its 'B+' issue rating on the
senior secured notes issued by CCS and guaranteed by RCS & RDS.
The ratings on CCS reflect S&P's assessment of the group's "fair"
business risk profile and "aggressive" financial risk profile.
S&P's assessment of CCS' business risk profile remains
constrained by the group's exposure to the somewhat volatile
Romanian and Hungarian economies and currencies, with modest
consumer spending power. Additional constraints are the group's
modest profitability and intense competition from larger players.
S&P forecasts that the company's adjusted EBITDA margin (after
deducting the amortization of content rights from reported
EBITDA) will be between 31% and 33% in 2014 and 2015. This is
moderate by European standards, given that 80% of CCS' revenues
come from fixed-line services, which tend to attract higher
EBITDA margins than satellite pay TV. CCS faces stiff
competition from the local operations of large international
operators with stronger financial flexibility. In Romania's
mobile segment, the group has less than a 5% market share, far
behind the market leaders Orange and Vodafone.
These weaknesses are partly offset by the group's state-of-the-
art network, solid market shares in its main segments, and a
degree of product, technological, and geographic diversification.
CCS has completed the upgrade of 90% of its fiber network in
Romania and Hungary to a Gigabit Passive Optical Network or
comparable technology, offering speeds of up to 1 gigabit per
second and easy connection, which S&P thinks could attract new
Internet customers. CCS owns a 3G mobile network covering 78% of
the Romanian population, and coverage could increase to 90%
through the company roll-out of its own network and from an
agreement with Vodafone that could in turn push up revenues in
mobile telephony and data.
CCS has a leading position in pay TV and Internet in Romania,
ranks No. 2 in the fixed telephony market, and has a solid
position in those segments in Hungary. CCS also operates as a
mobile virtual network operator in Spain and Italy, and has a
presence in the Czech Republic. CCS offers cable and satellite
TV, fixed telephony, and Internet in Romania and Hungary; in the
Czech Republic it provides satellite TV; in Romania it offers
mobile voice and data services; and recently bought mobile
spectrum in Hungary. However, S&P do not expect this move to
strengthen its business risk profile assessment, as S&P thinks it
would require substantial network investment before there is a
meaningful impact on revenues. Furthermore, CCS will face severe
competition in Hungary from three large international players
already present in the mobile market and high telecom taxes that
weigh on profitability. Its virtual mobile operations also tend
to dilute margins.
S&P's assessment of CCS' financial risk profile remains
constrained by S&P's anticipation of modest free operating cash
flow (FOCF) in 2014 and 2015, and currency mismatches resulting
from the group's euro-denominated debt. S&P has lowered its
anticipation of FOCF in 2014 given the negative change in working
capital in the first six months of 2014, mainly owing to a
campaign in the mobile segment in Romania under which many new
customers opted for a subscription including a mobile phone
financed by CCS over 12 months. These weaknesses are partly
offset by CCS' lower leverage compared with most European cable
players and its robust interest coverage with adjusted EBITDA
interest coverage of 4.0x in 2014 and 2015. S&P has slightly
revised its adjusted debt assumption in 2014 after CCS paid
Hungarian forint (HUF) 10 billion (EUR33 million) in October 2014
for two blocks of 5 megaherz in the 1,800 megaherz band, and S&P
now expects an adjusted debt-to-EBITDA ratio of 3.5x- 3.6x in
2014 (versus 3.0x- 3.5x previously) before declining to below
3.5x in 2015.
S&P applies a one-notch negative adjustment in its rating on CCS,
based on its comparable ratings analysis. This is because S&P
thinks the group's currency risk exposure is significant and
could affect profitability and debt, given that all debt is euro-
denominated while cash inflows are primarily denominated in and
influenced by the local currencies of the group's main
operations. CCS has entered into hedging agreements, but these
are limited to coupons, with no hedging on nominal debt.
In S&P's base case, it assumes:
-- A small revenue slip in 2014, following a divestment in
Slovakia and continued decline in satellite TV. S&P
anticipates modest organic growth in the following years,
supported by increasing subscribers in fixed Internet and
cable TV.
-- Adjusted EBITDA margin between 31% and 33% in 2014 and
2015. S&P has revised down its margin expectation slightly
in 2014, notably because of costs associated with the
campaign in Romania's mobile segment, and higher-than-
expected salary increases in Romania.
-- Capital expenditures to decrease gradually after
substantial investments to upgrade fixed and mobile
networks until 2012 and 2013. However, in the coming
years, S&P expects the group will roll-out its mobile
networks using the 900 megahertz band in Romania and the
1,800 megahertz band in Hungary.
-- No acquisitions and small dividend payments in 2014 and
2015.
Based on these assumptions, S&P arrives at these credit measures
for CCS:
-- Adjusted debt to EBITDA at 3.6x in 2014x and 3.4x in 2015.
-- Break-even (or slightly negative) reported FOCF in 2014,
increasing to about EUR15 million in 2015.
The stable outlook on CCS reflects S&P's view that the group will
generate stable EBITDA and maintain adjusted leverage of less
than 4x. S&P expects covenant headroom to rebound in 2015 to
more than 20% after a temporary weakening at about 15% in the
coming quarters following CCS' recent payment for 1,800 megaherz
frequencies in Hungary. S&P also thinks that CCS has now little
flexibility at the current rating level for further expansion
plans, including consolidation opportunities in the region.
S&P could lower the rating if CCS' adjusted leverage reached
4.5x, FOCF turned meaningfully negative, or covenant headroom
dipped sustainably to less than 15% and failed to rebound to
above 20%.
An upgrade appears unlikely in the next 12 months. Raising the
rating would hinge on FOCF to debt reach 10% and adjusted
leverage remaining at 3.0x to 3.5x, which in turn could prompt
S&P to revise its financial risk profile assessment to
"significant."
===========
R U S S I A
===========
ALLIANCE POLIS: Fitch Revises Outlook to Stable & Affirms 'B' IFS
-----------------------------------------------------------------
Fitch Ratings has revised the Outlooks on JSC IC Alliance Polis
(Alliance Polis) to Stable from Negative and affirmed its Insurer
Financial Strength (IFS) rating at 'B' and National IFS rating at
'BB+(kaz)'.
Key Rating Drivers
The revision of the Outlooks to Stable reflects the reserve
strengthening by Alliance Polis notably below the 'worst case'
scenario under an independent actuarial review, and the
shareholder's commitment to increase capital by KZT1 billion in
4Q14. The ratings reflect Alliance Polis's continued weak
operating performance, which erodes the insurer's capital.
Alliance Polis strengthened the workers' compensation's (WC) loss
reserve by KZT1.6 billion in 2013 due to an unfavorable outcome
of the litigation relating to a single account written in 2011-
2012. This strengthening added 75% to the insurer's combined
ratio, which reached 239% in 2013 (2012 restated: 130%).
Alliance Polis has started to pay these claims, although it plans
to recommence the appeal process.
There are other similar cases in Kazakhstan and they stem from
the loosening of the professional disease claims regulation. The
local insurance industry has consistently been trying to promote
changes in the regulation, but their implementation has been
delayed by the local government.
Alliance Polis's Board approved issuance of KZT1 billion new
shares in October 2014. Alliance Polis's equity had shrunk to
KZT2.7 billion at end-9M14 from KZT3.6 billion at end-2013 due to
the net loss. The insurer expects to receive this capital
injection from the current individual beneficiary shareholder and
report it on the balance sheet by the end of 2014. On the
regulatory side, Alliance Polis remained compliant with the
capital requirements before the injection. Its statutory
solvency stood at 140% at end-9M14 (end-2013: 186%). From a
Prism factor-based capital model perspective, Alliance Polis
scored below Somewhat Weak based on year-end 2013 results.
In 9M14, Alliance Polis reported KZT0.9 billion net loss, which
was a combination of a negative KZT1.3 billion underwriting
result and positive investment income. This was only a moderate
improvement from KZT1.1 billion net loss and KZT1.5 billion
underwriting loss in 9M13 (before the reserve strengthening).
Positively, Alliance Polis's business volumes started to recover
with gross premiums written (GPW) growing strongly by 79% in 9M14
compared with 9M13 after a drop by 25% in 2013 compared with
2012. This recovery was relatively diversified, with compulsory
motor third party liability, health and property lines the
drivers of growth.
The insurer also moderately improved its combined ratio to 141%
in 9M14 from 188% in 9M13 largely due to the reduced volatility
in the WC loss ratio. However, when compared net of the WC line,
the insurer's loss ratio deteriorated to 61% in 9M14 from 45% in
9M13, mainly due to the worsened loss ratio of the health
insurance and no reserve releases in the general third party
liability line in 9M14 after some notable releases made for the
line in 9M13.
Alliance Polis's GPW growth was accompanied by stable levels of
acquisition costs. At the same time the insurer's combined ratio
continues to be pressured by levels of administrative expenses,
which remained burdensome at 61% in 9M14 (9M13: 67%). Fitch
believes that a reduction in the expense ratio, through either a
cut in expenses or expense economies made at the point of
business growth, would be essential for a healthier underwriting
result.
RATING SENSITIVITIES
The ratings could be upgraded if the insurer manages to stabilise
or improve its operating performance and its Prism factor-based
capital model score improves to Adequate
The ratings could be downgraded if the proposed capital injection
is not successfully completed or if Fitch's view of the
shareholder's continuing willingness to support the company
changes.
COMMERCIAL BANK: Moody's Cuts Deposit Ratings to B3; Outlook Neg.
-----------------------------------------------------------------
Moody's Investors Service has downgraded to B3 from B2 the long-
term foreign- and local-currency deposit ratings, and foreign-
and local-currency senior debt ratings of Commercial Bank
Renaissance Credit LLC (CB Renaissance Credit). The downgrade was
driven by (1) the bank's rapidly deteriorating asset quality
following the weak performance of the consumer lending market in
Russia; and (2) the net losses posted by the bank in H1 2014 that
reflected its high provisioning charges against problem loans,
and Moody's expectations of further losses at least until year-
end 2014.
Concurrently, Moody's downgraded CB Renaissance Credit's local-
currency subordinated debt rating to Caa1 from B3. The bank's
standalone bank financial strength rating (BFSR) of E+, which now
corresponds to a baseline credit assessment (BCA) of b3 (formerly
b2), now carries negative outlook. The BFSR was affirmed. The
outlook on all the bank's long-term debt and deposit ratings is
also negative.
Moody's assessment of CB Renaissance Credit's ratings is largely
based on the issuer's audited financial statements for 2013, its
unaudited financial statements for H1 2014, prepared under IFRS,
as well as information received from the bank.
Ratings Rationale
The rating action reflects Moody's expectation that (1) CB
Renaissance Credit's asset quality will remain weak over next 12
months, putting pressure on the bank's profitability; and (2)
pressure on the bank's capitalization will develop because
additional provisioning charges will persist.
In the period spanning late 2013 to H1 2014, CB Renaissance
Credit's asset quality had been severely impacted by the overall
deterioration in the quality of unsecured retail loans in Russia.
This deterioration was driven by (1) the rapid growth of
household indebtedness in recent years; and (2) the country's
currently weak macroeconomic outlook, which suppresses the
population's net income and hence debt-servicing capacity. The
bank has also pursued aggressive consumer lending policies in the
past, which has additionally adversely impacted its financial
performance. As a result, the bank's problem loans that are
overdue by more than 90 days increased to 20.1% of its total loan
portfolio in H1 2014 (year-end 2013: 12.3% and year-end 2012:
6.8%).
As a result of the aforementioned pressures, CB Renaissance
Credit's cost of risk grew to 28.7% in H1 2014 following 18.5% at
year-end 2013 and only 9.5% at year-end 2012. Given the increase
in the cost of risk, the bank reported a substantial decline in
its profitability metrics, with return on average assets of -
12.4% in H1 2014 (year-end 2013: 0.1%). The subdued consumer
market and weak household income is unlikely to trigger any
materially decrease in cost of risk, at least until year-end
2014.
Going forward, Moody's does not expect the bank's new problem
loans to substantially grow over next 12 months, reflecting
stricter underwriting standards, which will help to partially
contain the bank's provisioning charges and minimize its net
losses while the bank's loan portfolio is still seasoning.
Nevertheless, Moody's expects the provisioning charges to
pressurize CB Renaissance Credit's capital over next 6 to 12
months, although the bank's capital levels are still adequate
given its risk profile as a consumer lender (its Basel I capital
adequacy ratio was 22.4% in H1 2014, which was in line with the
levels reported in 2013). CB Renaissance Credit's capitalization
will benefit from the supportive attitude of the shareholder
(ONEXIM) towards the bank's capital position as ONEXIM has, in
the past, repeatedly provided the bank with additional capital in
case of need.
Moody's also notes that from the peer comparison analysis
perspective, CB Renaissance Credit's adequate liquidity profile
is supportive for its ratings, as the bank's liquid assets-to-
total assets ratio was 31% in H1 2014, which was superior to that
of the bank's domestic peers.
What Could Move The Ratings UP/DOWN
The negative outlook on CB Renaissance Credit's long-term deposit
and debt ratings implies that upward rating pressure is limited.
The outlook on the long-term ratings could be changed to stable
if the bank improves its profitability and asset quality metrics,
while maintaining adequate capital levels.
Downward pressure could be exerted on CB Renaissance Credit's
ratings as a result of any of the following: (1) increasing
pressure on its profitability caused, in turn, by further asset
quality erosion; and (2) any further deterioration in the bank's
capitalization.
Principal Methodology
The principal methodology used in this rating was Global Banks
published in July 2014.
Headquartered in Moscow, Russia, CB Renaissance Credit LLC
reported total assets of RUB107 billion (around US$3 billion) and
net loss of RUB6.8 billion (around US$180 million), according to
unaudited IFRS at end-H1 2014. Retail loans comprise the bulk of
CB Renaissance Credit's total loans, with the total loan book
dominated by general-purpose unsecured cash loans (68%), credit
card loans (19%) and point-of-sale loans (12%), according to IFRS
as of June 30, 2014).
PERVOBANK JSC: Fitch Assigns 'B' Long-Term Issuer Default Ratings
-----------------------------------------------------------------
Fitch Ratings has assigned Russian bank JSC Pervobank (PB) Long-
term Issuer Default Ratings (IDRs) of 'B'. The Outlooks are
Stable.
KEY RATING DRIVERS: IDRS, VIABILITY RATING (VR), NATIONAL RATING
AND SENIOR UNSECURED DEBT
PB's IDRs are based on its intrinsic creditworthiness as
reflected in its VR of 'b'. The VR reflects the bank's small
franchise; decent, albeit potentially vulnerable, asset quality
given its high exposure to development and real estate. It also
factors in its tight capitalization; reasonable liquidity,
although reliant on the stability of related party funding; and
poor profitability.
The ratings also benefit from PB's close connections with
affiliated large Russian oil & gas companies, namely OAO Novatek
(BBB-/Stable) and JSC SIBUR Holding (SIBUR; BB+/Stable), as PB is
ultimately controlled by Leonid Mikhelson, the main shareholder
of these companies. Despite the US sanctions imposed on Novatek
in July 2014, Mr. Mikhelson personally is not sanctioned and
Pervobank is therefore also not affected.
PB's reported non-performing loans (NPLs; loans more than 90 days
overdue) were a moderate 3.9% of end-1H14 total loans,
comfortably covered by reserves by 2x. A further 14% of loans
were restructured, while reserve coverage of total NPLs and
restructured loans was moderate at about 43% at end-1H14.
However, Fitch has reviewed the 25 largest loans (2.8x of end-
1H14 Fitch Core Capital, FCC), of which five were restructured,
and consider them to be of moderate risk due to either
overcollateralization or the borrowers' solid financial profile.
PB's significant loan exposure to the construction and real
estate sectors (1.7x of FCC at end-1H14) and investments in non-
core assets (45% of FCC), mostly represented by commercial
properties in Samara region, is a source of risk. However,
positively, all real estate and construction loans are either
properly secured or adequately reserved, while most of the
investment properties are reasonably valued. The largest
property (14% of FCC) which is currently being used as a head
office will be transferred to fixed assets.
PB's retail loan book (22% of end-1H14 total loans) is of low
risk as represented mostly by properly secured mortgage and car
loans (65% of retail loans). The unsecured part of the retail
loan book is of moderate risk, accounting for only 6% of total
loans end-1H14 and provided predominantly to employees of the
bank's corporate clients.
The bank's liquidity position is sufficient to withstand an
outflow of 18% of customer accounts. However, the bank has a
high reliance on funding from related entities (especially
Novatek and SIBUR), which accounted for 41% of customer accounts
at end-1H14.
PB's FCC ratio was a moderate 8.1% at end-1H14. The total
regulatory capital ratio was rather tight 11.1% at end-9M14,
meaning that the bank had capacity to withstand additional credit
losses equal to only 1.8% of gross loans. PB's capital position
is further aggravated by weak internal capital generation (return
on average equity of 1.9% in 1H14) and significant exposure to
non-core assets and development loans.
RATING SENSITIVITIES: IDRS, VR, NATIONAL RATING AND SENIOR
UNSECURED DEBT
An upgrade of PB's ratings would result from a substantial
profitability improvement, diversification of funding and
reduction of non-core assets.
The ratings could be downgraded in case of material erosion of
asset quality, liquidity position or capitalization. A weakening
of the bank's connections with the affiliated companies,
especially Novatek and SIBUR, resulting in significant deposit
outflows could also result in a downgrade.
KEY RATING DRIVERS AND RATING SENSITIVITIES: SUPPORT RATING AND
SUPPORT RATING FLOOR
PB's Support Rating Floor of 'No Floor' and '5' Support Rating
reflect the bank's limited systemic importance, as a result of
which extraordinary support from the Russian authorities cannot
be relied upon, in Fitch's view. Potential support from private
shareholders is also not factored into the ratings, as it cannot
be reliably assessed. Fitch does not expect any revision of the
bank's SRF or Support Rating in the foreseeable future.
The rating actions are:
Ads by HQ-Video-Pro-2.1cV14.10xLong-Term Foreign Currency IDR
assigned at 'B'; Outlook Stable
Long-Term Local Currency IDR assigned at 'B'; Outlook Stable
Short-Term Foreign Currency IDR assigned at 'B'
National Long-Term Rating assigned at 'BBB(rus)'; Outlook Stable
Viability Rating assigned at 'b'
Support Rating assigned at '5'
Support Rating Floor assigned at 'No Floor'
Senior unsecured debt assigned at 'B'/'BBB(rus)'; Recovery
Rating 'RR4'
RUSSIAN STANDARD: Moody's Revises B2 Rating Outlook to Negative
---------------------------------------------------------------
Moody's Investors Service has changed to negative from stable the
outlook on Russian Standard Bank's B2 long-term foreign- and
local-currency deposit ratings, its foreign- and local-currency
senior debt ratings, B3 subordinated debt ratings and Caa1 (hyb)
subordinated rating. The aforementioned ratings have also been
affirmed. Concurrently, Moody's affirmed the bank's standalone
bank financial strength rating (BFSR) of E+ with stable outlook,
which corresponds to a baseline credit assessment (BCA) of b2.
The bank's ST deposit ratings remain unchanged.
The rating action was driven by (1) Russian Standard Bank's
deteriorating asset quality against the background of the weak
performance in Russia's consumer lending market; and (2) the
bank's net losses -- posted in H1 2014 -- that reflected its high
provisioning charges against problem loans.
Moody's assessment of Russian Standard Bank's ratings is largely
based on the issuer's audited financial statements for 2013, its
unaudited financial statements for H1 2014, prepared under IFRS
as well as information received from the bank.
Ratings Rationale
The negative rating outlook reflects Moody's expectation that (1)
Russian Standard Bank's asset quality might deteriorate further
over next 12 to 18 months, putting pressure on the bank's
profitability; and (2) the persistent increase in provisioning
charges will exert further pressure on the bank's capitalization.
Russian Standard Bank's asset quality has been deteriorating
against the background of general weakening in the quality of
retail portfolios of Russian banks in H1 2014. This deterioration
is driven by (1) the rapid growth of household indebtedness in
recent years; and (2) the country's currently weak macroeconomic
outlook, which suppresses the population's net income and, hence,
debt-servicing capacity. The bank's problem loans that are
overdue by more than 90 days increased to 13.0% of its total loan
portfolio in H1 2014 from 10.4% reported at year-end 2013 and
5.6% posted at year-end 2012.
As a result of these pressures, Russian Standard Bank's cost of
risk increased to 18.2% in H1 2014 (year-end 2013: 10.0%, and
year-end 2012: 6.9%). Given the increase in the cost of risk, the
bank reported a substantial decline in its profitability metrics,
with return on average assets of -2.6% in H1 2014 (year-end 2013:
0.6%). As the consumer market and household income remain
subdued, Moody's does not expect any mitigation in full-year 2014
cost of risk, leading to persistently high loan loss provisions.
Moody's does not expect any significant reduction in credit costs
in the short-term rating horizon (i.e., the next 6-12 months).
Nevertheless, the rating agency expects that the volume of
Russian Standard Bank's problem loans will not exhibit material
growth over next 12 months, reflecting stricter underwriting
standards, which will help to contain the bank's provisioning
charges and minimize net losses, or enable the bank to revert to
breakeven beyond 2014.
The aforementioned pressures are also partially mitigated by
Russian Standard Bank's still strong problem loans coverage
metrics (loan-loss reserves-to-problem loans ratio at 123.5% as
at H1 2014), which is better than the bank's domestic consumer
lending peers. From the peer comparison analysis perspective, the
bank's adequate liquidity profile is also supportive for its
ratings, as Russian Standard Bank's liquid assets-to-total assets
ratio was 33.5% in H1 2014, which was better than the bank's
domestic peers. In addition, the bank's capital levels, albeit
moderate, are still sufficient to absorb pressures (its Basel I
capital adequacy ratio was 14.2% in H1 2014).
What Could Move The Ratings UP/DOWN
The outlook change to negative from stable on Russian Standard
Bank's long-term deposit and debt ratings implies that upward
rating pressure is limited. The outlook on the long-term ratings
could be changed to stable if the bank improves its profitability
and asset quality metrics, while maintaining adequate capital
levels.
Downward pressure could be exerted on Russian Standard Bank's
ratings as a result of any of the following: (1) increased
pressure on its profitability caused, in turn, by further asset
quality erosion; and (2) a further deterioration in the bank's
capitalization.
Principal Methodology
The principal methodology used in this rating was Global Banks
published in July 2014.
Headquartered in Moscow, Russia, Russian Standard Bank reported
total assets of RUB366 billion (around $10 billion) and net loss
of RUB4.8 billion (US$133 million), according to unaudited IFRS
at end-H1 2014. Retail loans comprise the bulk of Russian
Standard Bank's total loans, with credit card loans and unsecured
consumer loans (cash and point-of-sale loans) dominating the loan
book (72% and 19% of the total, respectively, according to IFRS
as of June 30, 2014).
UFA CITY: S&P Affirms 'BB-' Issuer Credit Rating; Outlook Stable
----------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB-' long-term
issuer credit rating on the Russian City of Ufa. The outlook is
stable.
At the same time, S&P affirmed its 'ruAA-' Russia national scale
rating on Ufa.
RATIONALE
The ratings on Ufa, the administrative and economic center of the
Republic of Bashkortostan, reflect S&P's view of Russia's
volatile and unbalanced institutional framework, which results in
Ufa's very weak budgetary flexibility. Due to these system
constraints, and a lack of reliable long-term financial planning
compared with international peers, S&P views Ufa's financial
management as weak in an international context, as S&P do for
most Russian local and regional governments (LRGs). The city's
weak economy and weak budgetary performance also constrain the
ratings.
S&P's view of Ufa's adequate liquidity, low debt, and low
contingent liabilities support the ratings. The issuer credit
rating on the city is equal to its stand-alone credit profile,
which S&P assess at 'bb-'.
Ufa's wealth level is low, although it exceeds neighboring
territories'. S&P uses Bashkortostan's gross regional product
(GRP) per capita as a proxy, as there are no reliable statistics
to estimate the city's GDP. Bashkortostan's GRP per capita was
just below US$9,000 in 2013, which is markedly lower than the
national average. Although S&P expects Bashkortostan's economy
to grow faster than the national average, S&P expects that Ufa's
wealth will likely grow in line with the national rate, as the
vast majority of Ufa's output is produced in the city's
surrounding areas. Furthermore, Ufa's economy still depends on
the oil-refining and chemical industries.
In S&P's view, Ufa's budgetary flexibility is very weak, due to
its exposure to federal and regional government decisions
regarding tax shares, allocation of transfers, and redistribution
of spending responsibilities. S&P estimates that, in 2014-2017,
transfers from higher tier budgets and personal income tax (PIT),
which are regulated by the federal and the regional governments,
will provide almost 70% of the city's revenues.
On the positive side, in recent years the city has benefited from
increasing ongoing and capital support from Bashkortostan, and
S&P expects this trend to continue in the medium term.
In S&P's base-case scenario for 2014-2017, it expects Ufa's
budgetary performance to be weak, given a one-time financial
deterioration this year as the city increased spending to prepare
for the Shanghai Cooperation Organization and BRICS summits that
the city will host next year. Ufa provided about 5% of the total
amount spent, while most funds came from Bashkortostan and
private investors. In S&P's view, these investments might meet
some of the city's infrastructure needs and reduce future
spending pressure. S&P forecasts that, after a sharp decline
this year, the city will maintain breakeven operating margins on
average in 2015-2017, compared with a surplus of 1% average in
2011-2013.
Under S&P's base-case scenario, it assumes that capital grants
from Bashkortostan will alleviate pressure on the city's budget
over the medium term. This cofinancing should allow Ufa to
maintain its capital expenditure program at a high 25%-30% of
total expenditures in 2014-2017, while its deficits after capital
accounts will likely stay at a modest 5% of total revenues on
average, almost the same as the average level in 2011-2013.
Consequently, S&P expects Ufa's debt burden to increase only
gradually and total tax-supported debt to remain low compared
with that of international peers. S&P forecasts in its base-case
scenario that Ufa's tax-supported debt won't exceed 60% of
consolidated operating revenues through to the end of 2016. This
includes the city's direct debt and guarantees that it issues to
support infrastructure investment projects.
"We consider Ufa's contingent liabilities to be low because we
already include city-owned companies' debt in our tax-supported
debt calculation. Still, utility networks, transport, and water
companies might require some financial support from the city.
This year, the city, together with cofinancing from
Bashkortostan, provided Russian ruble (RUB)800 million of support
to the utility networks company. On the positive side, from
July 1, 2014, the Bashkortostan has significantly increased some
of the utilities' tariffs to customers, with some tariffs now
covering costs. This will allow city-owned utilities to improve
their financials and to reduce their payables to suppliers in the
medium term. In addition, the VAT litigation was resolved with
minimum losses for the city's budget. For the time-being, direct
repayment from the city's budget accounts for less than 0.5% of
city's operating revenues. As a result of all of these factors,
we assess that contingent liabilities have diminished," S&P said.
S&P views Ufa's financial management as weak in an international
comparison, as it do for most Russian LRGs, mainly due to the
lack of reliable budgeting and long-term financial planning. S&P
furthermore considers clarity regarding the city's policy for its
government-related entities to be low.
Liquidity
S&P views Ufa's liquidity as "adequate," as its criteria define
the term. The city keeps low cash reserves (not taking into
account a one-time hike in Dec. 2013), but maintains committed
bank lines sufficient to cover more than 120% of its debt service
falling due in the next 12 months. S&P also views Ufa's access
to external liquidity as "limited," as it do for all Russian
LRGs, given the weaknesses of the domestic capital market and the
banking sector.
"In our base-case scenario, we forecast that over the next 12
months, Ufa's cash reserves, together with committed and undrawn
bank lines, net of the deficit after capital accounts, will
remain at about RUB1.1 billion (about US$28 million) on average.
This amount covers more than 130% of Ufa's debt service falling
due in the next 12 months. We expect that, in 2015-2016, the
city will continue to rely on medium- to long-term bank lines for
refinancing and liquidity purposes, which it usually organizes
during the budget year ahead of debt maturity dates. In our
view, Ufa has good access to low-interest-rate budget loans from
Bashkortostan. The city has already received RUB500 million this
year and expects another RUB500 million by the end of 2014," S&P
said.
Ufa has gradually extended its debt maturity profile in 2012-
2014. In May 2014, Ufa successfully contracted RUB1.5 billion of
credit lines, with maturities of 6-10 years. S&P estimates that
the average maturity of the city's credit portfolio is about five
years.
OUTLOOK
The stable outlook reflects S&P's view that Ufa's debt will
increase only gradually and stay low, not exceeding 60% of
consolidated operating revenues, even though S&P expects
budgetary performance to be weak in 2014-2017, due to a one-time
deterioration this year. Moreover, S&P assumes that Ufa's
liquidity will remain adequate, owing to prudent management of
committed facilities and reliance on medium- and long-term
borrowing.
S&P could take a negative rating action within the next 12 months
if the city's higher deficits after capital accounts resulted in
debt accumulation and lower amounts available under committed
bank lines, causing the debt service coverage ratio to fall below
120%. This would lead S&P to revise downward its view of Ufa's
debt and liquidity.
S&P could raise the ratings within the next 12 months if, in line
with its upside scenario, additional budget revenues and a
cautious approach to expenditure resulted in positive operating
margins and lower deficits after capital accounts than S&P
currently envisage in its base case.
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 committee's assessment of the key rating factors is reflected
in the Ratings Score Snapshot above.
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. The weighting of
all rating factors is described in the methodology used in this
rating action.
RATINGS LIST
Ratings Affirmed
Ufa (City of)
Issuer Credit Rating BB-/Stable/--
Russia National Scale ruAA-/--/--
=========
S P A I N
=========
GAT FTGENCAT 2007: Moody's Cuts Rating on Class C Notes to 'Caa3'
-----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings of five notes,
confirmed one note, downgraded the rating of one note and
affirmed the ratings of five notes in three multiservicers
Spanish asset-backed securities (ABS) transactions:
AyT FTPYME II, FTA, currently serviced by Bankia, S.A. (B1/NP),
Caixabank (Baa3/P-3), Kutxabank, S.A. (Ba1/NP), Banco Mare
Nostrum (NR) and Banco Bilbao Vizcaya Argentaria, S.A.
(Baa2/P-2)
GAT FTGENCAT 2007, FTA, currently serviced by Catalunya Banc SA
(B3/NP) and Banco Bilbao Vizcaya Argentaria, S.A. (Baa2/P-2)
GAT FTGENCAT 2008, FTA, currently serviced by Catalunya Banc SA
(B3/NP) and Banco Bilbao Vizcaya Argentaria, S.A. (Baa2/P-2)
The rating action concludes the review of six notes placed on
review on March 17, 2014, following the upgrade of the Spanish
sovereign rating to Baa2 from Baa3 and the resulting increase of
the local-currency country ceiling to A1 from A3. The sovereign
rating upgrade reflected improvements in institutional strength
and reduced susceptibility to event risk associated with lower
government liquidity and banking sector risks.
The three transactions are asset-backed securities backed by
small to medium-sized enterprise (ABS SME) loans to SMEs located
in Spain, and originated by several former saving banks. Each
transaction is currently serviced by more than one entity as
listed above.
Ratings Rationale
The rating action reflects (1) the increase in the Spanish local-
currency country ceiling to A1 and (2) sufficiency of credit
enhancement in the affected transactions which has increased
significantly in the three deals over the last 12 months. The
downgrade of Class C in GAT FTGENCAT 2007, FTA reflects the
increasing principal deficiency in the transaction, as well as
the unpaid interest in the tranche which has been deferred for
more than a year.
-- Reduced Sovereign Risk
The Spanish sovereign rating was upgraded to Baa2 in February
2014, which resulted in an increase in the local-currency country
ceiling to A1. The Spanish country ceiling, and therefore the
maximum rating that Moody's will assign to a domestic Spanish
issuer including structured finance transactions backed by
Spanish receivables, is A1 (sf).
The increase of credit enhancement and the reduction in sovereign
risk has prompted the upgrade of five notes.
-- Key collateral assumptions
Moody's has revised its volatility assumption in those
transactions given the reduced country risk. Most assumptions
remain unchanged given the stable performance of the transactions
and the stable outlook for Spanish ABS. The default probability
(DP) remains unchanged in all the transactions.
Moody's has changed the recovery rate assumption for GAT FTGENCAT
2008, FTA to 45.0% from 52.5% due to lower than expected realized
recoveries in the last twelve months, but maintained the fixed
recovery rate assumptions unchanged for the other two
transactions.
In AyT FTPYME II, FTA, the unchanged DP on the current balance of
13.0% (corresponding to a DP on the original balance of 4.2%),
together with the recovery rate of 37.5% and a volatility of
56.0%, corresponds to an unchanged portfolio credit enhancement
of 21.5%.
In GAT FTGENCAT 2007, FTA, the unchanged DP on the current
balance of 26.0% (corresponding to a DP on the original balance
of 29.7%), together with the recovery rate of 55.0% and a
volatility of 56.9%, corresponds to an unchanged portfolio credit
enhancement of 28.8%.
In GAT FTGENCAT 2008, FTA, the unchanged DP on the current
balance of 25.0% (corresponding to a DP on the original balance
of 26.0%), together with the updated recovery rate of 45.0% and a
volatility of 53.7%, corresponds to an revised portfolio credit
enhancement of 35.0%.
Sensitivity of the ratings to increases in key collateral
assumptions has been incorporated into the quantitative analysis.
The increases included stresses of 1.3x mean DP and 1.2x
portfolio credit enhancement. Sensitivity analysis would
typically expect to see the ratings reduce by no more than two to
three notches using these stressed assumptions. The results of
this analysis limited the potential upgrade of the ratings of the
class C notes in GAT FTGENCAT 2008, FTA to Baa2(sf).
-- Exposure to Counterparties
Moody's rating analysis also took into consideration the exposure
to key transaction counterparties. In the three transactions,
Barclays Bank PLC (A2/P-1) acts as account bank. Moody's also
assessed the exposure to the swaps in the transactions. The
hedging mechanism is split in the three transaction among
different counterparties: CECABANK (Ba3/NP) and Bankia, S.A.
(B1/NP) in AyT FTPYME II, FTA; Catalunya Banc SA (B3/NP) and
Banco Bilbao Vizcaya Argentaria, S.A. (Baa2/P-2) in GAT FTGENCAT
2007, FTA, and Catalunya Banc SA (B3/NP), Banco Bilbao Vizcaya
Argentaria, S.A. (Baa2/P-2) and CECABANK (Ba3/NP) in GAT FTGENCAT
2008, FTA.
Principal Methodology
The principal methodology used in these ratings was "Moody's
Global Approach to Rating SME Balance Sheet Securitizations"
published in January 2014.
Factors that would lead to an upgrade or downgrade of the
ratings:
Factors or circumstances that could lead to an upgrade of the
ratings include (1) further reduction in sovereign risk, (2)
performance of the underlying collateral that is better than
Moody's expected, (3) deleveraging of the capital structure and
(4) improvements in the credit quality of the transaction
counterparties.
Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk, (2)
performance of the underlying collateral that is worse than
Moody's expects, (3) deterioration in the notes' available credit
enhancement and (4) deterioration in the credit quality of the
transaction counterparties.
List of Affected Ratings:
Issuer: AYT FTPYME II FONDO DE TITULIZACION DE ACTIVOS
EUR22.6 million Class F2 Notes, Affirmed A1 (sf); previously on
Mar 17, 2014 Upgraded to A1 (sf)
EUR34 million Class F3 Notes, Upgraded to A2 (sf); previously on
Mar 17, 2014 Ba3 (sf) Placed Under Review for Possible Upgrade
EUR90.1 million Class T2 Notes, Affirmed A1 (sf); previously on
Mar 17, 2014 Upgraded to A1 (sf)
Issuer: GAT FTGENCAT 2007, FTA
EUR280.8 million Class A2(G) Notes, Upgraded to A1 (sf);
previously on Mar 17, 2014 A3 (sf) Placed Under Review for
Possible Upgrade
EUR11.6 million Class B Notes, Confirmed at B1 (sf); previously
on Mar 17, 2014 B1 (sf) Placed Under Review for Possible Upgrade
EUR33.8 million Class C Notes, Downgraded to Caa3 (sf);
previously on Jun 5, 2013 Downgraded to Caa1 (sf)
Issuer: GAT FTGENCAT 2008, FTA
EUR349.7 million Class A1 Notes, Affirmed A1 (sf); previously on
Mar 17, 2014 Upgraded to A1 (sf)
EUR314.5 million Class A2(G) Notes, Affirmed A1 (sf); previously
on Mar 17, 2014 Upgraded to A1 (sf)
EUR44.5 million Class B Notes, Upgraded to A1 (sf); previously
on Mar 17, 2014 A3 (sf) Placed Under Review for Possible Upgrade
EUR40.5 million Class C Notes, Upgraded to Baa2 (sf); previously
on Mar 17, 2014 Ba1 (sf) Placed Under Review for Possible
Upgrade
EUR20.3 million Class D Notes, Upgraded to Ba2 (sf); previously
on Mar 17, 2014 B2 (sf) Placed Under Review for Possible Upgrade
EUR40.5 million Class E Notes, Affirmed Caa3 (sf); previously on
Jun 5, 2013 Confirmed at Caa3 (sf)
===========================
U N I T E D K I N G D O M
===========================
ELEMENT MATERIALS: S&P Assigns 'B' Long-Term Corp. Credit Rating
----------------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B' long-term
corporate credit rating to U.K-based Element Materials Technology
Group Holding CC2 Ltd. The outlook is stable.
At the same time, S&P assigned its 'B' issue rating to the US$285
million first-lien term loan B and the $40 million revolving
credit facility (RCF) to be drawn by Element Materials Technology
(UK) Holding Ltd. and guaranteed by Element, in line with its
corporate credit rating. The recovery rating on the loan and the
RCF is '3'.
The rating reflects S&P's assessment of Element's business risk
profile as "fair," and its financial risk profile as "highly
leveraged."
S&P's assessment of its business risk profile is based on
Element's smaller scale in the global testing, inspection, and
certification (TIC) industry and more limited geographical
diversity compared with many of its peers. Nearly 80% of
revenues come from the U.S. (although this is a large market).
Element provides services to a narrow group of sectors, primarily
aerospace and oil and gas -- and some transportation clients --
giving it more-limited end-market diversity than larger, more-
diverse peers.
These constraints are partially offset by Element's leading
positions in the niche markets in which it operates. In S&P's
view, the significant complexity of the services the company
provides, its highly educated workforce, and the "mission
critical" nature of its services differentiates it from general
TIC providers and enhances its competitive advantage. Along with
accreditations and certifications required from TIC providers,
the above-mentioned factors create high barriers to entry. In
addition, increasingly stringent regulations and outsourcing
tendencies in the TIC industry support Element's business
prospects, in S&P's view. Furthermore, the company's long-
standing relationships with its clients support its business risk
profile.
S&P's assessment of Element's business risk profile incorporates
its view of the global TIC industry's "intermediate" risk and
"very low" country risk.
"We assess Element's financial risk profile as "highly
leveraged," primarily reflecting our estimate of the group's
Standard & Poor's-adjusted debt to EBITDA of over 5x and funds
from operations (FFO) to debt of around 13% for the financial
year ending Dec. 31, 2014. Under our criteria, we consider
preferred equity certificates (PECS) held above the structure to
be equity. Our assessment of Element's financial policy as
"aggressive" reflects its private equity ownership as well as the
shareholder distributions. The conversion of a portion of the
above-mentioned PECs into pure debt -- part of this refinancing
-- also weighs on the rating. Our estimate of adjusted total
debt of about US$320 million at end-2014 includes the US$285 new
term loan B; our adjustment for operating lease commitments of
nearly US$28 million; and deferred consideration of over US$6
million. We consider Element's positive free cash flow as
supportive of the rating," S&P said.
S&P's base case assumes:
-- Revenue growth of over 20% to nearly US$255 million in 2014
as Element fully incorporates financial results of the
business acquired in 2013 and just over 7% revenue growth
in 2015;
-- Standard & Poor's-adjusted margins of about 23%-24% for the
next 18 months, an improvement from just under 21% in 2012;
and
-- No acquisition assumptions.
Based on these assumptions, S&P arrives at these credit measures
in FY2014:
-- Debt to EBITDA of just above 5x;
-- Funds from operations (FFO) to debt of about 13%; and
-- Modest free operating cash flow of nearly US$6 million.
The stable outlook reflects S&P's view that Element will retain
its leading position as a materials testing provider in its niche
sectors in the U.S., as well as in European markets, and its good
profitability. The stable outlook also reflects S&P's view that
the company will maintain its credit metrics in line with a
"highly leveraged" financial risk profile in the near term,
including a ratio of adjusted debt to EBITDA of above 5x.
S&P could consider raising the rating if Element demonstrated a
track record of improved credit metrics, such that adjusted debt
to EBITDA were sustained at below 5x, as well as an absence of
shareholder distributions. An improvement in credit metrics
could result from better operating conditions than S&P currently
forecasts, leading to growth in adjusted EBITDA.
S&P could consider lowering the rating if Element posted negative
free operating cash flow or we observed a sustained contraction
in its EBITDA margin triggered by unexpected adverse operating
developments. Likewise, tightened liquidity or covenant headroom
could cause S&P to lower the ratings.
HELLERMANNTYTON GROUP: Moody's Raises Corp. Family Rating to Ba2
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Moody's Investors Service has upgraded to Ba2 from Ba3 the
corporate family rating (CFR) and to Ba2-PD from Ba3-PD the
probability of default rating (PDR) of U.K. based cable
management solutions provider HellermannTyton Group PLC. The
outlook on the ratings is stable.
List of affected ratings
Upgrades:
Issuer: HellermannTyton Group PLC
Corporate Family Rating, Upgraded to Ba2 from Ba3
Probability of Default Rating, Upgraded to Ba2-PD from Ba3-PD
Outlook Actions:
Issuer: HellermannTyton Group PLC
Outlook, Remains Stable
Ratings Rationale
The upgrade to Ba2 follows HellermannTyton's very robust and
stronger than anticipated operating performance during the first
half of 2014, resulting in credit metrics which Moody's believes
position the group solidly in the Ba2 rating category. Thanks to
a solid increase in the group's EBITDA as adjusted by Moody's to
EUR106 million in the twelve months ended June 30, 2014 (EUR98
million in 2013), HellermannTyton's adjusted leverage reduced to
2.3x debt/EBITDA from 2.7x in 2013. This improvement was further
supported by the early repayment of the group's senior secured
notes at the beginning of this year which was partly funded with
available cash besides a newly implemented revolving credit
facility. The rating action also reflects the group's enhanced
interest coverage (6.7x EBITA/interest expense on a Moody's
adjusted basis in the last twelve months ended June 30, 2014)
resulting from a noticeable reduction in interest costs (c.EUR8
million interest savings per annum) following the refinancing
exercise and which Moody's expects to exceed 8x by year-end 2014.
The Ba2 CFR incorporates HellermannTyton's ability to constantly
increase sales and earnings which outpaced growth in global
industrial production over the last 18 months while maintaining a
very healthy profitability. On a trailing twelve months basis as
of June 30, 2014, group revenue rose 8% y-o-y while Moody's
adjusted EBITA margin reached 14.1% which is markedly above-
average when compared with other manufacturing companies rated in
the Ba2 category. As the group continues to benefit from its
strong pricing position given the negligible value of its
solutions compared to the total cost of the end-product of its
customers, demand for HellermannTyton's product offering has been
fuelled by favorable structural growth drivers across all of its
segments and core regions (e.g., higher demand for comfort,
quality and functionality resulting in increased electrical
complexity and higher cable and wire content of the end-product).
However, owing to HellermannTyton's strong business growth over
the past quarters Moody's cautions that adjusted free cash flow
of the group turned negative (-EUR18 million) in the twelve
months ended June 30, 2014. This was mainly caused by sizeable
capital expenditure (including growth and facility expansion
capex) as well as a substantial build-up in working capital which
was to a large degree driven by the group's over-proportional
growth in the automotive segment where payment terms are less
favorable than in its other business segments. In addition,
constant dividend payments constrain HellermannTyton's free cash
flows which Moody's expects to remain negative in the full year
2014, although the assigned Ba2 rating and the stable outlook
require the group to be able to return to at least breakeven free
cash flow by the end of 2015.
The Ba2 rating further recognizes (1) HellermannTyton's strong
positions in the cable management solutions market; (2) good and
resilient margin levels; (3) relatively high barriers to entry to
its markets owing to the capital intensity of the business, long-
standing customer relationships, extensive product portfolio, the
nature of the relatively small niche market, and technological
content of certain products; (4) the absence of any major
customer concentration with top 15 customers accounting for
approximately 1/3 of group turnover; (5) moderate financial
leverage with adjusted debt/EBITDA of 2.3x (LTM as of 30 June
2014); and (6) an experienced management team.
Key constraining factors incorporated in the rating relate to (1)
the group's relatively small size with revenues of EUR563 million
in the twelve months ended June 2014 and rather limited product
diversification with a primary focus on cable management systems;
(2) a geographical concentration on developed economies with
Europe and the Americas accounting for 53% and 25% of 2013 group
turnover; (3) a large exposure to cyclical end industries; (4)
the capital intensity due to a high level of automation of the
group's production asset base; (5) a relatively high operating
leverage partly due to the group's large sales force although it
has demonstrated the ability to reduce costs during periods of
economic stress; and (6) limited ability to generate meaningful
FCF, driven by sizeable capex and working capital needs as well
as regular dividend payments.
Liquidity Profile
HellermannTyton's liquidity profile is adequate. As of
June 30, 2014, the group had access to EUR33 million of cash on
balance sheet and expected operating cash flow generation (before
working capital movements) of around EUR85 million per annum.
These funds are sufficient to cover all operating cash uses over
the next 12-18 months including working cash requirements (c.3%
of sales), working capital needs (intra-year swings estimated at
EUR20 million), capex of around EUR60 million annually as well as
dividend payments which are expected to grow in line with the
business performance and amount to 30-40% of underlying annual
net income.
As of June 30, 2014, the group had access to EUR30 million of
funds available under its EUR230 million multicurrency revolving
credit facility (maturing 2019) and maintained significant
headroom under its financial covenants as defined in the loan
documentation.
Rating Outlook
The stable outlook reflects Moody's view that HellermannTyton
will sustain its robust operating performance and achieve stable
to slightly improving credit metrics in the coming years,
underpinned by moderate growth in global production volumes and a
focus on organic growth in its existing segments. The stable
outlook also requires that free cash flow of the group will reach
at least breakeven levels by the end of 2015 helped by a
disciplined dividend policy and strict working capital
management, as well as controlled expansionary capex.
What Could Change the Rating
An upgrade of HellermannTyton's ratings would require (1) a
further reduction of adjusted leverage to below 2.0x debt/EBITDA,
(2) RCF/net debt to exceed 35%, and (3) sustained positive free
cash flow generation. An upgrade of the ratings would also
require the group to maintain a solid liquidity position at all
times.
Moody's might consider lowering the rating if the group's
operating performance were to deteriorate driven by a slowing
business environment in its cyclical end-markets resulting in (1)
adjusted EBITA margins falling below 13%, (2) adjusted
debt/EBITDA exceeding 3.0x, and (3) the inability to return to at
least breakeven free cash flow over the next two years.
Principal Methodology
The principal methodology used in this rating was Global
Manufacturing Companies published in July 2014. Other
methodologies used include Loss Given Default for Speculative-
Grade Non-Financial Companies in the U.S., Canada and EMEA
published in June 2009.
Headquartered in Crawley (U.K.), HellermannTyton Group PLC is a
leading global manufacturer and distributor of high-performance
cable management systems and solutions including fastening,
identifying, insulating, protecting, organizing, routing and
connectivity. The group operates 12 manufacturing plants in 10
countries and employs more than 3,700 people worldwide.
HellermannTyton reported revenues of EUR563 million and an
adjusted EBITDA of around EUR106 million in the 12 months ended
June 30, 2014. HellermannTyton is listed on the London Stock
Exchange (Symbol "HTY") since April 2013.
JERROLD HOLDINGS: S&P Revises Outlook to Pos. & Affirms B+ Rating
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Standard & Poor's Ratings Services revised to positive from
stable its outlook on specialist U.K. secured lender Jerrold
Holdings Ltd. and affirmed its 'B+' long-term counterparty credit
rating on the company.
The outlook revision recognizes Jerrold's resilient balance sheet
and the solid progress that management is making to work out
legacy loan vintages, expand the business, increase the depth of
its management team, and expand its operational capability. At
the same time, S&P has moderately increased its tolerance for
leverage in its rating analysis of Jerrold.
Because Jerold had a loan book of only oe1.1 billion at June 30,
2014, S&P views it as having a relatively narrow profile. It is
a specialist U.K. secured lender that focuses on U.K. residential
property lending, including second-charge mortgages and bridging
finance. S&P considers these to be inherently higher-risk
lending activities.
Over the past year, S&P has observed that Jerrold has made solid
progress in expanding its loan book after several years of
relative stagnation while the company worked through much-needed
enhancements to its management of conduct risk. Jerrold has
stated that gross new lending was GBP354 million in the year to
June 30, 2014, which was almost double the level of each of the
prior two years. In S&P's view, competition is increasing in
Jerrold's chosen markets, but S&P anticipates that Jerrold will
continue to maintain relatively high net interest margins, low
operating expenses, and fairly predictable and recurring retained
earnings.
The quality of Jerrold's loan book is also improving, although
credit risk remains the key risk for the company, in S&P's view.
Jerrold states that 71.4% of its loan book was fully performing
at June 30, 2014, compared with 62.0% a year before. In part,
this improvement reflects the more favorable U.K. economy and
housing market. S&P do not consider that Jerrold's lending
standards have deteriorated. In particular, Jerrold's relatively
conservative approach to loan-to-value underwriting remains
unchanged. S&P considers this policy critical as high levels of
collateralization provide the key mitigant to the relatively high
arrears rates evident in Jerrold's book.
In addition, Jerrold's weaker profile commercial real estate
(CRE) development loan book -- which was largely originated
before 2009 -- has reduced in size to GBP85 million from GBP97
million over the past year. Most of this book comprises
completed properties and the number of large loans has reduced.
S&P understands that any new lending will be limited in scale and
underwriting standards will be relatively conservative.
Jerrold has ambitions to grow its loan book at a brisk pace. The
company now has a deeper management team and management is making
strides to improve the company's operational capability so that
it can manage this growth. S&P's ratings are not predicated on
management meeting these ambitions. Indeed, although S&P expects
that lending will grow significantly, it anticipates that
management will ease the pace of growth if risk-adjusted returns
are weakening or there is any operational strain around new
underwriting.
S&P's primary measure of leverage for finance companies is gross
debt to tangible equity. Until now, S&P adjusted the equity base
in this calculation to reflect the risk that the performance of
the CRE development book could be heavily detrimental to
Jerrold's balance sheet. In light of management's progress in
reducing the book and its proven ability to exit at or above book
value, S&P no longer makes this adjustment. S&P now calculates
Jerrold's leverage ratio to be 1.7x at June 30, 2014, which is
little changed from the unadjusted ratio of a year before.
S&P's base-case assumption is that leverage will increase as
Jerrold raises further long-term debt to fund its loan growth.
However, S&P do not expect leverage to rise significantly above
2x -- a level that S&P would still consider to be a relative
strength compared with similarly rated peers. S&P also assumes
that Jerrold will continue to avoid meaningful liquidity risk by
primarily using long-term funding sources and keeping maturities
well spread.
Jerrold is majority-owned by the founder. Since 2006, private
equity investors have held a 30% voting stake. Although it is
not part of S&P's base-case scenario, it sees a meaningful risk
that a change in ownership could lead to a substantial rise in
leverage.
The positive outlook reflects S&P's view of Jerrold's resilient
balance sheet, the solid progress that management is making to
work out legacy loan vintages, expand the business, and deepen
the management team and operational capability. At the same
time, S&P considers that Jerrold's leverage remains a relative
credit strength.
S&P could raise the ratings if it observes sustainable growth
without an associated deterioration in asset quality, improved
profitability, and if Jerrold maintains gross debt to tangible
equity below 2.25x. S&P would also expect to see that the
proportion of performing loans has further increased from current
levels.
S&P could revise its outlook to stable if it sees evidence that
Jerrold's leverage appetite is increasing above S&P's
expectations. S&P will also closely monitor any changes to the
ownership structure as this could lead to a reduction in
Jerrold's tangible equity. Additionally, very high loan growth
could lead S&P to consider that future business prospects will be
less predictable.
NEW EUROPE PROPERTY: Moody's Assigns 'Ba1' Corp. Family Rating
--------------------------------------------------------------
Moody's Investors Service has assigned a first-time corporate
family rating (CFR) of Ba1, and a probability of default rating
of Ba1-PD to New Europe Property Investment plc (NEPI). The
outlook is stable. NEPI is a listed real estate investment,
development and management company operating in Romania.
Ratings Rationale
NEPI's Ba1 rating factors in the company's relatively small scale
of operations compared with investment-grade rated peers in EMEA
and fairly large development pipeline relative to the size of the
company's income producing assets. However, the rating also takes
into account NEPI's (1) important franchise value as the largest
retail space owner in Romania; (2) robust financial metrics; (3)
good quality, modern assets with high (>96%) occupancy rates; (4)
steady cash flow from contractual rental income with no tenant
base concentration risks, but with a moderate average lease
length of 4.6 years and geographical concentration in Romania;
and (5) knowledgeable and supportive major shareholders.
NEPI's real estate portfolio predominantly contains retail
properties (66%), 31% offices and 3% industrial. The portfolio
comprises 52 properties as of June 30, 2014, but total balance
sheet assets, at EUR1.18 billion (US$1.61 billion), are
relatively small in scale compared with rated peers in EMEA.
NEPI's retail and office properties are young, modern facilities
that range from good- to-high quality. Therefore, the company
enjoys high occupancy rates, which as of June 30, 2014, was 98.6%
for both its retail and office portfolios.
NEPI has strong financial metrics. Leverage for the last 12
months to June 30, 2014, as measured by net debt/EBITDA, was
2.3x, indicating that the company's earnings can easily support
its current level of debt. Over the same 12-month period, fixed
charge coverage, as measured by EBITDA/interest expense +
capitalized interest + ground rents, was high at 6.7x. In
addition, "effective" leverage, as measured by adjusted
debt/total assets, at 21.5% indicated generous asset cover for
its debt as of June 30, 2014. Moody's expects that NEPI's
financial metrics will continue at conservative levels, in line
with the company's financial policies.
NEPI has a fairly large committed development pipeline (amounts
spent to date plus the costs to complete committed developments)
relative to the size of its income producing property portfolio.
While three of its four current developments were completed in Q3
2014, Moody's expects the company to begin new projects shortly
thereafter, causing the ratio of committed developments/total
assets to remain at around 15% through 2015.
NEPI exhibits an adequate liquidity profile. Internal cash flow
generation plus cash and cash equivalents are sufficient to cover
cash requirements over the next 12-18 months, including
maintenance capex, dividends and debt repayments. In addition to
cash balances, NEPI has a secured, undrawn EUR9.5 million
revolving facility. External sources of funding are required for
the company's development pipeline and the related funding
commitment is obtained in advance of the development's
commencement. In early August, the company raised EUR100 million
through a rights issue, and EUR 52.5 million of the proceeds were
used to repay bank debt.
NEPI has more flexibility over the disposition of its cash
resources than some of its industry peers because it is not a
real estate investment trust (REIT); cash can be used to manage
leverage and capex rather than pay obligatory dividends according
to REIT tax rules.
At 30 June 2014, NEPI's property portfolio was largely secured
with around 35% of its assets unencumbered. Therefore, its
properties provide a limited potential source of alternate
liquidity. However, Moody's expects that this will improve as the
company plans to refinance its secured borrowings with unsecured
debt. The company is currently in compliance with its bank
covenants.
NEPI has demonstrated good access to capital. In addition to its
banking relationships, the company has raised equity totaling
EUR839 million, including the latest equity raise in early August
2014 of EUR100 million. In addition, it has retained earnings of
EUR74 million through the issuance of scrip dividends over the
past two years, as an alternative to paying out the entire
dividend in cash.
Rationale For The Stable Outlook
The stable outlook reflects Moody's forecast of continued
positive GDP growth in Romania, which will support retail
expenditure and, by extension, tenant demand for retail property.
The stable outlook also reflects Moody's belief that NEPI will
continue managing its business to maintain lease renewals and
high occupancy rates, similar levels of operational profitability
and will not significantly increase its exposure to development
risk above current levels.
What Could Change the Rating -- UP/DOWN
Upside pressure on the rating could build as the company
continues to expand carefully, while at the same time, decreasing
the size of its committed development pipeline relative to its
total assets to a range of around 10%-12%, and maintaining an
adequate liquidity profile at all times. Quantitatively, given
NEPI's scale of operations, Moody's would expect adjusted
debt/total assets to be maintained at around 30% and fixed charge
coverage of at least 4.0x.
Conversely, downward pressure on the rating could arise from (1)
operational difficulties that negatively affect NEPI's
profitability or cashflow; (2) an increase in its exposure to
development risk such that the committed development pipeline
relative to its investment property portfolio rose sustainably
above 25%; (3) a change in NEPI's capital structure such that
leverage in terms of adjusted debt/total assets trends up towards
35% or fixed charge coverage falls below 3.0x; or (4) a failure
to maintain an adequate liquidity profile.
Principal Methodology
The principal methodology used in this rating was Global Rating
Methodology for REITs and Other Commercial Property Firms
published in July 2010.
New Europe Property Investments plc (NEPI) is an Isle of Man
incorporated real estate investment company, which is listed on
the main board of the Johannesburg Stock Exchange (JSE), the AIM
market of the London Stock Exchange and the regulated market of
the Bucharest Stock Exchange. NEPI's three largest shareholders
are South African property-focused investment funds: Resilient
Property Income Fund, Fortress Income Fund and Capital Property
Fund (A3.za stable). For the 2013 financial year ending 31
December, NEPI reported EUR42.2 million in gross rental income
and total assets of EUR1.04 billion.
PRIORY GROUP: Fitch Affirms 'B+' IDR on Sale & Leaseback Deal
-------------------------------------------------------------
Fitch Ratings has affirmed Priory Group No. 3 plc's (Priory)
Long-Term Issuer Default Rating (IDR) at 'B+' with a Stable
Outlook as well as the super senior revolving credit facility
(RCF) and senior secured notes due 2018 at 'BB+/RR1'. The GBP175
million senior unsecured notes due 2019 -- rated 'BB'/'RR2' --
have been placed on Rating Watch Positive (RWP).
The affirmation follows the announcement by Priory that it has
entered into a sale and leaseback transaction for six acute
psychiatric hospitals across the UK. The transaction will reduce
funds from operations (FFO) lease adjusted gross leverage and
increase headroom at the current rating level. The sale is
expected to generate about GBP218 million of net proceeds. Such
proceeds, together with surplus cash of about GBP40 million, will
be used to prepay around GBP245 million of its GBP631 million
senior secured notes and a redemption premium of about GBP13
million. Additional rental expense per annum is expected to be
GBP13 million (which Fitch capitalizes at 8x multiple to derive a
debt-equivalent figure). Priory expects the transaction to
complete on Nov. 29, 2014 at the latest.
KEY RATING DRIVERS
Increased Rating Headroom
Pro-forma for the transaction, we expect FFO adjusted gross
leverage to decrease to 5.7x from 6.7x at FYE13 and FFO fixed
charge coverage to improve to about 2.0x from 1.8x. As a result,
financial flexibility has improved, providing additional headroom
under the current 'B+' rating and thereby further differentiating
Priory from lower-rated health and social care providers.
However, Fitch do not expect credit metrics to reach our positive
rating triggers in the near term, hence the Stable Outlook on the
IDR.
Improved Recoveries for Senior Notes
Fitch has placed the 'BB'/'RR2' instrument rating for the senior
notes due 2019 on RWP, reflecting our expectations of improved
recoveries for this class of creditors upon the repayment of
GBP245 million of prior-ranking senior secured notes. While the
proportion of freehold and long-leasehold properties within the
overall portfolio will reduce to 83% from 85%, Fitch estimates
the value of the assets in a liquidation scenario to remain
sufficient to ensure recoveries for unsecured noteholders up to
'RR1' (i.e. 91% to 100% recovery rate). Outstanding recoveries
are supported by the lack of structural subordination for
unsecured noteholders and by the UK jurisdiction where any
liquidation of the assets would likely take place.
Operating Challenges Remain Manageable
The group's 1H14 performance was satisfactory despite an on-going
challenging operating environment, driven by higher staff and
compliance costs across the sector and unfavorable pricing,
especially in the Education division. Fitch believes that Priory
is well placed to manage these challenges, given its leading
market position as the UK's largest provider of independent acute
mental health care, strong brand and good relationship with the
National Health Service (NHS). The rating of 'B+' is supported
by management's proactive approach in adapting to a new operating
environment, in managing costs, in conducting asset sales to
reduce debt and in investing in marketing and systems to help
drive growth
Adequate Business Diversification
Priory's diversification across high acuity mental health care,
elderly care homes, educational and other specialist services
helps mitigate the impact of potential challenges arising from
one single segment. Recently the under-performance of the
Education division resulting from a structural change in pupils'
mix towards lower-margin day placements and away from higher-
margin residential placements has been partly compensated by
sustained growth in other divisions.
Supportive Long-Term Fundamentals
Fitch continues to believe that Priory is well placed to benefit
from the outsourcing of high acuity patients by the NHS in the
long term. Fitch expects future volumes to largely offset
pricing pressure stemming from fee negotiations with the NHS over
the near-to medium-term as a result of budget constraints.
Moderate Execution Risks
Fitch considers the underlying execution risk inherent in
Priory's expansion plans for its healthcare and Craegmoor
divisions to be moderate given management's track record. The
group has recently indicated that it will prioritize growth
opportunities in private outpatients and new autism services
where it can achieve higher growth than the wider market. Fitch
believes that these targeted growth areas will not affect
Priory's business risk profile materially.
RATING SENSITIVITIES
Positive: Future developments that may, individually or
collectively, lead to positive rating action include:
-- FFO lease-adjusted gross leverage below 5.0x (or 4.5x net
of unrestricted cash) on a sustained basis
-- FFO fixed charge cover above 2.5x on a sustained basis
-- Improvement in EBITDAR margin towards 30% or free cash flow
(FCF) margin of 5% on a sustained basis
Negative: Future developments that may, individually or
collectively, lead to negative rating action include:
-- FFO lease-adjusted gross leverage above 6.5x (or 6.0x net
of unrestricted cash) on a sustained basis
-- FFO fixed charge cover below 2.0x on a sustained basis
-- Permanently weak FCF resulting from further price and cost
pressure
LIQUIDITY AND DEBT STRUCTURE
Long Dated Debt Maturity Profile
The debt structure provides the group with financial flexibility
as the maturity profile is back-ended and long-dated. Following
the sale and leaseback, debt will include GBP386m of senior
secured notes due 2018 and GBP175m of senior notes due 2019.
Satisfactory Liquidity
Given the absence of significant debt maturity until 2018,
together with Fitch's expectation of positive FCF from FY15,
Fitch expects liquidity to remain satisfactory. In addition,
Priory has access to committed GBP70 million senior secured
revolving credit facility (RCF) expiring in 2017 that can be used
for capex purposes of up to GBP50 million. As of June 2014,
GBP46.2 million was available under the committed RCF.
PRIORY GROUP: S&P Puts 'B' Rating on CreditWatch Positive
---------------------------------------------------------
Standard & Poor's Ratings Services placed its 'B' issue rating on
U.K. health and social care provider Priory Group No.3 PLC's
senior unsecured notes on CreditWatch with positive implications.
The rating action follows the company's announcement that it
intends to redeem about GBP245 million of its senior secured
notes with the proceeds of the sale-leasebacks on six of its
hospitals to M&G Investments, plus cash on its balance sheet.
The 'BB+' issue rating and '1+' recovery rating on Priory's super
senior revolving credit facility and the 'BB' issue-level rating
and '1' recovery rating on the company's senior secured notes are
unchanged.
The CreditWatch placement reflects S&P's anticipation that the
amount of secured debt ranking ahead of the company's unsecured
debt will reduce, thereby improving recovery prospects for
unsecured bondholders. As a result, S&P expects to raise the
unsecured debt 'B' rating by one notch on completion of the notes
redemption process.
Priory's corporate credit rating is unaffected by the proposed
transaction. Although this will reduce Priory's ownership over
its property portfolio, S&P understands that it will still retain
a majority ownership of around 80% on a freehold basis,
accounting for over 70% of group EBITDAR. The group's position
as a leading provider of a broad range of high acuity, non-
discretionary services across health and social care,
characterized by high fee rates and healthy margins, continues to
underpin S&P's assessment of Priory's business risk profile.
Furthermore, although S&P believes the transaction will slightly
improve Priory's credit metrics, S&P's financial risk profile
assessment continues to reflect the group's highly leveraged
balance sheet, with pro forma Standard & Poor's-adjusted debt to
EBITDA of around 8.5x in 2014.
UNDERFIELD HOTELS: In Administration; Buyers Sought for Penrallt
----------------------------------------------------------------
Storm Rannard at Insider Media reports that Underfield Hotels
Ltd. has gone into administration.
Lindsey Cooper -- lindsey.cooper@bakertilly.co.uk -- and
Diana Frangou -- diana.frangou@bakertilly.co.uk -- of Baker Tilly
Restructuring & Recovery were appointed joint administrators of
Underfield Hotels Ltd. and Underfield Leisure Ltd. on Oct. 3,
Insider Media relates.
But insolvency specialists dealing with the case have been able
to retain most of the venue's workforce and keep running the
hotel as they work to secure a buyer, Insider Media says.
The appointment followed a "long period" of "difficult" trading
conditions, Insider Media notes.
The company, which has a registered address in Altrincham,
Cheshire, operated the Penrallt Hotel in Cardigan.
Penrallt employed 22 staff when the administrators were
appointed, Insider Media discloses. A total of four were made
redundant, while 18 have been retained to continue trading,
Insider Media states.
A statement from Baker Tilly said that it was seeking a buyer for
the 26-bed venue, which lies within 50-acres of land, Insider
Media relays.
It also includes 18 holiday cottages, which are being offered for
sale along with the hotel and its leisure facilities, Insider
Media discloses.
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* Large Companies with Insolvent Balance Sheets
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Total
Shareholders Total
Equity Assets
Company Ticker (US$MM) (US$MM)
------- ------ ------ ------
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*********
Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par. Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable. Those sources may not,
however, be complete or accurate. The Monday Bond Pricing table
is compiled on the Friday prior to publication. Prices reported
are not intended to reflect actual trades. Prices for actual
trades are probably different. Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind. It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.
Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets. At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short. Don't be fooled. Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets. A company may establish reserves on its
balance sheet for liabilities that may never materialize. The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.
Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals. All titles are
available at your local bookstore or through Amazon.com. Go to
http://www.bankrupt.com/booksto order any title today.
*********
S U B S C R I P T I O N I N F O R M A T I O N
Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.
Copyright 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
202-362-8552.
* * * End of Transmission * * *